Problems:
Eigenvalues and eigenvectors of matrix
1. Find the eigenvalues and eigenvectors for the projection matrix
P = [0.2 0.4 0; 0.4 0.8 0; 0 0 1]
P has λ = 1,0,1 with eigenvectors ( 1,2,0 ), (2, -1,0 ), (0, 0, 1)
2. Find the eigenvalues for the permutation matrix
P = [0 1 0; 0 0 1; 1 0 0];
det(P- λI) = 0 gives the equation λ3 = 1. This reflects the fact that P3 = I. The solutions of λ3 = 1 are λ = 1 (real) and λ = e2xi/3 ( complex conjugates). The real eigenvector x1 = ( 1,1,1 ) is not changed by the permutationP. The complex eigenvectors are x2 = (1, e-2xi/3,e-4xi/3)
and x3 = ( 1, e2xi/3,e-4xi/3) = x-2
3. Finish the last row to make the matrix A a Markov matrix and find the steady state vector.
A = [.7.1.2; .1.6.3; _ _ _]
4. Compute AHA and AAH for A = [i 1 i: 1 i i]
AHA = [ 2 0 1+i] and AAH = [ 3 1 ] are hermitian matrices.
[ 0 2 1+i] [ 1 3 ]
[1-i 1-i 2]