CHAPTER 7

EIGENVALUES AND
EIGENVECTORS
7.1 Eigenvalues and Eigenvectors
7.2 Diagonalization
7.3 Symmetric Matrices and Orthogonal Diagonalization
7.4 Applications of Eigenvalues and Eigenvectors

Elementary Linear Algebra 投影片設計製作者

R. Larson (8 Edition) 淡江大學 電機系 翁慶昌 教授
 CH 7 Linear Algebra Applied

Diffusion (p.354) Relative Maxima and Minima (p.375)

Genetics (p.365)

Population of Rabbits (p.379) Architecture (p.388)

1/88
 7.1 Eigenvalues and Eigenvectors
 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:  Geometrical Interpretation

A：an nn matrix
：a scalar
x： a nonzero vector in Rn
Eigenvalue

Ax  x
Eigenvector

Elementary Linear Algebra: Section 7.1, p.348 2/88

  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
Elementary Linear Algebra: Section 7.1, p.349 3/88
  Thm 7.1: (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 correspond ing to λ)
(2) A(cx1 )  c( Ax1 )  c(x1 )   (cx1 )
(i.e. cx1 is an eigenvecto r correspond ing to  )
Elementary Linear Algebra: Section 7.1, p.350 4/88
  Ex 3: (An example of eigenspaces in the plane)
Find the eigenvalues and corresponding eigenspaces of
  1 0
A 
 0 1 
Sol:
If v  ( x, y )
  1 0  x    x 
Av       
 0 1  y   y 
For a vector on the x-axis Eigenvalue 1   1
  1 0  x    x   x
 0 1 0   0   10
      

Elementary Linear Algebra: Section 7.1, p.350 5/88

 For a vector on the y-axis Eigenvalue 2  1
  1 0  0   0   0 
 0 1  y    y   1 y 
      

Geometrically, multiplying a vector (x, y)

in R2 by the matrix A corresponds to a
reflection in the y-axis.

The eigenspace corresponding to 1  1 is the x-axis.

The eigenspace corresponding to 2  1 is the y-axis.

Elementary Linear Algebra: Section 7.1, p.350 6/88

  Thm 7.2: (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
Elementary Linear Algebra: Section 7.1, p.351 7/88
  Ex 4: (Finding eigenvalues and eigenvectors)
2  12
A 
1  5 

Sol: Characteristic equation:

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

Eigenvalue s :  1  1, 2  2

Elementary Linear Algebra: Section 7.1, p.351 8/88

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

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

Check : Ax   x i

Elementary Linear Algebra: Section 7.1, p.351 9/88

  Ex 5: (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
Elementary Linear Algebra: Section 7.1, p.352 10/88
 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
0  1 0 0 1 0  x1   s  1 0
 0 0 0 ~ 0 0 0   x2   0  s 0  t 0, s, t  0
0 0 0 0 0 0  x3   t  0 1
 1 0 
     
s 0  t 0 s, t  R  : the eigenspace of A correspond ing to   2
 0 1 
     
Thus, the dimension of its eigenspace is 2.

Elementary Linear Algebra: Section 7.1, p.352 11/88

  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.

Elementary Linear Algebra: Section 7.1, p.353 12/88

  Ex 6：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 s : 1  1, 2  2, 3  3
Elementary Linear Algebra: Section 7.1, p.353 13/88
 (1)1  1 0 0 0 0   x1  0
0 0  5 10   x2  0
 (1I  A) x   
 1 0  1 0   x3  0
    
 1 0 0  2   x4   0 
0 0 0 0  1 0 0 2   x1   2t  0  2
0
 0  5 10  0 0 1  2  x2   s  1  0 
~   s t , s, t  0
 1 0  1 0  0 0 0 0   x3   2t  0  2 
           
 1 0 0  2  0 0 0 0   x4   t   0   1 

 0    2  
    
1  0  
 ,  is a basis for the eigenspace
0  2   of A corresponding to   1
0  1  
Elementary Linear Algebra: Section 7.1, p.353 14/88
 (2)2  2 1 0 0 0   x1  0
0 1  5 10   x2  0
 (2 I  A) x   
 1 0 0 0   x3  0
    
 1 0 0  1  x4  0
1 0 0 0  1 0 0 0  x1   0  0
 0 1  5 10  0 1
 ~  5 0  x2  5t  5
  t , t 0
 1 0 0 0  0 0 0 1  x3   t  1
         
 1 0 0  1 0 0 0 0   x4   0   0 
 0  
  
 5  
   is a basis for the eigenspace
1  of A corresponding to   2
0 
Elementary Linear Algebra: Section 7.1, p.353 15/88
 (3)3  3 2 0 0 0   x1  0
0 2  5 10  x2  0
 (3I  A) x   
 1 0 1 0   x3  0
    
 1 0 0 0   x4  0
2 0 0 0  1 0 0 0  x1   0   0 
0
 2  5 10 0 1 0 5  x2   5t   5
~   t , t0
 1 0 1 0  0 0 1 0  x3   0   0 
         
 1 0 0 0  0 0 0 0   x4   t   1 
 0  
  
 5 
  is a basis for the eigenspace
 0   of A corresponding to   3
 1  
Elementary Linear Algebra: Section 7.1, p.353 16/88
  Thm 7.3: (Eigenvalues of triangular matrices)
If A is an nn triangular matrix, then its eigenvalues are
the entries on its main diagonal.
 Ex 7: (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
Elementary Linear Algebra: Section 7.1, p.354 17/88
  Eigenvalues and eigenvectors of linear transformations:
A number  is called an eigenvalue of a linear tra nsformatio n
T : V  V if there is a nonzero vector x such that T (x)  x.
The vector x is called an eigenvecto r of T correspond ing to  ,
and the setof all eigenvecto rs of  (with the zero vector) is
called the eigenspace of  .

Elementary Linear Algebra: Section 7.1, p.355 18/88

  Ex 8: (Finding eigenvalues and eigenspaces)
Find the eigenvalue s and correspond ing eigenspace s
1 3 0 
A  3 1 0 .
 
0 0  2
Sol:  1 3 0
I  A   3   1 0  (  2) 2 (  4)
0 0 2
eigenvalue s : 1  4, 2  2
The eigenspace s for these two eigenvalue s are as follows.
B1  {(1, 1, 0)} Basis for 1  4
B2  {(1,  1, 0), (0, 0, 1)} Basis for 2  2
Elementary Linear Algebra: Section 7.1, p.355 19/88
  Notes:
(1) Let T:R 3  R 3 be the linear transformatio n whose standard matrix
is A in Ex. 8, and let B' be the basis of R 3 made up of three linear
independen t eigenvecto rs found in Ex. 8. Then A' , the matrix of T
relative to the basis B' , is diagonal.
4 0 0
A'  0  2 0 
B'  {(1, 1, 0), (1,  1, 0), (0, 0, 1)}  
 0 0  2 
E ig e n v e c to rs o f A E ig e n v a lu e s o f A

(2) The main diagonal entries of the matrix A' are the eigenvalue s of A.

Elementary Linear Algebra: Section 7.1, p.355 20/88

Key Learning in Section 7.1
▪ Verify eigenvalues and corresponding eigenvectors.
▪ Find eigenvalues and corresponding eigenspaces.
▪ Use the characteristic equation to find eigenvalues and
eigenvectors, and find the eigenvalues and eigenvectors of a
triangular matrix.
▪ Find the eigenvalues and eigenvectors of a linear
transformation.

21/88
Keywords in Section 7.1
 eigenvalue problem: 特徵值問題
 eigenvalue: 特徵值
 eigenvector: 特徵向量
 characteristic polynomial: 特徵多項式
 characteristic equation: 特徵方程式
 eigenspace: 特徵空間
 multiplicity: 重根數

22/88
 7.2 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.
Elementary Linear Algebra: Section 7.2, p.359 23/88
  Thm 7.4: (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
A and B have the same characteristic polynomial.
Thus A and B have the same eigenvalues.

Elementary Linear Algebra: Section 7.2, p.360 24/88

  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
Eigenvalue s : 1  4, 2  2, 3  2
1
(1)  4  Eigenvecto r : p1  1
0
Elementary Linear Algebra: Section 7.2, p.359 25/88
 1 0
(2)  2  Eigenvector : p2   1 , p3  0
 0  1
1 1 0 4 0 0
P  [ p1 p2 p3 ]  1  1 0  P 1 AP  0  2 0 
0 0 1 0 0  2
 Notes:  1 1 0  2 0 0 
(1) P  [ p2 p1 p3 ]   1 1 0  P 1 AP   0 4 0 
 0 0 1  0 0  2
 1 0 1  2 0 0
(2) P  [ p2 p3 p1 ]   1 0 1  P 1 AP   0  2 0
 0 1 0  0 0 4
Elementary Linear Algebra: Section 7.2, p.359 26/88
  Thm 7.5: (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 p 2  p n ] and D  diag (1 , 2 ,, n )
1 0  0 
0   0 
PD  [p1 p 2  p n ] 2 
    
 
 0 0  n

 [1p1 2p 2  np n ]

Elementary Linear Algebra: Section 7.2, pp.360-361 27/88
 AP  A[p1 p 2  p n ]  [ Ap1 Ap 2  Ap n ]

 AP  PD
 Ap i  i p i , i  1, 2,, n
(i.e. the column vec tor pi of P are eigenvecto rs of A)
 P is invertible  p1 , p 2 ,, p n are linearly independen t.
 A has n linearly independen t eigenvecto rs.

() A has n linearly independen t eigenvecto rs p1 , p2 , pn

with corresponding eigenvalue s 1 , 2 , n
i.e. Api  i pi , i  1, 2,, n
Let P  [p1 p 2  p n ]

Elementary Linear Algebra: Section 7.2, pp.360-361 28/88

 AP  A[p1 p 2  p n ]
 [ Ap1 Ap 2  Ap n ]
 [1p1 2p 2  np n ]
1 0  0
0   0 
 [p1 p 2  p n ] 2
 PD
   
 
0 0  n 
 p1 , p1 ,, p n are linearly independen t  P is invertible
 P 1 AP  D
 A is diagonaliz able
Note: If n linearly independent vectors do not exist,
then an n  n matrix A is not diagonalizable.
Elementary Linear Algebra: Section 7.2, pp.360-361 29/88
  Ex 4: (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
Eigenvalue : 1  1

0  2 0 1 1
I  A  I  A    ~   Eigenvecto r : p1   
0 0  0 0 0
A does not have two (n=2) linearly independent eigenvectors,
so A is not diagonalizable.
Elementary Linear Algebra: Section 7.2, p.362 30/88
  Steps for diagonalizing an nn square matrix:
Step 1: Find n linearly independent eigenvectors p1 , p 2 ,, p n
for A with corresponding eigenvalues 1 , 2 ,, n
Step 2: Let P  [p1 p 2  p n ]
Step 3:
1 0  0
0   0 
P 1 AP  D   2
, where Ap i  i p i , i  1, 2,, n
   
 
0 0  n 
Note:
The order of the eigenvalues used to form P will determine the order
in which the eigenvalues appear on the main diagonal of D.
Elementary Linear Algebra: Section 7.2, p.362 31/88
  Ex 5: (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

Eigenvalue s : 1  2, 2  2, 3  3

Elementary Linear Algebra: Section 7.2, p.363 32/88

 1  2  1 1 1  1 0 1
 1I  A   1  1  1 ~ 0 1 0
   
 3  1 3  0 0 0 
 x1   t   1  1
  x2    0   t  0   Eigenvecto r : p1   0 
 x3   t   1   1 
2  2
 3 1 1  1 0  14 
 2 I  A    1  5  1 ~ 0 1 14 
   
 3  1  1 0 0 0 
 x1   14 t  1 1
  x2    14 t   14 t  1  Eigenvecto r : p2   1
 x3   t   4   4 
Elementary Linear Algebra: Section 7.2, p.363 33/88
 3  3  2 1 1  1 0 1 
 3I  A   1 0  1 ~ 0 1  1
   
 3  1 4  0 0 0 
 x1   t   1  1
  x2    t   t  1   Eigenvecto r : p3   1 
 x3   t   1   1 
 1 1  1
Let P  [ p1 p2 p3 ]   0  1 1 
 1 4 1 
2 0 0
 P 1 AP  0  2 0
0 0 3
Elementary Linear Algebra: Section 7.2, p.363 34/88
  Notes: k is a positive integer
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 AP) k
 ( P 1 AP)( P 1 AP)    ( P 1 AP)
 P 1 A( PP 1 ) A( PP 1 )    ( PP 1 ) AP
 P 1 AA    AP
 P 1 Ak P
 Ak  PD k P 1
Elementary Linear Algebra: Section 7.2, Addition 35/88
  Thm 7.6: (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.

Elementary Linear Algebra: Section 7.2, p.364 36/88

  Ex 7: (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 the main diagonal entries.
1  1, 2  0, 3  3
These three values are distinct, so A is diagonalizable. (Thm.7.6)

Elementary Linear Algebra: Section 7.2, p.364 37/88

  Ex 8: (Finding a diagonalizing matrix for a linear transformation)
Let T:R 3  R 3 be the linear transformatio n given by
T ( x1,x2 ,x3 )  ( x1  x2  x3 , x1  3x2  x3 ,  3x1  x2  x3 )
Find a basis B for R 3 such that the matrix for T
relative to B is diagonal.
Sol: The standard matrix for T is given by
 1  1  1
A  T (e1 ) T (e2 ) T (e3 )   1 3 1 
 3 1  1
From Ex. 5, there are three distinct eigenvalues
1  2, 2   2, 3  3
so A is diagonalizable. (Thm. 7.6)
Elementary Linear Algebra: Section 7.2, p.365 38/88
 Thus, the three linearly independent eigenvectors found in Ex. 5
p1  (1, 0, 1), p2  (1,  1, 4), p3  (1, 1, 1)
can be used to form the basis B. That is
B  { p1 , p2 , p3}  {( 1, 0, 1), (1,  1, 4), (1, 1, 1)}
The matrix for T relative to this basis is
D  [T ( p1 )]B [T ( p2 )] B [T ( p3 )]B 
 [ Ap1 ]B [ Ap2 ]B [ Ap3 ]B 
 [1 p1 ]B [2 p2 ]B [3 p3 ]B 
 2 0 0
 0  2 0
0 0 3
Elementary Linear Algebra: Section 7.2, p.365 39/88
Key Learning in Section 7.2
▪ Find the eigenvalues of similar matrices, determine whether
a matrix A is diagonalizable, and find a matrix P such that
P‒1 AP is diagonal.
▪ Find, for a linear transformation T: V→V a basis B for V
such that the matrix T for B relative to is diagonal.

40/88
Keywords in Section 7.2
 diagonalization problem: 對角化問題
 diagonalization: 對角化
 diagonalizable matrix: 可對角化矩陣

41/88
 7.3 Symmetric Matrices and Orthogonal Diagonalization
 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
Elementary Linear Algebra: Section 7.3, p.368 42/88
  Thm 7.7: (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.

Elementary Linear Algebra: Section 7.3, p.368 43/88

  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
Elementary Linear Algebra: Section 7.3, p.369 44/88
 (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.

Elementary Linear Algebra: Section 7.3, p.369 45/88

  Orthogonal matrix:
A square matrix P is called orthogonal if it is invertible and

P 1  PT

 Ex 4: (Orthogonal matrices)
 0 1 0  1
(a) P    is orthogonal because P  P  
1 T
 .
  1 0 1 0 
3  4  3 4
5 0 5   5
0
5
(b) P   0 1  
0 is orthogonal because P  P  0 1
1 T
0 .
4 3   4 3
 0   0 
 5 5   5 5 

Elementary Linear Algebra: Section 7.3, p.370 46/88

  Thm 7.8: (Properties of orthogonal matrices)

An nn matrix P is orthogonal if and only if

its column vectors form an orthogonal set.

Elementary Linear Algebra: Section 7.3, p.370 47/88

  Ex 5: (An orthogonal matrix)
 13 2 2
 2 
3 3

P 5 1
5
0
 2 4 5 
3 5 3 5 3 5

Sol: If P is a orthogonal matrix, then P 1  PT  PPT  I

 1 2 2  1 2 2 
1 0 0
  2 1 4 
3 3 3 3 5 3 5
PPT    25 1
0  0 1 0  I
5  3 5 3 5
 
 3 25 3 45 3 5 5   23 0 3 5 5  0 0 1
  
 13   23   23 
 2   1   
Let p1   5 , p 2   5 , p 3   0 
 2   4   5 
3 5  3 5  3 5 
Elementary Linear Algebra: Section 7.3, p.371 48/88
 produces
p1  p 2  p1  p 3  p 2  p 3  0
p1  p 2  p 3  1

{p1 , p 2 , p3} is an orthonorma l set.

Elementary Linear Algebra: Section 7.3, p.371 49/88

  Thm 7.9: (Properties of symmetric matrices)

Let A be an nn symmetric matrix. If 1 and 2 are distinct

eigenvalues of A, then their corresponding eigenvectors x1
and x2 are orthogonal.

Elementary Linear Algebra: Section 7.3, p.372 50/88

  Ex 6: (Eigenvectors of a symmetric matrix)

 Sol: Characteristic function

 3 1
I  A   2  6  8  (  2)(  4)  0
1  3
 Eigenvalue s : 1  2, 2  4
 1  1 1 1  1
(1) 1  2  1I  A    ~   x 1  s  , s  0
 1  1 0 0 1
 1  1 1  1 1
(2) 2  4  2 I  A    ~   x 2  t  , t  0
 1 1  0 0  1
 s  t 
x 1  x 2        st  st  0  x 1 and x 2 are orthogonal .
 s  t 
Elementary Linear Algebra: Section 7.3, p.372 51/88
  Ex 6: (Eigenvectors of a symmetric matrix)
 0 1
Show that any two eigenvecto rs of A   
  1 0 
correspond ing to distinct eigenvalue s are orthogonal .
 Sol: Characteristic function
  3 1
I  A   2  6  8  (  2)(  4)  0
1   3
 Eigenvalue s : 1  2, 2  4
 1  1 1 1  1
(1) 1  2  1I  A    ~   x 1  s  , s  0
 1  1 0 0 1
 1  1 1  1 1
(2) 2  4  2 I  A    ~   x 2  t  , t  0
 1 1  0 0  1
 s  t 
x 1  x 2        st  st  0  x 1 and x 2 are orthogonal .
 s  t 
Elementary Linear Algebra: Section 7.3, p.372 52/88
  Thm 7.10: (Fundamental theorem of symmetric matrices)
Let A be an nn matrix. Then A is orthogonally diagonalizable
and has real eigenvalue if and only if A is symmetric.

 Orthogonal diagonalization of a symmetric matrix:

Let A be an nn symmetric matrix.
(1) Find all eigenvalues of A and determine the multiplicity of each.
(2) For each eigenvalue of multiplicity 1, choose a unit eigenvector.
(3) For each eigenvalue of multiplicity k2, find a set of k linearly
independent eigenvectors. If this set is not orthonormal, apply Gram-
Schmidt orthonormalization process.
(4) The composite of steps 2 and 3 produces an orthonormal set of n
eigenvectors. Use these eigenvectors to form the columns of P. The
matrix P 1 AP  PT AP  D will be diagonal.

Elementary Linear Algebra: Section 7.3, p.373 53/88

  Ex 7: (Determining whether a matrix is orthogonally diagonalizable)
Symmetric Orthogonally
matrix diagonalizable
1 1 1
A1  1 0 1
 
1 1 1
 5 2 1
A2   2 1 8
 
  1 8 0 
 3 2 0
A3  
2 0 1
0 0 
A4  
0  2
Elementary Linear Algebra: Section 7.3, p.373 54/88
  Ex 9: (Orthogonal diagonalization)
Find an orthogonal matrix P that diagonaliz es A.
2 2  2
A   2 1 4 
 
 2 4  1 
Sol:
(1) I  A  (  3)2 (  6)  0

1  6, 2  3 (has a multiplici ty of 2)

v1
(2) 1  6, v1  (1,  2, 2)  u1   ( 13 , 32 , 23 )
v1
(3) 2  3, v2  (2, 1, 0), v3  (2, 0, 1)

Linear Independent
Elementary Linear Algebra: Section 7.3, p.375 55/88
 Gram-Schmidt Process:
v3  w2
w2  v2  (2, 1, 0), w3  v3  w2  ( 52 , 54 , 1)
w2  w2
w2 w3
u2   ( 5 , 5 , 0), u3 
2 1
 ( 325 , 3 4 5 , 3 5 5 )
w2 w3

 13 2
5
2
3 5 
(4) P  [ p1 p2 p3 ]   32 1
5
4 
3 5

 23 0 3 5
5


  6 0 0
 P 1 AP  P T AP   0 3 0
 0 0 3
Elementary Linear Algebra: Section 7.3, p.375 56/88
Key Learning in Section 7.3
 Recognize, and apply properties of, symmetric matrices.
 Recognize, and apply properties of, orthogonal matrices.
 Find an orthogonal matrix P that orthogonally diagonalizes
a symmetric matrix A.

57/88
Keywords in Section 7.3
 symmetric matrix: 對稱矩陣
 orthogonal matrix: 正交矩陣
 orthonormal set: 單範正交集
 orthogonal diagonalization: 正交對角化

58/88
 7.4 Applications of Eigenvalues and Eigenvectors
 Population growth:
The age distribution vector x represents the number of
population members in each age class, where
 x1  Number in first age class
x  Number in second age class
x   2
 
 
 xn  Number in nth age class
Multiplying the age transition matrix by the age distribution
vector for a specific time period produces the age distribution
vector for the next time period. That is,
b1 b2 ... bn 1 b n 
p 0 ... 0 0 
 1
Lxj = xj+1 L  0 p 2 ... 0 0 
 
    
0 0 ... pn 1 0 

Elementary Linear Algebra: Section 7.4, p.378 59/88
  Ex 1: (A Population Growth Model)
The current age distribution vector is
24 0 ≤ age < 1
x1  24 1 ≤ age < 2
20 2 ≤ age ≤ 3
and the age transition matrix is
0 6 8 
L  0.5 0 0
0 0.5 0
After 1 year, the age distribution vector will be
0 6 8 24 304 0 ≤ age < 1
x 2  Lx1  0.5 0 0 24  12  1 ≤ age < 2
0 0.5 0 20 12  2 ≤ age ≤ 3
Elementary Linear Algebra: Section 7.4, p.379 60/88
  Ex 2: (Finding a Stable Age Distribution Vector)
To solve this problem, find an eigenvalue and a corresponding
eigenvector x such that Lx = x. The characteristic polynomial
of L is
I  L  (  1)2 (  2)
(check this), which implies that the eigenvalues are −1 and 2.
Choosing the positive value, let λ=2. Verify that the
corresponding eigenvectors are of the form

 x1  16t  16 
x1   x2    4t   t  4
 x3   t   1 

Elementary Linear Algebra: Section 7.4, p.379 61/88

  Ex 2: (Finding a Stable Age Distribution Vector)
For example, if t = 2, then the initial age distribution vector is
32  0 ≤ age < 1
x1   8  1 ≤ age < 2
 2 2 ≤ age ≤ 3
and the age distribution vector for the next year is
0 6 8 32  64 0 ≤ age < 1
x 2  Lx1  0.5 0 0  8   16  1 ≤ age < 2
0 0.5 0  2  4 2 ≤ age ≤ 3
Notice that the ratio of the three age classes is still 16 : 4 : 1,
and so the percent of the population in each age class remains
the same.
Elementary Linear Algebra: Section 7.4, p.379 62/88
  Systems of Linear Differential Equations (Calculus)
A system of first-order linear differential equations
y1' = a11y1 + a12y2 + . . . + a1nyn
y2' = a21y1 + a22y2 + . . . + a2nyn

yn' = an1y1 + an2y2 + . . . + annyn

dyi
where each yi is a function of t and y1'  . If you let
dt
 y1'   y1 
 ' y  a11 a12 ... a1n 
y '   , y   2 , and A  a21 a22 ... a2 n 
 y2 
  
    an1 a n 2 ... ann 
 yn 
'
 yn 
then the system can be written in matrix form as y' = Ay.
Elementary Linear Algebra: Section 7.4, p.380 63/88
  Ex 3: (Solving a System of Linear Differential Equations)
Solve the system of linear differential equations.
y1' = 4y1
y2' = −y2
y3' = 2y3
Sol:
From calculus, you know that the solution of the differential
equation y' = ky is
y = Cekt
So, the solution of the system is
y1 = C1e4t
y2 = C2e−t
y3 = C3e2t
Elementary Linear Algebra: Section 7.4, p.380 64/88
  Ex 4: (Solving a System of Linear Differential Equations)
Solve the system of linear differential equations.
y1' = 3y1 + 2y2
y2' = 6y1 − y2
3 2
first find a matrix P that diagonalizes A    .
6  1 
Verify that the eigenvalues of A are 1 = −3 and 2 = 5, and
that the corresponding eigenvectors are p1 = [1 −3]T and
p2 = [1 1]T. Diagonalize A using the matrix P whose
columns consist of p1 and p2 to obtain

 1 1 1  1

1
 1  3 0 
P  , P  
4 4
, and P AP   
  3 1  4
3
4
1
 0 5 

Elementary Linear Algebra: Section 7.4, p.381 65/88
  Quadratic Forms

ax2  bxy  cy 2  dx  ey  f  0 Quadratic equation

a( x) 2  c( y) 2  d x  ey  f   0

 a b 2
A
b 2 c 

ax 2  bxy  cy 2 Quadratic form

Elementary Linear Algebra: Section 7.4, p.382 66/88

  Ex 5: (Finding the Matrix of the Quadratic Form)
(a) 4x2 + 9y2 − 36 = 0
(b) 13x2 − 10xy + 13y2 − 72 = 0
Sol:
(a) a = 4, b = 0, and c = 9, so the matrix is
 4 0
A  Diagonal matrix (no xy-term)
 0 9 
(b) a = 13, b = −10, and c = 13, so the matrix is
13  5
A  Nondiagonal matrix (xy-term)
  5 13

Elementary Linear Algebra: Section 7.4, p.382 67/88

 x2 y2
2
 2 1
3 2

( x) 2 ( y) 2
2
 2 1
3 2
 x
X  
 y

Elementary Linear Algebra: Section 7.4, p.382 68/88

  x
X  
 y
 a b 2  x   x
X T AX  d e X  f   xy      d e   f
b 2 c   y   y
 ax 2  bxy  cy 2  dx  ey  f
 x
PT X  X    
 y
X  PX 

X T AX  ( PX )T A( PX )  ( X )T PT APX   ( X )T DX 

cos   sin  
P 1
P
 sin  cos  

Elementary Linear Algebra: Section 7.4, p.382 69/88

  Principal Axes Theorem

ax2  bxy  cy 2  dx  ey  f  0
X  PX  P 1

 0 
PT AP   1
 0 2 

1 ( x) 2  2 ( y) 2  d ePX   f  0

Elementary Linear Algebra: Section 7.4, p.383 70/88

  Ex 6: (Rotation of a Conic)
13 x 2  10 xy  13 y 2  72  0
Sol:
 13  5
A
 5 13 
eigenvalue
1  8 and 2  18

8( x) 2  18( y) 2  72  0

( x) 2 ( y) 2
2
 2 1
3 2
eigenvector Orthogonal matrix
 1 1 
 1 
1
x1    and x2   

P 2 2   cos   sin  
1 1 1 1   sin  cos  
 
Elementary Linear Algebra: Section 7.4, p.383  2 2  71/88
 x1 x2 x1 x2 x1 x2
 1 1   1 1   1 1 

 2  
2   2 2  2 2
 1 1   1 1   1 1 
       
 2 2  2 2  2 2
1  8, 2  18 1  18, 2  8 1  18, 2  8
  225  135   315 

Elementary Linear Algebra: Section 7.4, p.384 72/88

  Ex 7: (Rotation of a Conic)
3x 2  10 xy  3 y 2  16 2x  32  0
Sol:
 3  5
A
 5 3 
eigenvalue
1  8 and 2  2
eigenvector
x1  (1, 1) and x2  (1,  1)
orthogonal matrix
 1 1 
 2  
2  cos   sin  
P P 1
1 1   sin  cos  
  
 2 2
Elementary Linear Algebra: Section 7.4, p.385 73/88
  1 1 
 2   
d ePX   16 2 0  2  x   16 x  16 y
1 1   y
  
 2 2

8( x) 2  2( y) 2  16 x  16 y  32  0

( x  1) 2 ( y  4) 2
2
 2
1
1 2

Elementary Linear Algebra: Section 7.4, p.385 74/88

 ax2  by 2  cz 2  dxy  exz  fyz  gx  hy  iz  j  0 Quadratic equation

 a d 2 e 2
A  d 2 b f 2
 
e 2 f 2 c 

ax2  by 2  cz 2  dxy  exz  fyz Quadratic form

Elementary Linear Algebra: Section 7.4, p.388 75/88

  Ellipsoid
x2 y 2 z 2
2
 2  2 1
a b c

Elementary Linear Algebra: Section 7.4, p.386 76/88

  Hyperboloid of One Sheet
x2 y2 z 2
2
 2  2 1
a b c

Elementary Linear Algebra: Section 7.4, p.386 77/88

  Hyperboloid of Two Sheet

x2 y2 z 2
2
 2  2 1
a b c

Elementary Linear Algebra: Section 7.4, p.386 78/88

  Elliptic Cone

x2 y 2 z 2
2
 2  2 0
a b c

Elementary Linear Algebra: Section 7.4, p.387 79/88

  Elliptic Paraboloid

x2 y 2
z 2 2
a b

Elementary Linear Algebra: Section 7.4, p.387 80/88

  Hyperbolic Paraboloid

y 2 x2
z 2  2
b a

Elementary Linear Algebra: Section 7.4, p.387 81/88

  Ex 8: (Rotation of a Quadric Surface)
5 x 2  4 y 2  5 z 2  8 xz  36  0
Sol:
5 0 4
A  0 4 0 
 
 4 0 5 
1  1, 2  4, and 3  9
( x) 2  4( y) 2  9( z) 2  36  0

( x) 2 ( y) 2 ( z) 2

2
 2  2 1
6 3 2

Elementary Linear Algebra: Section 7.4, p.388 82/88

  1 1 
 2 0
2
P 0 1 0 
 1 1 
 0 
 2 2

Elementary Linear Algebra: Section 7.4, p.388 83/88

Key Learning in Section 7.4
 Model population growth using an age transition matrix and an
age distribution vector, and find a stable age distribution vector.
 Use a matrix equation to solve a system of first-order linear
differential equations.
 Find the matrix of a quadratic form and use the Principal Axes
Theorem to perform a rotation of axes for a conic and a quadric
surface.
 Solve a constrained optimization problem.

84/88
Keywords in Section 7.4
 population growth: 人口成長
 age distribution vector: 年齡分佈向量
 age transition matrix: 年齡轉換矩陣
 quadratic form: 二次式
 quadratic equation: 二次方程式
 principal axes theorem: 主軸定理

85/88
 7.1 Linear Algebra Applied
 Diffusion

Eigenvalues and eigenvectors are useful for modeling

real-life phenomena. For example, consider an
experiment to determine the diffusion of a fluid from one
flask to another through a permeable membrane and then
out of the second flask, researchers determine that the
flow rate between flasks is twice the volume of fluid in
the first flask and the flow rate out of the second flask is
three times the volume of fluid in the second flask, then
the system of linear differential equations below, where
yi represents the volume of fluid in flask i, models this
situation.
y1' = ‒2y1
y2' = 2y1 ‒ 3y2
In Section 7.4, you will use eigenvalues and eigenvectors
to solve such systems of linear differential equations. For
now, verify that the solution of this system is
y1 = C1e ‒2t
y2 = 2C1e ‒2t + C2e ‒3t .

Elementary Linear Algebra: Section 7.1, p.354 86/88

 7.2 Linear Algebra Applied
 Genetics
Genetics is the science of heredity. A mixture of chemistry and
biology, genetics attempts to explain hereditary evolution and gene
movement between generations based on the deoxyribonucleic acid
(DNA) of a species. Research in the area of genetics called population
genetics, which focuses on genetic structures of specific populations,
is especially popular today. Such research has led to a better
understanding of the types of genetic inheritance. For instance, in
humans, one type of genetic inheritance is called X–linked inheritance
(or sex-linked inheritance), which refers to recessive genes on the X
chromosome. Males have one X and one Y chromosome, and females
have two X chromosomes. If a male has a defective gene on the X
chromosome, then its corresponding trait will be expressed because
there is not a normal gene on the Y chromosome to suppress its
activity. With females, the trait will not be expressed unless it is
present on both X chromosomes, which is rare. This is why inherited
diseases or conditions are usually found in males, hence the term sex-
linked inheritance. Some of these include hemophilia A, Duchenne
muscular dystrophy, red-green color blindness, and hereditary
baldness. Matrix eigenvalues and diagonalization can be useful for
coming up with mathematical models to describe X-linked inheritance
in a given population.
Elementary Linear Algebra: Section 7.2, p.365 87/88
 7.3 Linear Algebra Applied
 Relative Maxima and Minima

The Hessian matrix is a symmetric matrix that can be

helpful in finding relative maxima and minima of
functions of several variables. For a function f of two
variables x and y—that is, a surface in R3 —the Hessian
matrix has the form
 f xx f xy 
 .
 f yx f yy 
The determinant of this matrix, evaluated at a point for
which fx and fy are zero, is the expression used in the
Second Partials Test for relative extrema.

Elementary Linear Algebra: Section 7.3, p.375 88/88

 7.4 Linear Algebra Applied
 Architecture

Some of the world’s most unusual architecture makes

use of quadric surfaces. For example, Catedral
Metropolitana Nossa Senhora Aparecida, a cathedral
located in Brasilia, Brazil, is in the shape of a
hyperboloid of one sheet. It was designed by Pritzker
Prize winning architect Oscar Niemeyer, and dedicated
in 1970. The sixteen identical curved steel columns are
intended to represent two hands reaching up to the sky.
In the triangular gaps formed by the columns,
semitransparent stained glass allows light inside for
nearly the entire height of the columns.

Elementary Linear Algebra: Section 7.4, p.388 89/88