Matrix Eigenvalue Problems
TF2101
Matematika Rekayasa Sistem
Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Matrix Eigenvalue Problems

Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
− 5 2 
A=
 2 − 2




x 
 − 5 2  x1 

  = λ  1 
Ax = 
 
x 
 2 − 2  x 2 
 2

− 5 x1 + 2 x 2 = λx1
2 x1 − 2 x 2 = λx 2
(−5 − λ ) x1 + 2 x 2 = 0
2 x1 + (−2 − λ ) x 2 = 0

Advanced Engineering Mathematics by Erwin Kreyszig
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Pages 335-336a

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Pages 335-336b

Advanced Engineering Mathematics by Erwin Kreyszig
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Page 337a

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Page 337b

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Page 338

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Pages 339-340a

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Pages 339-340b

Continued
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Pages 339-340c

Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Advanced Engineering Mathematics by Erwin Kreyszig
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Advanced Engineering Mathematics by Erwin Kreyszig
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Page 346 (3)

Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Eigenbases, Diagonalization, Quadratic Forms

Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Example

Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Advanced Engineering Mathematics by Erwin Kreyszig
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Page 352

>> [V,E] =eig(A)
V=
-0.3015 0.4364 -0.3015
0.3015 0.2182 0.9045
-0.9045 0.8729 -0.3015
E=
-4.0000
0
0
0 -0.0000
0
0
0 3.0000

Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Quadratic Forms. Transformation to
Principal Axes

Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Page 353 (2)

Advanced Engineering Mathematics by Erwin Kreyszig
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Page 353 (3)

Advanced Engineering Mathematics by Erwin Kreyszig
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Page 354 (1)

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Page 354 (2a)

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Page 354 (2b)

Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Complex Matrices and Forms
The three classes of real matrices have complex counterparts that are of
practical interest in certain applications, mainly because of their spectra, for
instance in quantum mechanics. To define these classes, we need the following
standard.

Example

if

then

and

6 
 3 + 4i 1 − i 
 3 − 4i 1 + i 
 3 − 4i
T
, A = 
, A = 
A=
 6

 6

 1 + i 2 + 5i 

2 − 5i 
2 + 5i 




Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
unitary
1 
 1
i
3

1 − 3i 
2 + i
 4
 3i
2 
, B = 
, C =  2
A=
1 + 3i
− 2 + i − i 
1 
7 
1 3




i 

2 
2

Example

Hermitian

Skew-Hermitian

Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
unitary
1 
 1
3
 i
1 − 3i 
2 + i
 4
 3i
2
2 
, B = 
A=
1 + 3i

 − 2 + i − i , C =  1

1 
7 




3
i 

2 
2

Example

Hermitian

Skew-Hermitian

Characteristic equation

A : λ2 − 11λ + 18 = 0
B : λ2 − 2iλ + 8 = 0
C:

λ 2 − iλ − 1 = 0

Eigenvalues

1
2

(

9, 2
4i, − 2i
1
3+i ,
− 3+i
2

)

(

)

Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Advanced Engineering Mathematics by Erwin Kreyszig
Copyright © 2007 John Wiley & Sons, Inc. All rights reserved.
Page 363a

Continued
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Page 363b

Advanced Engineering Mathematics by Erwin Kreyszig
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Kreyzig ch 08 linear algebra