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Attribution Non-Commercial (BY-NC)

- Matrix Eigenvalues and Eigenvectors
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Let A be n x n matrix. is eigen value of A if there exists a nonzero vector n x R such that Ax = x x is called an eigen vector of A associated with

Eigen value / proper value / characteristic value / latent value eigen vector / proper vector / characteristic vector / latent vector.

NOTE: 0 can not be an eigenvector but 0 can be an eigenvalue. A may have many different eigenvectors associated with an eigenvalue , since rx , r 0 is also an eigenvector if x is an eigenvector of A.

Ex.2 : Let

3 A= 6 1 2

Sol. : Eigenvalue : = 0, 5

r 3 r , r 0 ,

1 3

r 2 r , r 0 ,

In particular,

1 2

a11 a12 a1n a 21 a 22 a 2 n f ( ) =| I n A | = a n1 a n 2 a nn

| I n A |= 0

is characteristic equation of A.

Th 8.2 : The eigenvalue of A are the real roots of the characteristic polynomial of A.

Sol. :

f ( ) = | I 3 A | = 4 + 7

3 2

Ex.2 : Let

3 A= 2 4 2 0 2 4 2 3

6 15 8 = 0

3 2

Eigenvalue : = 1, 1, 8

1 2 , 0 0 2 1

(IMP)

2 1 2

Ex: Let

1 A= 2 3 0 1 2 0 0 0

( 1) ( 1) = 0

Eigen values : = 1, 1, 0

0 1 2

0 0 1

(IMP)

Ex:Find eigen values and eigen vectors for the matrix 1 3 1 A = 1 5 1 3 1 1 Sol: Characteristic equation | A - I | =0 (+2)(-3)(-6)=0

1 1 3

5 1 1 1 1 3

x y = 0 z

Eigen vector corresponding to = 3 is (1, -1, 1) Eigen vector corresponding to = 6 is (1, 2, 1) NOTE: All non-zero multiple of X1 is an eigen vector corresponding to = -2

EIGEN SPACE Let A be n x n matrix Let be an eigen value of A Let V = { x | ( A I ) x = 0 } U { 0 } Then V is a subspace of Rn V = Eigen space of A corresponding to eigen value

Ex: Find eigen values and eigen vectors for the matrix 4 4 9 A = 8 3 4 16 8 7 Sol: Characteristic equation | A - I | =0 (+1)(+1)(-3)=0

9 8 16 4 3 8 4 4 7 x y = 0 z

For = 3 We have 12 x + 4y + 4z = 0 -8x + 0 y + 4z = 0 -16 x + 8y + 4 z = 0 Hence -x + y = 0 -2y + z = 0 Hence x = y = z / 2 Let z = 2 X1 = ( 1, 1, 2 ) is eigen vector corresponding to =3

For = -1 We have -8 x + 4y + 4z = 0 -8x + 4 y + 4z = 0 -16 x + 8y + 8 z = 0 Hence -2x + y + z = 0 Hence Eigen space of = -1 is { (x, y, z) | -2x + y + z = 0 }

= { (x, y, z) | y = 2 x - z } = { (x, 2 x - z, z) | x, z R } = { (x, 2 x, 0) + ( 0, -z, z ) | x, z R } = { x(1, 2, 0) + z( 0, -1, 1 ) | x, z R} = [ { (1, 2, 0), ( 0, -1, 1 ) } ] Hence set of eigen vectors are { (1, 2, 0), ( 0, -1, 1 ) } { ( 0, 0, 0, )}

Ex17/354 : Let

2 A= 1 0 1 2 1 0 1 , = 2. 2

Sol. : Eigenvectors associated with = 2 : [( 1, 0, 1 )] ~ ( 0, 0, 0 ) and hence, a basis is {(1, 0, 1)} .

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