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Chapter 5

Eigenvalues and Eigenvectors

7.1
Algebraic Multiplicity

Definition : The number of times an eigenvalue 


occurs as a root of a characteristic equation is called
the algebraic multiplication of 

Theorem : Geometric Multiplicity and Algebraic Multiplicity

Let A be an nxn matrix. For every eigenvalue of A,

geometric multiplicity  algebraic multiplicity

Note that from Theorem, if algebraic multiplicity = 1,


then geometric multiplicidty = 1 since geometric
multiplicity  0.
Example

Find all the eigenvalues and corresponding


eigenvectors for the matrix A.
2 0 1 
A = 0 3 0
1 0 2

Solution 2− 0 1
A − I = 0 3− 0
1 0 2−
2− 1
= (3 −  )
1 2−

= (3 −  ) (4 − 2 − 2 + 2 − 1)
= (3 −  ) (2 − 4 + 3)
= (3 −  ) ( − 1) ( − 3)

A − I = 0  (3 −  ) ( − 1) ( − 3) = 0

 = 3 , 1, 3

The algebraic multiplicity for  = 1 is 1 and the


algebraic multiplicity for  = 3 is 2
For each eigenvalue  , we will find the corresponding

 x1 
 
eigenvectors v =  x2 
x 
 3

such that

2 −  0 1   x1   0 
    
( A − I ) v = 0 =  0 3 −  0   x2  =  0 
 1 2 −    x3   0 
 0
For  = 1 ( A − I )v = 0

Form the augmented matrix and reduced to echelon form

1 0 1 0 REF  1 0 1 0 
   
0 2 0 0 → 0 1 0 0
1 0 1 0 0 0 0 0
   

Let x3 = r
x1 + x3 = 0 x1 = − x3 x1 = − r

x2 = 0
The corresponding eigenvectors

 − r     − 1 
      
v =  0  , r  R, r  0 = r  0  , r  R, r  0
 r    1 
      

 − 1
 
The basis for the eigenspace E  = 1 is  0 
 1 
 

The dimension for the eigenspace which is the geometric


multiplicity is 1
For  = 3 ( A − 3I ) v = 0

Form the augmented matrix and reduced to echelon form

 −1 0 1 0 REF  1 0 − 1 0 
   
 0 0 0 0 → 0 0 0 0
 1 0 −1 0 0 0 0 0 
  

Let x2 = t x3 = r
x1 − x3 = 0 x1 = x3 x1 = r
The corresponding eigenvectors
 r  
  
v =  t  , r , t  R, r  0, t  0
 r  
  
 1 0 
     
= r  0  + t  1 , r , t  R, r  0 , t  0
 1 0 
     
 1   0  
    
The basis for the eigenspace E = 3 is  0  ,  1  
 1   0  
    

The dimension for the eigenspace which is the


geometric multiplicity is 2
Example

For the matrix A, Find all the eigenvalues and find the
eigenvectors corresponding to the smallest eigenvalue.
2 2 1 
A = 1 3 1 
1 2 2

Solution 2− 2 1
A − I = 1 3− 1
1 2 2−
3− 1 1 1 1 3−
= (2 −  ) −2 +1
2 2− 1 2− 1 2

(Cofactor expansion along the first row)


= (2 −  ) (6 − 2 − 3 + 2 − 2) − 2 + 2 −1 + 

= −  3 + 72 − 11 + 5

The polynomial above has integer coefficients.


Therefore the integer roots must be divisors for
the constant term which is 5. The divisors for 5
are  1,  5 . If we replace  = 1 into the
polynomial above, we obtain a value of zero.
Therefore ( −1) can be divide the polynomial.
By using long division, we find that

−  3 + 72 − 11 + 5 = − ( −1 ) (2 − 6 + 5)

= − ( −1) ( −1) (  − 5)

A − I = 0  − ( −1) ( −1) (  − 5) = 0

 = 1, 1, 5

The algebraic multiplicity for  = 1 is 2 and the


algebraic multiplicity for  = 5 is 1.
For  = 1 (the smallest value)

( A − I )v = 0
Form the augmented matrix and reduced to echelon form

1 2 1 0  REF 1 2 1 0
   
1 2 1 0  → 0 0 0 0
1 2 1 0  0 0 0 0
   

Let x2 = r x3 = t
x1 + 2 x2 + x3 = 0
x1 = − 2 x2 − x3
x1 = − 2r − t
The corresponding eigenvectors
 − 2r − t  
  
v =  r  , r , t  R, r  0, t  0
 t  
  
  − 2  − 1 
     
= r  1  + t  0 , r , t  R, r  0 , t  0
  0  1 
     
 − 2   − 1 
The basis for the eigenspace E =1     
is  1  ,  0  
 0   1  
    
The dimension for the eigenspace which is the
geometric multiplicity is 2
Theorem : Eigenvalues of the Power of a Matrix,
of Inverse of a Matrix and of the Transpose of a
Matrix

Let A be an nxn matrix with the eigenvalue  and the


corresponding eigenvector v

1.  k is the eigenvalue for A k (k is a positive integer) and v


is the corresponding eigenvector.

2.  is the eigenvalue for the transpose of the matrix, A .


T

The corresponding eigenvector is obtained by solving the


homogeneous system ( A − I ) v = 0
T

1
3. If A is invertible matrix, then  is the eigenvalue for the
−1
inverse of the matrix, A and v is the corresponding
eigenvector.
Example
 2 0 0
The eigenvalues for matrix A = 1 2 1
 
1 0 3

are  = 2, 2, 3 with corresponding to the eigenvectors given below.

For  = 2,  − r     − 1 0 
        
v =  t  , r , t  R, r  0, t  0 = r  0  + t  1 , r , t  R, r  0 , t  0
 r     1  0
 


  

For  = 3,  0    0 
      
v =  0  , r , R, r  0 = r  0  , r  R , r  0 
 r    1 
      

a. Find the eigenvalues and the corresponding eigenvectors


for A .
5
T −1
b. Find the eigenvalues for A and A
Solution

a. The eigenvalues for A 5 are  = 2 5 , 2 5 , 35 = 32 , 32 , 243


with the corresponding eigenvectors:
For  = 32,  − r     − 1 0 
        
v =  t  , r , t  R, r  0, t  0 = r  0  + t  1 , r , t  R, r  0 , t  0
 r     1  0
 

    

For  = 243,  0    0 


      
v =  0  , r , R, r  0 = r  0  , r  R , r  0 
 r    1 
      

b. The eigenvalue for A are  = 2, 2, 3


T

The eigenvalues for A −1 are  = 1 , 1 , 1


2 2 3
Try this…

1. Given the matrix A, find all the eigenvalues


and corresponding eigenvectors.
− 1 2 4 
A =  0 − 1 1 
 0 0 − 1
2 0 0 
2. Consider the matrix B = 1 − 1 2 
3 0 − 1

a. Find all the eigenvalues for B


b. Find all the eigenvectors corresponding to
the largest eigenvalue.
Thank you

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