534 Chapter 19The matrix eigenvalue problem
The matrix equation (19.3) represents the case of inhomogeneous equations, with
b 1 ≠ 10. In the homogeneous case, we have
Ax 1 = 10 (19.5)
and the solution isx 1 = 10 if Ais nonsingular. When Ais singular,x 1 = 10 is the trivial
solution but, as discussed in Section 17.4, other solutions may exist. In the following
section we consider these other solutions for the most important case of the
homogeneous system, the matrix eigenvalue problem.
19.2 The eigenvalue problem
A matrix equation of type
Ax 1 = 1 λx (19.6)
where Ais a square matrix, xis a column vector, and λis a number, is a linear
transformation in which the matrix Atransforms the vector xinto a multiple of x.
The equation can be written as
(A 1 − 1 λI)x 1 = 10 (19.7)
(sinceIx 1 = 1 x), and therefore represents the system of homogeneous linear equations
(a
11
1 − 1 λ)x
1
- 1 a
12
x
2
- a
13
x
3
+1-1+ a
1 n
x
n
= 10
a
21
x
1
- 1 (a
22
1 − 1 λ)x
2
1 + a
23
x
3
+1-1+ a
2 n
x
n
= 10
a
31
x
1
- a
32
x
2
+(a
33
1 − 1 λ)x
3
+1-1+ a
3 n
x
n
= 10 (19.8)
a
n 1
x
1
- a
n 2
x
2
- a
n 3
x
3
+1-1+(a
nn
1 − 1 λ)x
n
= 10
(these are the secular equations discussed in Section 17.4). The equations have the
trivial solutionx 1 = 10 for all values of λ. The equations also have a nonzero solution
if the value of λcan be chosen to make the matrix (A 1 − 1 λI) singular; that is, if λis
chosen to make the determinant of (A 1 − 1 λI) zero:
det 1 (A 1 − 1 λI) 1 = 10 (19.9)
or
(19.10)
()
()
(
aaa a
aa a a
aaa
n
n
11 12
13
1
21 22 23 2
31 32 3
−
−
λ
λ
33
3
1
23
0
−
−
=
λ
λ
)
()
a
aaa a
n
n
nn
nn