Characteristic Root and characteristic vector:

If for a square matrix A of order n , there are a scalar  and a non-zero vector X  0 such that,
AX  X , then  is called characteristic root, latent root or eigenvalue of matrix A and
corresponding non-zero vector X is called characteristic vector, latent vector, eigenvector or
invariant vector of matrix A .
Characteristic Equation:
We have,
AX  X
 AX  X  0
  A    X  0
This is a system of n homogeneous equation in n variables, which has non-zero solutions iff
A    0 . The determinant A   is a n  th degree polynomial in  and is known as
characteristic polynomial of the matrix A . The equation A    0 is called characteristic equation
of matrix A , which has n roots 1 , 2 ,.......,  n are called characteristic roots and the corresponding
non-zero vectors X1 , X 2 ,......, X n are called characteristic vectors of matrix A .
In fact characteristic equation A    0 can be expressed as
a11   a12  a1n
a21 a22    a2n
0
  
an1 an2  ann  

Statement and proof of important properties of characteristic root and characteristic vector :

Property 01: Latent root of a real symmetric matrix are all real.
Proof:
Let us suppose that  and  are two complex conjugate roots and X and X are corresponding
latent vectors of a real symmetric matrix A .
Then AX  X and AX  X
 X AX  X X ..............  i  and X AX  X X ...................  ii 
Since A is a symmetric matrix so A  A . Taking transpose in  ii  we get,

 X AX    X X 
 X AX  X X
 X AX  X X ..................  iii 
Comparing  i  and  iii  we get,
X X  X X
 X X  X X  0
      X X  0
Since X  0 and X  0 we have       0  

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 If   a  ib and   a  ib
Then 
 a  ib  a  ib
 2ib  0
 b0
   a and   a which is real number.
Thus the latent roots of a real symmetric matrix are all real.

Property 02: If  is a characteristic root of A , then  k is a characteristic root of Ak , where k is an integer.

Proof:
We have,
AX  X
 A2 X  AX  .X  2 X
 A3 X   2 AX   2 .X   3 X

 Ak X   k X
Thus  k is the characteristic root of Ak .

Property 03: If all the characteristic roots of a matrix are different, then the corresponding characteristic
vectors are linearly independent.
Proof:
Let us suppose that, 1 , 2 ,.......,  n are distinct characteristic roots and X1 , X 2 ,......, X n are
corresponding characteristic vectors of a matrix A .
Then AX i   i X i
Let us consider the equation
C1 X1  C2 X2  ........  C n X n  0
 C1 AX1  C 2 AX 2  ........  C n AX n  0
 C11 X1  C2 2 X2  ........  C n  n X n  0
 C11 AX1  C2 2 AX2  ........  C n  n AX n  0
 C112 X1  C2 22 X 2  ........  C n 2n X n  0
Continuing this process of multiplication, we have,
C 11n1 X 1  C 2  2n1 X 2  ........  C n  nn 1 X n  0
After taking transpose of each equation, the resulting n equations may be written as
 1 1  1  C1 X1 
  
 1 2   n  C2 X 2 
 0 .....................  i 
      
 n 1  
 1 2n 1   nn 1  C n X n 
n
The determinant of the first matrix on L.H.S. is  
i  j 1
i   j   0 since  i   j .

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  1 1  1 
 
1 2   n 
So the matrix B   is a non  singular matrix and B1 exists.
    
 n 1 
 1 2n1   nn1 
Pre-multiplying the matrix equation  i  by B 1 we get
 C1 X1 
 C X 
 2 2  0
  
 
 C n X n 
 C1 X1  C2 X 2    C n X n  0
 C1 X1  C2 X 2    C n X n  0
Since X1 , X 2 ,......, X n are non- zero vectors we have, C1  C2    C n  0 .
So the characteristic vectors X1 , X 2 ,......, X n are linearly independent.

Property 04: If a matrix A has all distinct characteristic roots, then there exists a non-singular matrix P
such that, P 1 AP is a diagonal matrix whose diagonal elements are the characteristic roots
of A .
Proof:
If 1 , 2 ,.......,  n are distinct latent roots of matrix A , then the corresponding latent vectors
X1 , X2 ,......, X n are linearly independent.
Let us construct a matrix P   X1 , X2 ,......, X n  such that P  0 and P 1 exists.
A.P  A  X1 , X2 ,......, X n    1 X1 , 2 X2 ,......,  n X n 
 1 0  0
 
0 2  0
  1 2
X , X ,......, X n
    
 
0 0  n 
 1 0  0 
 
 0 2  0 
 P
    
 
 0 0  n 
 1 0  0   1 0  0
   
0 2  0  0 2  0
 P 1 AP  P 1P  
         
   
 0 0  n  0 0  n 
Hence the proof.

Property 05: For a symmetric matrix with distinct latent roots, the latent vectors are orthogonal vectors.

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Proof:
Let i and  j be two distinct latent roots and X i and X j be corresponding latent vectors of a
symmetric matrix A.
Then AX i   i X i and AX j  X j
 X j AX i   i X j X i ..............  i  and X iAX j   j X iX j ...................  ii 
Transposing  ii  we get,

 X AX     X X 
i j j i j

 X j AX i   j X j X i
 X j AX i   j X j X i ....................  iii 
Comparing  i  and  iii  we get,
 i X j X i   j X j X i
  i X j X i   j X j X i  0
  i   j  X j X i  0
Since  i   j so that, X j X i  0
 X i and X j are orthogonal vectors.
Thus the characteristic vectors of a symmetric matrix with distinct latent roots are orthogonal
vectors.

Property 06: If a matrix A has all distinct characteristic roots, then there exists an orthogonal matrix P
such that, P AP is a diagonal matrix whose diagonal elements are the characteristic roots
of A .
Proof:
If 1 , 2 ,.......,  n are distinct latent roots of matrix A , then the corresponding latent vectors
X1 , X2 ,......, X n are orthogonal vectors.
 X X X 
Let us construct an orthogonal matrix P   1 , 2 ,......, n  such that PP   .
 X1 X 2 Xn 
 X X X   X  X  X 
Now, A.P  A  1 , 2 ,......, n    1 1 , 2 2 ,......, n n   1 X1 , 2 X 2 ,......,  n X n 
 X1 X 2 Xn   X1 X2 Xn 
 1 0  0   1 0  0 
 X1 X2    
Xn   0 2  0   0 2  0 
  , ,......,  P
 X1 X2 Xn           
   
 0 0  n   0 0  n 
 1 0  0    1 0  0   1 0  0 
     
0 2  0  0 2  0   0 2  0 
 PAP  PP    
              
     
 0 0  n   0 0  n   0 0  n 
Hence the proof.

Property 07: For a matrix A sum of latent roots is equal to its trace.
Proof:

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 Let us suppose that A is a symmetric matrix of order n . Then there exists an orthogonal matrix P
such that PP  
 1 0  0 
 
0 2  0 
and PAP   is a diagonal matrix where diagonal elements 1 , 2 ,.......,  n are
    
 
 0 0  n 
the latent roots of A .
Now, tr  P AP   1  2  .........   n
 tr  AP P   1   2  .........   n
 tr  A    1  2  .........   n
 tr  A   1   2  .........   n
Thus, sum of characteristic root of a matrix is equal to its trace.

Property 08: Product of characteristic roots of a matrix is equal to its determinant.

Proof:
Let us suppose that A is a symmetric matrix of order n . Then there exists an orthogonal matrix P
such that PP  PP  
 1 0  0 
 
 0 2  0 
and PAP  is a diagonal matrix where diagonal elements 1 , 2 ,.......,  n are
    
 
 0 0  n 
the latent roots of A .
Now, PAP  1 2 ......... n
 P A P  1  2 ......... n
 PP A  1 2 ......... n
  A  1  2 ......... n
  A  1  2 ......... n
 A  1 2 ......... n
Thus, product of characteristic roots of a matrix is equal to its determinant.

Property 09: If A is a non-singular matrix, then the characteristic roots of A1 are the reciprocals of the
characteristic roots of A .
Proof:

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 Let  be a characteristic root and X be the corresponding characteristic vector of a matrix A .
Then we have,
AX  X
 A1 AX  A 1 X
  X    A 1 X 
 X    A 1 X 
1
 X  A 1 X

1
 A 1 X  X

This shows that 1 is characteristic root of matrix A1 , which is the reciprocal of  .

Thus, the characteristic roots of A1 are the reciprocals of the characteristic roots of A .

Property 10: A and P 1 AP have same latent roots.

Proof:
We have,
P 1 AP    P 1 AP  P 1P
 P 1  A    P
 P 1 A   P
 P 1P A  
  A  
  A  
1
 P AP    A  
So, A and P 1 AP have same latent roots.

Property 11: Any square matrix A and its transpose matrix A have same characteristic roots.
Proof:
We have,

6
 a11   a12  a1n a11   a21  an1
a21 a22    a2 n a12 a22    an2
A      A  
     
an1 an2  ann   a1n a2 n  ann  

This shows that A and its transpose A have same characteristic equation and hence have same
characteristic roots.

Property 12: Each characteristic root of an idempotent matrix is either zero or unity.
Proof:
Let A be an idempotent matrix. Then by definition
AX  X
 A2 X  AX
 AX  X
 AX   2 X
 X   2 X
  X  2 X  0
  1    X  0
Since any characteristic vector is not the null vector
  1     0
   0 or   1
So that, the characteristic root of an idempotent matrix is either zero or unity.

Example :
 6 2 2 
 
Find the characteristic roots and corresponding characteristic vectors of the matrix  2 3 1  .
 2 1 3 
 
Solution :

7
  6 2 2 
 
Let the matrix A   2 3 1  . Therefore the characteristic equation is
 2 1 3 
 
A    0
 6 2 2  1 0 0
   
  2 3 1     0 1 0   0
 2 1 3  0 0 1
   
6   2 2
 2 3 1  0
2 1 3

 6    3    
 1  22  3     2  22  2  3     0
2


  6   9  6  2  1  26  2  2  22  6  2  0

  6   2  6  8  4  2  4   0
  6   2  4    8  8    2   0
  6      4    2   8    2   0
    2   6  24  2  4  8   0
    2   2  10  16   0
    2   2  8    16   0
    2    2    8   0
So the characteristic roots of A are   2 ,   2 and   8
Now the characteristic vector corresponding to   2 is the solution of X given by  A    X  0
 6 2 2   1 0 0    x1   0 
       
i.e.  2 3 1   2  0 1 0    x2    0 
 2 1 3   0 0 1    x3   0 
1
 4 2 2  x1   0   4 2 2  x1   0  R21  
          2
  2 1 1  x2    0    0 0 0  x2    0 
 2 1 1  x   0   0 0 0  x   0   1
  3      3    R31   
 2
The rank of the coefficient matrix is 1. So we have  3  1  2 free variables.

The reduced equation is 4 x1  2x2  2 x3  0

Let x2  0 and x1  1
 4 x1  0  2.1  0
 x1   1
2

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So that, the characteristic vector corresponding to the characteristic root   2 is is given by
1
2
0 1 
Now the characteristic vector corresponding to   8 is the solution of X given by  A    X  0
 6 2 2   1 0 0    x1   0   2 2 2  x1   0 
            
i.e.   2 3 1   8  0 1 0    x 2    0    2 5 1  x2    0 
 2 1 3   0 0 1    x3   0   2 1 5  x   0 
  3   
 2 2 2  x1   0   2 2 2  x1   0 
     R21  1      
 0 3 3  x2    0    0 3 3  x2    0  R32  1
0 R  1 
 3 3    
 x3   0 
31  0 0 0  x   0 
  3   
The rank of the coefficient matrix is 2. So we have  3  2   1 free variables.

2 x1  2 x2  2 x3  0............  i 
The reduced equation is
 3x2  3x3  0..............  ii 
Let x3  1
 x2  1
From  i  we get,
2 x1  2  1   2 1   0
 2 x1  2  2  0
 x1  2
So that, the characteristic vector corresponding to the characteristic root   8 is is given by
 2 1 1