Eigenvalues-Eigenvectors

Hoang Hai Ha

HCMUT-OISP
Email: [email protected]

Hoang Hai Ha (HCMUT) Eigenvalues 1 / 32

Outline

1 Eigenvalue-eigenvector of a matrix

2 Diagonalization-Application

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Definition 1.1
If A is an n × n matrix, then a nonzero vector X ∈ Rn , X ̸= 0 is
called an eigenvector of A if AX = λ.X for some scalar λ.

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Definition 1.1
If A is an n × n matrix, then a nonzero vector X ∈ Rn , X ̸= 0 is
called an eigenvector of A if AX = λ.X for some scalar λ. The
scalar λ is called an eigenvalue of A and X is said to be an
eigenvector corresponding to λ.

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Definition 1.1
If A is an n × n matrix, then a nonzero vector X ∈ Rn , X ̸= 0 is
called an eigenvector of A if AX = λ.X for some scalar λ. The
scalar λ is called an eigenvalue of A and X is said to be an
eigenvector corresponding to λ.

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If λ is an eigenvalue of A ⇔ ∃X =
̸ 0 : AX = λ.X
⇔ AX − λX = 0 ⇔ (A − λI ).X = 0.

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If λ is an eigenvalue of A ⇔ ∃X =
̸ 0 : AX = λ.X
⇔ AX − λX = 0 ⇔ (A − λI ).X = 0.
This homogeneous linear system has non-zero solution X ̸= 0, thus

det(A − λI ) = 0.

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If λ is an eigenvalue of A ⇔ ∃X =
̸ 0 : AX = λ.X
⇔ AX − λX = 0 ⇔ (A − λI ).X = 0.
This homogeneous linear system has non-zero solution X ̸= 0, thus

det(A − λI ) = 0.

Definition 1.2
If A is an n × n matrix, then λ is an eigenvalue of A if and only if
χA (λ) = det(A − λI ) = 0. This is called the characteristic equation of
A. The polynomial χA (λ) = det(A − λI ) is called the characteristic
polynomial.

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Finding eigenvalues and eigenvectors

Let A be an n × n matrix.
An eigenvalue of A is a scalar λ such that: det (A − λI ) = 0

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Finding eigenvalues and eigenvectors

Let A be an n × n matrix.
An eigenvalue of A is a scalar λ such that: det (A − λI ) = 0
The eigenvectors of A corresponding to λ are the nonzero
solutions X of the homogeneous system: (A − λI )X = 0.

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Example 1.1
 
1 0
Find eigenvalues and eigenvectors of A = .
0 −1

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Example 1.1
 
1 0
Find eigenvalues and eigenvectors of A = .
0 −1

Solution.
1−λ 0
Solve the equation = λ2 − 1 = 0 ⇒ the matrix
0 −1 − λ
has 2 eigenvalues λ = 1, λ = −1.
Find eigenvectors corresponding
  to λ = 1 ⇒ Solve the
0 0
homogeneous system X = 0, the general solution of
0 −2
 
α
this system is X = , α ∈ R: eigenvectors associated to
0
λ = 1.    
2 0 0
With λ = −1 ⇒ Solve: X =0⇒X = , α ∈ R:
0 0 α
eigenvectors associated to λ = −1.
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Example 1.2
 
1 2
Find eigenvalues and eigenvectors of A = .
−2 1

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Example 1.2
 
1 2
Find eigenvalues and eigenvectors of A = .
−2 1

Solution
Solve |A − λI | = 0 ⇒ λ = 1 + 2i, λ = 1 − 2i.

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Example 1.2
 
1 2
Find eigenvalues and eigenvectors of A = .
−2 1

Solution
Solve |A − λI | = 0 ⇒ λ = 1 + 2i, λ = 1 − 2i.
   
−2i 2 −i
With λ = 1 + 2i we solve X =0⇒X =α ,
−2 −2i 1
α ∈ R.

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Example 1.2
 
1 2
Find eigenvalues and eigenvectors of A = .
−2 1

Solution
Solve |A − λI | = 0 ⇒ λ = 1 + 2i, λ = 1 − 2i.
   
−2i 2 −i
With λ = 1 + 2i we solve X =0⇒X =α ,
−2 −2i 1
α ∈ R.    
2i 2 i
With λ = 1 − 2i we solve X =0⇒X =α ,
−2 2i 1
α ∈ R.

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Example 1.3
Find 
the eigenvalues
 and corresponding eigenvectors of
2 1 0
A= 0  2 0.
0 0 2

Solution
Solve |A − λI | = 0 ⇒ λ = 2.

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Example 1.3
Find 
the eigenvalues
 and corresponding eigenvectors of
2 1 0
A= 0  2 0.
0 0 2

Solution
Solve |A − λI | = 0 ⇒ λ = 2.
 
0 1 0
With λ = 2, find the eigenvectors by solving 0 0 0 X = 0
0 0 0

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Example 1.3
Find 
the eigenvalues
 and corresponding eigenvectors of
2 1 0
A= 0  2 0.
0 0 2

Solution
Solve |A − λI | = 0 ⇒ λ = 2.
 
0 1 0
With λ = 2, find the eigenvectors by solving 0 0 0 X = 0
0 0 0
 
α
The eigenvectors associated with λ = 2 are X = 0 ,

β
2 2
α, β ∈ R, α + β ̸= 0.

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Theorem 1.1
 
a11 a12 a13
If A =  a21 a22 a23  , then
a31 a32 a33

χA (λ) = |A − λI | = −λ3 + tr (A)λ2 −

− (M11 + M22 + M33 ) λ + det(A)

where tr (A) = a11 + a22 + a33 is called the trace of A.

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Eigenspaces

Definition 1.3
Eigenvetors corresponding to an eigenvalue λ, together with the zero
vector, form the null space of the matrix (A − λI ). This subspace is
called the eigenspace corresponding to the eigenvalue λ.

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Example 1.4
 
3 1 1
Let A =  2 4 2 . Find all eigenvalues of the matrix, dimension
1 1 3
and a basis of all eigenspaces of it.
Solution.
Solve |A − λI | = −λ3 + 10λ2 − (10 + 8 + 10)λ + 24 = 0 ⇒
λ = 2, λ = 6.

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Example 1.4
 
3 1 1
Let A =  2 4 2 . Find all eigenvalues of the matrix, dimension
1 1 3
and a basis of all eigenspaces of it.
Solution.
Solve |A − λI | = −λ3 + 10λ2 − (10 + 8 + 10)λ + 24 = 0 ⇒
λ = 2, λ = 6.
The eigenspace F1 corresponding to λ = 2 is F1 = null(A − 2I ).

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Example 1.4
 
3 1 1
Let A =  2 4 2 . Find all eigenvalues of the matrix, dimension
1 1 3
and a basis of all eigenspaces of it.
Solution.
Solve |A − λI | = −λ3 + 10λ2 − (10 + 8 + 10)λ + 24 = 0 ⇒
λ = 2, λ = 6.
The eigenspace F1 corresponding to λ = 2 is F1 = null(A − 2I ).
   
1 1 1 1 1 1
A − 2I = 2 2 2 → 0 0 0 .
1 1 1 0 0 0

Then, dim F1 = 2 and a basis of F1 is

e1 = (−1, 1, 0), e2 = (−1, 0, 1).
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 The eigenspace F2 corresponding to λ = 6 is F2 = null(A − 6I ).
   
−3 1 1 −3 1 1
A − 6I =  2 −2 2  −−−−−−→  0 −4 8  .
r2 →3r2 +2r1
1 1 −3 r3 →3r3 +r1 0 4 −8

Thus, dim F2 = 1, a basis of F2 is {e3 = (1, 2, 1)}.

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Example 1.5
Let λ be an eigenvalue of a square matrix A order n and vector
X ∈ Rn be its corresponding eigenvector. Show that λk is an
eigenvalue of Ak and X is its corresponding eigenvector of Ak .
Solution.
We have
AX = λX (1)
⇒ Multiply both sides with A

AAX = λAX = λ2 X (2)

Thus, λ2 is an eigenvalue of A2 and X is a eigenvector

corresponding to λ2 . Repeat the process, this holds for all k ∈ N.

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Example 1.6
Let A be an invertible matrix and λ, X be an eigenvalue and
eigenvector of A. Show that:
i) λ ̸= 0.
1
ii) and X are an eigenvalue and eigenvector of A−1 .
λ

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Diagonalization

Definition 2.1
If A and B are square matrices, then we say that B is similar to A if
there is an invertible matrix S such that B = S −1 AS.

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Diagonalization

Definition 2.1
If A and B are square matrices, then we say that B is similar to A if
there is an invertible matrix S such that B = S −1 AS.

Definition 2.2
A square matrix A is said to be diagonalizable if it is similar to some
diagonal matrix D, that is, if there exists an invertible matrix S
such that S −1 AS = D. Diagonalize A means to find a diagonal
matrix D and an invertible matrix S such that A = SDS−1 .

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We have S −1 AS = D = dig (λ1 , λ2 , . . . , λn ). It follows that AS = SD
   
a11 a12 . . . a1n λ1 0 . . . 0
 a21 a22 . . . a2n 
 , D =  0 λ2 . . . 0 
 
A=  ... ... ... ...   ... ... ... ... 
an1 an2 . . . ann 0 0 . . . λn
 
s11 s12 . . . s1n
 s21 s22 . . . s2n 

S =  = S∗1 S∗2 . . . S∗n
 ... ... ... ... 
sn1 sn2 . . . snn

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    
a11 a12 ... a1n s11 s12 ... s1n
 a21 a22 ... a2n   s21 s22 ... s2n 
AS = 
 ...
. 
... ... ...   ... ... ... ... 
an1 an2 ... ann sn1 sn2 ... snn



=A S∗1 S∗2 . . . S∗n = AS∗1 AS∗2 . . . AS∗n

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    
a11 a12 ... a1n s11 s12 ... s1n
 a21 a22 ... a2n   s21 s22 ... s2n 
AS = 
 ...
. 
... ... ...   ... ... ... ... 
an1 an2 ... ann sn1 sn2 ... snn



=A S∗1 S∗2 . . . S∗n = AS∗1 AS∗2 . . . AS∗n
  
s11 s12 ... s1n λ1 0 . . . 0
 s21 s22 ... s2n   0 λ2 . . .
  
SD = 
 ...

... ... ...  ... ... ... ... 
sn1 sn2 ... snn 0 0 . . . λn


= λ1 S∗1 λ2 S∗2 . . . λn S∗n

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    
a11 a12 ... a1n s11 s12 ... s1n
 a21 a22 ... a2n   s21 s22 ... s2n 
AS = 
 ...
. 
... ... ...   ... ... ... ... 
an1 an2 ... ann sn1 sn2 ... snn



=A S∗1 S∗2 . . . S∗n = AS∗1 AS∗2 . . . AS∗n
  
s11 s12 ... s1n λ1 0 . . . 0
 s21 s22 ... s2n   0 λ2 . . .
  
SD = 
 ...

... ... ...  ... ... ... ... 
sn1 sn2 ... snn 0 0 . . . λn


= λ1 S∗1 λ2 S∗2 . . . λn S∗n
Therefore,
(AS)∗i = AS∗i = (SD)∗i = λi S∗i , (i = 1, 2, . . . , n).
So, S∗i is the eigenvector corresponding to eigenvalue
λi (i = 1, 2, . . . , n) of A.
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Summary
We form the diagonal matrix D and invertible matrix S as follows:
The diagonal entries of D are all eigenvalues of A(the multiplicity
is counted).

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Summary
We form the diagonal matrix D and invertible matrix S as follows:
The diagonal entries of D are all eigenvalues of A(the multiplicity
is counted).
Columns of S are corresponding vectors in a basis of eigenspace
of A.(S must be associated with D).

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Example 2.1
 
15 −18 −16
Let A =  9 −12 −8  . Find a matrix S that diagonalizes A.
4 −4 −6

Solution.

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Example 2.1
 
15 −18 −16
Let A =  9 −12 −8  . Find a matrix S that diagonalizes A.
4 −4 −6

Solution.
The eigenvalues : 2, −2, −3

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Example 2.1
 
15 −18 −16
Let A =  9 −12 −8  . Find a matrix S that diagonalizes A.
4 −4 −6

Solution.
The eigenvalues : 2, −2, −3
Find a basis of the eigenspace
 corresponding 
to λ = 2, let
13 −18 −16
F1 = null(A1 ), where A1 =  9 −14 −8  → a basis of F1
4 −4 −8
is {e1 = (−4, −2, 1)}.

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Example 2.1
 
15 −18 −16
Let A =  9 −12 −8  . Find a matrix S that diagonalizes A.
4 −4 −6

Solution.
The eigenvalues : 2, −2, −3
Find a basis of the eigenspace
 corresponding 
to λ = 2, let
13 −18 −16
F1 = null(A1 ), where A1 =  9 −14 −8  → a basis of F1
4 −4 −8
is {e1 = (−4, −2, 1)}.
Find a basis of the eigenspace to λ = −2, let
 corresponding 
17 −18 −16
F2 = null(A2 ), where A2 =  9 −10 −8  → a basis of F2
4 −4 −4
is {e2 = (2, 1, 1)}.
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Example 2.1
 
15 −18 −16
Let A =  9 −12 −8  . Find a matrix S that diagonalizes A.
4 −4 −6

Solution.
The eigenvalues : 2, −2, −3
Find a basis of the eigenspace
 corresponding 
to λ = 2, let
13 −18 −16
F1 = null(A1 ), where A1 =  9 −14 −8  → a basis of F1
4 −4 −8
is {e1 = (−4, −2, 1)}.
Find a basis of the eigenspace to λ = −2, let
 corresponding 
17 −18 −16
F2 = null(A2 ), where A2 =  9 −10 −8  → a basis of F2
4 −4 −4
is {e2 = (2, 1, 1)}.
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 Find a basis of the eigenspace to λ = −3, let
 corresponding 
18 −18 −16
F3 = null(A3 ), where A3 =  9 −9 −8  → a basis of F3
4 −4 −2
is {e3 = (1, 1, 0)}.
Then the matrix D is
 
2 0 0
D = 0 −2 0 .
0 0 −3

The matrix S is  
−4 2 1
S = −2 1 1.
1 1 0
Then A = SDS −1 .

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Example 2.2
 
3 1 1
Diagonalize the matrix A = 2 4 2 (See example (1.4)).
1 1 3

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Example 2.2
 
3 1 1
Diagonalize the matrix A = 2 4 2 (See example (1.4)).
1 1 3

Solution.
The eigenvalues: 2, 2, 6.

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Example 2.2
 
3 1 1
Diagonalize the matrix A = 2 4 2 (See example (1.4)).
1 1 3

Solution.
The eigenvalues: 2, 2, 6.
A basis of eigenspace null(A − 2I ):
e1 = (−1, 1, 0), e2 = (−1, 0, 1).

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Example 2.2
 
3 1 1
Diagonalize the matrix A = 2 4 2 (See example (1.4)).
1 1 3

Solution.
The eigenvalues: 2, 2, 6.
A basis of eigenspace null(A − 2I ):
e1 = (−1, 1, 0), e2 = (−1, 0, 1).
A basis of eigenspace null(A − 6I ): e3 = (1, 2, 1).
We form D and S as follows:
 
2 0 0
D = 0 2 0
0 0 6

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Example 2.2
 
3 1 1
Diagonalize the matrix A = 2 4 2 (See example (1.4)).
1 1 3

Solution.
The eigenvalues: 2, 2, 6.
A basis of eigenspace null(A − 2I ):
e1 = (−1, 1, 0), e2 = (−1, 0, 1).
A basis of eigenspace null(A − 6I ): e3 = (1, 2, 1).
We form D and S as follows:
 
2 0 0
D = 0 2 0
0 0 6
 
−1 −1 1
S = 1 0 2 .
0 1 1
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Example 2.3
 
2 1 0
Diagonalize the matrix A = 0 2 0 (See example (1.3)).
0 0 2

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Example 2.3
 
2 1 0
Diagonalize the matrix A = 0 2 0 (See example (1.3)).
0 0 2

Solution.
The eigenvalue λ = 2 (the algebraic multiplicity is 3).

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Example 2.3
 
2 1 0
Diagonalize the matrix A = 0 2 0 (See example (1.3)).
0 0 2

Solution.
The eigenvalue λ = 2 (the algebraic multiplicity is 3). Thus, D is
formed by  
2 0 0
D = 0 2 0.
0 0 2

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Example 2.3
 
2 1 0
Diagonalize the matrix A = 0 2 0 (See example (1.3)).
0 0 2

Solution.
The eigenvalue λ = 2 (the algebraic multiplicity is 3). Thus, D is
formed by  
2 0 0
D = 0 2 0.
0 0 2

A basis of the eigenspace associated with λ = 2 (geometric

multiplicity is 2) is {(1, 0, 0), (0, 0, 1)} ⇒ it is impossible to
form S, then the matrix A is not diagonalizable.

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Computing Powers of a Matrix

Suppose that A is diagonalizable, that is

S −1 AS = D = dig (λ1 , λ2 , . . . , λn ) ⇒ (S −1 AS)k = D k , k ∈ N

⇒ S −1 A(S.S −1 )AS. . . . .S −1 AS = S −1 Ak S = D k ⇒ Ak = SD k S −1 .

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Computing Powers of a Matrix

Suppose that A is diagonalizable, that is

S −1 AS = D = dig (λ1 , λ2 , . . . , λn ) ⇒ (S −1 AS)k = D k , k ∈ N

⇒ S −1 A(S.S −1 )AS. . . . .S −1 AS = S −1 Ak S = D k ⇒ Ak = SD k S −1 .

Therefore,  
λk1 0 . . . 0
 0 λk . . . 0  −1
Ak = S  2
 ... ... ... ... S .

0 0 . . . λkn

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Example 2.4
 
0 −8 6
Let A =  −1 −8 7  . Find Ak , k ∈ N.
1 −14 11

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Example 2.4
 
0 −8 6
Let A =  −1 −8 7  . Find Ak , k ∈ N.
1 −14 11
−λ −8 6
χA (λ) = |A − λI | = −1 −8 − λ 7 =0
1 −14 11 − λ
⇔ −(λ − 2)(λ + 2)(λ − 3) = 0 ⇔ λ1 = −2 , λ2 = 2 (AM=1),
λ3 = 3 .

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In the case where λ1 = −2 (AM=1),
  wehave
 2x1 − 8x2 + 6x3 = 0 1
−x1 − 6x2 + 7x3 = 0 ⇒ X1 = α  1  , α ̸= 0.
 x − 14x + 13x = 0 1
1 2 3

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 
 −2x1 − 8x2 + 6x3 = 0
In the case where λ2 = 2 , we have −x1 − 10x2 + 7x3 = 0
 x − 14x + 9x = 0
1 2 3
 
1
⇒ X2 = β  2  , β ̸= 0.
3

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 
 −3x1 − 8x2 + 6x3 = 0
In the case where λ3 = 3 , we have −x1 − 11x2 + 7x3 = 0
 x − 14x + 8x = 0
1 2 3
 
2
⇒ X3 = γ  3  , γ ̸= 0.
5

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  
1 1 2
A matrix S that diagonalizes A is S =  1 2 3 
1 3 5
   
1 1 −1 −2 0 0
−1
⇒S =  −2 3 −1  ,D=  0 2 0  . Therefore,
1 −2 1 0 0 3

Ak = SD k S −1 =
   
1 1 2 (−2)k 0 0 1 1 −1
=  1 2 3  0 2k 0   −2 3 −1 
1 3 5 0 0 3k 1 −2 1

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Example 2.5
 
2 0 0
Let A =  0 4 0  . Diagonalize A if A is diagonalizable.
1 0 2

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Step 1. Find eigenvalues, eigenvectors of A.

2−λ 0 0
χA (λ) = |A − λI | = 0 4−λ 0 = 0.
1 0 2−λ

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MatLab

1 Finding the characteristic polynomial of A: p = poly (A)

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MatLab

1 Finding the characteristic polynomial of A: p = poly (A)

2 Finding the roots of characteristic equation of A: roots(p)

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MatLab

1 Finding the characteristic polynomial of A: p = poly (A)

2 Finding the roots of characteristic equation of A: roots(p)
3 Finding eigenvalues and eigenvectors of of A:
[V , D] = eig (A)

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 THANK YOU FOR YOUR ATTENTION

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