Eigenvalues and Eigenvectors are properties of a square matrix.
Let
Then the values X,
- A matrix of size N*N possess N eigenvalues
- Every eigenvalue corresponds to an eigenvector.
Matlab allows the users to find eigenvalues and eigenvectors of matrix using eig() method. Different syntaxes of eig() method are:
- e = eig(A)
- [V,D] = eig(A)
- [V,D,W] = eig(A)
- e = eig(A,B)
Let us discuss the above syntaxes in detail:
e = eig(A)
- It returns the vector of eigenvalues of square matrix A.
Matlab
% Square matrix of size 3*3 A = [0 1 2; 1 0 -1;
2 -1 0];
disp( "Matrix" );
disp(A); % Eigenvalues of matrix A e = eig(A); disp( "Eigenvalues" );
disp(e); |
Output :
[V,D] = eig(A)
- It returns the diagonal matrix D having diagonals as eigenvalues.
- It also returns the matrix of right vectors as V.
- Normal eigenvectors are termed as right eigenvectors.
- V is a collection of N eigenvectors of each N*1 size(A is N*N size) that satisfies A*V = V*D
Matlab
% Square matrix of size 3*3 A = [8 -6 2; -6 7 -4;
2 -4 3];
disp( "Matrix" );
disp(A); % Eigenvalues and right eigenvectors of matrix A [V,D] = eig(A); disp( "Diagonal matrix of Eigenvalues" );
disp(D); disp( "Right eigenvectors" )
disp(V); |
Output :
[V,D,W] = eig(A)
- Along with the diagonal matrix of eigenvalues D and right eigenvectors V, it also returns the left eigenvectors of matrix A.
- A left eigenvector u is a 1*N matrix that satisfies the equation u*A = k*u, where k is a left eigenvalue of matrix A.
- W is the collection of N left eigenvectors of A that satisfies W’*A = D*W’.
Matlab
% Square matrix of size 3*3 A = [10 -6 2; -6 7 -4;
2 -4 3];
disp( "Matrix :" );
disp(A); % Eigenvalues and right and left eigenvectors % of matrix A [V,D,W] = eig(A); disp( "Diagonal matrix of Eigenvalues :" );
disp(D); disp( "Right eigenvectors :" )
disp(V); disp( "Left eigenvectors :" )
disp(W); |
Output :
e = eig(A,B)
- It returns the generalized eigenvalues of two square matrices A and B of the same size.
- A generalized eigenvalue λ and a corresponding eigenvector v satisfy Av=λBv.
Matlab
% Square matrix A and B of size 3*3 A = [10 -6 2; -6 7 -4;
2 -4 3];
B = [8 6 1; 6 17 2;
-1 4 3];
disp( "Matrix A:" );
disp(A); disp( "Matrix B:" );
disp(B); % Generalized eigen values % of matrices A and B e = eig(A,B); disp( "Generalized eigenvalues :" )
disp(e); |
Output :
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