Properties of Eigenvalues and Eigenvectors
1. The absolute value of a determinant (|detA|) is the product of the absolute values
of the eigenvalues of matrix [A]
2. If = 0 is an eigenvalue of [A] if [A] is a singular (noninvertible) matrix. The
mechanical system is unstable when one of the eigenvalue is zero (e.g.
buckling)
3. If [A] is an n x n triangular matrix (upper triangular, lower triangular) or
diagonal matrix, the eigenvalues of [A] are the diagonal entries of [A].
4. [A] and its transpose matrix have same eigenvalues.
5. Eigenvalues of a symmetric matrix are all real. The special theorem for
symmetric matrices state that if [A] is a real symmetric n-by-n matrix, then all its
eigenvalues are real, and there exist n linearly independent eigenvectors for A
which are mutually orthogonal. Symmetric matrices are commonly encountered
in engineering.
6. Eigenvectors of a symmetric matrix are orthogonal, but only for distinct
eigenvalues.
7. The dominant or principal eigenvector of a matrix is an eigenvector
corresponding to the eigenvalue of largest magnitude (for real numbers, largest
absolute value) of that matrix.
8. The smallest eigenvalue of matrix [A] is the same as the inverse of the largest
eigenvalue of [A]-1
9. The dominant or principal eigenvector of a matrix is an eigenvector
corresponding to the eigenvalue of largest magnitude (for real numbers, largest
absolute value) of that matrix.
10. The product of the eigenvalues is the determinant of the original matrix.
11. The sum of eigenvalues is the same as sum of diagonal terms of original matrix.
The sum of diagonal terms of original matrix is called trace of matrix.
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12. Applications: Dynamical systems (eigenvalues are the natural frequencies and
eigenvectors represent the structural mode shapes), Stress Analysis
(eigenvalues are the principal stresses and eigenvectors are the corresponding
directions along which the principal stresses occur)
13. Most tensors used in engineering are 3X3 symmetric matrices. In this case, for a
given 3X3 matrix [A], there are three INVARIANTS that can be defined as:
11 22 33
1 2 2 2 2
∙ 11 22 22 33 33 11 12 23 13
2
det
Eigenvalue Problems
Different methods are available for solving eigenvalue problems. The transformation
methods such as Jacobi are preferable when all the eigenvalues and eigenvectors are
required. The iterative methods such as the power method are preferable when few
eigenvalues and eigenvectors are required.
Few methods used for solving eigenvalue problems are as:
1. Characteristic polynomial
Given a square matrix [A], eigenvalue and its associated eigenvector v are,
by definition, a pair obeying the relation Av=v
2. Power iteration
The power iteration algorithm for finding the (largest) eigenvalue is simple to
implement but is otherwise not very useful in practice. Its convergence is slow
except for special cases of matrices. Without modification, it can only find the
dominant eigenvalue (and the corresponding eigenvector), provided they
exist.
There are some advanced algorithms for finding eigenvalues and eigenvectors such
as:
1. Inverse iteration
2. Rayleigh quotient iteration
3. QR algorithm
4. Arnoldi iteration
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5. Lanczos iteration
6. Jacobi method
7. Bisection
8. Subspace iteration
9. QR-inverse iteration
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