538 Chapter 19The matrix eigenvalue problem
EXAMPLE 19.5Normalization of eigenvectors
The eigenvectors xof Example 19.3 are normalized (have unit length) if
x
Tx 1 = 1 x
21 + 1 y
21 + 1 z
21 = 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
kand x
lbe eigenvectors of A corresponding to eigenvalues λ
kand λ
l,
respectively. Then
Ax
k1 = 1 λ
kx
k(19.13)
and premultiplication of both sides byx
lTgives
x
lTAx
k1 = 1 λ
kx
lTx
k(19.14)
Also
Ax
l1 = 1 λ
lx
l(19.15)
and premultiplication of both sides byx
kTgives
x
kTAx
l1 = 1 λ
lx
kTx
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
T1 = 1 Afor a symmetric matrix,
x
lTAx
k1 = 1 λ
lx
lTx
k(19.17)
Subtraction of (19.17) from (19.14) then gives
01 = 1 (λ
k1 − 1 λ
l)x
lTx
k(19.18)
xx
121
2
0
1
1
1
6
1
2
1
=−
,=
, xx
31
11
1
3
1
=
xx
2222 2 2121 1 16
T=++=zz()if=