FINDING EIGENVALUES AND EIGENVECTORS

EXAMPLE 1: Find the eigenvalues and eigenvectors of the matrix 1 3 3 A = 3 5 3 . 6 6 4 SOLUTION:

In such problems, we rst nd the eigenvalues of the matrix.

FINDING EIGENVALUES

To do this, we nd the values of which satisfy the characteristic equation of the matrix A, namely those values of for which det(A I) = 0, where I is the 33 identity matrix. Form the matrix A I: 1 3 3 0 0 1 3 3 A I = 3 5 3 0 0 = 3 5 3 . 6 6 4 0 0 6 6 4 Notice that this matrix is just equal to A with subtracted from each entry on the main diagonal. Calculate det(A I):
det(A I) = (1 ) 5 3 6 4 (3) 3 6 3 4 +3 3 6 5 6

= 2 + + 2 + 2 2 3 18 9 + 36 + 18 = 16 + 12 3 .

= (1 )(20 + 5 4 + 2 + 18) + 3(12 3 18) + 3(18 + 30 + 6) = (1 )(2 + + 2 ) + 3(6 3) + 3(12 + 6)

= (1 ) ((5 )(4 ) (3)(6)) + 3(3(4 ) 3 6) + 3(3 (6) (5 )6)

Therefore

det(A I) = 3 + 12 + 16. 3 12 16 = 0. (1)

REQUIRED: To nd solutions to det(A I) = 0 i.e., to solve

* Look for integer valued solutions. 1

* Such solutions divide the constant term (-16). The list of possible integer solutions is 1, 2, 4, 8, 16. * Now factor out 4: * Taking = 4, we nd that 43 12.4 16 = 0. ( 4)(2 + 4 + 4) = 3 122 + 16. * Solving 2 + 4 + 4 by formula1 gives 4 42 4.1.4 4 0 = = , 2 2 and so = 2 (a repeated root). Therefore, the eigenvalues of A are = 4, 2. ( = 2 is a repeated root of the characteristic equation.)

FINDING EIGENVECTORS

Once the eigenvalues of a matrix (A) have been found, we can nd the eigenvectors by Gaussian Elimination. STEP 1: For each eigenvalue , we have (A I)x = 0, where x is the eigenvector associated with eigenvalue . STEP 2: Find x by Gaussian elimination. That is, convert the augmented matrix . A I . 0 . to row echelon form, and solve the resulting linear system by back substitution.

We nd the eigenvectors associated with each of the eigenvalues

Case 1: = 4 We must nd vectors x which satisfy (A I)x = 0.

To nd the roots of a quadratic equation of the form ax2 + bx c = 0 (with a = 0) rst compute + = b2 4ac, then if 0 the roots exist and are equal to x = b and x = b+ . 2a 2a
1

 First, form the matrix A 4I: 3 3 3 A 4I = 3 9 3 . 6 6 0 Construct the augmented matrix form . A I . 0 . and convert it to row echelon

3 3 3 0 R1 3 9 3 0 R2 6 6 0 0 R3

R11/3R3

R2R23R1 R3R36R1

R21/12R2

R3R3+12R2

R1R1R2

1 1 1 0 R1 3 9 3 0 R2 R3 6 6 0 0 1 1 1 0 R1 0 12 6 0 R2 R3 0 12 6 0 1 1 1 0 R1 0 1 1/2 0 R2 R3 0 12 6 0 1 1 1 0 R1 0 1 1/2 0 R2 0 0 0 0 R3 1 0 1/2 0 R1 0 1 1/2 0 R2 0 0 0 0 R3

Rewriting this augmented matrix as a linear system gives x1 1/2x3 = 0 x2 1/2x3 = 0

x3 2 x3 2

So the eigenvector x is given by: x1 = x = x2 = x3

= x3

1 2 1 2

For any real number x3 = 0. Those are the eigenvectors of A associated with the eigenvalue = 4. Case 2: = 2 We seek vectors x for which (A I)x = 0. Form the matrix A (2)I = A + 2I 3 3 3 A + 2I = 3 3 3 . 6 6 6 3

 Now we construct the augmented matrix echelon form 3 3 3 0 R1 3 3 3 0 R2 6 6 6 0 R3

. A I . 0 .

and convert it to row

R11/3R3

R2R23R1 R3R36R1

1 1 1 0 R1 3 3 3 0 R2 6 6 6 0 R3 1 1 1 0 R1 0 0 0 0 R2 0 0 0 0 R3

When this augmented matrix is rewritten as a linear system, we obtain x1 + x2 x3 = 0, so the eigenvectors x associated with the eigenvalue = 2 are given by: x1 = x3 x2 x= x2 x3 Thus x3 x2 1 1 = x3 0 + x2 1 x= x2 1 0 x3 for any x2 , x3 R\{0}

are the eigenvectors of A associated with the eigenvalue = 2.