Eigenvalues, eigenvectors, diagonalisation

City of London Academy Southwark

February 1, 2018

Basics you need to know for the exam

For a matrix A, λ is an eigenvalue and x is an eigenvector if A · x = λx

You find the eigenvalues λ by solving the equation det(A − λI) = 0, a quadratic if A is 2 × 2, a cubic
if A is 3 × 3. Generally you have two eigenvalues for 2 × 2 matrices, three for 3 × 3 matrices. In FP3
you don’t deal with cases where the eigenvalues are complex (not real), or there’s a double-root (two
eigenvalues the same).

Once you have an eigenvalue λ, you find the corresponding eigenvector x by solving the simultane-
ous equations A · x = λx
à !
1
There will be lots of solutions, because e.g. if is an eigenvector for a particular eigenvalue, then
1
à ! à !
−11
23 37
, or −11
, or whatever, are too. Only the direction of the eigenvector is nailed down.
23 37

If you want to nail down a "standard" eigenvector in a particular direction, then youchoose
 a nor-

p1 −1
p
malised eigenvector, which is an vector of magnitude 1 in that direction. For example,  2  (or  2 :
p1 −1
p
2 2
for each direction, there are two normalised eigenvectors, one "forwards" and one "backwards").

If p1 , p2 , p3 are three normalised eigenvectors for the matrix A, and P is the matrix created by putting
p1 in the first column, p2 in the second column, and p3 in the third column, then P−1 AP is a diagonal
matrix, meaning that it has the eigenvalues λ1 , λ2 , λ3 down the leading diagonal and zero everywhere
else.

The order of the eigenvalues in the diagonal matrix is the same as the order of the eigenvectors in the
P matrix, i.e. λ1 is the eigenvalue which goes with the normalised eigenvector p1 , and so on.

If the matrix A is symmetrical, then the matrix P is orthogonal, which means that all the columns
(considered as vectors) are at right angles to each other, and (considered as vectors) have magnitude
1. Or, in other words, PPT = I. In other words again, P−1 = PT (so it’s easy to invert P).

1
What it’s good to know if you want to be a mathematician, not a parrot

In FP1 you found what some matrices were geometrically by plotting where they mapped two key
points, (1,0) and (0,1). That works only for very simple transformations. It’s not enough if you have
à !
5 3
an even slightly more complicated matrix like
3 5

A computer can plot where a lot of points round a unit circle map to. (The blue and red vectors in
this diagram show where the points (1,0) and (0,1) map to).

The plot shows that there are two directions in which the matrix just produces a stretching.

If we can find what the directions are in which the

matrix is just a stretching, and the amount of the
stretching in each of those directions, then we
will know everything about what the matrix does
geometrically. A method to find those directions
and those stretching factors by algebra is useful.
The directions x1 and x2 and the stretching
factors λ1 and λ2 are solutions to the equation
A · x = λx, or (A − λI)x = 0

We can eliminate x neatly from that equation (A − λI)x = 0 by seeing that the equation says that
the matrix A − λI shrinks every vector in the same direction as x down to zero. If you take a line
perpendicular to x, it shrinks the entire plane down onto that line. It gives every area an image of area
zero. So the matrix A−λI has determinant zero. Conversely, every matrix A−λI with determinant zero
shrinks every area down onto a single line, and thus shrinks every vector in a direction perpendicular
to that line down to the point zero.

So the equation det(A − λI) = 0, which has no x in it, and is an ordinary quadratic (or cubic if A is
3 × 3), gives us the same information about λ as the equation (A − λI)x = 0.

Solve the quadratic or cubic, find the solutions for λ, plug each solution back into A · x = λx to find a
corresponding x, or rather a range of possibilities for x (see previous page).

2
 This is the same diagram as the previous page,
but with x and y axes drawn in (in purple).
Relative to those axes, the transformation here is
just an 8-times stretching in the x-direction and a
2-times stretching in the y direction. It is the
à !
8 0
diagonal matrix D = . The eigenvalues will
0 2
be real numbers (not complex) and the purple
axes will be orthogonal (at right angles to each
other) if the original matrix is symmetrical (see
website).

Relative to usual axes (X horizontally across, Y vertically up), all the points would have different
coordinates and the matrix A describing this same transformation would consequently be different.
à ! à !
p 11 p 12
If the purple x and y axes are along the directions of the normalised eigenvectors and ,
p 21 p 22
and the coordinates of a point relative to those axes are ξ and η, then:

x = ξ · p 11 + η · p 12

y = ξ · p 21 + η · p 22
à ! à ! à ! à !
x ξ ξ x
=P and = P−1
y η η y

So what is the matrix A describing the transformation relative to the horizontal-vertical axes?
à ! à !
x x
The point (relative to horizontal-vertical axes) is equivalent to the point P−1 (relative to the
y y
à !
−1
x
axes drawn in purple. It is transformed into DP relative to purple axes, which is equivalent to
y
à !
x
PDP−1 relative to horizontal-vertical axes.
y

So A = PDP−1 and D = P−1 AP

This is useful, for example, if you want to find An

An = PDP−1 ·PDP−1 ·. . .·PDP−1 = P·D·D . . .·D·P−1 = PXP−1 , if X is a diagonal matrix with λn1 , λn2 down
the leading diagonal and zero everywhere else. That is easily calculated.

And, remember, since A is symmetrical, P−1 = PT .