Chapter 1

Eigenvalues and Eigenvectors

1. Solution procedure
2. Diagonalization
3. Symmetric Matrices
 1.1 Solution Procedure
 Eigenvalue problem:
If A is an nn matrix, do there exist nonzero vectors x in Rn
such that Ax is a scalar multiple of x？

 Eigenvalue and eigenvector:

A：an nn matrix
 Geometrical Interpretation
：a scalar
x： a nonzero vector in Rn

Eigenvalue

Ax  x
Eigenvector
2
 Ex 1: (Verifying eigenvalues and eigenvectors)
2 0  1 0 
A  x1    x2   
 0  1 0  1
Eigenvalue
2 0  1 2 1
Ax1          2   2 x1
0  1 0 0 0
Eigenvector

Eigenvalue
2 0  0  0  0
Ax2          1   (1) x2
0  1 1  1 1
Eigenvector
3
 Thm 1.1: (The eigenspace of A corresponding to )
If A is an nn matrix with an eigenvalue , then the set of all
eigenvectors of  together with the zero vector is a subspace of
Rn. This subspace is called the eigenspace of  .

Pf:
x1 and x2 are eigenvectors corresponding to 
(i.e. Ax1  x1 , Ax2  x2 )
(1) A( x1  x2 )  Ax1  Ax2  x1  x2   ( x1  x2 )
(i.e. x1  x2 is an eigenvecto r corresponding to λ)
(2) A(cx1 )  c( Ax1 )  c(x1 )   (cx1 )
(i.e. cx1 is an eigenvecto r corresponding to  )
4
 Thm 1.2: (Finding eigenvalues and eigenvectors of a matrix AMnn )
Let A is 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 .
 Note:
Ax  x  (I  A) x  0 (homogeneous system)
If (I  A) x  0 has nonzero solutions iff det(I  A)  0.
 Characteristic polynomial of AMnn:

det(I  A)  (I  A)  n  cn 1n 1    c1  c0

 Characteristic equation of A:
det(I  A)  0
5
 Ex 3: (Finding eigenvalues and eigenvectors)
2  12
A 
 1  5 

Sol: Characteristic equation:

 2 12
(I  A) 
1  5
 2  3  2  (  1)(  2)  0
   1,  2
Eigenvalue: 1  1, 2  2

6
  3 12  x1  0
(1)1  1  (1I  A) x       
  1 4   x2  0 
 x1  4t  4
 x    t   t 1  , t  0
 2    

 4 12  x1  0
(2)2  2  (2 I  A) x       
  1 3   x2  0 
 x1  3t  3
 x    t   t 1, t  0
 2    

7
 Ex 4: (Finding eigenvalues and eigenvectors)
Find the eigenvalues and corresponding eigenvectors for
the matrix A. What is the dimension of the eigenspace of
each eigenvalue?
2 1 0
A  0 2 0 
 
 0 0 2 
Sol: Characteristic equation:
  2 1 0
I  A  0  2 0  (  2)3  0
0 0  2
Eigenvalue:   2
8
The eigenspace of A corresponding to   2:
0  1 0  x1  0
(I  A) x  0 0 0  x2   0
    
 0 0 0   x3  0
 x1   s  1 0
 x2   0  s 0  t 0, s, t  0
       
 x3   t  0 1
 1 0 
     
s 0  t 0 s, t  R  : the eigenspace of A corresponding to   2
 0 1 
     
Thus, the dimension of its eigenspace is 2.

9
 Notes:
(1) If an eigenvalue 1 occurs as a multiple root (k times) for
the characteristic polynominal, then 1 has multiplicity k.
(2) The multiplicity of an eigenvalue is greater than or equal
to the dimension of its eigenspace.

10
 Ex 5：Find the eigenvalues of the matrix A and find a basis
for each of the corresponding eigenspaces.
1 0 0 0 
0 1 5  10
A 
 1 0 2 0 
1 0 0 3 
Sol: Characteristic equation:
 1 0 0 0
0  1  5 10
I  A 
1 0  2 0
1 0 0  3
 (  1) 2 (  2)(  3)  0
Eigenvalue:1  1, 2  2, 3  3
11
(1)1  1 0 0 0 0   x1  0
 0 0  5 10   x  0
 (1I  A) x    2    
 1 0  1 0   x3  0
    
  1 0 0  2   x4   0 
 x1   2t  0    2 
x   s  1  0 
 2     s    t   , s, t  0
 x3   2t  0   2 
       
 4 
x t  0   1 
 0    2  
    
1  0  
 ,  is a basis for the eigenspace
0  2   of A corresponding to   1
0  1  
12
(2)2  2 1 0 0 0   x1  0
 0 1  5 10   x  0
 (2 I  A) x    2    
 1 0 0 0   x3  0
    
 1 0 0  1  x4  0
 x1   0  0
 x  5t  5
 2      t  , t  0
 x3   t  1
     
 x4   0  0 
 0  
  
 5  
   is a basis for the eigenspace
1  of A corresponding to   2
0 
13
(3)3  3  2 0 0 0   x1  0
 0 2  5 10  x  0
 (3I  A) x    2    
 1 0 1 0   x3  0
    
  1 0 0 0   x4   0 
 x1   0   0 
 x   5t   5
 2     t  , t  0
 x3   0   0 
     
 4 
x t  1
 0  
  
   5 
  is a basis for the eigenspace
 0   of A corresponding to   3
 1  
14
 Thm 1.3: (Eigenvalues for triangular matrices)
If A is an nn triangular matrix, then its eigenvalues are
the entries on its main diagonal.
 Ex 6: (Finding eigenvalues for diagonal and triangular matrices)
 1 0 0 0 0
2 0 0 0 2 0 0 0
(a) A   1 1 0  (b) A   0 0 0 0 0
0 0 0 4 0
 5 3  3  0 0 0 0 3
Sol:  2 0 0
( a ) I  A  1  1 0  (  2)(  1)(  3)
5 3  3
1  2, 2  1, 3  3
(b) 1  1, 2  2, 3  0, 4  4, 5  3
15
 1.2 Diagonalization

 Diagonalization problem:
For a square matrix A, does there exist an invertible matrix P
such that P-1AP is diagonal?
 Diagonalizable matrix:

A square matrix A is called diagonalizable if there exists an

invertible matrix P such that P-1AP is a diagonal matrix.
(P diagonalizes A)
 Notes:
(1) If there exists an invertible matrix P such that B  P 1 AP,
then two square matrices A and B are called similar.
(2) The eigenvalue problem is related closely to the
diagonalization problem.
16
 Thm 1.4: (Similar matrices have the same eigenvalues)
If A and B are similar nn matrices, then they have the
same eigenvalues.
Pf:
A and B are similar  B  P 1 AP

I  B  I  P 1 AP  P 1IP  P 1 AP  P 1 (I  A) P
 P 1 I  A P  P 1 P I  A  P 1 P I  A
 I  A
Thus A and B have the same eigenvalues.

17
 Ex 1: (A diagonalizable matrix)
1 3 0 
A  3 1 0 
 
 0 0  2 
Sol: Characteristic equation:
 1  3 0
I  A   3   1 0  (  4)(  2) 2  0
0 0 2
The eigenvalue s： 1  4, 2  2, 3  2

1
(1)  4  the eigenvecto r p1  1
 
0 
18
 1 0 
(2)  2  the eigenvecto r p2   1, p3  0
   
0 1
1 1 0
P  [ p1 p2 p3 ]  1  1 0 ，
0 0 1
4 0 0
such that P 1 AP  0  2 0 
0 0  2
 Note: If P  [ p2 p1 p3 ]
 1 1 0  2 0 0 
   1 1 0  P 1 AP   0 4 0 
   
 0 0 1   0 0  2 
19
 Thm 1.5: (Condition for diagonalization)
An nn matrix A is diagonalizable if and only if it has n
linearly independent eigenvectors.
Pf:

() A is diagonaliz able

there exists an invertible P s.t. D  P 1 AP is diagonal
Let P  [ p1 p2  pn ] and D  diag (1 , 2 ,, n )
1 0  0
 0 2  0
PD  [ p1 p2  pn ] 
   
 0 0  n 
 [1 p1 2 p2  n pn ]
20
  AP  [ Ap1 Ap2  Apn ]
 AP  PD
Api  i pi , i  1, 2,, n
(i.e. the column vec tor pi of P are eigenvecto rs of A)
 P is invertible  p1 , p2 ,, pn are linearly independent.
 A has n linearly independent eigenvectors.

() A has n linearly independent eigenvectors p1 , p2 , pn

wit h corresponding eigenvalues 1 , 2 , n
Api  i pi , i  1, 2,, n
Let P  [ p1 p2  pn ]

21
AP  A[ p1 p2  pn ]  [ Ap1 Ap 2  Ap n ]
 [1 p1 2 p2  n pn ]
1 0  0
 0 2  0
 [ p1 p2  pn ]   PD
   
 0 0  n 

 p1 , p1 ,, pn are linearly independent  P is invertible

 P 1 AP  D
 A is diagonaliz able

22
 Ex 2: (A matrix that is not diagonalizable)
Show that the following matrix is not diagonaliz able.
1 2
A 
 0 1 
Sol: Characteristic equation:

 1 2
I  A   (  1) 2  0
0  1
The eigenvalue ： 1  1

0  2 1
I  A  I  A     eigenvecto r p1   
0 0  0
A does not have two linearly independent eigenvectors,
so A is not diagonalizable.
23
 Steps for diagonalizing an nn square matrix:

Step 1: Find n linearly independent eigenvectors

p1 , p2 , pn for A with corresponding eigenvalues.

Step 2: Let P  [ p1 p2  pn ]

Step 3: 1 0  0
1
 0 2  0
P AP  D   
   
 0 0  n 
where, Api  i pi , i  1, 2,, n

24
 Ex 3: (Diagonalizing a matrix)
 1  1  1
A 1 3 1
 
 3 1  1
Find a matrix P such that P 1 AP is diagonal.

Sol: Characteristic equation:

 1 1 1
I  A   1   3  1  (  2)(  2)(  3)  0
3 1  1

The eigenvalue s： 1  2, 2  2, 3  3

25
1  2 1 1 1
 1I  A   1  1  1
 3  1 3 
 x1   t   1
 x    0   eigenvecto r p   0 
 2   1  
 x3   t   1 
2  2  3 1 1
 2 I  A    1  5  1
 3  1  1
 x1   14 t  1
 x    1 t   eigenvecto r p   1
 2  4  2  
 x3   t   4 
26
3  3 2 1 1
 3I  A   1 0  1
 3  1 4 
 x1   t   1
 x    t   eigenvecto r p   1 
 2   3  
 x3   t   1 
 1 1  1
P  [ p1 p2 p3 ]   0  1 1  ，
 1 4 1 
 2 0 0
s.t. P 1 AP  0  2 0
0 0 3

27
 Notes:
d1 0  0 d1k 0  0
0 d2  0 0 d 2k  0
(1) D     D 
k

       
 0 0  d n   0 0  d nk 

(2) D  P 1 AP  D k  P 1 Ak P
Ak  PD k P 1

28
 Thm 1.6: (Sufficient conditions for diagonalization)
If an nn matrix A has n distinct eigenvalues, then the
corresponding eigenvectors are linearly independent and
A is diagonalizable.

 Ex 4: (Determining whether a matrix is diagonalizable)

1  2 1 
A  0 0 1
 
0 0  3
Sol: Because A is a triangular matrix, its eigenvalues are
1  1, 2  0, 3  3
These three values are distinct, so A is diagonalizable.

29
1.3 Symmetric Matrices

 Symmetric matrix:
A square matrix A is symmetric if it is equal to its transpose:
A  AT

 Ex 1: (Symmetric matrices and nonsymetric matrices)

 0 1  2
A 1 3 0  (symmetric)
 
  2 0 5 
4 3
B  (symmetric)
 3 1
3 2 1
C  1  4 0 (nonsymmetric)
 
1 0 5
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 Thm 1.7: (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.

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 Ex 2:
Prove that a symmetric matrix is diagonalizable.
a c 
A
 c b

Pf: Characteristic equation:

 a c
I  A   2  (a  b)  ab  c 2  0
c  b
As a quadratic in , this polynomial has a discriminant of
(a  b) 2  4(ab  c 2 )  a 2  2ab  b 2  4ab  4c 2
 a 2  2ab  b 2  4c 2
 (a  b) 2  4c 2  0
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(1) (a  b) 2  4c 2  0

 a  b, c  0
a 0 
A  is a matrix of diagonal.
0 a 

(2) (a  b) 2  4c 2  0

The characteristic polynomial of A has two distinct real roots,

which implies that A has two distinct real eigenvalues. Thus, A is
diagonalizable.

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Determinants

34
Determinants

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Inverse of a matrix

36
37
Inverse of a matrix

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