Linear Algebra

Eigenvalues and Eigenvectors

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 .
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
2    2  0  (  2)(  1)  0    2 or  1
 Example 1
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
3 x1  3 x2  0
giving x1 = –x2. The solutions to this system of equations are x1 =
–r, x2 = r, where r is a scalar.
For  = 2
Thus, the eigenvectors of A corresponding to  = 2 are
nonzero vectors of the form

 x1   1  1
v1     x2    r  
 x2   1  1
 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  x1 
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 
v 2     x2    s  
 x2   1  1
 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
Find the eigenvalues and eigenvectors of the matrix 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
 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 
Ch5_13
 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 
Ch5_14
 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  0 
    
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.
 Homework

Exercise 3.4 p.186:

1, 4, 9, 11, 13, 15, 24, 26, 32

Ex24: Prove that if A is a diagonal matrix, then its eigenvalues are

the diagonal elements.

Ex26: Prove that if A and At have the same eigenvalues.

Ex32: Prove that the constant term of the characteristic polynomial

of a matrix A is |A|.

Ch5_16
 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.
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
Solution
1 3  4  1 3
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
Proof Similar matrices have the same eigenvalues.
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
Solution
  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.
(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
 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

Ch5_23
 Example 5
Compute A9 for the following matrix A.
  4  6
Solution A
3 5 
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

Ch5_24
 Example 6
Show that the following matrix A is not diagonalizable.
Solution 
A
5  3
3  1
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  3 x2  0.
2
 Example 6
Solution

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. Thus,
A is not diagonalizable.
 Theorem 5.5
Let A be an n  n symmetric matrix.
(a) All the eigenvalues of A are real numbers.
(b) The dimension of an eigenspace of A is the multiplicity of
the eigenvalues as a root of the characteristic equation.
(c) A has n linearly independent eigenvectors.

Exercise 5.3 p 301: 1, 3, 5.