Relationship between eigenvalues and matrix rank

In summary, the conversation discusses the stability of a system of ODEs and the extraction of a Jacobian matrix. The rank of the matrix is 17, indicating that there are 17 non-zero eigenvalues. The question of whether the two eigenvalues within the error tolerance are actually zero is raised, and it is mentioned that the nullity of the matrix is related to the number of zero eigenvalues. The conversation also touches on the idea that numerical values on a computer may differ slightly from zero. Overall, the main topic is the relationship between the rank and eigenvalues of a matrix.
  • #1
Fluger
1
0
I'm looking into the stability of a system of ODEs, for which we've mannaged to extract a Jacobian matrix. Two of our eigenvalues are within our nummerical error tolerance, but they are close to zero. One of them is positive, which poses a problem for our stability analysis.

We do know that the rank of the matrix is 17, against the 19 variables we are studying (19x19 matrix). I'm guessing that this might imply that our two eigenvalues are in fact zeroes, but I'm having trouble putting anything more concrete down to paper. Do you guys know of any relationship between how many eigenvalues there are in zero and the nullity of the matrix?
 
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  • #2
If the rank of the matrix is 17, then there are exactly 17 non-zero eigenvalues.

If you're dealing with numerical values on a (finite-precision) computer, then the 'zero' eigenvalues may be different from zero by some small amount.
 
  • #3
weetabixharry said:
If the rank of the matrix is 17, then there are exactly 17 non-zero eigenvalues.

If you're dealing with numerical values on a (finite-precision) computer, then the 'zero' eigenvalues may be different from zero by some small amount.



The above isn't accurate. The matrix [tex]\left(\begin{array}{ccc} 0&1&1\\0&0&1\\0&0&2\end{array}\right)[/tex] has rank 2 but one single non-zero eigenvalue.

DonAntonio
 
  • #4
Sorry - for some reason I had thought our matrix was Hermitian. If the matrix isn't diagonalisable, please ignore what I wrote.
 
  • #5
The nullity of the matrix is the geometric multiplicity of the eigenvalue zero. In general, the geometric multiplicity of an eigenvalue is less than or equal to its algebraic multiplicity. So if your matrix has rank 17, then at least 2 of your eigenvalues are zero. If you've excluded the other 17, then that means the two that are within your error tolerance must both be zero.
 

FAQ: Relationship between eigenvalues and matrix rank

What is the relationship between eigenvalues and matrix rank?

The eigenvalues of a square matrix are equal to the non-zero singular values of a matrix, and the matrix rank is equal to the number of non-zero singular values. Therefore, the number of non-zero eigenvalues of a matrix is equal to its rank.

How do eigenvalues and matrix rank affect each other?

The rank of a matrix is directly related to the number of linearly independent columns (or rows) in the matrix. Eigenvalues represent the scaling factor of the eigenvectors, which are the non-zero vectors that are multiplied by the matrix to give a scalar multiple of themselves. Thus, the number of non-zero eigenvalues and the rank of a matrix are directly linked.

Can a matrix have a different rank and number of eigenvalues?

No, the number of non-zero eigenvalues of a matrix is equal to its rank. This is because the eigenvalues represent the scaling factor of the eigenvectors, and the rank of a matrix is equal to the number of linearly independent columns (or rows), which are also the eigenvectors of the matrix.

How can eigenvalues and matrix rank help in solving linear systems of equations?

The number of non-zero eigenvalues of a matrix is equal to its rank. This can be useful in solving linear systems of equations because the rank of a matrix gives information about the number of independent equations in the system. Additionally, the eigenvalues of a matrix can be used to find the eigenvectors, which can then be used to solve the linear system of equations.

Is there a relationship between the eigenvalues and matrix rank of a diagonal matrix?

Yes, the eigenvalues of a diagonal matrix are equal to the diagonal elements of the matrix. Since the diagonal elements of a diagonal matrix are either all non-zero or all zero, the number of non-zero eigenvalues and the rank of a diagonal matrix are equal.

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