Lecture 13: Complex Eigenvalues & Factorization

Consider the rotation matrix ·¸

0 ¡1
A= : (1)
1 0
To …nd eigenvalues, we write ·
¸
¡¸ ¡1
A ¡ ¸I = ;
1 ¡¸
and calculate its determinant

det (A ¡ ¸I) = ¸2 + 1 = 0:

We see that A has only complex eigenvalues

p
¸= § ¡1 = §i:

Therefore, it is impossible to diagonalize the rotation matrix. In general, if a matrix has

complex eigenvalues, it is not diagonalizable. In this lecture, we shall study matrices with
complex eigenvalues.
Since eigenvalues are roots of characteristic polynomials with real coe¢cients, complex
eigenvalues always appear in pairs: If

¸0 = a + bi

is a complex eigenvalue, so is its conjugate

¹̧ 0 = a ¡ bi:

For any complex eigenvalue, we can proceed to …nd its (complex) eigenvectors in the same
way as we did for real eigenvalues.
Example 13.1. For the matrix A in (1) above, …nd eigenvectors.
Solution. We already know its eigenvalues: ¸0 = i; ¹̧ 0 = ¡i. For ¸0 = i; we solve
(A ¡ iI) ~x = ~0 as follows: performing (complex) row operations to get (noting that i2 = ¡1)
· ¸ · ¸
¡i ¡1 ¡iR1 +R2 !R2 ¡i ¡1
A ¡ iI = !
1 ¡i 0 0
=) ¡ix1 ¡ x2 = 0 =) x2 = ¡ix1
· ¸ · ¸ · ¸ · ¸
x1 1 1 0
take x1 = 1; ~u = = = ¡i
x2 ¡i 0 1
is an eigenvalue for ¸ = i:
For ¸= ¡i; we proceed similarly as follows:
· ¸ · ¸
i ¡1 iR1 +R2!R2 i ¡1
A + iI = ! =) ix1 ¡ x2 = 0
1 i 0 0

1
 · ¸ · ¸ · ¸
1 1 0
take x1 = 1; ~v = = +i
i 0 1
is an eigenvalue for ¸ = ¡i: We note that
¹̧ 0 = ¡i is the conjugate of ¸0 = i
~v = ~u (the conjugate vector of eigenvector ~u) is an eigenvector for ¹̧ 0 :

This observation can be justi…ed as a general rule as follows.

by taking conjugate on equation

(A + ¸0 I) ~u = 0 =) (A + ¸0 I) ~u = 0
¡ ¢ ³ ´¡ ¢ ¡ ¢
=) (A + ¸0 I) ~u = 0 =) A ¡ (¸0 I) ~u = 0 =) A ¡ ¹̧ 0 I ~u = 0:
¹

Remark. In general, if ~u is an eigenvector associated with ¸; then ~u; the conjugate ¡ ¢of
~u; is an eigenvector associated with ¹̧ ; the conjugate of ¸: Therefore, for each pair, ¸; ¹̧ ;
of eigenvalue, we only need to compute eigenvectors for ¸: The eigenvectors for ¹̧ can be
obtained easily by taking conjugates.
Though A is not diagonalizable in the classic sense, we can still simplify it by introducing
a term called "block-diagonal" matrix.
Example 13.2. For the matrix A in (1) above that has complex eigenvalues, we proceed
to choose P and D as follows: pick one complex eigenvalue and its eigenvector
· ¸ · ¸ · ¸
1 1 0
¸0 = i; ~u = = ¡i
¡i 0 1

separate their real part and imaginary part (Re (a + bi) = a; Im (a + bi) = b) :
· ¸ · ¸
1 0
Re (¸0 ) = 0; Im (¸0 ) = 1; Re (~u) = ; Im (~u) = :
0 ¡1

We then assemble D and P as

· ¸ · ¸
Re (¸) Im (¸) 0 1
D= = ;
¡ Im (¸) Re (¸) ¡1 0
· ¸
1 0
P = [Re (~u) ; Im (~u)] = :
0 ¡1

Note that D is not really a diagonal matrix. We can verify AP = P D :

· ¸· ¸ · ¸
0 ¡1 1 0 0 1
AP = =
1 0 0 ¡1 1 0
· ¸· ¸ · ¸
1 0 0 1 0 1
PD = = :
0 ¡1 ¡1 0 1 0

2
 In general, if a matrix A has complex eigenvalues, it may be similar to a block-diagonal
matrix B, i.e., there exists an invertible matrix P such that AP = P B; where B has the
form 2 3
C1 0 ::: 0
6 0 C2 ::: 0 7
B=6 7
4 ::: ::: ::: ::: 5 ; P = [P1 ; P2 ; :::; Pr ] (2)
0 0 ::: Cr
Ck is either a real eigenvalue ¸k ( 1 £ 1 matrix), or Ck is a 2 £ 2 matrix (called a block),
corresponding to a complex eigenvalue ¸k = Re (¸k ) + i Im (¸k ) ; in the form
· ¸
Re (¸k ) Im (¸k )
Ck = ; (3)
¡ Im (¸k ) Re (¸k )

and P is assembled accordingly: if Ck is an real eigenvalue, the corresponding column Pk in P

is an eigenvector (real); if Ck is a 2£2 block as in (3) associated with a complex eigenvalue ¸k ;
then Pk consists of two columns: Pk = [Re (~uk ) ; Im (~uk )] where ~uk is a complex eigenvector
for ¸k (note that both Re (~uk ) and Im (~uk ) are real vectors).
Example 13.3. Some examples of block diagonal matrices (2): block matrix from v.s.
normal matrix form.

Example 1 1. 3 £ 3 matrix with one diagonal entry and one 2 £ 2 block:

2 3 2 3
2 · 0 ¸ 2 0 0
4 2 3 5 = 40 2 35 , (¸1 = 2; ¸2 = 2 + 3i; ¸3 = 2 ¡ 3i)
0
¡3 2 0 ¡3 2
2. 4 £ 4 matrix with two diagonal entries and one 2 £ 2 block:
2 3 2 3
¡1 0 0 ¡1 0 0 0
60 2 · 0 ¸7 60 2 0 07
6 7=6 7 ; (¸1 = ¡1; ¸2 = 2; ¸3 = ¡4 + 2i; ¸4 =
4 ¡4 2 5 4 0 0 ¡4 25
0 0
¡2 ¡4 0 0 ¡2 ¡4
¡4 ¡ 2i)

3.
2·4 £ 4 matrix
¸ with two
3 2£2 2 blocks: 3
¡4 2 ¡4 2 0 0
6 ¡2 ¡4 0 7 6¡2 ¡4
6 · ¸7 = 6 0 07
7 ; (¸1 = ¡4+ 2i; ¸2 = ¡4 ¡ 2i; ¸3 = 2+ 3i;
4 2 3 5 40 0 2 35
0
¡3 2 0 0 ¡3 2
¸4 = 2 ¡ 3i).

The process of …nding a block diagonal matrix B in the form (2) and P such as P ¡1 AP =
B is called factorization. Note that if all eigenvalues are real, factorization = diagonalization.
Factorization process:
Step #1. Find all eigenvalues.

3
 Step #2. For real eigenvalues, …nd a basis in each eigenspace Null (A ¡ ¸). For each
pair of complex eigenvalues ¸ and ¹̧ , …nd a (complex) basis in Null (A ¡ ¸) : Then, write
complex eigenvectors in the basis in the form ~u = Re (~u) + i Im (~u) :
Note that, the total number of such vectors must be equal to the dimension. Otherwise,
it is not factorizable.
Step #3. Assemble P and B as in (2): if C1 is a real eigenvalue, the corresponding
column P1 is one of its eigenvectors in the basis; if C1 is a 2 £ 2 block matrix as in (3), the
corresponding P1 consists of two columns (Re (~u) ; i Im (~u)) :
Remark. Suppose that A is a upper (or lower) block-triangle matrix in the form
2 3
B1 ¤ ::: ¤
6 0 B2 ::: ¤ 7
A=6 7
4 ::: ::: ::: ::: 5 ;
0 0 ::: Br
where each Bi is a square matrix (with same or di¤erent sizes). Then
det (A) = det (B1 ) det (B2 ) ¢ ¢ ¢ det (Br ) :
det (A ¡ ¸) = det (B1 ¡ ¸) det (B2 ¡ ¸) ¢ ¢ ¢ det (Br ¡ ¸) :
Therefore, eigenvalues of A = collection of all eigenvalues of B1 ; :::; Br :
Example 13.4. Factorize
2 3
2 9 0 2
6¡1 2 1 0 7
A=6 4 0 0 3 0 5:
7

0 0 1 ¡1
Solution. Step 1. Find eigenvalues. We notice that
2 3 2· ¸ 3
2¡¸ 9 0 2 2¡¸ 9
6 ¡1 2 ¡ ¸ ¤
6 1 0 77
6 ¡1 2 ¡ ¸
6 ·
7
¸7
A ¡ ¸I = 4 =
0 0 3¡¸ 0 5 4 3¡¸ 0 5
0
0 0 1 ¡1 ¡ ¸ 1 ¡1 ¡ ¸
is an upper block-triangle. Thus,
µ· ¸¶ · ¸
2¡¸ 9 3¡¸ 0
det (A) = det ¢ det
¡1 2 ¡ ¸ 1 ¡1 ¡ ¸
= [(2 ¡ ¸) (2 ¡ ¸) + 9] [(3 ¡ ¸) (¡1 ¡ ¸)] = 0:
Hence
[(2 ¡ ¸) (2 ¡ ¸) + 9] = 0 =) ¸2 ¡ 4¸+ 13 = 0 =) ¸= 2 § 3i
or
(3 ¡ ¸) (¡1 ¡ ¸) = 0 =) ¸= 3; ¸ = ¡1:

4
There are two real eigenvalues ¸1 = 3; ¸2 = ¡1; and one pair of complex eigenvalue ¹ = 2+3i;
and 2 ¡ 3i; with real part and imaginary part

Re (¹) = 2; Im (¹) = 3:

Step 2. We next …nd eigenvectors. For ¸1 = 3; we carry out row operation:

2 3
2¡3 9 0 2
6 ¡1 2 ¡ 3 1 0 7
A ¡ 3I = 6
4 0
7
0 3¡3 0 5
0 0 1 ¡1 ¡ 3
2 3
2 3 2 3 19
¡1 9 0 2 R2 ¡ R1 ! R2 ¡1 9 0 2 61 0 0 ¡ 7
6 57
6¡1 ¡1 1 0 7 R3 ! R4 6 0 ¡10 1 ¡27 6 1
6 7 6 7 ! 60 1 0 ¡ 7
57
=4 5 ! 4 5 :
0 0 0 0 0 0 1 ¡4 6 7
40 0 1 ¡4 5
0 0 1 ¡4 0 0 0 0
0 0 0 0

System became
19
x1 ¡ x4 = 0
5
1
x2 ¡ x4 = 0
5
x3 ¡ 4x4 = 0:

The eigenvalue is, by taking x4 = 5;

2 3
19
617
~v1 = 6 7
4205 ; ¸1 = 3:
5

For ¸2 = ¡1; we proceed as follows:

2 3 2 3 2 3
3 9 0 2 3 9 0 2 0 18 0 2
6¡1 3 1 07 7 6¡1 3 0 07 6
1 !R1 6¡1 3 0 07
A+I = 6 !6 7 3R2 +R
! 7
40 0 4 05 40 0 1 05 4 0 0 1 05
0 0 1 0 0 0 0 0 0 0 0 0
2 3 2 3
R1 =18 ! R1 0 1 0 1=9 1 0 0 1=3
(¡3) R1 + R2 ! R2 6¡1 0 0 ¡1=37 6 7
! 6 7 ! 60 1 0 1=97 :
40 0 1 0 5 40 0 1 0 5
0 0 0 0 0 0 0 0

5
We obtain that
1
x1 = ¡ x4
3
1
x2 = ¡ x4
9
x3 = 0:

By taking x4 = ¡9; 2 3
3
617
~v2 = 6 7
4 0 5 ; ¸2 = ¡1:
¡9
For ¹ = 2 + 3i; we proceed analogously:
2 3
2 ¡ (2 + 3i) 9 0 2
6 ¡1 2 ¡ (2 + 3i) 1 0 7
A ¡ ¹I = 64
7
5
0 0 3 ¡ (2 + 3i) 0
0 0 1 ¡1 ¡ (2 + 3i)
R1 ¡ 3iR2 ! R1
2 3 2 3
¡3i 9 0 2 R4 ¡ R3 = (1 ¡ 3i) ! R4 0 0 0 2
6 ¡1 ¡3i 1 0 7 R ¡ R3 = (1 ¡ 3i) ! R2 6¡1 ¡3i 0 0 7
=6 7 2 ! 6 7
4 0 0 1 ¡ 3i 0 5 40 0 1 ¡ 3i 0 5
0 0 1 ¡3 ¡ 3i 0 0 0 ¡3 ¡ 3i
R3 = (1 ¡ 3i) ¡ R3
2 3
R1 ¡ R4 (¡3 ¡ 3i) ! R1 0 0 0 0
R4 = (¡3 ¡ 3i) ¡ R4 6¡1 ¡3i 0 07
! 6 7:
40 0 1 05
0 0 0 1

System (A ¡ ¹I) x = 0 becomes

¡x1 ¡ 3ix2 = 0
x3 = 0
x4 = 0

We obtain the complex eigenvector, by taking x2 = 1;

2 3 2 3 2 3
¡3i 0 ¡3
6 1 7 617 607
~u = 6 7 6 7 6 7
4 0 5 = 405 + i 4 0 5 ; ¹ = 2 + 3i:
0 0 0

6
 2 3
0
617
Re (¹) = 2; Re (~u) = 6
405
7

0
2 3
¡3
607
Im (¹) = 3; Im (~u) = 6 7
4 0 5:
0
Step #3. We …nally assemble P and B as follows:
2 3 2 3
3 0 0 0 19 3 0 ¡3
60 ¡1 0 07 61 1 1 07
B=6 40 0
7; P = 6 7:
2 35 420 0 0 05
0 0 ¡3 2 5 ¡9 0 0
We may verify AP = P B by a direct computation:
2 32 3 2 3
2 9 0 2 19 3 0 ¡3 57 ¡3 9 ¡6
6¡1 2 1 0 7 6 1 1 1 0 7 6 3 ¡1 2 37
AP = 6 76
4 0 0 3 0 5 420 0 0 0 5 = 460
7 6 7
0 0 05
0 0 1 ¡1 5 ¡9 0 0 15 9 0 0
2 32 3 2 3
19 3 0 ¡3 3 0 0 0 57 ¡3 9 ¡6
6 1 1 1 0 7 60 ¡1 0 07 6 3 ¡1 2 3 7
PB = 6
420 0 0 0 5 40 0
76 7=6 7:
2 35 460 0 0 05
5 ¡9 0 0 0 0 ¡3 2 15 9 0 0
We conclude our discussion by stating (without proof) the following general diagonaliza-
tion theorem.
Theorem (Jordan Canonical Form) Let C be a n £ n complex matrix (i.e., entries of
C could be either real numbers or complex numbers). Then there are a complex invertible
matrix P and a complex block diagonal matrix J such that
P ¡1 CP = J:
Furthermore, the block matrix J has the following form
2 3
J1 0 ¢ ¢ ¢ 0
6 0 J2 ¢ ¢ ¢ 0 7
6 7
J = 6 .. .. . . .. 7 ;
4. . . .5
0 0 ¢ ¢ ¢ Jp
where for each i; i = 1; :::; p; Ji is either a diagonal matrix of dimension pi £ pi
2 3
ci 0 ¢ ¢ ¢ 0
6 0 ci ¢ ¢ ¢ 07
6 7
Ji = 6 .. .. . . .. 7 ; ci is an eigenvalue (real or complex)
4. . . .5
0 0 ¢¢¢ ci p £p
i i

7
or 2 3
ci 1 0 ¢¢¢ 0 0
60 ci 1 ¢ ¢ ¢ 0 07
6 7
6 . 7
60 0 ci . . 0 07
Ji = 6 . .. .. . . . . . .. 7 ; ci is an eigenvalue (real or complex).
6 .. . . . .7
6 7
40 0 0 ¢¢¢ ci 1 5
0 0 0 ¢¢¢ 0 ci pi £pi
We call such matrix J Jordan Canonical Form. The block
2 3
ci 1 0 ¢¢¢ 0 0
6 0 ci 1 ¢ ¢ ¢ 0 07
6 7
6 . 7
60 0 ci . . 0 0 7
Ji = 6 . . .. . . . . .. 7
6 .. .. . . . .7
6 7
40 0 0 ¢ ¢ ¢ ci 1 5
0 0 0 ¢¢¢ 0 ci pi £pi

occurs when ci is an eigenvalue (real or complex) with multiplicity of at least pi .

² Homework #13

1. Factorize matrices.
2 3
1 ¡2 ¡1
(a) A == 41 3 15
0 0 2
2 3
1 5 0 0
6¡2 3 0 07
(b) A == 64 0 0 4 35
7

0 0 ¡3 4

2. Let A be a n £ n symmetric matrix whose entries are all real numbers.

(a) Show that for any real or complex vector Xn£1 ; the quantity
¹ T AX is a real number.
q=X

(Hint: show q¹ = q = q T :)
(b) Show that if ¸ is an eigenvalue of A; then ¸ must be a real number. (Hint: using
part (a) with X being an eigenvector.)
(c) A has exactly n real eigenvalues (counting multiplicities).