6.1.

Introduction to Eigenvalues 285

Multiplying by A gives .:7; :3/, the first column of A 2 . Do it separately for x 1 and .:2/x 2 .
Of course Ax 1 D x 1 . And A multiplies x 2 by its eigenvalue 12 :

:8 :7 1 :6 :1
Multiply each x i by i A D is x 1 C .:2/x 2 D C :
:2 :3 2 :4 :1
Each eigenvector is multiplied by its eigenvalue, when we multiply by A. We didn’t need
these eigenvectors to find A2 . But it is the good way to do 99 multiplications. At every step
x 1 is unchanged and x 2 is multiplied by . 12 /, so we have . 12 /99 :
2 3
very
:8 1 :6
A99 is really x 1 C .:2/. /99 x 2 D C 4 small 5 :
:2 2 :4
vector

This is the first column of A100 . The number we originally wrote as :6000 was not exact.
We left out .:2/. 21 /99 which wouldn’t show up for 30 decimal places.
The eigenvector x 1 is a “steady state” that doesn’t change (because 1 D 1/. The
eigenvector x 2 is a “decaying mode” that virtually disappears (because 2 D :5/. The
higher the power of A, the closer its columns approach the steady state.
We mention that this particular A is a Markov matrix. Its entries are positive and
every column adds to 1. Those facts guarantee that the largest eigenvalue is D 1 (as we
found). Its eigenvector x 1 D .:6; :4/ is the steady state—which all columns of A k will
approach. Section 8.3 shows how Markov matrices appear in applications like Google.
For projections we can spot the steady state . D 1/ and the nullspace . D 0/.
:5 :5
Example 2 The projection matrix P D has eigenvalues D 1 and D 0.
:5 :5

Its eigenvectors are x 1 D .1; 1/ and x2 D .1; 1/. For those vectors, P x1 D x 1 (steady
state) and P x 2 D 0 (nullspace). This example illustrates Markov matrices and singular
matrices and (most important) symmetric matrices. All have special ’s and x ’s:
:5 :5
1. Each column of P D adds to 1, so D 1 is an eigenvalue.
:5 :5
2. P is singular, so D 0 is an eigenvalue.
3. P is symmetric, so its eigenvectors .1; 1/ and .1; 1/ are perpendicular.
The only eigenvalues of a projection matrix are 0 and 1. The eigenvectors for D 0
(which means P x D 0x/ fill up the nullspace. The eigenvectors for D 1 (which means
P x D x/ fill up the column space. The nullspace is projected to zero. The column space
projects onto itself. The projection keeps the column space and destroys the nullspace:

1 2 0 2
Project each part vD C projects onto Pv D C :
1 2 0 2
Special properties of a matrix lead to special eigenvalues and eigenvectors.
That is a major theme of this chapter (it is captured in a table at the very end).