There are so many problems can be modeled as the eigenvalue problems. You can search this on search engine and you will find million articles about this or you can find many books related to this topic.
When it said the eigenvalue problem?
Any equations that can be written in matrix form bellow it is said as the eigenvalue problem:
![\left[A\right]\vec{x}=\lambda \vec{x} \left[A\right]\vec{x}=\lambda \vec{x}](http://l.wordpress.com/latex.php?latex=%5Cleft%5BA%5Cright%5D%5Cvec%7Bx%7D%3D%5Clambda+%5Cvec%7Bx%7D&bg=fafcff&fg=2a2a2a&s=0)
where
is n x n constant matrix and
is called as eigenvector, and
is an any scalar that we called eigenvalue. The solution of eigenvector
depend on eigenvalue (
).
How to Solve It?
It is easy!. This problem has “Trivial Solution”
, but of course we are not interest in that! Than, how could we find the “Non-trivial Solution”?
If we multiplied the right hand side of the eigenvalue problem by identity matrix
, we can modified the equation without change it value into the standard eigenvalue problem bellow
![\left(\left[A\right]-\lambda\left[I\right]\right)\vec{x}=0 \left(\left[A\right]-\lambda\left[I\right]\right)\vec{x}=0](http://l.wordpress.com/latex.php?latex=%5Cleft%28%5Cleft%5BA%5Cright%5D-%5Clambda%5Cleft%5BI%5Cright%5D%5Cright%29%5Cvec%7Bx%7D%3D0&bg=fafcff&fg=2a2a2a&s=0)
This standard form has a unique characteristic. If
(determinant = 0) then it will have non-trivial solution.
Example 1:
![\left[A\right] = \begin{bmatrix}1 & 1\\ 1 & 1\end{bmatrix} \left[A\right] = \begin{bmatrix}1 & 1\\ 1 & 1\end{bmatrix}](http://l.wordpress.com/latex.php?latex=%5Cleft%5BA%5Cright%5D+%3D+%5Cbegin%7Bbmatrix%7D1+%26+1%5C%5C+1+%26+1%5Cend%7Bbmatrix%7D&bg=fafcff&fg=2a2a2a&s=0)



Solve for the
, then we get
and 
The eigenvector for the corresponding eigenvalue is
for
, then 
Use Gauss-Jordan elimination to reduce the equation in the matrix (become single line or triangle)

let
, from the matrix we know that 
hence, the corresponding eigenvector is 
Do the same for
then we get

That’s so easy isn’t it?! Try with bigger matrix size and different number you will enjoy while your ability improve! You can use mathematics software like matlab, maple, or mathematica to check your calculation.
You can also learn and practice to use those software in the articles bellow:
- Solve The Eigenvalue Problem Using Matlab (click!)
- Solve The Eigenvalue Problem Using Mathematica
- Solve The Eigenvalue Problem Using Maple
After you mastered this, then we can try to use the eigenvalue problem to solve so many practical problem in various field.