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Definition

2

is called an eigenvector of 𝐴 if:

𝐴𝐱 = 𝜆𝐱

Eigenvalues and

The scalar 𝜆 is called the eigenvalue of 𝐴, and 𝐱 is

Eigenvectors said to be an eigenvector of 𝐴 corresponding to 𝜆.

Definition Definition

3 4

The vector 𝐱 = is an eigenvector of 𝐴 =

2 8 −1 rewrite

corresponding to the eigenvalue 𝜆 = 3, since:

𝐴𝐱 = 𝜆𝐱

3 0 1 as:

𝐴𝐱 =

8 −1 2 𝐴𝐱 = 𝜆𝐼𝐱

3 1

= =3 = 3𝐱 𝜆𝐼 − 𝐴 𝐱 = 𝟎

6 2

Definition Recap

5 6

For 𝜆 to be an eigenvalue, there must be a non-zero For a system of linear homogeneous equations:

solution of:

𝜆𝐼 − 𝐴 𝐱 = 𝟎 𝐴𝑥 = 0

If and only if: has a non-zero (non-trivial) solution 𝑥, if and only if:

det 𝜆𝐼 − 𝐴 = 𝟎

det(𝐴) = 0

This is called the characteristic equation of A.

When expanded, the determinant det 𝜆𝐼 − 𝐴 is a

polynomial in 𝜆 called the characteristic polynomial

of 𝐴

1

4/28/2014

Example - 1 Example – 1 …

7 8

0 1 0 1 0

A 0 0 1 det 0 1 0

4 17 8 4 17 8

Characteristic Polynomial:

3 82 17 4 0

( 4)(2 4 1) 0

Eigenvalues are:

4, 2 3, 2 3

Example - 2 Example – 2 …

9 10

Find the eigenvalues of the upper triangular matrix: Characteristic Equation: det 𝜆𝐼 − 𝐴 = 𝟎

a11 a12 a13 a14 a11 a12 a13 a14

0 a 0 a24

a23 a24 a22 a23

0

A 22 det

0 a33 a34

0 0 a33 a34 0

0 0 0 a44

0 0 0 a44

Characteristic Polynomial:

a11 a22 a33 a44 0

Eigenvalues:

a11 , a22 , a33 , a44

Example – 3 … Eigenvalues

11 12

Find the eigenvalues of the lower triangular matrix: It is possible for the characteristic equation of a matrix

with real elements to have complex solution.

1

2 0 0

A 1 23 0 2 1

A

5 2

5 8 4

1

2 1

det(I A) det 1 0

2

5 2

Eigenvalues:

1

, ,

2

1 i and i

2 3 4

2

4/28/2014

Eigenspaces Example – 4

13 14

The eigenvectors of 𝐴 corresponding to an eigenvalue Find bases for the eigenspaces of:

𝜆 are the non-zero vectors in the solution space of

0 0 2

𝜆𝐼 − 𝐴 𝐱 = 𝟎

A 1 2 1

We call this solution space the eigenspace of A

1 0 3

corresponding to 𝜆.

Example – 4 … Example – 4 …

15 16

3 52 8 4 0 x1

1 2

2

0 x x2

x3

The eigenvalues are:

1 and 2 if and only if 𝐱 is a non-zero solution of 𝜆𝐼 − 𝐴 𝐱 = 0

0 2 x1 0

1 2 1 x 0

So there are 2 eigenspaces. 2

1 0 3 x3 0

Example – 4 … Example – 4 …

17 18

2 0 2 x1 0 1 0

1 0 1 x 0 0 1

2 and

1 0 1 x3 0 1 0

x1 s 1 0

x t s 0 t 1

2

x3 s 1 0

3

4/28/2014

Example – 4 … Example – 4 …

19 20

1 0 2 x1 0

2

1 1 1 x 0 1

2

1 0 2 x3 0 1

x1 2s 2

x s s 1

2

x3 s 1

21 22

Once the eigenvalues and eigenvectors of a matrix A If 𝑘 is a positive integer, 𝜆 is an eigenvalue of a matrix

are found, it is simpler to find the eigenvalues and 𝐴, and x is a corresponding eigenvector, then 𝜆𝑘 is an

eigenvectors of any positive integer power of A. eigenvalues of 𝐴𝑘 and x is a corresponding

eigenvector.

𝐴2 𝐱 = 𝐴 𝐴𝐱 = 𝐴 𝜆𝐱 = 𝜆 𝐴𝐱 = 𝜆 𝜆𝐱 = 𝜆2𝐱

corresponding eigenvectors

Example Diagonalization

23 24

A 1 2 1

invertible matrix 𝑃 such that 𝑃 −1 𝐴𝑃 is a diagonal matrix;

The matrix 𝑃 is said to diagonalize 𝐴.

1 0 3

Step 1: Find 𝑛 linearly independent eigenvectors of 𝐴, say,

The eigenvalues are 𝜆 = 2 and 𝜆 = 1. 𝐩1 , 𝐩2 , … , 𝐩𝑛

Step 2: Form the matrix 𝑃 having 𝐩1 , 𝐩2 , … , 𝐩𝑛 as its

−2 0 −6 column vectors.

For 𝐵 = 𝐴2 = 3 4 3 , the eigenvalues are Step 3: The matrix 𝑃 −1 𝐴𝑃 will then be diagonal with

3 0 7 𝜆1 , 𝜆2 , … , 𝜆𝑛 as its successive diagonal entries, where 𝜆𝑖 is

the eigenvalue corresponding to 𝐩𝑖 , for 𝑖 = 1, 2, … , 𝑛

𝜆 = 22 = 4 and 𝜆 = 12 = 1

4

4/28/2014

Diagonalization Example - 5

25 26

diagonalizable.

0 0 2

A 1 2 1

The 𝑛 basis vectors are used as the column vectors of 1 0 3

the diagonalizing matrix 𝑃.

diagonalizable.

Example – 5 … Example – 5 …

27 28

From example 4, the characteristic equation of 𝐴: There are 3 basis vectors in total, so the matrix 𝐴 is

diagonalizable

1 2 2

0 1 0 2

P 0 1 1

The bases for the eigenspaces: 1 0 1

1 0 1 0 2 0 0 2 1 0 2

2: p1 0 , p 2 1 P 1 AP 1 1 1 1 2 1 0 1 1

1 0 1 0 1 1 0 3 1 0 1

2 2 0 0

1: p 3 1 0 2 0

0 0 1

1

29 30

There is no preferred order for the column of 𝑃 Given an 𝑛 × 𝑛 matrix 𝐴, does there exist an

orthogonal matrix 𝑃 such that matrix 𝑃 −1 𝐴𝑃 = 𝑃 𝑇 𝐴𝑃 is

1 2 0

diagonal?

P 0 1 1

If there is such a matrix, then 𝐴 is said to be

1 1 0

orthogonally diagonalizable and 𝑃 is said to

orthogonally diagonalize 𝐴.

2 0 0

P 1 AP 0 1 0

0 0 2

5

4/28/2014

31 32

Step 1: Find a basis for each eigenspaces of 𝐴. Find an orthogonal matrix 𝑃 that diagonalizes:

Step 2: Apply the Gram-Schmidt process to each of 4 2 2

A 2 4 2

these bases to obtain orthonormal basis for each

eigenspaces.

2 2 4

Step 3: Form the matrix 𝑃 whose columns are the

basis vectors constructed in Step 2; this matrix

orthogonally diagonalizes 𝐴.

Example – 6 … Example – 6 …

33 34

4 2 2 1 1

det(I A) det 2 4 2 2 8 0 u1 1 , u 2 0

2

2:

2 2 4 0 1

8: u 3 1

1

Example – 6 … Example – 6 …

35 36

𝐯2 =

1 1 𝐮2 − 𝐮2 , 𝐯1 𝐯1

2: u1 1 , u 2 0

0 1

−1 1 −1/ 2 1 1

𝐮2 − 𝐮2 , 𝐯1 𝐯1 = 0 − 𝐮2 − 𝐮2 , 𝐯1 𝐯1 = + +1

1 2 1/ 2 4 4

0

𝐮1 1 −1 −1/ 2

𝐯1 = = 1 = 1/ 2 −1/2 6 6

𝐮1 2 0

0 = −1/2 = =

4 2

1

𝐮2 − 𝐮2 , 𝐯1 𝐯1 1 1

𝐯2 = 𝐮2 , 𝐯1 = +0+0 =

𝐮2 − 𝐮2 , 𝐯1 𝐯1 2 2

6

4/28/2014

Example – 6 … Example – 6 …

37 38

𝐯2 =

𝐮2 − 𝐮2 , 𝐯1 𝐯1 1

8: u 3 1

2 −1/2

−1/ 6 1

= −1/2 = −1/ 6

6 1

2/ 6 1/ 3

𝐮3 1 1

𝐯3 = = 1 = 1/ 3

𝐮3 3 1

1/ 3

Example – 6 …

39

1 2 1 6 1 3

P1 2 1 6 1 3

0 2 6 1 3

1 2 1 2 0 4 2 2 1 2 1 6 1 3

PT AP 1 6 1 6 2 6 2 4 2 1 2 1 6 1 3

1 3 1 3 1 3 2 2 4 0

2 6 1 3

2 0 0

0 2 0

0 0 8

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