Applications of

Eigenvalues and
Eigenvectors

22.2
Introduction
Many applications of matrices in both engineering and science utilize eigenvalues and, some-
times, eigenvectors. Control theory, vibration analysis, electric circuits, advanced dynamics and
quantum mechanics are just a few of the application areas.
Many of the applications involve the use of eigenvalues and eigenvectors in the process of trans-
forming a given matrix into a diagonal matrix and we discuss this process in this Section. We
then go on to show how this process is invaluable in solving coupled dierential equations of
both rst order and second order.
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!
Prerequisites
Before starting this Section you should . . .
have a knowledge of determinants and
matrices
have a knowledge of linear rst order
dierential equations
Learning Outcomes
After completing this Section you should be
able to . . .
diagonalize a matrix with distinct eigen-
values using the modal matrix
solve systems of linear dierential equa-
tions by the decoupling method
1. Applications of Eigenvalues and Eigenvectors
Diagonalization of a Matrix with distinct eigenvalues
Diagonalization means transforming a non-diagonal matrix into an equivalent matrix which is
diagonal and hence is simpler to deal with.
A matrix A with distinct eigenvalues has, as we mentioned in property 3 in Section 22.1, eigenvec-
tors which are linearly independent. If we form a matrix P whose columns are these eigenvectors,
it can then be shown that
det(P) = 0
so that P
1
exists.
The product P
1
AP is then a diagonal matrix D whose diagonal elements are the eigenval-
ues of A. Thus if
1
,
2
, . . .
n
are the distinct eigenvalues of A with associated eigenvectors
X
(1)
, X
(2)
, . . . , X
(n)
respectively:
P =

X
(1)
.
.
. X
(2)
.
.
.
.
.
. X
(n)

will produce a product

P
1
AP = D =

1
0 . . . 0
0
2
. . . 0
.
.
.
0 . . . . . .
n

We see that the order of the eigenvalues in D matches the order in which P is formed from the
eigenvectors.
N.B.
(a) The matrix P is called the modal matrix of A
(b) Since D, as a diagonal matrix, has eigenvalues
1
,
2
, . . . ,
n
which are the same as
those of A then the matrices D and A are said to be similar. The transformation of
A into D using
P
1
AP = D
is said to be a similarity transformation
Example Let A =

2 3
3 2

. Obtain the modal matrix P and calculate the product

P
1
AP. (The eigenvalues and eigenvectors of this particular matrix A were
obtained earlier in this workbook).
HELM (VERSION 1: March 18, 2004): Workbook Level 2
22.2: Eigenvalues and Eigenvectors
2
Solution
The matrix A has two distinct eigenvalues
1
= 1,
2
= 5 with corresponding eigenvectors
X
1
=

x
x

and X
2
=

x
x

. We can therefore form the modal matrix from the simplest

eigenvectors of these forms:
P =

1 1
1 1

(Other eigenvectors would be acceptable e.g. we could use P =

2 3
2 3

but there is no
reason to over complicate the calculation).
It is easy to obtain the inverse of this 2 2 matrix P and the reader should conrm that:
P
1
=
1
det(P)
adj(P) =
1
2

1 1
1 1

T
=
1
2

1 1
1 1

We can now construct the product P

1
AP:
P
1
AP =
1
2

1 1
1 1

2 3
3 2

1 1
1 1

=
1
2

1 1
1 1

1 5
1 5

=
1
2

2 0
0 10

1 0
0 5

as expected. Show(by repeating the method outlined above) that had we dened P =

1 1
1 1

(i.e. interchanged the order in which the eigenvectors were taken) we would nd
P
1
AP =

5 0
0 1

(i.e. the resulting diagonal elements would also be interchanged).

The matrix A =

1 4
0 3

has eigenvalues 1 and 3 and associated eigen-

vectors

1
0

and

1
1

respectively.
If P
1
=

1 1
0 1

, P
2
=

2 2
0 2

, P
3
=

1 1
1 0

write down the products P

1
1
AP
1
, P
1
2
AP
2
, P
1
3
AP
3
(You may not need to do detailed calculations).
3 HELM (VERSION 1: March 18, 2004): Workbook Level 2
22.2: Eigenvalues and Eigenvectors
Your solution
P
1
1
A P
1
=

1 0
0 3

= D
1
P
1
2
A P
2
=

1 0
0 3

= D
2
P
1
3
A P
3
=

3 0
0 1

= D
3
N o t e t h a t D
1
= D
2
, d e m o n s t r a t i n g t h a t a n y e i g e n v e c t o r s o f A c a n b e u s e d t o f o r m P . N o t e a l s o
t h a t s i n c e t h e c o l u m n s o f P
1
h a v e b e e n i n t e r c h a n g e d i n f o r m i n g P
3
t h e n s o h a v e t h e e i g e n v a l u e s
i n D
3
a s c o m p a r e d w i t h D
1
.
Matrix Powers
If P
1
AP = D then we can obtain A as the subject of this matrix equation as follows:
multiply on the left by P and on the right by P
1
to obtain
PP
1
APP
1
= PDP
1
But PP
1
= P
1
P = I
IAI = PDP
1
and so A = PDP
1
We can use this result to obtain the powers of a square matrix, a process which is sometimes
useful in control theory. Note that
A
2
= A.A A
3
= A.A.A. etc.
as we would expect: clearly obtaining high powers of A directly would involve many multipli-
cations. The process is quite straightforward, however, for a diagonal matrix D.
Obtain D
2
and D
3
if D =

3 0
0 2

. Write down D
10
.
Your solution
HELM (VERSION 1: March 18, 2004): Workbook Level 2
22.2: Eigenvalues and Eigenvectors
4
D
2
=

3 0
0 2

3 0
0 2

3
2
0
0 ( 2 )
2

D
3
=

3
2
0
0 ( 2 )
2

3 0
0 ( 2 )

3
3
0
0 ( 2 )
3

C o n t i n u i n g i n t h i s w a y : D
1 0
=

3
1 0
0
0 ( 2 )
1 0

We now use the relation

A = PDP
1
to obtain a formula for powers of A in terms of the easily calculated powers of the diagonal
matrix D
A
2
= A.A = (PDP
1
)(PDP
1
) = PD(P
1
P)DP
1
= PDIDP
1
= PD
2
P
1
Similarly:
A
3
= A
2
.A = (PD
2
P
1
)(PDP
1
) = PD
2
(P
1
P)DP
1
= PD
3
P
1
or, in general,
A
k
= PD
k
P
1
Example If A =

2 3
3 2

nd A
23
.
(Use the results of the worked example).
Solution
We know from the previous worked example that if P =

1 1
1 1

P
1
AP =

1 0
0 5

= D
where P
1
=
1
2

1 1
1 1

A = PDP
1
A
23
= PD
23
P
1
using the general result shown above
i.e. A =

1 1
1 1

1 0
0 5
23

1 1
1 1

which is easily determined.

5 HELM (VERSION 1: March 18, 2004): Workbook Level 2
22.2: Eigenvalues and Eigenvectors
Exercises
1. Find a diagonalising matrix P if
(a) A =

4 2
1 1

(b) A =

1 0 0
1 2 0
2 2 3

Verify, in each case, that P

1
AP is diagonal, with the eigenvalues of A as its diagonal
elements.
A n s w e r s
1 . ( a ) P =

1 2
1 1

( b ) P =

1 0 0
1 1 0
2 2 1

Systems of First Order Differential Equations

Systems of rst order ordinary dierential equations arise in many areas of mathematics and
engineering, for example in control theory and in the analysis of electrical circuits. In each case
the basic unknowns are each a function of the time variable t. A number of techniques have
been developed to solve such systems of equations; for example the Laplace transform or the use
of the exponential matrix (outside the scope of this discussion). Here we shall use eigenvalues
and eigenvectors to obtain the solution. Our rst step will be to recast the system of ordinary
dierential equations in the matrix form

X = AX where A is an n n coecient matrix of
constants, X is the n1 column vector of unknown functions and

X is the n1 column vector
containing the derivatives of the unknowns.. The main step will be to use the modal matrix of
A to diagonalise the system of dierential equations. This process will transform

X = AX into
the form

Y = DY where D is a diagonal matrix. We shall nd that this new diagonal system
of dierential equations can be easily solved. This special solution will allow us to obtain the
solution of the original system.
Obtain the solutions of the pair of rst order dierential equations
x = 2x
y = 5y

()
given the initial conditions
x(0) = 3 i.e. x = 3 at t = 0
y(0) = 2 i.e. y = 2 at t = 0
(The notation is that x =
dx
dt
, y =
dy
dt
)
Recall, from your course on dierential equations, that the general solution of
the dierential equation
dy
dt
= Ky is y = y
0
e
Kt
.
HELM (VERSION 1: March 18, 2004): Workbook Level 2
22.2: Eigenvalues and Eigenvectors
6
Your solution
U s i n g t h e h i n t : x = x
0
e
2 t
y = y
0
e
5 t
w h e r e x
0
= x ( 0 ) a n d y
0
= y ( 0 ) .
F r o m t h e g i v e n i n i t i a l c o n d i t i o n x
0
= 3 y
0
= 2 s o n a l l y x = 3 e
2 t
y = 2 e
5 t
.
In the above example although we had two dierential equations to solve they were really quite
separate. We needed no knowledge of matrix theory to solve them.
However, we should note that the two dierential equations here can be written in matrix form.
Thus if X =

x
y

X =

x
y

A =

2 0
0 5

the 2 equations (*) can be written as

x
y

2 0
0 5

x
y

i.e.

X = AX.
Write the pair of coupled dierential equations
x = 4x + 2y
y = x + y

()
in matrix form.
Your solution

x
y

4 2
1 1

x
y

X = A X
The essential dierence between the two pairs of dierential equations just considered is that
the rst pair () were really separate equations, the rst equation of () involving only the
unknown x, the second involving only y. In matrix terms this corresponded to a diagonal
matrix A in the system

X = AX. The second system () of equations were coupled in that
7 HELM (VERSION 1: March 18, 2004): Workbook Level 2
22.2: Eigenvalues and Eigenvectors
both equations involved both x and y. This corresponded to the non-diagonal matrix A in
the system

X = AX.
Clearly the second system here is more dicult to deal with than the rst and there is where
we can use our knowledge of diagonalisation.
Example Find the solution of the coupled dierential equations
x = 4x + 2y
y = x + y
with initial conditions x(0) = 1 y(0) = 0
Here x
dx
dt
and y
dy
dt
.
Solution
Dening as above
X =

x(t)
y(t)

and

X =

x
y

.
the original system of dierential equations can be written, as we have seen,

X = AX where A =

4 2
1 1

in the present example.

We now introduce a new column vector of unknowns Y =

r(t)
s(t)

through the relation

X = PY
where P is the modal matrix of A. Then, since P is a matrix of constants:

X = P

Y
so

X = AX becomes P

Y = AX = A(PY )
Then, multiplying by P
1
on the left,

Y = (P
1
AP)Y
But, because of the properties of the modal matrix, we know that P
1
AP is a diagonal
matrix. Thus if
1
,
2
are distinct eigenvalues of A then:
P
1
AP =

1
0
0
2

Hence

Y = (P
1
AP)Y becomes

r
s

1
0
0
2

r
s

.
HELM (VERSION 1: March 18, 2004): Workbook Level 2
22.2: Eigenvalues and Eigenvectors
8
Solution (contd.)
That is, when written out we have
r =
1
r
s =
2
s.
These equations are de-coupled. The rst equation only involves the unknown function r(t)
and has solution r(t) = Ce

1
t
. The second equation only involves the unknown function s(t)
and has solution s(t) = Ke

2
t
where C, K are arbitrary constants.
Once r, s are known the original unknowns x, y can be found from the relation X = PY .
Note that the theory outlined above is applicable to any system of dierential equations of the
form

X = AX
where A is an n n matrix with distinct eigenvalues
1
,
2
, . . . ,
n
.
Consider the present example in which
A =

4 2
1 1

.
It is easily checked that A has distinct eigenvalues
1
= 3
2
= 2 and corresponding eigenvectors
X
1
=

2
1

, X
2
=

1
1

. Therefore, if
P =

2 1
1 1

then P
1
AP =

3 0
0 2

and (from above),

r(t) = Ce
3t
s(t) = Ke
2t
.
So

x
y

X = PY =

2 1
1 1

r
s

2 1
1 1

Ce
3t
Ke
2t

2Ce
3t
+ Ke
2t
Ce
3t
Ke
2t

.
9 HELM (VERSION 1: March 18, 2004): Workbook Level 2
22.2: Eigenvalues and Eigenvectors
Solution (contd.)
Therefore
x = 2Ce
3t
+ Ke
2t
y = Ce
3t
Ke
2t
.
We can now impose the initial conditions x(0) = 1 and y(0) = 0 to give
1 = 2C + K
0 = C K.
Thus C = K = 1 and the solution to the original system of dierential equations is
x(t) = 2e
3t
e
2t
y(t) = e
3t
+ e
2t
.
The approach we have demonstrated in this example can be extended to
(a) Systems of rst order dierential equations containing more than 2 unknowns
(b) systems of second order dierential equations
The only restriction, as we have said, is that the matrix A in the system

X = AX has distinct
eigenvalues.
Systems of second order differential equations
The decoupling method discussed above can be readily extended to this situation which could
arise, for example, in a mechanical system consisting of coupled springs.
A typical example of such a system with two unknowns has the form
x = ax + by
y = cx + dy
or, in matrix form,

X = AX
where X =

x
y

A =

a b
c d

, x =
d
2
x
dt
2
, y =
d
2
y
dt
2
Make the substitution X = PY where Y =

r(t)
s(t)

and P is the modal matrix

of A, A being assumed here to have distinct eigenvalues
1
and
2
. Solve the
resulting pair of decoupled equations for the case, which arises in practice,
where
1
and
2
are both negative.
HELM (VERSION 1: March 18, 2004): Workbook Level 2
22.2: Eigenvalues and Eigenvectors
10
Your solution
E x a c t l y a s w i t h a r s t o r d e r s y s t e m p u t t i n g X = P Y i n t o t h e s e c o n d o r d e r s y s t e m

X = A X
g i v e s

Y = P
1
A P Y t h a t i s

Y = D Y w h e r e D =

1
0
0
2

I n f u l l

r
s

1
0
0
2

r
s

T h a t i s , r =
1
r =
2
1
r a n d s =
2
s =
2
2
s
( f o r t h e c a s e w h e r e
1
a n d
2
a r e b o t h n e g a t i v e . ) T h e t w o u n c o u p l e d e q u a t i o n s a r e o f t h e f o r m
o f t h e d i e r e n t i a l e q u a t i o n g o v e r n i n g s i m p l e h a r m o n i c m o t i o n . H e n c e t h e g e n e r a l s o l u t i o n s a r e
r = A c o s
1
t + B s i n
1
t
s = C c o s
2
t + E s i n
2
t
T h e s o l u t i o n s f o r x a n d y a r e t h e n o b t a i n e d b y u s e o f
X = P Y .
N o t e t h a t i n t h i s s e c o n d o r d e r c a s e f o u r i n i t i a l c o n d i t i o n s , t w o e a c h f o r b o t h x a n d y , a r e
r e q u i r e d b e c a u s e f o u r c o n s t a n t s A , B , C , E a r i s e i n t h e s o l u t i o n .
11 HELM (VERSION 1: March 18, 2004): Workbook Level 2
22.2: Eigenvalues and Eigenvectors
Exercises
1. Solve by decoupling each of the following systems:
(a)
dX
dt
= AX where A =

3 4
4 3

, X(0) =

1
3

(b) x
1
= x
2
x
2
= x
1
+ 3x
3
x
3
= x
2
with x
1
(0) = 2, x
2
(0) = 0, x
3
(0) = 2
(c)
dX
dt
=

2 2 1
1 3 1
1 2 2

X with X(0) =

1
0
0

(d) x
1
= x
1
x
2
= 2x
2
+ x
3
x
3
= 4x
2
+ x
3
with x
1
(0) = x
2
(0) = x
3
(0) = 1
2. Matrix methods can also be used as we have discussed to solve systems of second-order
dierential equations such as might arise with coupled electrical or mechanical systems.
For example the motion of two masses m
1
and m
2
vibrating on coupled springs, neglecting
damping and spring masses, is governed by
m
1
y
1
= k
1
y
1
+ k
2
(y
2
y
1
)
m
2
y
2
= k
2
(y
2
y
1
)
where dots denote derivatives with respect to time. Write this system as a matrix equation

Y = AY and use the decoupling method to nd Y if

(i) m
1
= m
2
= 1, k
1
= 3, k
2
= 2
and the initial conditions are y
1
(0) = 1, y
2
(0) = 2, y(0) = 2

6, y
2
(0) =

6
(ii) m
1
= m
2
= 1, k
1
= 6, k
2
= 4
and the initial conditions are y
1
(0) = y
2
(0) = 0, y
1
(0) =

2, y
2
(0) = 2

2
Verify your solutions by substitution in each case.
HELM (VERSION 1: March 18, 2004): Workbook Level 2
22.2: Eigenvalues and Eigenvectors
12
A n s w e r s
1 . ( a ) X =

2 e
5 t
e
5 t
e
5 t
+ 2 e
5 t

( b ) X =

2 c o s h 2 t
4 s i n h 2 t
2 c o s h 2 t

( c ) X =
1
4

e
5 t
+ 3 e
t
e
5 t
e
t
e
5 t
e
t

( d ) X =
1
5

5 e
t
2 e
2 t
+ 3 e
3 t
8 e
2 t
3 e
3 t

2 . ( i ) Y =

c o s t 2 s i n

6 t
2 c o s t + s i n

6 t

( i i ) Y =

s i n

2 t
2 s i n

2 t

13 HELM (VERSION 1: March 18, 2004): Workbook Level 2

22.2: Eigenvalues and Eigenvectors