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Elementary Linear Algebra: Section 6.1, p.292 1/90

5
GRADUATE SCHOOL
HOLY TRINITY COLLEGE OF GENERAL SANTOS CITY
Daproza Ave., General Santos City WEEK th
LINEAR
ALGEBRA
EDMATH 300

Main Topic
Eigenvalues, Eigenvectors, and

Diagonalization
Sub-Topics
5.1 Eigenvalues and Eigenvectors

5.2 The Characteristic Polynomial
5.3 Diagonalization

Linear Algebra
Eigenvalues, Eigenvectors and

diagonalization
MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA)


diagonalization
Nowadays, eigenvalues are usually introduced in the context

of matrix theory. Historically, however, they arose in the study
of quadratic forms and differential equations.
In the first half of the 18th century, Johann and Daniel

Bernoulli, d'Alembert, and Euler encountered eigenvalue
problems when studying the motion of a rope, which they
considered to be a weightless string loaded with a number of
masses. Laplace and Lagrange continued their work in the
second half of the century. They realized that the eigenvalues
are related to the stability of the motion. They also used
eigenvalue method in their study of the solar system.

diagonalization
At the start of the 20th century, Hilbert studied the
eigenvalues of integral operators by considering them
to be infinite matrices. He was the first to use the
German word eigen to denote eigenvalues and
eigenvectors in 1904, though he may have been
following a related usage by Helmholtz.

In mathematics, an
eigenvector of a
transformation is a non-null
vector whose direction is
unchanged by that
transformation. The factor by
which the magnitude is
scaled is called the
eigenvalue of that vector.
Often, a transformation is
completely described by its
eigenvalues and
eigenvectors. An eigenspace
is a set of eigenvectors with
a common eigenvalue.
Lambda (uppercase/lowercase Λ λ) is a letter of the Greek

alphabet. It is used to represent the "l" sound
in Ancient and Modern Greek. In the system of Greek numerals, it
has a value of 30. Letters that came from it include the
Roman L and Cyrillic Л.
In mathematics, the lowercase λ is used as a variable
for eigenvalues in linear algebra, and as the parameter of
both exponential distribution and Poisson distribution. In physics,
the same symbol is used as a variable representing wavelength.

5.1 Eigenvalues and Eigenvectors

Definition
Let A be an n  n matrix. A scalar  is called an eigenvalue of A
if there exists a nonzero vector x in Rn such that
Ax = x.
The vector x is called an eigenvector corresponding to .
Figure 5.1
MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA) Ch5_9
Computation of Eigenvalues and

Eigenvectors
Let A be an n  n matrix with eigenvalue  and corresponding
eigenvector x. Thus Ax = x. This equation may be written
Ax – x = 0
given
(A – In)x = 0
Solving the equation |A – In| = 0 for  leads to all the eigenvalues
of A.
On expending the determinant |A – In|, we get a polynomial in .
This polynomial is called the characteristic polynomial of A.
The equation |A – In| = 0 is called the characteristic equation of
A.

Example 1
Find the eigenvalues and eigenvectors of the matrix
 4  6
A
3 5 
Solution Let us first derive the characteristic polynomial of A.
We get
  4  6 1 0  4    6 
A  I 2        
 3 5   0 1   3 5   
A  I 2  (4   )(5   )  18  2    2
We now solve the characteristic equation of A.
2    2  0  (  2)(  1)  0    2 or  1
The eigenvalues of A are 2 and –1.
The corresponding eigenvectors are found by using these values
of  in the equation(A – I2)x = 0. There are many eigenvectors
corresponding to each eigenvalue.
For  = 2
We solve the equation (A – 2I2)x = 0 for x.
The matrix (A – 2I2) is obtained by subtracting 2 from the
diagonal elements of A. We get
 6  6  x1 
3    0
 3   x2 
This leads to the system of equations
 6 x1  6 x2  0
3x1  3x2  0
giving x1 = –x2. The solutions to this system of equations are
x1 = –r, x2 = r, where r is a scalar. Thus the eigenvectors of A
corresponding to  = 2 are nonzero vectors of the form
 x1   1  1
v1     x2    r  
 x2   1  1 Ch5_12
For  = –1
We solve the equation (A + 1I2)x = 0 for x.
The matrix (A + 1I2) is obtained by adding 1 to the diagonal
elements of A. We get 3 6 x
  1 
3    0
 6   x2 
This leads to the system of equations
 3x1  6 x2  0
3x1  6 x2  0
Thus x1 = –2x2. The solutions to this system of equations are
x1 = –2s and x2 = s, where s is a scalar. Thus the eigenvectors
of A corresponding to  = –1 are nonzero vectors of the form
 x1   2  2
v2     x2    s  
 x2   1  1 Ch5_13
Theorem 5.1
Let A be an n  n matrix and  an eigenvalue of A. The set of all
eigenvectors corresponding to , together with the zero vector, is
a subspace of Rn. This subspace is called the eigenspace of .
Proof
Let x1 and x2 be two vectors in the eigenspace of  and let c be a
scalar. Then Ax1 = x1 and Ax2 = x2. Hence,
Ax1  Ax 2  x1  x 2
A(x1  x 2 )   (x1  x 2 )
Thus x1  x 2 is a vector in the eigenspace of . The set is closed
under addition.

Further, since Ax1 = x1,

cAx1  cx1
A(cx1 )   (cx1 )
Therefore cx1 is a vector in the eigenspace of . The set is closed
scalar multiplication.
Thus the set is a subspace of Rn.

Example 2
 5 4 2
A  4 5 2
2 2 2
 
Solution The matrix A – I3 is obtained by subtracting  from
the diagonal elements of A.Thus
5   4 2 
A  I 3   4 5   2 
 2   
 2 2 
Ch5_16
Example 2
 5 4 2
A  4 5 2
2 2 2
 
Solution The matrix A – I3 is obtained by subtracting  from
the diagonal elements of A.Thus
5   4 2 
A  I 3   4 5   2 
 2   
 2 2 
The characteristic polynomial of A is |A – I3|. Using row and
column operations to simplify determinants, we get
5 4 2 1  1  0
A  I 3  4 5 2  4 5 2
2 2 2 2 2 2
Ch5_17
1  0 0
 4 9 2
2 4 2
 (1   )[(9   )(2   )  8]  (1   )[2  11  10]
 (1   )(  10)(  1)  (  10)(  1) 2
We now solving the characteristic equation of A:
 (  10)(  1) 2  0
  10 or 1
The eigenvalues of A are 10 and 1.
The corresponding eigenvectors are found by using three values
of  in the equation (A – I3)x = 0.

1 = 10
We get
( A  10 I 3 )x  0
 5 4 2   x1 
 4  5 2   x2   0
 2 2  8  x3 
The solution to this system of equations are x1 = 2r, x2 = 2r,

and x3 = r, where r is a scalar.
Thus the eigenspace of 1 = 10 is the one-dimensional space
of vectors of the form.  2
r  2
 
1 

2 = 1
Let  = 1 in (A – I3)x = 0. We get
( A  1I 3 )x  0
4 4 2  x1 
 4 4 2   x2   0
2 2 1   x3 
The solution to this system of equations can be shown to be
x1 = – s – t, x2 = s, and x3 = 2t, where s and t are scalars.
Thus the eigenspace of 2 = 1 is the space of vectors of the
form.
 s  t 
 s 
 
 2t 
Separating the parameters s and t, we can write

 s  t   1  1
 s   s  1  t  0
     
 2t   0  2
Thus the eigenspace of  = 1 is a two-dimensional subspace of
R3 with basis
 1  1 
    
 1,  0 
 0  20 
    
If an eigenvalue occurs as a k times repeated root of the
characteristic equation, we say that it is of multiplicity k.
Thus =10 has multiplicity 1, while =1 has multiplicity 2
in this example. Ch5_21
Homework
Exercises
1: Prove that if A is a diagonal matrix, then its eigenvalues are

the diagonal elements.
2 : Prove that A and At have the same eigenvalues.

5.3 Diagonalization of Matrices

Definition
Let A and B be square matrices of the same size. B is said to be
similar to A if there exists an invertible matrix C such that
B = C–1AC. The transformation of the matrix A into the matrix B
in this manner is called a similarity transformation.

Ch5_24
Example 3
Consider the following matrices A and C with C is invertible.
Use the similarity transformation C–1AC to transform A into a
matrix B. 7  10  2 5
A  C 
3  4   1 3
Solution
1
1  2 5 7  10 2 5
B  C AC 
1 3 3  4  1 3
3  5 7  10 2 5

 1 2  3  4  1 3
 6  10 2 5

 1 2  1 3
  2 0
0 1
Theorem 5.3
Similar matrices have the same eigenvalues.
Proof
Let A and B be similar matrices. Hence there exists a matrix C
such that B = C–1AC.
The characteristic polynomial of B is |B – In|. Substituting for B
and using the multiplicative properties of determinants, we get
B  I  C 1 AC  I  C 1 ( A  I )C
 C 1 A  I C  A  I C 1 C
 A  I C 1C  A  I I
 A  I
The characteristic polynomials of A and B are identical. This
means that their eigenvalues are the same.
Definition
A square matrix A is said to be diagonalizable if there exists a
matrix C such that D = C–1AC is a diagonal matrix.
Theorem 5.4
Let A be an n  n matrix.
(a) If A has n linearly independent eigenvectors, it is
diagonalizable. The matrix C whose columns consist of n
linearly independent eigenvectors can be used in a similarity
transformation C–1AC to give a diagonal matrix D. The
diagonal elements of D will be the eigenvalues of A.
(b) If A is diagonalizable, then it has n linearly independent
eigenvectors
Example 4
  4  6
(a) Show that the matrix A   3 5  is diagonalizable.
(b) Find a diagonal matrix D that is similar to A.
(c) Determine the similarity transformation that diagonalizes A.
Solution
(a) The eigenvalues and corresponding eigenvector of this
matrix were found in Example 1 of Section 5.1. They are
 1   2
1  2, v1  r   2  1, and v 2  s  
 1  1
Since A, a 2  2 matrix, has two linearly independent
eigenvectors, it is diagonalizable.

(b) A is similar to the diagonal matrix D, which has diagonal

elements 1 = 2 and 2 = –1. Thus
  4  6 2 0 
A  is similar to D   
3 5 0  1
(c) Select two convenient linearly independent eigenvectors, say
 1   2
v1    and v 2   
 1  1
Let these vectors be the column vectors of the diagonalizing
matrix C.   1  2
C
 1 1 
We get 1
1   1  2   4  6   1  2
C AC    3  1 
 1 2   5  1 
 1 2    4  6   1  2  2 0 
        D
 1  1  3 5  1 1  0  1 Ch5_29
Note
If A is similar to a diagonal matrix D under the transformation
C–1AC, then it can be shown that Ak = CDkC–1.
This result can be used to compute Ak. Let us derive this result
and then apply it.
D k  (C 1 AC ) k  (C 1 AC )  (C 1 AC )  C 1 Ak C
 
k times
This leads to
Ak  CD k C 1

Example 5
Compute A9 for the following matrix A.
 4  6
A
3 5 
Solution
A is the matrix of the previous example. Use the values of C and
D from that example. We get
9
 2 0   29 0  512 0 
D 
9
  0 (1)9    0 1

 0 1    
A9  CD 9C 1
1
 1  2 512 0   1  2  514  1026
 
 1 1   0  1  1 1   513 1025

Example 6
Show that the following matrix A is not diagonalizable.
A  5  3
3  1
Solution 5   3 
A   I2   
 3 1   
The characteristic equation is
A  I 2  0  (5   )(1   )  9  0
 2  4  4  0  (  2)(  2)  0
There is a single eigenvalue,  = 2. We find he corresponding
eigenvectors. (A – 2I ) x = 0 gives 3  3  x1 
3  3  x   0  3 x1  3x2  0.
2
Thus x1 = r, x2 = r. The eigenvectors are nonzero vectors of the
form 1
r 
1
The eigenspace is a one-dimensional space. A is a 2  2 matrix,
but it does not have two linearly independent eigenvectors.
Ch5_32
Thus A is not diagonalizable.
Elementary Linear Algebra: Section 6.1, p.292

Activity 5
33/90
4. Diagonalize the following matrices.
a.
b.
RUBRICS 4 3 2 1
Timeliness Submitted on time 10 minutes late 1 hour late 1 day late
6 5 4 3
Accuracy Complete and Incomplete and Incorrect solution Incorrect solution

correct solution correct solution with correct with incorrect
with correct with correct answer answer
answer answer
References
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Elementary Linear Algebra: Section 6.1, p.292 1/90

Elementary Linear Algebra: Section 6.1, p.292 2/90

Eigenvalues, Eigenvectors, and

5.1 Eigenvalues and Eigenvectors

Elementary Linear Algebra: Section 6.1, p.292 3/90

Eigenvalues, Eigenvectors and

MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA)

Eigenvalues, Eigenvectors and

Nowadays, eigenvalues are usually introduced in the context

In the first half of the 18th century, Johann and Daniel

Eigenvalues, Eigenvectors and

MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA)

Lambda (uppercase/lowercase Λ λ) is a letter of the Greek

MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA)

5.1 Eigenvalues and Eigenvectors

Computation of Eigenvalues and

MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA) Ch5_10

MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA) Ch5_14

Further, since Ax1 = x1,

Thus the set is a subspace of Rn.

MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA) Ch5_15

MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA) Ch5_18

The solution to this system of equations are x1 = 2r, x2 = 2r,

MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA) Ch5_19

Separating the parameters s and t, we can write

1: Prove that if A is a diagonal matrix, then its eigenvalues are

2 : Prove that A and At have the same eigenvalues.

MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA) Ch5_22

5.3 Diagonalization of Matrices

MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA) Ch5_23

MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA) Ch5_28

(b) A is similar to the diagonal matrix D, which has diagonal

MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA) Ch5_30

MARJUN I. BALQUIN EDMATH 300 (LINEAR ALGEBRA) Ch5_31

Elementary Linear Algebra: Section 6.1, p.292

Timeliness Submitted on time 10 minutes late 1 hour late 1 day late

Accuracy Complete and Incomplete and Incorrect solution Incorrect solution

Elementary Linear Algebra: Section 6.1, p.292

Please TURN ON your cameras for

Elementary Linear Algebra: Section 6.1, p.292 36/90

Holy Trinity College – Graduate School Department

Elementary Linear Algebra: Section 6.1, p.292 37/90

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