Calculating eigenvalues and eigenvectors

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SUMMARY

The discussion focuses on calculating eigenvalues and eigenvectors for a transition matrix T defined as T=UAU^-1, where U=[V1 V2]. The original transition matrix provided is [0.9 0.002; 0.1 0.998], yielding eigenvalues of 0.898 and 1, and corresponding eigenvectors V1=[1;-1] and V2=[0.002;0.1]. The challenge arises from the need to reconcile these results with an alternative set of eigenvectors that leads to a different inverse matrix, specifically [0.02 0.707;0.9998 -0.707]^-1 = [0.9823 0.9823;1.3866 -0.0278].

PREREQUISITES
  • Understanding of eigenvalues and eigenvectors
  • Familiarity with transition matrices in linear algebra
  • Knowledge of matrix inversion techniques
  • Proficiency in solving linear equations, particularly (A - λI)v = 0
NEXT STEPS
  • Study the properties of transition matrices in Markov chains
  • Learn about the implications of different eigenvector choices on matrix transformations
  • Explore advanced techniques for calculating eigenvalues and eigenvectors using software like MATLAB or Python's NumPy
  • Investigate the significance of eigenvector normalization in practical applications
USEFUL FOR

Students and professionals in mathematics, particularly those studying linear algebra, as well as data scientists and engineers working with Markov processes and matrix computations.

James2012
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Homework Statement


I'm having a problem with a question. I need to find the transition matrix in the form
T=UAU^-1
where U=[V1 V2]

Homework Equations


T=UAU^-1
where U=[V1 V2]

The Attempt at a Solution



my original transition matrix is [0.9 0.002; 0.1 0.998]
from that i calculated the eigenvalues to be 0.898 and 1
which means A=[0.898 0;0 1]
i found the eigenvectors to be V1=[1;-1] and V2=[0.002;0.1]
subbing these into the equation above i end up with the original transition matrix, however the question says to make use of the result [0.02 0.707;0.9998 -0.707]^-1 = [0.9823 0.9823;1.3866 -0.0278]


which means they use different eigenvectors, but I am not sure how they got that
 
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I also get the same eigenvals as you but the same vectos as them.
 
Hi, How did you get to the eigenvectors?
i used the equation (A-lamdaI)v=0

then for 0.898 i get the follwing

[0.002 0.002;0.1 0.1][V1;V2]=[0;0]
therefore the eigenvector for 0.898 is [1;-1]
 

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