Determine the smallest eigenvalue and the corresponding eigenvector for the eigenvalue/ eigenvector problem if k1=k4=15mN,k2=k3=35mN, and m1=m2=m3=1.5kg. Then, draw the eigenvector.
Combining the results obtained from Q1-Q4, obtain the eigenvector matrix, P and diagonalize the following matrix. Comment the relationship between the diagonal matrix and the eigenvalue.
Determine ⎣⎡m1k1+k2−m2k20−m1k2m2k2+k3−m2k30−m2k3m3k3+k4⎦⎤50 and comment on the change of it's eigenvalue and eigenvector, as compared to Q4.
Eigenvalue (A50)=λi50, where k∈R. It means the eigenvalue is power of 50 higher than the original eigenvalue. The eigenvector of A50 and A remains unchanged.
Given B=⎣⎡100210312⎦⎤ and ∣B∣=2 has an eigenvalue of 2 . Find the remaining eigenvalues and develop the characteristic equation without developing the eigenvalue problem and without performing the determinant.
Eigenspace for
⎩⎨⎧x1x2x3⎭⎬⎫λ=2=⎩⎨⎧5x3x3x3⎭⎬⎫=t⎩⎨⎧511⎭⎬⎫∣∣x3=t
, where t∈R
Note: Unscaled eigenvectors can be any vector of eigenspace. Normally we just let t=1
Eigenvector, ⎩⎨⎧x1x2x3⎭⎬⎫λ=2=⎩⎨⎧511⎭⎬⎫
Eigenvector or modal matrix,
P=⎣⎡100100511⎦⎤
det(P)=1(0)−1(0)+5(0)=0P−1=det(P)1adjoint(P)=01adjoint(P)= undefined or ∞
Thus, B5=PD5P−1 can't be computed.
Based on Q7 and Q8, discuss the advantage and disadvantage of diagonalization formula versus the Cayley-Hamilton theorem in solving the power of a matrix.
Solution
Diagonalization formula for power of a matrix Bk=PDkP−1
Can compute the power of a matrix much faster with single equation.
The formulation can be developed using characteristic equation only without the extensive calculation of the eigenvector and eigenvalues.
Disadvantage
Require the complete eigenvalues and eigenvectors data for the diagonal matrix as well as the eigenvector matrix. This procedure can be long if compute manually.
In some cases, it can’t be computed because eigenvector matrix might not have inversion especially for repeated root case.
Need derivation of the theorem formula for the computation of the higher power of the matrix.
Find all the eigenvalue and normalized eigenvectors in terms of eigenvalue matrix and eigenvector matrix for the matrix C.
C=⎣⎡011101110⎦⎤
Then, verify the eigenvalue matrix and eigenvector matrix if they satisfy the eigenvalue/eigenvector problem, i.e. (C−λI)x=0.
Solution
C−λI=⎣⎡−λ111−λ111−λ⎦⎤
For non-trivial solution, ∣C−λI∣=−λ3+3λ+2=0
λ1=−1,λ2=−1,λ3=2
Eigenvalues or spectral matrix, D=⎣⎡−1000−10002⎦⎤
Eigenspace for ⎩⎨⎧x1x2x3⎭⎬⎫λ=−1=⎩⎨⎧−x2−x3x2x3⎭⎬⎫=⎩⎨⎧−x2x20⎭⎬⎫+⎩⎨⎧−x30x3⎭⎬⎫=t⎩⎨⎧−110⎭⎬⎫∣∣x2=t+s⎩⎨⎧−101⎭⎬⎫∣∣x3=s, where t&S∈R
Note: Unscaled eigenvectors can be any vector of eigenspace.
Normally we just let t=1 or s=1
Eigenvectors, ⎩⎨⎧x1x2x3⎭⎬⎫λ=−1=⎩⎨⎧−110⎭⎬⎫ \& ⎩⎨⎧−101⎭⎬⎫ for repeated eigenvalues λ1=−1,λ2=−1 respectively.
Note: Normalized eigenvectors has magnitude =1. It can be obtained by dividing the unscaled eigenvectors with the magnitude.