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<document xmlns="http://cnx.rice.edu/cnxml" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:bib="http://bibtexml.sf.net/" id="m10405"> 
  
  <name xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">The Eigenvalue Problem</name>

  <metadata xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
  <md:version xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">2.3</md:version>
  <md:created xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">2001/11/20</md:created>
  <md:revised xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">2002/07/24 00:00:00.003 GMT-5</md:revised>
  <md:authorlist xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
      <md:author xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="cox">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Steven</md:firstname>
      
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Cox</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">cox@rice.edu</md:email>
    </md:author>
  </md:authorlist>

  <md:maintainerlist xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
    <md:maintainer xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="charlet">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Charlet</md:firstname>
      
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Reedstrom</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">charlet@rice.edu</md:email>
    </md:maintainer>
    <md:maintainer xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="jgrab">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Jacob</md:firstname>
      
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Grabczewski</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">jgrab@owlnet.rice.edu</md:email>
    </md:maintainer>
    <md:maintainer xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="cox">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Steven</md:firstname>
      
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Cox</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">cox@rice.edu</md:email>
    </md:maintainer>
  </md:maintainerlist>
  
  <md:keywordlist xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">geometric multiplicity</md:keyword>
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">eigenspace</md:keyword>
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">eigenvector</md:keyword>
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">resolvent</md:keyword>
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">eigenvalue</md:keyword>
  </md:keywordlist>

  <md:abstract xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">(Blank Abstract)</md:abstract>
</metadata>

  <content xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">

    <section xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="s1">
      <name xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Introduction</name>
      <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="p1.1">
	Harking back to our previous discussion of <cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" document="m10169" strength="5">The Laplace Transform</cnxn> we labeled the complex
	  number <m:math><m:ci>λ</m:ci></m:math> an
	  <term xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">eigenvalue</term> of <m:math><m:ci>B</m:ci></m:math>
	  if <m:math> 
	  <m:apply>
	    <m:minus/>
	    <m:apply><m:times/>
	      <m:ci>λ</m:ci>
	      <m:ci>I</m:ci>
	    </m:apply>
	    <m:ci>B</m:ci>
	  </m:apply></m:math> was not invertible. In
	  order to find such <m:math><m:ci>λ</m:ci></m:math>
	  one has only to find those <m:math><m:ci>s</m:ci></m:math>
	  for which <m:math> 
	  <m:apply>
	    <m:inverse/> 
	    <m:apply>
	      <m:minus/>
	      <m:apply>
		<m:times/>
		<m:ci>s</m:ci>
		<m:ci>I</m:ci>
	      </m:apply>
	      <m:ci>B</m:ci>
	    </m:apply>
	  </m:apply>
	</m:math>
	is not defined. To take a concrete example we note that if
	<equation xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="exB">
	  <m:math>
	    <m:apply>
	      <m:eq/>
	      <m:ci>B</m:ci>
	      <m:matrix>
		<m:matrixrow>
		  <m:cn>1</m:cn><m:cn>1</m:cn><m:cn>0</m:cn>
		</m:matrixrow>
		<m:matrixrow>
		  <m:cn>0</m:cn><m:cn>1</m:cn><m:cn>0</m:cn>
		</m:matrixrow>
		<m:matrixrow>
		  <m:cn>0</m:cn><m:cn>0</m:cn><m:ci>2</m:ci>
		</m:matrixrow>
	      </m:matrix>
	    </m:apply>
	  </m:math>
	</equation>
	then
	<equation xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="exBR">
	  <m:math>
	    <m:apply>
	      <m:eq/>
	      <m:apply>
		<m:inverse/>
		<m:apply>
		  <m:minus/>
		  <m:apply>
		    <m:times/>
		    <m:ci>s</m:ci>
		    <m:ci>I</m:ci>
		  </m:apply>
		  <m:ci>B</m:ci>
		</m:apply>
	      </m:apply> 
	      <m:apply>
		<m:times/>
		<m:apply>
		  <m:divide/>
		  <m:cn>1</m:cn>
		  <m:apply>
		    <m:times/>
		    <m:apply>
		      <m:power/>
		      <m:apply>
			<m:minus/>
			<m:ci>s</m:ci>
			<m:cn>1</m:cn>
		      </m:apply>
		      <m:cn>2</m:cn>
		    </m:apply>
		    <m:apply>
		      <m:minus/>
		      <m:ci>s</m:ci>
		      <m:cn>2</m:cn>
		    </m:apply>
		  </m:apply>
		</m:apply>
		<m:matrix>
		  <m:matrixrow>
		    <m:apply>
		      <m:times/>
		      <m:apply>
			<m:minus/>
			<m:ci>s</m:ci><m:cn>1</m:cn>
		      </m:apply>
		      <m:apply>
			<m:minus/>
			<m:ci>s</m:ci><m:cn>2</m:cn>
		      </m:apply>
		    </m:apply>
		    <m:apply>
		      <m:minus/>
		      <m:ci>s</m:ci><m:cn>2</m:cn>
		    </m:apply>
		    <m:cn>0</m:cn> 
		  </m:matrixrow>
		  <m:matrixrow>
		    <m:cn>0</m:cn>  
		    <m:apply>
		      <m:times/>
		      <m:apply><m:minus/>
			<m:ci>s</m:ci><m:cn>1</m:cn>
		      </m:apply>
		      <m:apply><m:minus/>
			<m:ci>s</m:ci><m:cn>2</m:cn>
		      </m:apply>
		    </m:apply>
		    <m:cn>0</m:cn> 
		  </m:matrixrow>
		  <m:matrixrow> 
		    <m:cn>0</m:cn>  
		    <m:cn>0</m:cn>  
		    <m:apply><m:power/>
		      <m:apply><m:minus/>
			<m:ci>s</m:ci><m:cn>1</m:cn>
		      </m:apply>
		      <m:cn>2</m:cn>
		    </m:apply> 
		  </m:matrixrow>
		</m:matrix>
	      </m:apply>
	    </m:apply>
	  </m:math></equation>
	and so <m:math>
	  <m:apply>
	    <m:eq/>
	    <m:ci><m:msub><m:mi>λ</m:mi><m:mn>1</m:mn></m:msub></m:ci>
	    <m:cn>1</m:cn>
	  </m:apply></m:math> and <m:math>
	  <m:apply><m:eq/>
	    <m:ci><m:msub><m:mi>λ</m:mi><m:mn>2</m:mn></m:msub></m:ci>
	    <m:cn>2</m:cn>
	  </m:apply></m:math>
	are the two eigenvalues of <m:math><m:ci>B</m:ci></m:math>.
	Now, to say that <m:math>
	  <m:apply>
	    <m:minus/>
	    <m:apply>
	      <m:times/>
	      <m:ci><m:msub>
		  <m:mi>λ</m:mi><m:mi>j</m:mi>
		</m:msub></m:ci>
	      <m:ci>I</m:ci>
	    </m:apply>
	    <m:ci>B</m:ci>
	  </m:apply></m:math> is not invertible is to say that its columns
	are linearly dependent, or, equivalently, that the null space
	<m:math>
	  <m:apply>
	    <m:ci type="fn">𝒩</m:ci>
	    <m:apply>
	      <m:minus/>
	      <m:apply>
		<m:times/>
		<m:ci><m:msub>
		    <m:mi>λ</m:mi><m:mi>j</m:mi>
		  </m:msub></m:ci>
		<m:ci>I</m:ci>
	      </m:apply>
	      <m:ci>B</m:ci>
	    </m:apply>
	  </m:apply></m:math> contains more than just the zero vector. We call
	<m:math>
	  <m:apply>
	    <m:ci type="fn">𝒩</m:ci>
	    <m:apply><m:minus/>
	      <m:apply><m:times/>
		<m:ci><m:msub>
		    <m:mi>λ</m:mi><m:mi>j</m:mi>
		  </m:msub></m:ci>
		<m:ci>I</m:ci>
	      </m:apply>
	      <m:ci>B</m:ci> 
	    </m:apply>
	  </m:apply> 
	</m:math> the
	    <m:math><m:ci>j</m:ci></m:math>th <term xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">eigenspace</term>
	    and call each of its nonzero members a
	    <m:math><m:ci>j</m:ci></m:math>th
	    <term xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">eigenvector</term>.  The dimension of <m:math>
	  <m:apply> 
	    <m:ci type="fn">𝒩</m:ci>
	    <m:apply><m:minus/>
	      <m:apply><m:times/>
		<m:ci><m:msub>
		    <m:mi>λ</m:mi><m:mi>j</m:mi>
		  </m:msub></m:ci>
		<m:ci>I</m:ci>
	      </m:apply>
	      <m:ci>B</m:ci> 
	    </m:apply>
	  </m:apply> </m:math> is referred
	    to as the <term xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">geometric multiplicity</term> of
	    <m:math>
	  <m:ci><m:msub>
	      <m:mi>λ</m:mi><m:mi>j</m:mi>
	    </m:msub></m:ci></m:math>.
	    With respect to <m:math><m:ci>B</m:ci></m:math> above, we
	    compute <m:math> 
	  <m:apply>
	    <m:ci type="fn">𝒩</m:ci>
	    <m:apply><m:minus/>
	      <m:apply><m:times/>
		<m:ci><m:msub>
		    <m:mi>λ</m:mi><m:mn>1</m:mn>
		  </m:msub></m:ci>
		<m:ci>I</m:ci>
	      </m:apply>
	      <m:ci>B</m:ci>
	    </m:apply>
	  </m:apply></m:math> by solving <m:math>
	  <m:apply><m:eq/>
	    <m:apply><m:times/>
	      <m:apply><m:minus/>
		<m:ci>I</m:ci><m:ci>B</m:ci>
	      </m:apply>
	      <m:ci>x</m:ci>
	    </m:apply>
	    <m:cn>0</m:cn>
	  </m:apply></m:math>, <foreign xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">i.e.</foreign>, 
	
	<m:math display="block">
	    <m:apply><m:eq/>
	      <m:apply><m:times/>
		<m:matrix>
		  <m:matrixrow>
		    <m:cn>0</m:cn>
		    <m:cn>-1</m:cn>
		    <m:cn>0</m:cn>
		  </m:matrixrow>
		  <m:matrixrow>
		    <m:cn>0</m:cn><m:cn>0</m:cn><m:cn>0</m:cn>
		  </m:matrixrow>
		  <m:matrixrow>
		    <m:cn>0</m:cn><m:cn>0</m:cn><m:cn>1</m:cn>
		  </m:matrixrow>
		</m:matrix>
		<m:matrix>
		  <m:matrixrow>
		    <m:ci><m:msub><m:mi>x</m:mi><m:mn>1</m:mn></m:msub></m:ci> 
		  </m:matrixrow>
		  <m:matrixrow>
		    <m:ci><m:msub><m:mi>x</m:mi><m:mn>2</m:mn></m:msub></m:ci>
		  </m:matrixrow>
		  <m:matrixrow>
		    <m:ci><m:msub><m:mi>x</m:mi><m:mn>3</m:mn></m:msub></m:ci>
		  </m:matrixrow>
		</m:matrix>
	      </m:apply>  
	      <m:matrix>
		<m:matrixrow><m:cn>0</m:cn> </m:matrixrow>
		<m:matrixrow> <m:cn>0</m:cn> </m:matrixrow>
		<m:matrixrow> <m:cn>0</m:cn> </m:matrixrow>
	      </m:matrix>
	  </m:apply>
	</m:math>
	Clearly
	<m:math display="block">
	  <m:apply>
	    <m:eq/>
	    <m:apply>
	      <m:ci type="fn">𝒩</m:ci>
	      <m:apply>
		<m:minus/>
		<m:apply>
		  <m:times/>
		  <m:ci><m:msub>
		      <m:mi>λ</m:mi><m:mn>1</m:mn>
		    </m:msub></m:ci>
		  <m:ci>I</m:ci>
		</m:apply>
		<m:ci>B</m:ci>
	      </m:apply>
	    </m:apply>
	    <m:set>
	      <m:bvar>	      
		<m:apply>
		  <m:times/>
		  <m:ci>c</m:ci>
		  <m:apply><m:transpose/>
		    <m:matrix>
		      <m:matrixrow>
			<m:cn>1</m:cn><m:cn>0</m:cn><m:cn>0</m:cn>
		      </m:matrixrow>
		    </m:matrix>
		  </m:apply>
		</m:apply>
	      </m:bvar>
	      <m:condition>
		<m:apply><m:in/><m:ci>c</m:ci><m:reals/></m:apply>
	      </m:condition>
	    </m:set>
	  </m:apply>
	</m:math>
	Arguing along the same lines we also find
	<m:math display="block">
	  <m:apply>
	    <m:eq/>
	    <m:apply>
	      <m:ci type="fn">𝒩</m:ci>
	      <m:apply><m:minus/>
		<m:apply><m:times/>
		  <m:ci><m:msub>
		      <m:mi>λ</m:mi><m:mn>2</m:mn>
		    </m:msub></m:ci>
		  <m:ci>I</m:ci>
		</m:apply>
		<m:ci>B</m:ci>
	      </m:apply>
	    </m:apply> 
	    <m:set>
	      <m:bvar>
		<m:apply><m:times/>
		  <m:ci>c</m:ci>
		  <m:apply><m:transpose/>
		    <m:matrix>
		      <m:matrixrow>
			<m:cn>0</m:cn><m:cn>0</m:cn><m:cn>1</m:cn>
		      </m:matrixrow>
		    </m:matrix>
		  </m:apply>
		</m:apply>
	      </m:bvar>
	      <m:condition>
		<m:apply><m:in/><m:ci>c</m:ci><m:reals/></m:apply>
	      </m:condition>
	    </m:set>
	  </m:apply>
	</m:math>  That <m:math><m:ci>B</m:ci></m:math>
	is 3x3 but possesses only 2 linearly eigenvectors leads us to
	speak of <m:math><m:ci>B</m:ci></m:math> as defective. The
	cause of its defect is most likely the fact that
	<m:math><m:ci><m:msub>
	      <m:mi>λ</m:mi><m:mn>1</m:mn>
	    </m:msub></m:ci></m:math>
	is a double pole of <m:math> 
	  <m:apply><m:inverse/>
	    <m:apply><m:minus/>
	      <m:apply><m:times/>
		<m:ci>s</m:ci><m:ci>I</m:ci>
	      </m:apply>
	      <m:ci>B</m:ci>
	    </m:apply>
	  </m:apply>
	</m:math>
	In order to flesh out that remark and uncover the missing eigenvector
	we must take a much closer look at the transfer function
	<m:math display="block">
	  <m:apply>
	    <m:equivalent/>
	    <m:apply>
	      <m:ci type="fn">R</m:ci>
	      <m:ci>s</m:ci>
	    </m:apply>
	    <m:apply><m:inverse/>
	      <m:apply><m:minus/>
		<m:apply><m:times/><m:ci>s</m:ci><m:ci>I</m:ci></m:apply>
		<m:ci>B</m:ci>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	</m:math>  In the mathematical literature this
	quantity is typically referred to as the
	<term xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Resolvent</term> of <m:math><m:ci>B</m:ci></m:math>.
      </para>
    </section>
  </content>
</document>
