Eigenvalues and Eigenvectors

Let 𝐴 be a square matrix of order 𝑛. If there exists a non-zero column vector X, such that
𝐴𝑋 = λX for some λ, then λ is called an eigenvalue of A and 𝐗 is called an eigenvector
corresponding to λ.

𝐴𝑋 = λX

𝐴𝑋 − λX = 0

(𝐴 − λI)X = 0

This is a homogeneous linear system of equations. If it has a non-zero solution for X, then
𝑑𝑒𝑡(𝐴 − λI) = 0

Eigenvalues can be found solving this equation

|𝐴 − λI| = 0

Example:

3 2
Let 𝐴 = [ ]. Find eigenvalues & eigenvectors.
−1 0

Solution:

(𝐴 − λI) = [ 3 2
]−λ[
1 0
]=[
3 2
] − [λ 0] [3 − λ 2 ]
=
−1 0 0 1 −1 0 0 λ −1 −λ

If it has non-zero solutions,

|𝐴 − λI| = 0

|3 − λ 2|
=0
−1 −λ

(3 − λ)(−λ) − (2)(−1) = 0

−3λ + λ2 + 2 = 0

λ2 − 3λ + 2 = 0

(λ − 2)(λ − 1) = 0
 λ − 2 = 0 or λ − 1 = 0

λ = 2 or λ = 1

Therefore eigenvalues of 𝐴 are 1 𝑎𝑛𝑑 2.

Finding eigenvectors

When λ = 1,

(𝐴 − λI)X = 0

2 ] [𝑥1 ] [0]
[3 − λ =
−1 −λ 𝑥2 0

2 2 𝑥1 0
[ ][ ] = [ ]
−1 −1 𝑥2 0

2𝑥1 + 2𝑥2 = 0

−𝑥1 − 𝑥2 = 0

We have obtained two identical equations.

𝑥1 + 𝑥2 = 0
Let 𝑥1 = 𝑡
𝑥2 = −𝑡 , where 𝑡𝜖ℝ
Therefore,
𝑡
X=[ ]
−𝑡
1
X = 𝑡 [ ] ; 𝑡𝜖ℝ
−1
𝟏
So, [ ] is an eigenvector corresponding to 𝛌 = 𝟏
−𝟏

𝟏
The eigenspace corresponding to 𝛌 = 𝟏 is {𝒕 [ ] ; 𝒕𝝐ℝ}
−𝟏
𝟏
Basis for the eigenspace corresponding to 𝛌 = 𝟏 is {[ ]}
−𝟏
When λ = 2,

(𝐴 − λI)X = 0

2 ] [𝑥1 ] [0]
[3 − λ =
−1 −λ 𝑥2 0

3−2 2 𝑥1 0
[ ][ ] = [ ]
−1 −2 𝑥2 0

1 2 𝑥1 0
[ ] [𝑥 ] = [ ]
−1 −2 2 0

𝑥1 + 2𝑥2 = 0

−𝑥1 − 2𝑥2 = 0

We have obtained two identical equations.

𝑥1 + 2𝑥2 = 0 𝑥1 + 2𝑥2 = 0
Let 𝑥2 = 𝑠 Let 𝑥1 = 𝑠
𝑥1 = −2𝑠 , where 𝑠𝜖ℝ 𝑥2 = −𝑠⁄2 , where 𝑠𝜖ℝ

Therefore, Therefore,
−2𝑠 𝑠
X=[ ] X = [−𝑠⁄ ]
𝑠 2
−2 2
X = 𝑠 [ ] ; 𝑠𝜖ℝ X = 𝑠⁄2 [ ] ; 𝑠𝜖ℝ
1 −1
−𝟐 −𝟐
So [ ] is an eigenvector corresponding So [ ] is an eigenvector corresponding
𝟏 𝟏
to 𝛌 = 𝟐 to 𝛌 = 𝟐

The eigenspace corresponding to 𝛌 = 𝟐 is The eigenspace corresponding to 𝛌 = 𝟐 is

−𝟐 −𝟐
{𝒔 [ ] ; 𝒔𝝐ℝ} {𝒔 [ ] ; 𝒔𝝐ℝ}
𝟏 𝟏
Basis for the eigenspace corresponding to Basis for the eigenspace corresponding to
−𝟐 −𝟐
𝛌 = 𝟐 is {[ ]} 𝛌 = 𝟐 is {[ ]}
𝟏 𝟏