can some one tell me the importance of eigen value and eigen vector in the engineering. I know that it gives input impedance when eigen vector is input and it also gives the frequency of an oscillator, but how? what more applications does it have?
eigen value
Started by ●January 31, 2004
Reply by ●February 1, 20042004-02-01
pankajjd@rediffmail.com wrote:> can some one tell me the importance of eigen value and eigen vector in > the engineering. I know that it gives input impedance when eigen > vector is input and it also gives the frequency of an oscillator, but > how? what more applications does it have?OK, so the last time I heard of eigen value/vector was > 30 yrs ago. [ IIRC they were defined as Matrix * eigenvector = eigenvalue * eigenvector ] I don't see a connection to either "input impedance" or "frequency of an oscillator". What am I missing?
Reply by ●February 1, 20042004-02-01
Richard Owlett wrote: (snip regarding eigenvalues and eigenvectors)> OK, so the last time I heard of eigen value/vector was > 30 yrs ago. > [ IIRC they were defined as Matrix * eigenvector = eigenvalue * > eigenvector ]> I don't see a connection to either "input impedance" or "frequency of an > oscillator".They come from the normal modes of oscillating systems, as one example. The more obvious modes may be linear combinations of modes with different frequencies, and so won't have a true frequency, that is, they won't be periodic. A favorite demonstration is a spring and mass system with both a stretch mode and torsion (rotational) mode. If the two normal modes, which are linear combinations of the stretch and tortional modes, have nearly the same frequency, an interesting effect is observed. If you start the system in a stretch mode it will slowly convert to the tortional mode, and then slowly convert back again. Many other systems have such oscillatory behavior when excited in a mode that is not the normal mode of the system. (One of the more recent discoveries is that neutrinos from the sun are not a pure state (normal mode), and oscillate between electron neutrinos and other types of neutrinos such as mu neutrinos and tau neutrinos.) -- glen
Reply by ●February 2, 20042004-02-02
Richard Owlett <rowlett@atlascomm.net> wrote in message news:<101qn1re2jvo965@corp.supernews.com>...> pankajjd@rediffmail.com wrote: > > > can some one tell me the importance of eigen value and eigen vector in > > the engineering. I know that it gives input impedance when eigen > > vector is input and it also gives the frequency of an oscillator, but > > how? what more applications does it have? > > OK, so the last time I heard of eigen value/vector was > 30 yrs ago. > [ IIRC they were defined as Matrix * eigenvector = eigenvalue * > eigenvector ] > > I don't see a connection to either "input impedance" or "frequency of > an oscillator". > > What am I missing?The connection is there. See, for instance, the differential equation df(t)/dt = f(t) [1] With a little twist of the imagination, you can say the d/dt part is an "operator" (i.e. a generalized matrix) and call it L. Mathematicians throw in the eigenvalue lambda = 1 for good measure such that [1] can be written as Lf = lambda f. [2] The solution f to the equation [1] will behave just as the eigenvector in matrixes. Most (all?) linear differential equations that are of interest in mathematical physics behave like [2], although with somewhat more complicated L operators. In maths, this is what "Sturm-Liouville theory" is all about. Real Analysis is a very convenient tool for working with such problems. Rune
Reply by ●February 2, 20042004-02-02
allnor@tele.ntnu.no (Rune Allnor) wrote in message news:<f56893ae.0402020020.69bc34d9@posting.google.com>...> Richard Owlett <rowlett@atlascomm.net> wrote in message news:<101qn1re2jvo965@corp.supernews.com>... > > pankajjd@rediffmail.com wrote: > > > > > can some one tell me the importance of eigen value and eigen vector in > > > the engineering. I know that it gives input impedance when eigen > > > vector is input and it also gives the frequency of an oscillator, but > > > how? what more applications does it have? > > > > OK, so the last time I heard of eigen value/vector was > 30 yrs ago. > > [ IIRC they were defined as Matrix * eigenvector = eigenvalue * > > eigenvector ] > > > > I don't see a connection to either "input impedance" or "frequency of > > an oscillator". > > > > What am I missing? > > The connection is there. See, for instance, the differential equation > > df(t)/dt = f(t) [1] > > With a little twist of the imagination, you can say the d/dt part > is an "operator" (i.e. a generalized matrix) and call it L. > Mathematicians throw in the eigenvalue lambda = 1 for good measure > such that [1] can be written as > > Lf = lambda f. [2] > > The solution f to the equation [1] will behave just as the eigenvector > in matrixes. Most (all?) linear differential equations that are of > interest in mathematical physics behave like [2], although with somewhat > more complicated L operators. In maths, this is what "Sturm-Liouville > theory" is all about. Real Analysis is a very convenient tool for > working with such problems. > > RuneI think Rune is absolutely right. Eigen vector/values are used all over quantam mechanics/mathemical physics. As far as engineering is concerned it is also used in communication system- mainly in linear algebra(matrix computation,least square solutions). I guess if you open IEEE trans. on comm. you may notice many papers using linear algebra(mathematical tool). Although there are various solutions but eigen vector/values method can be one of the solution provider tools. For details, can see "Matrix computation" by Golub,Loan. Santosh
Reply by ●February 2, 20042004-02-02
Hello Santosh and others, One simple case of eigenvalues/eigenfunctions we all use in DSP concerns the applications of linear filters. We all know when you put a sinusoid into a linear filter you get the same sinusoid out albeit scaled in amplitude and shifted in phase. For this system the sinusoid is an eigenfunction and the complex number representing its amplitude and phase shift is the corresponding eigenvalue. A list of the applications of eigensystems could fill a book or two. I just thought I'd mention one that we have all used without thinking about its being part of an eigensystem - but it is. In fact a consequence of this is linear systems don't produce frequencies that weren't present in the first place. -- Clay S. Turner, V.P. Wireless Systems Engineering, Inc. Satellite Beach, Florida 32937 (321) 777-7889 www.wse.biz csturner@wse.biz "santosh nath" <santosh.nath@ntlworld.com> wrote in message news:6afd943a.0402020852.3fe82343@posting.google.com...> allnor@tele.ntnu.no (Rune Allnor) wrote in messagenews:<f56893ae.0402020020.69bc34d9@posting.google.com>...> > Richard Owlett <rowlett@atlascomm.net> wrote in messagenews:<101qn1re2jvo965@corp.supernews.com>...> > > pankajjd@rediffmail.com wrote: > > > > > > > can some one tell me the importance of eigen value and eigen vectorin> > > > the engineering. I know that it gives input impedance when eigen > > > > vector is input and it also gives the frequency of an oscillator,but> > > > how? what more applications does it have? > > > > > > OK, so the last time I heard of eigen value/vector was > 30 yrs ago. > > > [ IIRC they were defined as Matrix * eigenvector = eigenvalue * > > > eigenvector ] > > > > > > I don't see a connection to either "input impedance" or "frequency of > > > an oscillator". > > > > > > What am I missing? > > > > The connection is there. See, for instance, the differential equation > > > > df(t)/dt = f(t) [1] > > > > With a little twist of the imagination, you can say the d/dt part > > is an "operator" (i.e. a generalized matrix) and call it L. > > Mathematicians throw in the eigenvalue lambda = 1 for good measure > > such that [1] can be written as > > > > Lf = lambda f. [2] > > > > The solution f to the equation [1] will behave just as the eigenvector > > in matrixes. Most (all?) linear differential equations that are of > > interest in mathematical physics behave like [2], although with somewhat > > more complicated L operators. In maths, this is what "Sturm-Liouville > > theory" is all about. Real Analysis is a very convenient tool for > > working with such problems. > > > > Rune > > I think Rune is absolutely right. Eigen vector/values are used all > over quantam mechanics/mathemical physics. As far as engineering is > concerned it is also used in communication system- mainly in linear > algebra(matrix computation,least square solutions). I guess if you > open IEEE trans. on comm. you may notice many papers using linear > algebra(mathematical tool). Although > there are various solutions but eigen vector/values method can be one > of the solution provider tools. For details, can see "Matrix > computation" by Golub,Loan. > > Santosh
Reply by ●February 2, 20042004-02-02
Rune Allnor wrote:> Richard Owlett <rowlett@atlascomm.net> wrote in message news:<101qn1re2jvo965@corp.supernews.com>... > >>pankajjd@rediffmail.com wrote: >> >> >>>can some one tell me the importance of eigen value and eigen vector in >>>the engineering. I know that it gives input impedance when eigen >>>vector is input and it also gives the frequency of an oscillator, but >>>how? what more applications does it have? >> >>OK, so the last time I heard of eigen value/vector was > 30 yrs ago. >>[ IIRC they were defined as Matrix * eigenvector = eigenvalue * >>eigenvector ] >> >>I don't see a connection to either "input impedance" or "frequency of >>an oscillator". >> >>What am I missing? > > > The connection is there. See, for instance, the differential equation > > df(t)/dt = f(t) [1] > > With a little twist of the imagination, you can say the d/dt part > is an "operator" (i.e. a generalized matrix) and call it L. > Mathematicians throw in the eigenvalue lambda = 1 for good measure > such that [1] can be written as > > Lf = lambda f. [2] > > The solution f to the equation [1] will behave just as the eigenvector > in matrixes. Most (all?) linear differential equations that are of > interest in mathematical physics behave like [2], although with somewhat > more complicated L operators. In maths, this is what "Sturm-Liouville > theory" is all about. Real Analysis is a very convenient tool for > working with such problems. > > RuneAs soon as you said 'the d/dt part is an "operator" ' ... [nightmare deleted ;] One prof didn't survive that course either ( he was a PURE algebraist trying to teach class of 50% engineers -- got shipped off to a think tank ;)!
Reply by ●February 2, 20042004-02-02
Richard Owlett wrote: ...> As soon as you said 'the d/dt part is an "operator" ' ... > [nightmare deleted ;]... It's a matter of language again. Suppose we adopt Heavyside's notation D instead of d/dt; does that help? If not, try derivative_of(). It's all the same meaning. It was Heavyside who introduced "operator" in this context, calling his way of solving equations "operational calculus". Jerry -- Engineering is the art of making what you want from things you can get. �����������������������������������������������������������������������
Reply by ●February 2, 20042004-02-02
Jerry Avins wrote:> Richard Owlett wrote: > > ... > >> As soon as you said 'the d/dt part is an "operator" ' ... >> [nightmare deleted ;] > > > ... > > It's a matter of language again. Suppose we adopt Heavyside's notation D > instead of d/dt; does that help? If not, try derivative_of(). It's all > the same meaning. It was Heavyside who introduced "operator" in this > context, calling his way of solving equations "operational calculus". > > JerryI think you misinterpreted my response. It was more on order of "Oh no not *THAT* nn inch thick set of prepared class notes.
Reply by ●February 11, 20042004-02-11
> can some one tell me the importance of eigen value and eigen vector in > the engineering.An interesting application is found in speech enhancement: if you think of speech segment as a vector of length n, then you can expand it into its projections onto n or more other vectors (signals). The Fourier transform is one posibility where the vectors are orthogonal exponential functions. In the matrix notation the signal can be represented as product of the expansion vector (spectrum) and the fixed basis matrix (exponential functions). In a similar manner you can represent signal (vector) as product of its eigen-values and its eigen-vector matrix. This expansion is in so far specific as all eigen-vectors are orthogonal to the signal vector. But the interesting thing is that this also implies that the eigenvectors follows the single signal patterns that make the composite signal. It turns out that in the speech + noise signal speech and noise are projected onto separate vectors. If you can guess which of the eigen-vectors belongs to noise you can kill it by setting the appropriate eigen-value to zero. The expansion above is called Karhunen-Loeve Transform or KLT (but it is not trransform). Tarik






