Eigenvalues and Eigenvectors

Eigenvalues and Eigenvectors

• The vector x is an eigenvector of matrix A and λ is an
eigenvalue of A if: Ax= λx (assume non-zero x)
• Eigenvalues and eigenvectors are only defined for square
matrices (i.e., m = n)
• Eigenvectors are not unique (e.g., if λ is an eigenvector,
so is k λ)
• Zero vector is a trivial solution to the eigenvalue equation
for any number λ and is not considered as an eigenvector.
• Interpretation: the linear transformation implied by A
cannot change the direction of the eigenvectors λ, but
change only their magnitude.
We summarize the computational approach for determining eigenpairs (, x)
(eigenvalues and eigen vector) as a two-step procedure:

Example: Find eigenpairs of

Step I. Find the eigenvalues.

The eigenvalues are 1  3 and  2  2.
Step II. To find corresponding (A - iIn)x = 0 for
eigenvectors we solve i = 1,2

Note: rref means row reduced echelon form.

Computing λ and v
• To find the eigenvalues λ of a matrix A, find the roots
of the characteristic polynomial :

Ax= λx
Example:

1 2
x1  2 , x2   3 
 
   
1  1 
 0 1
A
Example: Find eigenvalues and eigen vectors of 1 0

The characteristic polynomial is

Example: Find the eigenvalues and corresponding
eigenvectors of

The characteristic polynomial is

Its factors are

So the eigenvalues are 1, 2, and 3.

Corresponding
eigenvectors are
By using the third column,
Example

Solution

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Example

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Example
Fine the eigenvalues of A, and for each eigenvalue, find an eigenvector where

Solution

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Example
Find the eigenvalues and eigenvectors of the matrix

 5 4 2
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 ( A  10 I 3 )x  0
We get  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_17

• 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 
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

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|.
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
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  3  4   1 3

1
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
Similar matrices have the same eigenvalues.

Proof
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.
 Ch5_23

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
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  6
A 
 3 5 
(a) Show that the matrix A is diagonalizable.
(b) Find a diagonal matrix D that is similar to A.
(c) Determine the similarity transformation that diagonalizes A.

Solution
(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 
We get  1 1 
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
Example

Compute A9 for the following matrix A.

  4  6
A
3 5 
Solution
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
Example
Show that the following matrix A is not diagonalizable.

A
5  3
3  1
Solution 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  3x1  3x2  0.
2
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

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.
 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 .

Figure 5.1
 Predefinition Workup

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