Harvey Mudd College Math Tutorial:

Eigenvalues and Eigenvectors

We review here the basics of computing eigenvalues and eigenvectors. Eigenvalues and
eigenvectors play a prominent role in the study of ordinary dierential equations and in
many applications in the physical sciences. Expect to see them come up in a variety of
contexts!
Denitions
Let A be an n n matrix. The number
is an eigenvalue of A if there exists a
non-zero vector v such that
Av = v.
In this case, vector v is called an eigen-
vector of A corresponding to .
Computing Eigenvalues and Eigenvectors
We can rewrite the condition Av = v as
(A I)v = 0.
where I is the nn identity matrix. Now, in order
for a non-zero vector v to satisfy this equation,
A I must not be invertible.
That is, the determinant of AI must equal 0.
We call p() = det(A I) the characteristic
polynomial of A. The eigenvalues of A are sim-
ply the roots of the characteristic polynomial of
A.
Otherwise, if A I has an inverse,
(A I)
1
(A I)v = (A I)
1
0
v = 0.
But we are looking for a non-zero vector v.
Example
Let A =
_
2 4
1 1
_
. Then p() = det
_
2 4
1 1
_
= (2 )(1 ) (4)(1)
=
2
6
= ( 3)( + 2).
Thus,
1
= 3 and
2
= 2 are the eigenvalues of A.
To nd eigenvectors v =
_

_
v
1
v
2
.
.
.
v
n
_

_
corresponding to an eigenvalue , we simply solve the system
of linear equations given by
(A I)v = 0.
Example
The matrix A =
_
2 4
1 1
_
of the previous example has eigenvalues
1
= 3 and
2
= 2.
Lets nd the eigenvectors corresponding to
1
= 3. Let v =
_
v
1
v
2
_
. Then (A3I)v = 0 gives
us
_
2 3 4
1 1 3
_ _
v
1
v
2
_
=
_
0
0
_
,
from which we obtain the duplicate equations
v
1
4v
2
= 0
v
1
4v
2
= 0.
If we let v
2
= t, then v
1
= 4t. All eigenvectors corresponding to
1
= 3 are multiples of
_
4
1
_
and thus the eigenspace corresponding to
1
= 3 is given by the span of
_
4
1
_
. That is,
__
4
1
__
is a basis of the eigenspace corresponding to
1
= 3.
Repeating this process with
2
= 2, we nd that
4v
1
4V
2
= 0
v
1
+ v
2
= 0
If we let v
2
= t then v
1
= t as well. Thus, an eigenvector corresponding to
2
= 2 is
_
1
1
_
and the eigenspace corresponding to
2
= 2 is given by the span of
_
1
1
_
.
__
1
1
__
is a basis
for the eigenspace corresponding to
2
= 2.
In the following example, we see a two-dimensional eigenspace.
Example
Let A =
_

_
5 8 16
4 1 8
4 4 11
_

_. Then p() = det

_

_
5 8 16
4 1 8
4 4 11
_

_ = ( 1)( + 3)
2
after some algebra! Thus,
1
= 1 and
2
= 3 are the eigenvalues of A. Eigenvectors
v =
_

_
v
1
v
2
v
3
_

_ corresponding to
1
= 1 must satisfy
4v
1
+ 8v
2
+ 16v
3
= 0
4v
1
+ 8v
3
= 0
4v
1
4v
2
12v
3
= 0.
Letting v
3
= t, we nd from the second equation that v
1
= 2t, and then v
2
= t. All
eigenvectors corresponding to
1
= 1 are multiples of
_

_
2
1
1
_

_, and so the eigenspace corre-

sponding to
1
= 1 is given by the span of
_

_
2
1
1
_

_.
_

_
_

_
2
1
1
_

_
_

_
is a basis for the eigenspace
corresponding to
1
= 1.
Eigenvectors corresponding to
2
= 3 must satisfy
8v
1
+ 8v
2
+ 16v
3
= 0
4v
1
+ 4v
2
+ 8v
3
= 0
4v
1
4v
2
8v
3
= 0.
The equations here are just multiples of each other! If we let v
3
= t and v
2
= s, then
v
1
= s 2t. Eigenvectors corresponding to
2
= 3 have the form
_

_
1
1
0
_

_ s +
_

_
2
0
1
_

_ t.
Thus, the eigenspace corresponding to
2
= 3 is two-dimensional and is spanned by
_

_
1
1
0
_

_
and
_

_
2
0
1
_

_.
_

_
_

_
1
1
0
_

_ ,
_

_
2
0
1
_

_
_

_
is a basis for the eigenspace corresponding to
2
= 3.
Notes
Eigenvalues and eigenvectors can be complex-valued as well as real-valued.
The dimension of the eigenspace corresponding to an eigenvalue is less than or equal
to the multiplicity of that eigenvalue.
The techniques used here are practical for 2 2 and 3 3 matrices. Eigenvalues and
eigenvectors of larger matrices are often found using other techniques, such as iterative
methods.
Key Concepts
Let A be an nn matrix. The eigenvalues of A are the roots of the characteristic polynomial
p() = det(A I).
For each eigenvalue , we nd eigenvectors v =
_

_
v
1
v
2
.
.
.
v
n
_

_
by solving the linear system
(A I)v = 0.
The set of all vectors v satisfying Av = v is called the eigenspace of A corresponding to
.
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