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Linear Algebra and Differential Equations

Lecture 14
Eigenvalues and Eigenvectors for 2 2 Matrices

July 11, 2016

Linear Algebra and Differential EquationsLecture 14 Eigenvalues July


and Eigenvectors
11, 2016
for
1 /2 1 2

Decoupling
Consider the pair of differential equations
x10 = 3x1

x20 = x2

They are easily solved to give


x1 = C1 e 3t

x2 = C2 e t

But it is a bit harder to solve the coupled differential equations


x10 = 4x1 x2

x20 = 5x1 2x2

Now change to the variables


x1 = y1 + y2

x2 = y1 + 5y2

Then the equations become


(y1 + y2 )0 = 3y1 y2

(y1 + 5y2 )0 = 3y1 5y2

which gives
y10 = 3y1

y20 = y2

Linear Algebra and Differential EquationsLecture 14 Eigenvalues July


and Eigenvectors
11, 2016
for
2 /2 1 2

with solutions
y1 = C1 e 3t

y2 = C2 e t

Solving for x1 and x2 in terms of y1 and y2


x1 = C1 e 3t + C2 e t

x2 = C1 e 3t + 5C2 e t

Now lte us redo this calculation in matrix form. The pair of equations
become



0 
4 1
x1
x1
=
5 2
x2
x2
We now change the basis


x1
x2


=

1 1
1 5



y1
y2

Substituting into the DE gives






0 

1 1
y1
4 1
1 1
y1
=
1 5
y2
5 2
1 5
y2

Linear Algebra and Differential EquationsLecture 14 Eigenvalues July


and Eigenvectors
11, 2016
for
3 /2 1 2

the DE for ~y is

0
y1
=
y2

1
4






5 1
1 2
1 1
y1
1 1
2 1
1 5
y2


3 0
y1
0 1
y2

which are easily solved and the expressions for ~x can be found from the
change of basis formula.
What we did was transform to coordinates where the action of the linear
function was just a stretch. We would like to able to this for a general
2 2 matrix.
x0 = Ax

x = Py

y0 = P1 APy

This will work if the matrix P1 AP is diagonal.

Linear Algebra and Differential EquationsLecture 14 Eigenvalues July


and Eigenvectors
11, 2016
for
4 /2 1 2

Eigenvectors and Eigenvalues


We are trying to find new basis vectors where the action of the matrix is
just to multiply them by a constant. That is they should satisfy
Av = v
for some value of . is called an eigenvalue of the matrix and v is the
associated eigenvector. The equation can be rewritten in the form
(A I)v = 0
If this is to have non trivial solutions, the matrix A I must be singular
and so
det(A I) = 0
This gives an equation for the determination of . It is called the
characteristic equation.

Linear Algebra and Differential EquationsLecture 14 Eigenvalues July


and Eigenvectors
11, 2016
for
5 /2 1 2

An Example
Find the eigenvalues and associated eigenvectors for the matrix A where


5 1
A=
2 2
To determine the eigenvalues

5 1
det(A I) =
2
2



= (5 )(2 ) + 2 = 2 7 + 12 = 0

with solutions = 3 and = 4.


The eigenvector associated with = 3 is given by


  
2 1
v1
0
=
2 1
v2
0
2v1 v2 = 0

2v1 = v2

Linear Algebra and Differential EquationsLecture 14 Eigenvalues July


and Eigenvectors
11, 2016
for
6 /2 1 2

So an a suitable eigenvector will be



v3 =

1
2

The eigenvectors associated with = 4 are given by




  
1 1
v1
0
=
2 2
v2
0
v1 v2 = 0
and an eigenvector will be given by

v4 =

1
1

Linear Algebra and Differential EquationsLecture 14 Eigenvalues July


and Eigenvectors
11, 2016
for
7 /2 1 2

The change of basis matrix and its inverse will be given by






1 1
1 1
P=
P1 =
2 1
2 1
and the matrix using the eigenvectors as basis vectors will be



 

1 1
5 1
1 1
3 0
1
P AP =
=
2 1
2 2
2 1
0 4

Linear Algebra and Differential EquationsLecture 14 Eigenvalues July


and Eigenvectors
11, 2016
for
8 /2 1 2

General form of the characteristic equation


For a general 2 2 matrix

A=

a c
b d

the characteristic equation will be



a
c
det(A I) =
b
d



=0

this simplifies to
2 (a + d) + ad bc = 0
The sum of the elements along the main diagonal of a matrix is called its
trace, thus the characteristic equation becomes
2 tr(A) + det(A) = 0

Linear Algebra and Differential EquationsLecture 14 Eigenvalues July


and Eigenvectors
11, 2016
for
9 /2 1 2

What can go wrong?


Let us look at a matrix of the form


3 4
C=
4 3
Its characteristic equation is
2 6 + 25 = 0
which has the solutions
= 3 4i
An eigenvector associated with = 3 + 4i will be given by


  
4i 4
v1
0
=
4 4i
v2
0

Linear Algebra and Differential EquationsLecture 14 EigenvaluesJuly


and11,
Eigenvectors
2016
for
10 /2 1 2


v1 iv2 = 0

v+ =

i
1

The other eigenvector will be the complex conjugate of this




i
v =
1
What is the action of this matrix on a typical vector?
Let us write C as

C = 5

3
5
4
5

4
5
3
5

=5

cos sin
sin cos

where = tan1 (4/3). The effect of the matrix is to expand vectors by a


factor of 5 and rotate them through an angle

Linear Algebra and Differential EquationsLecture 14 EigenvaluesJuly


and11,
Eigenvectors
2016
for
11 /2 1 2

On the positive side as long as were comfortable with complex numbers


the change of basis matrix and its inverse do diagonalize C.



 

1 i 1
3 4
i i
3 + 4i
0
=
i 1
4 3
1 1
0
3 4i
2
For example to solve the differential equations
x10 = 3x1 4x2

x20 = 4x1 + 3x2

Define new variables y1 and y2 by



 


x1
i i
y1
=
x2
1 1
y2
The differential equation for the y s becomes


0 

y1
3 + 4i
0
y1
=
y2
0
3 4i
y2

Linear Algebra and Differential EquationsLecture 14 EigenvaluesJuly


and11,
Eigenvectors
2016
for
12 /2 1 2

with the solution


y1 = C1 e (3+4i)t

y2 = C2 e (34i)t

and thus
x1 = e 3t t(iC1 e 4it iC2 e 4it )

x2 = e 3t (C1 e 4it + C2 e 4it )

The variables x1 and x2 should be real but what is e 4it ?


In the 18th century Euler showed that
e i = cos + i sin
and so we can write the solution
x1 = e 3t (D1 cos 4t + D2 sin 4t)

x2 = e 3t (D2 cos 4t + D1 sin 4t)

where
D1 = i(C1 C2 )

D2 = (C1 + C2 )

Linear Algebra and Differential EquationsLecture 14 EigenvaluesJuly


and11,
Eigenvectors
2016
for
13 /2 1 2

What else can go wrong?


The last possible thing that can go wrong is that there is only one
eigenvalue. In this case we then only get one eigenvector and we cant
play the diagonalization game. If v is the eigenvector corresponding the
the eigenvalue .
(A I)v = 0
To get a basis to use, we will look for solutions to
(A I)2 v = 0
Clearly v satisfies the equation. We can define a power vector
(generalized eigenvector), vp , by the equation
(A I)vp = v
then
(A I)2 vp = (A I)v = 0

Linear Algebra and Differential EquationsLecture 14 EigenvaluesJuly


and11,
Eigenvectors
2016
for
14 /2 1 2

For example consider the matrix



A=

2 1
1 0

The characteristic equation is


( 1)2 = 0

The eigenvector corresponding to 1




  
1 1
v1
0
=
v2
1 1
0
The power vector is given by


  
1 1
v1
1
=
1 1
v2
1

=1

1
1

2
1

v1 =

v=

Linear Algebra and Differential EquationsLecture 14 EigenvaluesJuly


and11,
Eigenvectors
2016
for
15 /2 1 2

The change of basis matrix and its inverse are






1 2
1 2
1
P=
P =
1 1
1 1
and when we try to diagonalize the matrix using the change of basis
matrix we obtain



 

1 2
2 1
1 2
1 1
1
P AP =
=
1 1
1 0
1 1
0 1
it almost works but there is an extra 1 in the off diagonal position. This is
best we can do in general.

Linear Algebra and Differential EquationsLecture 14 EigenvaluesJuly


and11,
Eigenvectors
2016
for
16 /2 1 2