MA5158 ENGINEERING MATHEMATICS I
UNIT I - MATRICES
Section 2 Properties of eigen values and eigen vectors
Faculty
Department of Mathematics
Anna University, Chennai
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Section 2. Properties of eigen values and eigen
vectors
Contents
Properties
Examples
Practice Problems and MCQs
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Transpose
1. Transpose: Any square matrix A and its transpose AT have the same
eigen values.
Proof: The characteristic equation of AT is
|AT − λI| = 0
. Also, |AT − λI| = |(A − λI)T | = |A − λI|. Therefore, the characteristic
equation of A is the same as the characteristic equation of AT . Therefore,
the eigen values of A and AT are the same.
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Triangular matrix
2. Triangular matrix: The eigen values of a triangular matrix are just the
diagonal elements of the matrix.
a11 a12 ... a1n
0 a22 ... a2n
Proof: Let A = ... ... ...
be an upper triangular matrix.
...
0 0 ... ann
Then, expanding the determinant |A − λI| along the first column, we get
|A − λI| = (a11 − λ)(a22 − λ) · · · (ann − λ). Therefore, from
|A − λI| = 0, we see that the eigen values of A are λ = a11 , a22 , ..., ann .
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Idempotent matrix
3. Idempotent matrix: The eigen values of an idempotent matrix are
either 0 or 1.
Proof: Let A be an idempotent matrix. i.e. A2 = A. Let λ be an eigen
value
of A and X its corresponding eigen vector. Hence we have
AX = λX
=⇒ A2 X = λX.
=⇒ λ2 X = λX =⇒ (λ2 − λ)X = 0
Since X 6= 0, we have λ2 − λ = 0.
Therefore, either λ = 0 or λ = 1.
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Powers of A
4. Powers of A: If λ is an eigen value of A, then λm is an eigenvalue of
Am .
Proof: Proof by induction on m.
When m = 0, X = A0 X = λ0 X. When m = 1, AX = λX. Therefore the
result is true when m = 1.
Assume it is true for m = k. i.e.Ak X = λk X. To prove it is true for
m = k + 1:
Consider Ak+1 X = A(Ak X) = A(λk X) by induction.
=⇒ A(Ak X) = λk (AX) = λk λX = λk+1 X. Hence, Ak+1 X = λk+1 X.
This completes the induction. Therefore, λm is an eigen value of Am .
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Example 1
8 −4
Example 1. Given A = find the eigen values of AT , A4 .
2 2
Solution: The characteristic equation of A is |A − λI| = 0.
8 − λ −4
=0
2 2−λ
i.e. λ2 − 10λ + 24 = 0 is the characteristic equation of A.
The eigen values of A (roots of this characteristic equation) are λ = 4, 6.
By property 1, eigen values of A and the eigenvalues of AT are the
same. Therefore eigen values of AT are 4, 6.
By property 4, eigen values of A4 are of the form λ4 where λ is an
eigen value of A. Hence 44 , 64 are the eigen values of A4 .
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Trace and determinant
5. trace(A) and Det(A):(i) Trace(A)=the sum of the principal diagonal
elements of A= the sum of the eigen values.
(ii) det(A)= the product of the eigen values of A.
a11 a12 a13
Proof: Take n = 3. Let A = a21 a22 a23 . The characteristic
a31 a32 a33
a11 − λ a 12 a13
polynomial is |A − λI| = a21
a22 − λ a23
a31 a32 a33 − λ
3 2
=(-λ) + (a11 + a22 + a33 )λ − ..... + |A|.
On the other hand, if λ1 , λ2 , λ3 are the eigen values of A, then the
characteristic polynomial of A is
(λ1 − λ)(λ2 − λ)(λ3 − λ) = −[(λ − λ1 )(λ − λ2 )(λ − λ3 )]
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= −[(λ)3 − (λ1 + λ2 + λ3 )λ2 + (λ1 λ2 + λ2 λ3 + λ3 λ1 )λ − λ1 λ2 λ3 .
Hence we have two expressions for the characteristic polynomial of A.
We compare the coefficient of λ2 in both the above expressions. We get
Trace(A) = a11 +a22 +a33 = λ1 +λ2 +λ3 = sum of the eigenvalues of A .
Comparing the constant terms in both the expressions we get,
det(A) = λ1 λ2 λ3 = product of the eigen values of A.
For n = 3 the result is proved.
For general n also one can give a similar proof.
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Example 2
2 3 −2
Example 2. Given A = −2 1 1 find the sum and product of the
1 0 2
eigen values of A.
Solution: We know that
The sum of the eigen values of A = trace(A) = sum of the
diagonal elements of A = 2 + 1 + 2 = 5
The product of the eigen values = the determinant of A = 21.
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Inverse
1
6. Inverse: If λ is an eigen value of A, then is an eigen value of A−1 ,
λ
provided A−1 exists.
Proof: Let λ be an eigen value of A, with eigen vector X. Then, we have
AX = λX.
Suppose A−1 exists. Then, pre-multiplying both the sides of the above
equation by A−1 , we get
A−1 AX = A−1 λX = λA−1 X.
Or
1
A−1 X = X.
λ
1
Therefore, is an eigen value of A−1 with eigen vector X, if A−1 exists.
λ
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Orthogonal matrix
7. Orthogonal matrix: If λ is an eigen value of an orthogonal matrix A,
1
then is also an eigen value of the matrix A.
λ
Proof: Let A be an orthogonal matrix. Then AAT = I =⇒ A−1 = AT .
We know that the eigen values of A and AT are the same.
Also, we know that when λ is an eigen value of matrix A, λ−1 is an eigen
value of matrix A−1 .Here AT = A−1 .
Therefore, whenever λ is an eigen value of an orthogonal matrix A, λ−1 is
also an eigen value of the matrix A.
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Similar matrices
Definition: Two matrices A and B are said to be similar, if there exists a
non-singular matrix P such that B = P −1 AP .
8. Similar matrices: Similar matrices have the same set of eigen values.
Proof: Let A and B be similar matrices. Then B = P −1 AP for a
non-singular matrix P.
The characteristic polynomial of B is |B − λI| = |P −1 AP − λI|
= |P −1 AP − P −1 (λI)P | = |P −1 (A − λI)P | = |P −1 ||A − λI||P |
= |A − λI|
which is the characteristic polynomial of A. Therefore, A and B have the
same eigen values.
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Example 3
8 −4
Example 3: Given A = find the eigen values of A−1 .
2 2
Solution: In Example 1, we computed the eigen values of A as 4 and 6.
It is clear that A−1 exists as |A| = 24.
By property 6, eigen values of A−1 are 1/4, 1/6.
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Example 4
8 −2 1
Example 4. If A = 0 0 11, find the eigen values of (i) A3 , (ii)
0 0 9
A−1 , if A−1 exists.
Solution: A is a triangular matrix. Therefore the eigen values of A are
the principal diagonal elements, namely 8, 0, 9.
The eigen values of A3 are 83 , 0, 93 .
Determinant of A is the product of the eigen values of A. Therefore
|A| = 0. Hence A−1 does not exist. Therefore we cannot find the
eigen values of A−1 .
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Example 5
Example 5. If λ is an eigen value of a non-singular matrix A, show that
|A|
is an eigen value of the matrix adj A.
λ
Solution: We have AX = λX where X is an eigen vector corresponding
to the eigen value λ. Since A is non-singular A−1 exists. Therefore we
have
A−1 AX = λA−1 X
1
A−1 X = X
λ
adj A 1 |A|
X = X (or) adj AX = X.
|A| λ λ
|A|
This proves that is an eigen value of adj A.
λ
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Orthogonal vectors
x1 y1
x2 y2 n
Definition: Two vectors X = .. and Y = .. in R are said to
xn yn
be orthogonal, if their dot product is zero.
i.e. if X · Y = x1 y1 + x2 y2+ ...+ xn yn = 0 or
y1
y2
X T Y = x1 x2 .. xn
.. = 0.
yn
2 1
Example: X = −1 and Y = 4 are orthogonal in R3 as
2 1
X · Y = 2 · 1 + (−1) · 4 + 2 · 1 = 0.
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Symmetric matrices
9. Symmetric matrices: Let λ1 and λ2 be two distinct eigen values of a
symmetric matrix A with corresponding eigen vectors X1 and X2
respectively.
Then the eigen vectors X1 and X2 are orthogonal.
Proof: We have
AX1 = λ1 X1
. On taking transpose on both sides we get
(AX1 )T = (λ1 X1 )T =⇒ X1T AT = (λ1 X1 )T ,
=⇒ X1T A = λ1 X1T since AT = A.
Post-multiplying both sides by X2 we get
=⇒ X1T AX2 = λ1 X1T X2
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=⇒ λ2 X1T X2 = λ1 X1T X2 , (since AX2 = λ2 X2 .)
=⇒ (λ2 − λ1 )X1T X2 = 0
Since λ1 6= λ2 , we have X1T X2 = 0.
Therefore X1 and X2 are orthogonal.
Therefore, the eigen vectors corresponding to distinct eigen values of a
real symmetric matrix are orthogonal.
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Spectral shift and scalar multiples
10.Spectral shift: If A has an eigen value λ, then A ± kI has eigen
values
λ ± k.
Proof: The characteristic equation of A is |A − λI| = 0 or
|(A ± kI) − (λ ± k)I| = 0. Therefore, eigen values of A ± kI are
λ ± k.
11. Scalar Multiples: If λ is an eigen value of A, then kλ is an eigen
value of
kA.
Proof: If (A − λI)X = 0, then k(A − λI)X = (kA − kλI)X = 0.
Therefore, if |A − λI| = 0, then |kA − kλI| = 0. This means kλ is an
eigen value of kA.
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Spectral mapping theorem
12. Spectral mapping theorem: If λ is an eigen value of A, then
P (λ) = km λm + km−1 λm−1 + .... + k1 λ + k0 is an eigen value of the
polynomial P (A) = km Am + km−1 Am−1 + .... + k1 A + k0 I.
Proof: Let λ be an eigen value of A with eigen vector X.
Then (km Am + km−1 Am−1 + .... + k1 A + k0 I)X
= km Am X + km−1 Am−1 X + .... + (k1 A + k0 I)X
= [km λm X + km−1 λm−1 X + .... + (k1 λ + k0 )]X
Therefore, P (λ) = km λm + km−1 λm−1 + .... + k1 λ + k0
is an eigen value of the polynomial P (A).
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Practice Problems
2 1
1. If A = find the eigen values of A8 , 15A, A−1 .
1 2
3 8 −2
2. If A = 0 −1 11 find the sum of the squares of the eigenvalues
0 0 6
of A.
3. If
the product of the
two eigen values of the matrix
6 −2 2
A = −2 3
−1 is 16, find the third eigen value.
2 −1 3
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Multiple Choice Questions
2 −3
1. The sum and product of the eigen values of the matrix are
4 −2
(a) 2,-2
(b) 0,8
(c) 4,-3
(d) 0,12
1 1 3
2. If 3 and 6 are two eigen values of A = 1 5 1, then the eigen
3 7 7
−1
values of A are
(a) 13 , 16 , 14
(b) −4, −3, −6
(c) 3, 4, 6
−1 −1 −1
(d) 3 , 6 , 4
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3 1 4
3. If A = 0 2 6 , then eigen value of A−1 are
0 0 5
−1 −1 −1
(a) 3 , 2 , 5
(b) −3, −2, −5
(c) 31 , 12 , 15
(d) 9, 4, 25
4. I. The sum of the eigen values of A equals to the trace of A.
II. The vectors [1, 1, −1, 1], [1, −1, 2, −1], [4, 0, 2, 0] are linearly
independent.
(a) Both I and II are true
(b) Only I is true
(c) Only II is true
(d) Both I and II are false
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Answers to MCQs
1. (b)
2. (a)
3. (c)
4. (b)
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THANK YOU
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