538 Chapter 19The matrix eigenvalue problem
EXAMPLE 19.5Normalization of eigenvectors
The eigenvectors xof Example 19.3 are normalized (have unit length) if
x
T
x 1 = 1 x
2
1 + 1 y
2
1 + 1 z
2
1 = 11
For example,
and the set of three normalized eigenvectors is
0 Exercises 12–15
Property 2.If Ais a (real) symmetric matrix, the eigenvectors corresponding to
distinct eigenvalues are orthogonal.
Let x
k
and x
l
be eigenvectors of A corresponding to eigenvalues λ
k
and λ
l
,
respectively. Then
Ax
k
1 = 1 λ
k
x
k
(19.13)
and premultiplication of both sides byx
l
T
gives
x
l
T
Ax
k
1 = 1 λ
k
x
l
T
x
k
(19.14)
Also
Ax
l
1 = 1 λ
l
x
l
(19.15)
and premultiplication of both sides byx
k
T
gives
x
k
T
Ax
l
1 = 1 λ
l
x
k
T
x
l
(19.16)
Now the transpose of a product of matrices is the product of the transpose matrices
in reverse order (equation (18.41)). Therefore, taking the transpose of both sides of
(19.16), and remembering thatA
T
1 = 1 Afor a symmetric matrix,
x
l
T
Ax
k
1 = 1 λ
l
x
l
T
x
k
(19.17)
Subtraction of (19.17) from (19.14) then gives
01 = 1 (λ
k
1 − 1 λ
l
)x
l
T
x
k
(19.18)
xx
12
1
2
0
1
1
1
6
1
2
1
=−
,=
, xx
3
1
11
1
3
1
=
xx
22
22 2 2
121 1 16
T
=++=zz()if=