Calculation of Eigenvalues and Eigenvectors:

Motivating Example:

Let
 1 1
A .
 2 4

Find the eigenvalues of A and their associated eigenvectors.

[solution:]

Let  x  be the eigenvector associated with the eigenvalue . Then,

x   1 
 x2 

 1 1   x1  .
Ax       x  (I ) x  (I ) x  Ax   I  A x  0
 2 4  x 2 

Thus,

 x  is the nonzero (nontrivial) solution of the homogeneous linear system

x   1
 x2 

(I  A) x  0 .  I  A is singular  det(I  A)  0 .

Therefore,
 1 1
det(I  A)   (  3)(  2)  0
2 4

   2 or 3 .

1. As   2 ,

1  1   x1  .
Ax  2 x  2 Ix  2 Ix  Ax  ( 2 I  A) x      0
2  2  x 2 

 x  1
 x   1    t , t  R.
 x2  1

1
  t , t  0, t  R, are the eigenvectors
1
associated with   2

1
2. As   3 ,

2  1  x1  .
Ax  3x  3Ix  3Ix  Ax  (3I  A) x      0
2  1  x2 

 x  1 / 2
 x   1   r, r  R.
 x2   1 

1 / 2
   r , r  0, r  R, are the eigenvectors
 1 
associated with   3

Note:
In the above example, the eigenvalues of A satisfy the following equation
det(I  A)  0 .
After finding the eigenvalues, we can further solve the associated homogeneous
system to find the eigenvectors.

Definition of the characteristic polynomial:

Let Ann   a ij  . The determinant
  a11  a12   a1n
 a 21   a 22   a 2n ,
f ( )  det(I  A) 
   
 a n1  an2    a nn

is called the characteristic polynomial of A.

f ( )  det(I  A)  0 ,
is called the characteristic equation of A.

Theorem:
A is singular if and only if 0 is an eigenvalue of A.

[proof:]

: .
A is singular  Ax  0 has non-trivial solution  There exists a nonzero vector x
such that
Ax  0  0 x .
 x is the eigenvector of A associated with eigenvalue 0.

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:
0 is an eigenvalue of A  There exists a nonzero vector x such that
Ax  0  0 x .
 The homogeneous system Ax  0 has nontrivial (nonzero) solution.
 A is singular.

Theorem:
The eigenvalues of A are the real roots of the characteristic polynomial
of A.

:
Let * be an eigenvalue of A associated with eigenvector u. Also, let f ( ) be the
characteristic polynomial of A. Then,
Au  * u   u  Au   Iu  Au  ( I  A)u  0  The homogeneous system
* * *

has nontrivial (nonzero) solution x  * I  A is singular 

det(* I  A)  f (* )  0 .
 * is a real root of f ( )  0 .

:
Let  r be a real root of f ( )  0  f ( r )  det( r I  A)  0   r I  A is a
singular matrix  There exists a nonzero vector (nontrivial solution) v such that
(r I  A)v  0  Av  r v .
 v is the eigenvector of A associated with the eigenvalue  r .

Procedure of finding the eigenvalues and eigenvectors of A:

1. Solve for the real roots of the characteristic equation f ( )  0 . These real
roots 1 ,  2 ,  are the eigenvalues of A.

2. Solve for the homogeneous system  A   i I  x  0 or  i I  A x  0 , i  1,2,  .

The nontrivial (nonzero) solutions are the eigenvectors associated with the
eigenvalues i .

Example:

3
Find the eigenvalues and eigenvectors of the matrix
5 4 2
A   4 5 2 .
 2 2 2

[solution:]

 5 4 2
f ( )  det(I  A)   4  5  2     1    10  0
2

2 2  2

   1, 1, and 10.

1. As   1 ,

 4  4  2  x1 
1  I  A x   4  4  2  x 2   0 .
 2  2  1  x3 

 x1   s  t   1  1
 x1   s  t , x 2  s, x3  2t  x   x 2    s   s  1   t  0 , s, t  R.
   
 x3   2t   0   2 

Thus,
  1   1
s 1   t 
  
 0 , s, t  R, s  0 or t  0
,
0
  2
 

are the eigenvectors associated with eigenvalue   1 .

2. As   10 ,

 5  4  2  x1 
10  I  A x   4 5  2  x2   0 .
 2  2 8   x3 

 x1  2r  2
 x1  2r , x 2  2r , x3  r  x   x 2   2r   r 2, r  R.
   
 x3   r  1 

Thus,

4
 2
r 
 2  , r  R, r  0
,

1 

are the eigenvectors associated with eigenvalue   10 .

Example:

0 1 2
A  2 3 0  .
0 4 5 

Find the eigenvalues and the eigenvectors of A.

[solution:]

 1 2
f ( )  det(I  A)   2  3 0     1    6   0
2

0 4  5

   1, 1, and 6.

3. As   1 ,

 1 1 2  x1 
 A  1  I  x   2 2 0  x2   0 .
 0 4 4  x3 

 x1  1
 x   x 2   t  1, t  R.
 
 x3   1 

Thus,
1 
t 
 1 , t  R, t  0
,
1 
 

are the eigenvectors associated with eigenvalue   1 .

4. As   6 ,

5
  6 1 2   x1 
 A  6  I  x   2  3 0   x2   0 .

 0 4  1  x3 

 x1   3
x   x 2   r 2, r  R.
 
 x3  8

Thus,
3
r 
 2  , r  R, r  0
,
8 
 

are the eigenvectors associated with eigenvalue   6 .

Note:
In the above example, there are at most 2 linearly independent
3 1 
eigenvectors r 
 2  , r  R, r  0
and t 
 1 , t  R, t  0
for 3  3 matrix

8  
1 

A.
The following theorem and corollary about the independence of the
eigenvectors:

Theorem:
Let u1 , u 2 , , u k be the eigenvectors of a n  n matrix A associated with
distinct eigenvalues 1 , 2 , , k , respectively, k  n . Then, u1 , u 2 , , u k
are linearly independent.

[proof:]

Assume u1 , u 2 , , u k are linearly dependent. Then, suppose the dimension

of the vector space V generated by u1 , u 2 , , u k is j  k

(i.e. the dimension of V  u | u  k c u , c  R, i  1,2,  , k   the vector



 i i i i 1


space generated by u1 , u 2 , , u k ). There exists j linearly independent
vectors of u1 , u 2 , , u k which also generate V. Without loss of generality,
let u1 , u2 , , u j be the j linearly independent vectors which generate V

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(i.e., u1 , u 2 ,  , u j is a basis of V). Thus,
j
u j 1   ai ui ,
i 1

ai ' s are some real numbers. Then,

 j  j j
Au j 1  A  ai ui    ai Aui   ai i ui
 i 1  i 1 i 1

Also,
j j
Au j 1   j 1u j 1   j 1  ai ui   ai  j 1ui
i 1 i 1

Thus,

 a    j 1 u i  0 .
j j j

 ai i u i   ai  j 1u i 
i 1 i 1 i 1
i i

Since u1 , u 2 ,  , u j are linearly independent,

a1   j 1  1   a 2   j 1  2     a j   j 1   j   0 .
Futhermore,
1 , 2 ,  ,  j are distinct,  j 1  1  0,  j 1   2  0,,  j 1   j  0
j
 a1  a 2    a j  0  u j 1   ai u i  0
i 1

It is contradictory!!

Corollary:
If a n  n matrix A has n distinct eigenvalues, then A has n linearly
independent eigenvectors.