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Eigenvalues & Eigenvectors

This module introduces the calculation of eigenvalues and eigenvectors of matrices. The key steps are: 1) Form the characteristic matrix A - xIn by subtracting the identity matrix multiplied by a scalar x from the original matrix A. 2) Calculate the characteristic polynomial by taking the determinant of the characteristic matrix. 3) Solve the characteristic polynomial to find the eigenvalues x. 4) Find the eigenvectors by solving the system (A - xIn)v = 0. An example calculates the eigenvalues (3, 2) and corresponding eigenvectors (1, 2), (1, 1) of the 2x2 matrix provided.

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0% found this document useful (0 votes)
121 views8 pages

Eigenvalues & Eigenvectors

This module introduces the calculation of eigenvalues and eigenvectors of matrices. The key steps are: 1) Form the characteristic matrix A - xIn by subtracting the identity matrix multiplied by a scalar x from the original matrix A. 2) Calculate the characteristic polynomial by taking the determinant of the characteristic matrix. 3) Solve the characteristic polynomial to find the eigenvalues x. 4) Find the eigenvectors by solving the system (A - xIn)v = 0. An example calculates the eigenvalues (3, 2) and corresponding eigenvectors (1, 2), (1, 1) of the 2x2 matrix provided.

Uploaded by

Myla Velasco
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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SEd Math 311 Linear Algebra

Module 6: Eigenvalues and Eigenvectors

Introduction

This module introduces the calculation of eigenvalues and eigenvectors. The eigenvalue
and eigenvector problem has a wide range of theoretical applications including solving
systems of differential equations, analyzing population growth models, and calculating
powers of matrices in order to define the exponential matrix. As a future secondary
mathematics teacher, it is important that you can at least acquire the skill of sharing how
to solve for eigenvalues and eigenvectors of matrices. Some students might choose to
specialize in physics, sociology, biology, economics, statistics, and other areas that have
considerable attention to eigenvalues and eigenvectors.

Learning Outcomes

At the end of the module, you are expected to be able to solve for the eigenvalues and
eigenvectors of a matrix and form the eigenspace of the matrix.

Contents

Definitions. Let A be n  n matrix. A scalar x is called an eigenvalue of A if there is a


nonzero vector v such that Av = xv. Such a vector v is called an eigenvector of A
corresponding to eigenvalue x. The set of all eigenvectors v  R n corresponding to x is a
 
subspace of R n , denoted by S x   v  R n  A  xI n v  0 , called the eigenspace of A
corresponding to x. That is, all eigenvectors corresponding to x form a vector space.

To solve for the eigenvalues xi and the corresponding eigenvectors v of n  n matrix A,


we need to solve for the following:

1. Characteristic matrix A  xI n i. e. multiply an n  n identity matrix by the scalar


and subtract the result from matrix A
2. Characteristic polynomial of A i. e. the determinant of matrix A  xI n .
3. Characteristic values x that satisfy the equation det  A  xI n   0 (eigenvalues)
4. Corresponding vector to each eigenvalue (eigenvector)

 1 1
Example 6. 1. Consider A   .
  2 4

Step 1: Solve for the characteristic matrix of A:

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SEd Math 311 Linear Algebra

A  xI n
1 1 1 0
   x 
 2 4 0 1 
1  x 1 

4  x 
.
 2

Step 2: Find the determinant of A  xI n :

det  A  xl n 
 1  x 4  x    21
 x 2  5x  6
Step 3: Equate the polynomial to zero i. e. x 2  5x  6  0 then solve for x:

x 2  5x  6  0
x  3x  2  0
x  3; x  2

Since 2 and 3 are real numbers, the two eigenvalues, x  3 and x  2.

Step 4: Find for the corresponding eigenvectors.

(4a) Find first the eigenvector that corresponds to eigenvalue of 3. By substituting


this value in A  xI n , you get that

1  x 1  1  3 1   2 1
  2 4  x    2 4  3   2 1.
. 
     

 2 1 a 
Let B    and vector v 1    and solve Bv 1  0 :
 2 1 b 

 2 1 a  0
 2 1 b   0
    

 2 1 0
 
 2 1 0
 2 1 0
  R1  R2  R2
0 0 0

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SEd Math 311 Linear Algebra

In equation this is  2a  b  0 or 2a  b. Let a  q where q is a nonzero real


number. Then 2q   b or b  2q. Therefore, the eigenvector that corresponds to
 q  1
the eigenvalue of 3 is v 1       q.
 2q   2

To determine if the eigenvector is correct, check if the product of matrix A and


v 1 is equal to the product of the eigenvalue and v 1 . Notice that matrix A
multiplied to v 1 is

 1 1  q   q  2q  3q 
 2 4 2q    2q  8q   6q 
      

 q  3q 
Similarly, the eigenvalue multiplied to v 1 is 3    .
 2 q  6 q 

(4b) Proceed to finding the eigenvector of matrix A corresponding to the x  2.


By substituting this value in the characteristic matrix A  xI n ,

1  x 1  1  2 1    1 1
  2 4  x .    2 4  2   2 2.
     

  1 1 a 
Let C    and let the vector v 2    then solve for Cv 2  0 i. e.
  2 2 b 

  1 1 a  0
 2 2 b   0
    

 1 1 0
 
 2 2 0
 1 1 0
  2 R1  R2  R2
0 0 0

 ab  0
ab

Let a = r, then b = r. The eigenvector of matrix A that corresponds to eigenvalue


r  1
of 2 is v 2       r.
r  1

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SEd Math 311 Linear Algebra

 1 1  r  r 
To check this result, test if     is equal to 2  . Notice that
  2 4  r  r 

 1 1   r   r  r   2r   r   2r 
 2 4 r    2r  4r   2r  and 2r   2r .
          


 1  1 

Therefore, the eigenspace S x  of matrix A is   q, 1 r q, r  R except 0

  2  

4  1 3 
Example 2. Determine all the eigenvalues and eigenvectors of A  0 2 1 .
0 0  3
Step 1: Solve for A  xI n .

4  1 3  1 0 0

A  xI n  0 2 1   x 0 1 0

0 0  3 0 0 1
4  x  1 3 

 0 2 x 1 
 0 0  3  x 

Step 2: Solve for the determinant of A  xI n.


4  x 1 3
0 2 x 1  4  x 2  x  3  x 
0 0 3 x

Step 3: Equate the polynomial to zero and then solve for the eigenvalues of A.

4  x 2  x  3  x   0
x  4 x  2 x  3

The eigenvalues are 4, 2 and 3.

Step 4a: Solve for the eigenvector of matrix A corresponding to eigenvalue of 4 i. e. find
a 
that nonzero vector v 1  b  such that  A  4I n v 1 equals the zero vector. So we
 c 
have

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SEd Math 311 Linear Algebra

 A  4 I n v1  0
4  4  1 3   a  0 
 0 24 1  b   0

 0 0  3  4  c  0
0  1 3   a  0 
0  2 1   b   0 
    
0 0  7  c  0

 b  3c  0
 2b  c  0
 7c  0  c  0 and b  0.

Note that if c = 0, b = 0, then a must be any real number q except zero. This
q  1
means that the eigenvector corresponding to eigenvalue of 4 is  0   0 q.
 0  0

Step 4b: Solve for the eigenvector of A corresponding to eigenvalue of 2 i. e. find that
a 
nonzero vector v 2  b  such that  A  2I n v 2  0.
 c 
 A  2 I n v 2  0
4  2  1 3   a  0 
 0 22 1  b   0

 0 0  3  2  c  0
 2  1 3   a  0 
0 0 1  b   0

0 0  5  c  0

2a  b  3c  0
c0
 5c  0  c  0

Let b  r such that r is any nonzero real number. Then by substitution,

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SEd Math 311 Linear Algebra

2a  b  3c  0
2a  r  30   0
2a  r
r
a
2

r / 2 1 / 2
The eigenvector formed is v 2   r    1  r.
 0   0 

Step 4c: Solve for the eigenvector of A that corresponds to eigenvalue of 3 i. e. find that
a 
nonzero vector v 3  b  such that  A   3I n v 3  0.
 c 
 A   3I n v 3  0
4   3 1 3   a  0 
 0 2   3 1   b   0 
    
 0 0  3   3  c  0
7  1 3  a  0 
 0 5 1   b   0 
    
0 0 0  c  0

 7a  b  3c  0
5b  c  0
00

Let c  s where s is any nonzero real number. By substitution,

5b  c  0  5b  s  0
s
b
5

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SEd Math 311 Linear Algebra

 s
7 a  b  3c  0  7 a      3s  0
 5
s
7 a   3s  0
5
16 s
7a  
5
16 s
a
35
 16s / 35  16 / 35
The vector formed is v 3    s / 5     1 / 5  s.
 s   1 

Hence, the eigenspace is

 1 1 / 2  16 / 35 
 0 q,  1  r ,   1 / 5  s q, r , s  R except 0 .
S x          
 0  0   1  
 

Enrichment Activities

Determine all eigenvalues and eigenvectors of the following matrices. Show that each
eigenvector corresponding to an eigenvalue is correct. Finally, form the eigenspace of
each matrix.

7 3 
a.  
 3 1

2 1 3 
 
b.  1 2 3 
 3 3 20 
 

The answers to these activities are available at https://bit.ly/2Dr27uD and


https://bit.ly/3lOW6ZO, respectively.

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SEd Math 311 Linear Algebra

Assessment Tasks

 2 3 2 
1. Show that v    is an eigenvector of A    corresponding to
1 3  2
eigenvalue   4.

1  2 1 0
   
2. Show that v   0  is an eigenvector of A   1 2 1  corresponding to
  1  0 1 2
   
eigenvalue   2.

3. Find the eigenvalues and eigenvectors of the following matrices:

3 0
a.  
1 2

 2 2 3
 
b.  1 2 1
 2  2 1
 

References

Aguinaldo, C. M. (n. d.). Linear Algebra: A teaching guide in S-Math 26 (Unpublished).


Philippine Normal University-Isabela Campus.

Dr. Trefor Bazzet (2017, June). What eigenvalues and eigenvectors mean geometrically
(youtube video). Available at https://bit.ly/3lQdP3o

patrickJMT (2014, February). Finding eigenvalues and eigenvectors: 2 2 Matrix


example (youtube video). Available at https://bit.ly/2Dr27uD

DrBrainWalton (2014, September). Example of 3 3 eigenvalues and eigenvectors


(youtube video). Available at https://bit.ly/3lOW6ZO

Maths with Jay (2016, September). Find eigenvectors of 3 3 matrix. Available at


https://bit.ly/3lN5kpC

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