Eigenvalues and Eigenvectors

Yanxiao Cao

Trial Lecture for New Channel

May 18, 2023

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Learning Outcomes

You will learn about the matrix eigenvalue problem Ax = λx, where A is a square
matrix and λ is a scalar (number).
You will be able to determine the eigenvalues and corresponding eigenvectors for a
given matrix A.
You will get to know some facts and properties about eigenvalues and eigenvectors.

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Introduction

When a square matrix A act upon a vector x, it generally outputs a new vector Ax,
which is similar to a function.
   
1 1 1
For example, if we take the matrix A = and apply it to the vector we get
0 1 1
        
1 1 1 1 1 2
=1 +1 = .
0 1 1 0 1 1
 
1
However, if we apply A to the vector we get
0
        
1 1 1 1 1 1
=1 +0 = .
0 1 0 0 1 0

When a matrix A acts upon a vector x and makes the new vector Ax parallel to x,
we have Ax = λx, where λ is a scaling factor. We call such a vector an eigenvector
for the matrix A, and the associated scaling factor λ an eigenvalue.

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How to Find?

The basic equation for eigenvectors and eigenvalues is

Ax = λx, (1)

where A is a square matrix and λ is a number. One property we see right away is

A2 x = λAx = λ2 x,

and in general
An x = λn x.
In a special case when A is a singular matrix, which means Ax = 0 has non-trivial
solution (x ̸= 0), we have λ = 0. But how to find them in a general case?
We can rewrite the equation (1) as

(A − λI)x = 0, (2)

where I is the identity matrix. If we want the equation (2) have non-trivial solution,
the matrix A − λI must be singular, which means

det(A − λI) = 0, (3)

which is called the characteristic equation.

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Example

 
1 0
Find the eigenvalues and eigenvectors of the matrix A = .
1 2
Solution. The eigenvalues and eigenvectors are found by solving the equation
Ax = λx, i.e. (A − λI)x = 0. Non-trivial solution exit if det(A − λI) = 0. That is,
     
1 0 1 0 1 − λ 0 
det −λ =0⇒  = 0,
1 2 0 1 1 2 − λ

expanding this determinant, we have (1 − λ)(2 − λ) = 0. Hence the solutions are

λ = 1 and λ = 2. Since the two eigenvalues are unequal, they are said to be distinct
eigenvalues. To each value of λ there corresponds an eigenvector. We now proceed
to find the eigenvectors.

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Case 1: λ = 1

Then we need to solve the equation (A − I)x = 0, that is

    
0 0 x1 0
= .
1 1 x2 0
 
x1
We can deduce here is that x1 = −x2 , so x = for any x1 ̸= 0. Therefore, the
−x1
 
1
eigenvectors corresponding to eigenvalue λ = 1 are all proportional to , e.g.
−1
   
2 −1
, etc. So the eigenvectors are not unique.
−2 1
Sometimes we write the eigenvector in normalised
" #form, that is with modulus or
√1
magnitude 1. Here, the normalised form is 2 .
− √12
Class exercise: find the normalised eigenvector in the Case 2: λ = 2.

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Summary

To solve the eigenvalue problem for an n × n matrix, follow these steps:

1. Compute the determinant of A −λI. With λ subtracted along the diagonal, this
determinant starts with λn or λ−n . It is a polynomial in λ of degree n.

2. Find the roots of this polynomial, by solving det(A − λI) = 0. Then roots are the
n eigenvalues of A. They make A − λI singular.

3. For each eigenvalue λ, solve (A − λI)x = 0 to find an eigenvector x.

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Facts

For a n × n matrix, we have n eigenvalues. However, these eigenvalues can be

repeated or even complex number.
Eigenvectors of a matrix A corresponding to distinct eigenvalues are linearly
independent.
Proof. Let λ1 and λ2 be the two distinct eigenvalues, and x1 and x2 are two
corresponding eigenvectors. Suppose that x1 and x2 are linearly dependent, i.e.
x1 = ax2 . Then

Ax1 = λ1 x1
⇒ aAx2 = aλ1 x2
⇒ Ax2 = λ1 x2

Since x2 ̸= 0, it must be the case that λ1 = λ2 , which contradicts our condition that
λ1 and λ2 are distinct. So x1 and x2 should be linearly independent.
The eigenvalues of a diagonal matrix are simply
 the
 diagonal elements. For example,
a 0
the 2 × 2 diagonal matrix D has the form . The characteristic equation
  0 d
a − λ 0 
det(D − λI) = 0 is  = 0, i.e. (a − λ)(d − λ) = 0.
0 d − λ

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Properties

Property 1 - Sum of Eigenvalues

For any square matrix A,

sum of eigenvalues = sum of diagonal entries of A (the trace of A).

Formally, for a n × n matrix A, we have ni=1 λi = trace(A).

P

Property 2 - Product of Eigenvalues

For any square matrix A,

product of eigenvalues = the determinant of A.

Formally, for a n × n matrix A, we have ni=1 λi = det(A).

Q

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Diagonalization of Matrices

In the next course, we will learn the diagonalization of a square matrix based on
eigenvalues and eigenvectors.

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Homework

 
2 −2 3
Find the eigenvalues and eigenvectors for the 3 × 3 matrix 0 3 −2.
0 −1 2
If λ1 , λ2 , ..., λn are the eigenvalues of a matrix A, prove the following:

a) The transpose matrix AT has eigenvalues λ1 , λ2 ,..., λn .

b) The inverse matrix A−1 has eigenvalues 1

, 1 ,..., λ1n .
λ1 λ2

c) The matrix A − kI has eigenvalues λ1 − k, λ2 − k,..., λn − k.

d) The matrix Ak (k is a non-negative integer) has eigenvalues λk1 , λk2 ,..., λkn .

e) If A is a triangular matrix, then its eigenvalues are exactly the main diagonal
entries.

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