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Eigenvalue Help!

  • 03-08-2008 10:38am
    #1
    Posts: 5,589 ✭✭✭


    I have been accepted into a MSc. Economics program and am now trying to fill out the gaps in my math before I start.

    I am, at the moment, trying to teach myself Eigenvalues and Eigenvectors, however I can't seem to work it out for a 3x3 matrix.

    I am obviously doing something wrong as I can't construct the characteristic equation of the 3x3 and the book I am using just skips that part (as do the notes from the University) so I imagine its something pretty simple that I am missing.

    I have attached the example and all help would be greatly appreciated.


Comments

  • Closed Accounts Posts: 773 ✭✭✭Cokehead Mother


    normally end up with a cubic equation instead of (5 - x)(x -4)(2 - x) = 0

    Could you post the cubic you ended up with? You definitely should end up with one, which you can then factorise to find the eigenvalues.

    If you know that (5 - x)(x -4)(2 - x) = 0 is what you should have then you can just multiply out the brackets to see if the your cubic is right, and that you found the determinent correctly.


  • Posts: 5,589 ✭✭✭ [Deleted User]


    Its the product of:

    (1-x)(5-x)(2-x)-6(5-x)

    Which isn't adding up to me but I did work it out on the back of an envelope. Will be heading into the 'the office' soon and will try it there again.


  • Closed Accounts Posts: 773 ✭✭✭Cokehead Mother


    That looks just fine.

    If you clean it up you get (x - 4)(x - 5)(x + 1) = 0 which gives you eigenvalues 4, 5 and -1.

    If you sub these values back into your matrix, the determinent will equal 0.

    The equation (5 - x)(x - 4)(2 - x) = 0 gives you eigenvalues 4, 5 and 2. But when you sub lambda = 2 back into the matrix, the determinant of the matrix doesn't equal 0 so (5 - x)(x - 4)(2 - x) = 0 can't be right.


  • Posts: 5,589 ✭✭✭ [Deleted User]


    Thanks - was really stressing over that last night!


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