特征值与特征向量 Chapter 7 Eigenvalues and Eigenvectors.pptVIP

 Chapter 7 Eigenvalues and Eigenvectors 7.1 Eigenvalues and Eigenvectors 7.2 Diagonalization 7.3 Symmetric Matrices and Orthogonal Diagonalization 7.4 Application of Eigenvalues and Eigenvectors 7.5 Principal Component Analysis 7.1 7.1 Eigenvalues and Eigenvectors Eigenvalue problem (特徵值問題) (one of the most important problems in the linear algebra): If A is an nn matrix, do there exist nonzero vectors x in Rn such that Ax is a scalar multiple of x? Eigenvalue (特徵值) and Eigenvector (特徵向量): A: an nn matrix : a scalar (could be zero) x: a nonzero vector in Rn ※ Geometric Interpretation (The term eigenvalue is from the German word Eigenwert, meaning “proper value”) Ex 1: Verifying eigenvalues and eigenvectors ※ In fact, for each eigenvalue, it has infinitely many eigenvectors. For  = 2, [3 0]T or [5 0]T are both corresponding eigenvectors. Moreover, ([3 0] + [5 0])T is still an eigenvector. The proof is in Thm. 7.1. Thm. 7.1: The eigenspace corresponding to  of matrix A If A is an nn matrix with an eigenvalue , then the set of all eigenvectors of  together with the zero vector is a subspace of Rn. This subspace is called the eigenspace (特徵空間) of  Since this set is closed under vector addition and scalar multiplication, this set is a subspace of Rn according to Theorem 4.5 Ex 3: Examples of eigenspaces on the xy-plane For the matrix A as follows, the corresponding eigenvalues are 1 = –1 and 2 = 1: Sol: For the eigenvalue 1 = –1, corresponding vectors are any vectors on the x-axis For the eigenvalue 2 = 1, corresponding vectors are any vectors on the y-axis ※ Thus, the eigenspace corresponding to  = –1 is the x-axis, which is a subspace of R2 ※ Thus, the eigenspace corresponding to  = 1 is the y-axis, which is a subspace of R2 ※ Geometrically speaking, multiplying a vector (x, y) in R2 by the matrix A corresponds to a reflection to the y-axis (1) An eigenvalue of A is a scalar  such that Thm. 7.2: Finding eigenvalues a