Chapter 4

Eigenvalues and Eigenvectors

4.1 Eigenvalues and Eigenvectors

4.2 Diagonalization
4.3 Applications
4.1 Eigenvalues and Eigenvectors

Let A be an n × n matrix. Suppose that x is a nonzero

vector and λ is a number such that

Ax = λx (1)
Then x is called an eigenvector of A, and λ is called an
eigenvalue of A.
We say that λ is the eigenvalue associated with or
corresponding to x, and x is the eigenvector associated with
or corresponding to λ

4- 2 Assoc.Prof. Mai Duc Thanh

Eigenvalues and Eigenvectors

Equation (1) can also be re-written as

(A – λI)x = 0, x≠0, (2)
where I is the n × n identity matrix.

Theorem: The number λ is an eigenvalue of A if and

only if det (A – λI) = 0 (3)

Definition. Equation (3) is called the characteristic

equation of A.
When expanded p(λ) = det (A – λI) is a polynomial in λ
of degree n and it is called the characteristic polynomial
of A.
4- 3 Assoc.Prof. Mai Duc Thanh
Eigenspaces
(A – λI)x = 0 is equivalent to x is in NS (A-λI)
Theorem: The eigenvectors of A associated
with λ are the nonzero vectors in NS(A-λI) and,
hence, together with the zero vector, form a
subspace of Rn
Definition: NS(A-λI) is called the eigenspace of
A associated with λ
We denote Wλ = NS(A-λI)

4- 4 Assoc.Prof. Mai Duc Thanh

Important Results
 Definition: Let A=[aij] be an nxn matrix. The
trace of A, denoted by tr(A), is the sum of all
the diagonal entries
tr ( A) = a11 + a22 + ... + ann

 Theorem: Let A be an nxn matrix with

eigenvalues λ1, λ2,…, λn, then
(a) det( A) = 12 ...n
(b) tr ( A) = 1 + 2 + ... + n
4- 5 Assoc.Prof. Mai Duc Thanh
Example 1
 Let  1 1 Q: Find eigenvalues and
A=  eigenvectors of A
 −2 4 
 Then, the characteristic polynomial of A is
given by
1 −  1 
p ( ) = det( A −  I ) = det   =  2
− 5 + 6
 −2 4 −  
p ( ) = ( − 2)( − 3) = 0   = 2;3

The eigenvalues are λ1 = 2 and λ2 = 3.

4- 6 Assoc.Prof. Mai Duc Thanh
Example 1: Eigenvectors
 The eigenvectors associated with λ1=2 satisfy
 x1 
 (A – λ1I)x = 0, where
x =   , or
 x2 
1 − 2 1   x1   −1 1   x1   0 
( A − 1 I ) x =   x  =   x  =  
 −2 4 − 2   2   −2 2   2   0 
− x1 + x2 = 0
  x1 = x2 = t , t  0
−2 x1 + 2 x2 = 0
 So, the eigenvectors associated with λ1=2 have
the form x =  t  = t 1 , t  0
   
t   1
4- 7 Assoc.Prof. Mai Duc Thanh
Example 1: Eigenvectors
 The eigenvectors associated with λ2=3 satisfy
 (A – λ2I)x = 0, or

1 − 3 1   x1   −2 1  x1   0 
( A − 2 I ) x =   x  =   x  =  
 −2 4 − 3   2   −2 1  2   0 
−2 x1 + x2 = 0
  2 x1 = x2 = 2t , t  0
−2 x1 + x2 = 0
 So, the eigenvectors associated with λ2 have
the form x=(t,2t)T = t(1,2)T , t≠0
4- 8 Assoc.Prof. Mai Duc Thanh
Example 2
 Find eigenvalues and eigenvectors of the
matrix  1 2 − 2
 A= 1 2  1
 
− 1 − 1 0 
 Solution: The characteristic equation is given
by 1−  2 −2
A − I = 1 2− 1 = −( − 1)( + 1)( − 3) = 0
−1 −1 −

The eigenvalues：1 = 1, 2 = −1, 3 = 3

4- 9 Assoc.Prof. Mai Duc Thanh

  0 2 −2  1 0 2 
 A − 1I =  1 1 1  ~ 0 1 −1
1 = 1
 −1 −1 −1 0 0 0 
( A − I ) x = 0 gives
 x1   −2t   −2
x =  x2  =  t   eigenvectors: t  1 
 x3   t   1 
 2 2 −2  1 0 −2 
 2 = −1  A − 2 I =  1 3 1  ~ 0 1 1 
 −1 −1 1  0 0 0 
( A + I ) x = 0 gives
 x1   2t  2
x =  x2  =  −t   eigenvectors: t  −1
 x3   t   1 
4-10 Assoc.Prof. Mai Duc Thanh
  −2 2 −2  1 0 2 
3 = 3  A − 3I =  1 −1 1  ~ 0 1 1 
 −1 −1 −3 0 0 0 

 x1  − 2t   − 2
 x  =  − t   eigenvectors : t  − 1
 2    
 x3   t   1 

4-11 Assoc.Prof. Mai Duc Thanh

Quiz
 Find all eigenvalues and the corresponding
eigenvectors of the matrices
 2 1  4 2
A=  B= 
 −1 3  3 3

 1 −1 0   2 2 3

C =  −1 2 −1  D = 1 2 1
 0 −1 1   2 −2 1

4- 12 Assoc.Prof. Mai Duc Thanh

Exercises
 Find all eigenvalues of the given matrix. Corresponding to
each of these eigenvalues, find a basis of the eigenspace and
its dimension. Verify that
det( A) = 12 ...n and tr ( A) = 1 + 2 + ... + n

 −6 12 −1  −2 −2 2 
a) A =  −6 11 0  b) A =  −2 1 −4
 0 0 2   2 −4 1 

For b), verify that eigenvectors associated with

different eigenvalues are orthogonal, i.e. their dot product =0
4- 13 Assoc.Prof. Mai Duc Thanh
 4.2 Diagonalization

Theorem : Suppose that the n  n matrix A has n linearly independent

eigenvectors v1 , v 2 ,...v n . Form an n  n matrix S whose ith column
is vi . Then S is invertible and S −1 AS is a diagonal matrix :
1 0 ... 0 
 0  ... 0 
S −1 AS =  =  2 
0 0 0
 
 0 0 ... n

where i is the eigenvalue of A associated with vi

4-14 Assoc.Prof. Mai Duc Thanh

Diagonalization
 Proof.
Suppose that v1 , v2 ,..., vn are n linearly independent
eigenvectors of A and Avi = i vi ,1  i  n
Construct S = [v1 v2 vn ]
Since rank(S)=n, S is invertible
Compute the product AS one column at a time
AS = A[v1 vn ] = [ Av1 Avn ] = [1v1 n vn ]

4- 15 Assoc.Prof. Mai Duc Thanh

Proof…

Next, factor the last matrix as

1 0 0
[1v1 n vn ] = [v1 
vn ]  0 
0  = S
 0 0 n 
 Since we multiply the ith column of S by λi
 Therefore,

AS = S   S −1 AS = 
4- 16 Assoc.Prof. Mai Duc Thanh
 Diagonalization

Corollary. If A, , and S as in the previous theorem, then

AS = S 
or
A = S S −1

 Definition. An nxn matrix A is diagonalizable

if there is an invertible matrix S such that
S-1AS = Λ, where Λ is a diagonal matrix.

4- 17 Assoc.Prof. Mai Duc Thanh

Diagonalization

 Assume that S is an invertible matrix and Λ is

a diagonal matrix such that
−1 −1
S AS = , or A = S S

 Then, A is diagonalizable, and we say that

such a matrix S diagonalizes A.
 The finding such a matrix S and Λ is a
diagonalization of A
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When is a matrix diagonalizable?

 Theorem 1: An nxn matrix A is diagonalizable

if and only if it admits a set of n linearly
independent eigenvectors.

 Theorem 2: An nxn matrix A is diagonalizable

if and only if there are n eigenvectors of A
which form a basis for Rn

4- 19 Assoc.Prof. Mai Duc Thanh

Orthogonal Matrices
 A collection of vectors v1 , v2 ,..., vm  R n

is called orthogonal if any two are

perpendicular. Further, if || vi ||= 1, i then
they are orthonormal
 A matrix is orthogonal if it is square and its
columns are orthonormal
 Thm: A square matrix Q is orthogonal if and
−1
only if Q Q= I Q =Q
T T

4- 20 Assoc.Prof. Mai Duc Thanh

Symmetric Matrices
Theorem: Let A be an nxn symmetric matrix. Then
a) A has n real eigenvalues
b) A has n linearly independent eigenvectors and
hence is diagonalizable
c) Eigenvectors associated with different
eigenvalues are orthogonal
d) A has n orthonormal eigenvectors. So,

A = Q Q T

where Q is orthogonal and Λ is diagonal

4- 21 Assoc.Prof. Mai Duc Thanh

4.3 Applications: Differential
Equations
 The system of DE
du
= au + bv
dt dx u  a b 
= Ax, x =   , A =  
dv
= cu + dv
dt v  c d 
dt
t
 has solutions of the form x = e w where λ
and w are associated eigenvalue and
eigenvector of A

4- 22 Assoc.Prof. Mai Duc Thanh

 Applications to Quadratic Forms
Equations such as
ax + bxy + cy + dx + ey + f ,
2 2

ax + bxy + cy + dyz + ez + fxz + gx + hy + kz + l

2 2 2

are called quadratic forms

4- 23 Assoc.Prof. Mai Duc Thanh

Applications to Quadratic Forms
Example: For the quadratic form
q ( x, y ) = 3 x − 4 xy + 3 y
2 2

a) Find a symmetric matrix A such that q = x Ax T

b) Find an orthogonal matrix Q that diagonalizes

−1
A, that is A = Q  Q where Λ is diagonal
c) Graph the equation
q ( x, y ) = 1

4- 24 Assoc.Prof. Mai Duc Thanh

Exercises
1. Find a matrix S that 2. Find any linearly
diagonalizes A, and verify independent eigenvectors
that AS=SΛ, where Λ is of A and verify that those
the diagonal matrix whose associated with distinct
diagonal contains eigenvalues are
eigenvalues of A orthogonal, and find an
orthogonal matrix Q that
1 2 1  diagonalizes A

A = 3 2 0 
 2 −1
A= 
` 0 0 2   −1 2 
4-25 Assoc.Prof. Mai Duc Thanh
 Quiz

 −1 4 
A= 
 4 −1
a) Find all the eigenvalues and the corresponding eigenvectors
of the matrix A. Verify that eigenvectors associated with
distinct eigenvalues are orthogonal;

b) Find an orthogonal matrix Q that diagonalizes A

4-26 Assoc.Prof. Mai Duc Thanh

Exercises
Eigenvectors corresponding to eigenvalues of a
symmetric matrix A are given. Find a diagonal
matrix Λ and an orthogonal matrix Q such
that A=Q Λ Q-1, and calculate A

a) 2, [2 1]T -3, [1 -2]T

b) 3, [1 2 -2]T -4, [2 1 2]T -1, [-2 2 1]T

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Homework Chapter 4
 Page 340: 3, 4, 11, 12, 14, 17, 18
 Deadline: 2 week

4- 28 Assoc.Prof. Mai Duc Thanh