Title: Solve:
1Sec7.5 Multiple Eigenvalue Solution
Lin. indep eigenvectors
One single eigenvector
Solve
2Repeated real Eigenvalues
One single eigenvector
3Repeated real Eigenvalues
Solve
4Repeated real Eigenvalues
Solve
5Repeated real Eigenvalues
Solve
6Homog Linear System
2X2 system
2 complex
2 real distinct
2 real repeated
Chain G-eigvec
2 lin indep eig-vec
3X3 system
1 real 2 complex
3 real distinct
2 real repeated 1 real
3 real repeated
2 lin indep eig-vec
3 lin indep eig-vec
2 lin indep eig-vec
3 lin indep eig-vec
1 lin indep eig-vec
7Repeated real Eigenvalues
DEF
8Repeated real Eigenvalues
rank 2 generalized eigenvector
rank 3 generalized eigenvector
DEF
A rank r generalized eigenvctor associated with
is a vector v such that
9Repeated real Eigenvalues
10Repeated real Eigenvalues
DEF
A length k chain of generalized eigenvectors
based on the eigenvector is a set of
of k generalized
eigenvectors such that
11Jordan Block
Example
Example
Definition
- Find charc. Equ.
- Find all eigenvalues
- How many free variables
- How many lin. Indep eigvct
- defect
Jordan block with eigenvalue
- Find charc. Equ.
- Find all eigenvalues
- How many free variables
- How many lin. Indep eigvct
- defect
Chain of generalized eigenvectors
Examples
12Jordan Normal Form
Exmples
Definition
Where each submatix is a jordan block of
the form
- Find eigenvalues
- multiplicity
- How maany lin. Indep eigenvectors
- How many chain and length
13Jordan Normal Form
Theorem 1
Any nxn matrix A is similar to a Jordan
normal form matrix
Theorem 1
Let A be nxn matrix
there exits an invertable Q such that
where J is in Jordan normal form
Find the Jordan form
Find the Jordan form
14Jordan Normal Form
Theorem 1
Let A be nxn matrix
there exits an invertable Q such that
where J is in Jordan normal form
If all generalized eigenvectors are arranged as
column vectors in proper order corresponding to
the appearance of the Jordan blocks in (), the
results is the matrix Q
Let A be 5x5 matrix
15Another method to compute Generalized
eigenvectors
Compute
Solve
Compute
Chain of generalized eigenvectors
Find all generalized eigenvectors
Chain of generalized eigenvectors
16Another method to compute Generalized
eigenvectors
Compute
Find all generalized eigenvectors
Solve
Compute
1 lin indep eigenvector
Length of chain 3
Chain of generalized eigenvectors