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# 4/28/2014

Definition
2

##  If 𝐴 is an 𝑛 × 𝑛 matrix, then a non-zero vector 𝑥 in Rn

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.

## Chrestella Wardjiman, B.E, Ph.D

Definition Definition
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## 1 3 0  To find the eigenvalues of an 𝑛 × 𝑛 matrix 𝐴 we

 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
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 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

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Example - 1 Example – 1 …
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##  Find the eigenvalues of:  Characteristic Equation: det 𝜆𝐼 − 𝐴 = 𝟎

0 1 0   1 0 
A  0 0 1 det  0   1   0
4  17 8  4 17   8

 Characteristic Polynomial:
3  82  17  4  0
(  4)(2  4  1)  0

 Eigenvalues are:
  4,   2  3,   2 3

Example - 2 Example – 2 …
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 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
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 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

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Eigenspaces Example – 4
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 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 …
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##  The characteristic polynomial of 𝐴 is  The eigenvector of 𝐴 corresponding to 𝜆 is

3  52  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 …
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##  If 𝜆 = 2, then:  A basis for the eigenspaces corresponding to 𝜆 = 2

 2 0 2   x1  0  1 0 
 1 0  1  x   0 0 1
  2      and  
 1 0  1  x3  0  1  0

##  Solving this system, yields:

 x1   s   1 0
 x    t   s  0   t 1
   
2    
 x3   s   1  0

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Example – 4 … Example – 4 …
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##  If 𝜆 = 1, then:  A basis for the eigenspaces corresponding to 𝜆 = 1

1 0 2   x1  0
  2
  1  1  1   x   0  1
  2     
 1 0  2  x3  0  1 

##  Solving this system, yields:

 x1   2s    2
x    s   s 1 
  
2   
 x3   s   1 

## Powers of A Matrix Powers of A Matrix

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 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

## which shows that 𝜆2 is an eigenvalue of 𝐴2 and 𝐱 is a

corresponding eigenvectors

Example Diagonalization
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##  Given: 0 0  2   A square matrix 𝐴 is called diagonalizable if there is an

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

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Diagonalization Example - 5
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##  If there is a total of 𝑛 basis vectors, then 𝐴 is  Find a matrix 𝑃 that diagonalizes:

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.

##  If there are fewer than 𝑛 basis vectors, the 𝐴 is not

diagonalizable.

Example – 5 … Example – 5 …
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 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 

## Example – 5 … Orthogonal Diagonalization

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 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

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## Orthogonal Diagonalization Example - 6

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 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

##  The characteristic equation of 𝐴 is:  The bases for the eigenspaces:

  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 

##  Thus, the eigenvalues of 𝐴 are 𝜆 = 2 and 𝜆 = 8. 1

  8: u 3  1
1

Example – 6 … Example – 6 …
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##  Applying the Gram-Schmidt process to 𝐮1 , 𝐮2 𝐮2 − 𝐮2 , 𝐯1 𝐯1

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

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Example – 6 … Example – 6 …
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## 𝐮2 − 𝐮2 , 𝐯1 𝐯1  Applying the Gram-Schmidt process to 𝐮3

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 …
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##  Use 𝐯1 , 𝐯2 , 𝐯3 as column vectors to create matrix P:

 1 2 1 6 1 3
 
P1 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