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Lecture Notes in Differential Equations - Bruce E. Shapiro

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123<br />

In practical terms, computation of the determ<strong>in</strong>ant is computationally <strong>in</strong>efficient,<br />

and there are faster ways to calculate the <strong>in</strong>verse, such as via<br />

Gaussian Elim<strong>in</strong>ation. In fact, determ<strong>in</strong>ants and matrix <strong>in</strong>verses are very<br />

rarely used computationally because there is almost always a better way to<br />

solve the problem, where by better we mean the total number of computations<br />

as measure by number of required multiplications and additions.<br />

Def<strong>in</strong>ition 14.28. Let A be a square matrix. Then the eigenvalues of A<br />

are the numbers λ and eigenvectors v such that<br />

Av = λv (14.37)<br />

Def<strong>in</strong>ition 14.29. The characteristic equation of a square matrix of<br />

order n is the n th order (or possibly lower order) polynomial<br />

det(A − λI) = 0 (14.38)<br />

Example 14.5. Let A be the square matrix def<strong>in</strong>ed <strong>in</strong> equation 14.31.<br />

Then its characteristic equation is<br />

0 =<br />

∣<br />

1 − λ 0 3<br />

4 5 − λ 0<br />

0 3 1 − λ<br />

∣<br />

(14.39)<br />

= (1 − λ)(5 − λ)(1 − λ) − 0 + 3(4)(3) (14.40)<br />

= 41 − 11λ + 7λ 2 − λ 3 (14.41)<br />

Theorem 14.30. The eigenvalues of a square matrix A are the roots of<br />

its characteristic polynomial.<br />

Example 14.6. Let A be the square matrix def<strong>in</strong>ed <strong>in</strong> equation 14.31.<br />

Then its eigenvalues are the roots of the cubic equation<br />

41 − 11λ + 7λ 2 − λ 3 = 0 (14.42)<br />

The only real root of this equation is approximately λ ≈ 6.28761. There are<br />

two additional complex roots, λ ≈ 0.356196 − 2.52861i and λ ≈ 0.356196 +<br />

2.52861i.<br />

Example 14.7. Let<br />

⎛<br />

2 −2<br />

⎞<br />

3<br />

A = ⎝1 1 1 ⎠ (14.43)<br />

1 3 −1

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