1
Preliminaries
Lecture2
Eigen Vectors and Eigen Values
The eigen vector, x, of a matrix
A
is a special vector, with
the following property
x
Ax
l
=
Where ë is called eigen value
0
)
det(
=

I
A
l
To find eigen values of a matrix A first find the roots of:
Then
solve the following linear system for each eigen
value to find corresponding eigen vector
0
)
(
=

x
I
A
l
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