Consider for example:
A =
(1.....i)
(-i.....1)
We have P_A(t) =
(t -1.........i)
(-i.........t-1)
So: P_A(t) = (t - 1) 2 - (-i)(i) = t 2 -2t +1 -1 = 0
Then: P_A(t) = t 2 - 2t = t(t - 2)
The eigenvalues E1,2 are:
E1 = 0, E2 = 2
To get the eigenvectors is just straightforward and merely requires obtaining simultaneous equations in x, y for example - based on using the rows in the matrix and applying each of the eigenvalues to them.
For example, take E1 = 0, then the resulting equations are:
x - iy = 0
ix + y = 0
or x = -iy and y = ix
The eigenvector is easily solved for and is:
v1 =
[-i]
[1]
Next, take the eigenvalue E2 = 2, then the simultaneous equations from the matrix A are:
x + iy = 2x
-ix + y = 2y
which yields: x = iy and y = -ix
Or, an eigenvector of: v2 =
[1]
[-i]
Consider now:
A =
(1.. …. .2)
(2.......-2)
Then: P_A(t) =
(t - 1......2)
2........t +2)
P_A(t) = (t - 1)((t + 2) - 4
P_A(t) = t 2 + t - 2 -4 = t 2 + t - 6
But: t 2 + t - 6 = (t + 3) (t - 2)
So: E1 = -3, and E2 = 2
To get the eigenvector associated with the eigenvalue E1 = -3, we form the left side of the algebraic equations in x, and y using A such that:
x + 2 y = -3x
2x - 2y = -3y
Simplifying:
4x + 2y = 0
2x + y = 0
or:
4v1 + 2v2 = 0
2v1 + v2 = 0
and solving the simultaneous eqn. yields: v2 = - 2v1, or
v =
[1]
[-2]
For E2 = 2, we may write:
x + 2y = 2x
2x -2y = 2y
Again, the eigenvalue (E2) is always multiplied by x and then y to give the column matrix
comprising the right side, with x-value on top, and y-value on the bottom. Simplifying the preceding equations:
-x + 2y = 0
2x - 4y = 0
Or:
-v1 + 2v2 = 0
2v1 - 4v2 = 0
which yields: v1 = 2v2, so the eigenvector in this case is:
v =
[2]
[1]
Working these linear algebra problems is fairly straightforward once one follows the steps such as I've outlined above.
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