Chapter 7

Eigenvalues & Eigenvectors

7.1 Eigenvalues and Eigenvectors
7.2 Diagonalization
7.3 Symmetric Matrices

MAT1041 - Chapter 7 1
 7.1 Eigenvalues & Eigenvectors
 If A is an n  n matrix, do there exist nonzero vector x in Rn such
that Ax is a scalar multiple of x?

 The scalar, denoted by , is called an eigenvalue of the matrix A,

and the nonzero vector x is called an eigenvector of A
corresponding to .

x
 Ax = x

MAT1041 - Chapter 7 7-2

Section 7-1

Definition
Let A be an n  n matrix. The scalar  is called an eigenvalue of A
if there is a nonzero vector x such that Ax = x.
The vector x is called an eigenvector of A corresponding to .

 An eigenvector cannot be zero.

 An eigenvalue of  = 0 is possible.
 Ax = x  (I – A)x = 0
This homogeneous system of equations has nonzero solutions iff
(I – A) is not invertible, i.e., det(I – A) = 0.

MAT1041 - Chapter 7 7-3

Section 7-1

Theorem 7.2 Eigenvalues and Eigenvectors of a Matrix

Let A be an n  n matrix.
1. An eigenvalue of A is a scalar  such that det(I – A) = 0.
2. The eigenvectors of A corresponding to  are the nonzero
solutions of (I – A)x = 0.

 The equation det(I – A) = 0 is called the characteristic

equation of A.

MAT1041 - Chapter 7 7-4

Section 7-1

Characteristic Polynomial
 Characteristic polynomial of A:
I  A  n  cn 1n 1    c1  c0
the eigenvalues of an n  n matrix A correspond to the
roots of the characteristic polynomial of A.

 Because the characteristic polynomial of A is of degree n,

A can have at most n distinct eigenvalues.

MAT1041 - Chapter 7 7-5

Section 7-1

Finding Eigenvectors
 For each eigenvalue i, find the eigenvector corresponding to i
by solving the homogeneous system (iI – A)x = 0.
This requires row reducing an matrix (iI – A).
The resulting reduced row-echelon form must have at least one
row of zeros.
 If an eigenvalue 1 occurs as a multiple root (k times) for the
characteristic polynomial, then 1 has multiplicity k.
 This implies that (  1 )k is a factor of the characteristic
polynomial and (  1 )k 1 is not a factor of the characteristic
polynomial.

MAT1041 - Chapter 7 7-6

Section 7-1

Example 4
2  12
Find the eigenvalues and corresponding eigenvectors of A   
 1  5 
 2 12
Sol: I  A   (  2)(  5)  12
1  5
 2  3  2  (  1)(  2)
two eigenvalues: 1,  2

MAT1041 - Chapter 7 7-7

Section 7-1

Example 4 (cont.)
 (I – A)x = 0
 3 12 1  4
  1 : (1) I  A     
  1 4   0 0 
x1  4 x2  0  x1  4t , x2  t
 x1  4
x1     t  , t  0
 x2  1
 4 12 1  3
  2 : (2) I  A     
  1 3   0 0 
 x1  3
x 2     s  , s  0
 x2  1
MAT1041 - Chapter 7 7-8
Section 7-1

Example 4 (cont.)
 Method 2: (I – A)x = 0
 3 12  x1  0  x1  4
  1 :            t  , t  0
  1 4   x2  0  x2  1
 4 12  x1  0  x1  3
  2 :            s  , s  0
  1 3   x2  0  x2  1
 4 3 
eigenvectors: t  , s   , t  0, s  0
 1 1 

MAT1041 - Chapter 7 7-9

Section 7-1

Theorem 7.1 Eigenvectors of  form a Subspace

If A is an n  n matrix with an eigenvalue , then the set of all
eigenvectors of  together with the zero vector, {0}  {x: x is
an eigenvector of }, is a subspace of Rn. This subspace is
called the eigenspace of .

Proof: Let c be a nonzero scalar, then

A(cx) = c(Ax) = c(x) = (cx).
If x1 and x2 are eigenvectors corresponding to the same
eigenvalue , then
A(x1 + x2) = Ax1 + Ax2 = x1 + x2 = (x1 + x2).
MAT1041 - Chapter 7 7-10
Section 7-1

Example 5
2 1 0
Find the eigenvalues and corresponding eigenvectors for A  0 2 0
0 0 2
What is the dimension of the eigenspace of each eigenvalue?

Sol:  2 1 0
I  A  0  2 0  (  2)3  0
0 0  2
eigenvalues  = 2, 2, 2

MAT1041 - Chapter 7 7-11

Section 7-1

Example 5 (cont.)
Solve the homogeneous linear system represented by
0  1 0  x1  0
(2 I  A)x  0 0 0  x2   0
0 0 0  x3  0
Let x1  s, x3  t . The eigenvectors of  = 2 are of the form
 x1   s  1 0
x   x2   0  s 0  t 0, s and t not both zero.
 x3   t  0 1
Because  = 2 has two linearly independent eigenvectors, the
dimension of its eigenspace is 2.
MAT1041 - Chapter 7 7-12
Section 7-1

Example 6
1 0 0 0 
0 1 5  10
Find the eigenvalues of A   
1 0 2 0 
 
1 0 0 3 
and find a basis for each of the corresponding eigenspaces.
Sol: The characteristic equation of A is
I  A  (  1)2 (  2)(  3)  0
Thus the eigenvalues are 1  1, 2  2 , and 3  3 . Note that
1  1 has a multiplicity of 2.

MAT1041 - Chapter 7 7-13

Section 7-1

Example 6 (cont.)
 Basis for the eigenspace of 1  1 :
0 0 0 0  1 0 0 2
 0 0  5 10  0 0 1  2
(1) I  A   
  1 0  1 0  0 0 0 0
   
  1 0 0  2  0 0 0 0
Letting x2  s and x4  t produces
 x1  0s  2t  0    2 
 x  0s  0t  1  0 
x   2     s   t  
 x3  0s  2t  0   2 
       
 4 
x 0 s  t  0   1 
MAT1041 - Chapter 7 7-14
Section 7-1

Example 6 (cont.)
Therefore a basis for the eigenspace corresponding to 1  1 is
B1  {(0, 1, 0, 0), (2, 0, 2, 1)}
For 2  2 and 3  3 , follow the same pattern to obtain the
eigenspace bases
B2  {(0, 5, 1, 0)} for 2  2
B3  {(0,  5, 0, 1)} for 3  3

MAT1041 - Chapter 7 7-15

Section 7-1

Theorem 7.3 Eigenvalues for Triangular Matrices

If A is an n  n triangular matrix, then its eigenvalues are
the entires on its main diagonal.

 Its proof follows from the fact that the determinant of a triangular
matrix is the product of its diagonal elements.

MAT1041 - Chapter 7 7-16

Section 7-1

Example 7
Find the eigenvalues for the following matrices.
2 0 0
 
(a) A   1 1 0     2, 1,  3
 5 3  3
 1 0 0 0 0
0 2 0 0 0

(b) A   0 0 0 0 0    1, 2, 0,  4, 3
 
0 0 0  4 0
 0 0 0 0 3

MAT1041 - Chapter 7 7-17

 7.2 Diagonalization
 Diagonalization problem: For a square matrix A, does there exist
an invertible matrix P such that P 1 AP is diagonal?
 Two square matrices A and B are called similar if there exists an
invertible matrix P such that B  P1 AP
 Matrices that are similar to diagonal matrices are called diagonalizable.

 Definition: An n  n matrix A is diagonalizable if A is similar to

a diagonal matrix. That is, A is diagonalizable if there exists an
invertible matrix P such that P 1 AP is a diagonal matrix.
MAT1041 - Chapter 7 7-18
Section 7-2

Example 1
1 3 0 
 
The matrix from Example 5 of Section 6.4, A  3 1 0 
0 0  2

1 1 0
is diagonalizable, because P  1  1 0 has the property that
 
0 0 1

4 0 0
P 1 AP  0  2 0 
0 0  2

MAT1041 - Chapter 7 7-19

Section 7-2

Theorem 7.4 Similar Matrices Have the Same Eigenvalues

If A and B are similar n  n matrices, then they have the same
eigenvalues.

1
Proof: B  P AP
I  B  I  P 1 AP  P 1IP  P 1 AP
 P 1 (I  A) P  P 1 I  A P
 I  A
A and B have the same characteristic polynomial. Hence
they must have the same eigenvalues.

MAT1041 - Chapter 7 7-20

Section 7-2

Example 2
The following matrices are similar.
1 0 0 1 0 0
A   1 1 1  and D  0 2 0
 
 1  2 4 0 0 3
Find the eigenvalues of A and D.
Sol: Eigenvalues of D are 1  1, 2  2, 3  3
Because A and D are similar, then A has the same eigenvalues.

CHECK: I  A  (  1)(  2)(  3)

MAT1041 - Chapter 7 7-21

Section 7-2

Theorem 7.5 Condition for Diagonalizable

An n  n matrix A is diagonalizable if and only if it has n linearly
independent eigenvectors.
 Assume that A has n linearly independent eigenvectors p1, p2, …, pn

with corresponding eigenvalues

Let

MAT1041 - Chapter 7 7-22

Section 7-2

Example 3
1 3 0 
(a) Let A  3 1 0  . A has the following eigenvalues and
0 0  2
corresponding eigenvectors.
1 1 0
1  4, p1  1; 2  2, p 2   1; 3  2, p3  0
0  0  1
1 1 0
 P  p1  p2 p3   1  1 0
0 0 1
MAT1041 - Chapter 7 7-23
Section 7-2

Example 3 (cont.)
1 0 0
(b) Let A   1 1 1 . A has the following eigenvalues
 1  2 4
and corresponding eigenvectors.
1 0  0 
1  1, p1  1; 2  2, p 2  1; 3  3, p3  1
1 1 2
1 0 0
 P  p1  p3   1 1 1
p2 
1 1 2
MAT1041 - Chapter 7 7-24
Section 7-2

Example 4
1 2 
Show that the following matrix is not diagonalizable. A   
 0 1 

Proof: Because A is triangular, the only eigenvalue is   1.

0  2 0 1
(1) I  A     
0 0   0 0 
 x1  1
Every eigenvector of A has the form    t  
 x2  0
Hence A does not have two linearly independent eigenvectors.
 A is not diagonalizable. MAT1041 - Chapter 7 7-25
Section 7-2

Example 5
 1  1  1
Show that the following matrix is diagonalizable. A   1 3 1 
 
 3 1  1
Then find a matrix P such that P 1 AP is diagonal.

Proof:  1 1 1
I  A   1  3  1  (  2)(  2)(  3).
3 1  1
Eigenvalues of A are 1  2, 2  2, 3  3

MAT1041 - Chapter 7 7-26

Section 7-2

Example 5 (cont.)
eigenvector
 1 1 1  1 0 1  1
(2) I  A   1  1  1  0 1 0   0 
 3  1 3  0 0 0  1 
 3 1 1  1 0  14   1 
 
(2) I  A    1  5  1  0 1 14    1
 3  1  1 0 0 0   4 
 2 1 1  1 0 1  1
(3) I  A   1 0  1  0 1  1   1 
 3  1 4  0 0 0   1 
MAT1041 - Chapter 7 7-27
Section 7-2

Example 5 (cont.)

 1 1  1   1  1 0
 
P   0  1 1   P 1   15 0 15 
 1 4 1   15 1 15 
 2 0 0
 P 1 AP  0  2 0
0 0 3

MAT1041 - Chapter 7 7-28

Section 7-2

Theorem 7.6 Sufficient Condition for Diagonalizable

If an n  n matrix A has n distinct eigenvalues, then the
corresponding eigenvectors are linear independent and A is
diagonalizable.

Example 7: Determine whether the following matrix is

diagonalizable. 1  2 1 
A  0 0 1   1  1, 2  0, 3  3
0 0  3
From Theorem 7.6, A is diagonalizable.
MAT1041 - Chapter 7 7-29
 7.3 Symmetric Matrices
Def: A square matrix is symmetric if it is equal to its transpose: A  AT

Theorem 7.7: Eigenvalues of Symmetric Matrices

If A is an n  n symmetric matrix, then the following properties are true:
1. A is diagonalizable.
2. All eigenvalues of A are real.
3. If  is an eigenvalue of A with multiplicity k, then  has k linearly
independent eigenvectors. That is, the eigenspace of  has dimension k.

 The set of eigenvalues of A is called the spectrum of A.

MAT1041 - Chapter 7 7-30
Section 7-3

Example 3  1 2 0 0
 2 1 0 0 
Find the eigenvalues of symmetric matrix A   
0 0 1  2
 
 0 0  2 1 
Determine the dimensions of corresponding the eigenspaces.

Sol: I  A  (  1)2 (  3)2

The eigenvalues of A are 1  1 and 2  3.
Because each of these eigenvalues has a multiplicity of 2, the
corresponding eigenspace also have dimension 2.
B1  {(1,1,0,0), (0,0,1,1)}; B2  {(1,1,0,0), (0,0,1,1)}
MAT1041 - Chapter 7 7-31