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Linear Algebra Notes

Notes linear algebra

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32 views3 pages

Linear Algebra Notes

Notes linear algebra

Uploaded by

dhannumeena281229111
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Lecture 14 (Eigenvalue & Eigenvector)

Definition 1. Let V be a vector space over F and T : V → V be a linear transformation. Then


1. a scalar λ ∈ F is said to be an eigenvalue or characteristic value of T if there exists a non-zero
vector v ∈ V such that T v = λv.
2. a non-zero vector v satisfying T v = λv is called eigenvector or characteristic vector of T associ-
ated to the eigenvalue λ.
3. The set Eλ = {v ∈ V : T v = λv} is called the eigenspace of T associated to the eigenvalue λ.

Example 2. Let V be a non-zero vector space over F.


1. If T is the zero operator, zero is the only eigenvalue of T .
2. For identity operator, one is the only eigenvalue.
3. Let T : R2 → R2 given by T (x, y) = (0, x). Then T (x, y) = λ(x, y) ⇔ (0, x) = (λx, λy) ⇔ (λx = 0, y =
λy ⇔ λ = 0, x = 0, y 6= 0. Thus, 0 is the eigenvalue of T and (0, 1) is an eigenvector corresponding to 0.
4. Let T : R2 → R2 given by T (x, y) = (y, −x). Then T (x, y) = λ(x, y) ⇔ (y, −x) = (λx, λy) ⇔
(λ2 + 1)x = 0 ⇔ λ = ±i, x 6= 0. Thus, T has no real eigenvalue.
5. Let T : C2 → C2 given by T (x, y) = (y, −x). Then T (x, y) = λ(x, y) ⇔ (y, −x) = (λx, λy) ⇔
(λ2 + 1)x = 0 ⇔ λ = ±i, x 6= 0. Thus, T has two complex eigenvalues ±i and (1, i) is an eigenvector
corresponding to i and (1, −i) is an eigenvector corresponding to −i.

5. Let T : R2 → R2 given by T (x, y) = (2x + 3y, 3x + 2y). To find λ ∈ R and (x, y) ∈ R2 such
that (2x + 3y, 3x + 2y) = λ(x, y) or (2 − λ)x + 3y = 0, 3x + (2 − λ)y = 0. The system of linear equations
!
2−λ 3
has a non-zero solution if and only if the determinant of the coefficient matrix, det =0
3 2−λ
or λ = −1, 5. When λ = 1, 3x + 3y = 0 so that (1, −1) is an eigenvector ((−a, a) are eigenvectors of
corresponding to eigenvalue -1 for every a 6= 0). For λ = 5, 3x − 3y = 0 so that (1, 1) is an eigenvector
(in fact, (a, a) is an eigenvector corresponding to eigenvalue 5 for a 6= 0).

Theorem 3. Let T be a linear operator on a finite-dimensional vector space V (F) and λ ∈ F. The
following statements are equivalent.
1. λ is an eigenvalue of T.
2. The operator T − λI is singular (not invertible).
3. det[(T − λI)]B = 0, where B is an ordered basis of V.

Proof. A linear transformation T is singular if and only if ker(T ) 6= {0}. Thus, (1) ⇐⇒ (2). if
V (F) is finite-dimensional, then the eigenvalues and eigenvectors of T can be determined by its ma-
trix representation [T ]B with respect to a basis B. A scalar λ is an eigenvalue of T ⇔ T v = λv ⇔
[T ]B [v]B = λ[v]B ⇔ ([T ]B − λI)[v]B = 0 for non zero v. Thus, (3) ⇔ (1).

1
Definition 4. Let A ∈ Mn (F). A scalar λ ∈ F is said to be an eigenvalue of A if there exists a
non-zero vector x ∈ Fn such that Ax = λx. Such a non-zero vector x is called an eigenvector of A
associated to the eigenvalue λ.

Let A ∈ Mn (F). Observe, det(xI − A) is an n degree polynomial in x over F. A scalar λ is an eigenvalue


of A ⇔ det(A − λI) = 0 or det(λI − A) = 0.

Definition 5. Let A ∈ Mn (F). Then the polynomial f (x) = det(xI − A) is called the characteristic
polynomial of A. The equation det(xI − A) = 0 is called the characteristic equation of A.

Theorem 6. A scalar λ ∈ C is an eigenvalue if and only if λ is a root of the characteristic polynomial


of A.
   
1 1 0 x − 1 −1 0
   
Example 7. Let A = 
 0 1 1 . The characteristic polynomial of A is det  0
  x − 1 −1 ,

1 0 1 −1 0 x−1
√
that is, x3 − 3x2 + 3x − 2 = (x − 2)(x2 − x + 1). Thus, the roots are λ = 2, 1±2 3i . If F = R, the only
√
eigenvalue of A is 2 and if F = C, the eigenvalues are 2, 1±2 3i . We leave it to the reader to find the
corresponding eigenvectors over the field C. In this example, we see that a real matrix over C may have
complex eigenvalues.
!
0 1
Example 8. Consider a matrix A = . The characteristic polynomial is x2 + 1 and the roots are
−1 0
±i. Thus, A has no eigenvalue over R and two eigenvalues over C. Note that, the existence of eigenvalue
depends on the field.

Properties of eigenvalue and eigenvector

1. Let A ∈ Mn (C). Then the sum of eigenvalues is equal to the trace of the matrix and the product
of eigenvalues is equal to the determinant of the matrix.
Let  
a11 a12 . . . a1n
 
 a21 a22 . . . a2n 
A= . .
 
 .. .. .. .. 
 . . . 

an1 an2 . . . ann

Then the characteristic polynomial of A is f (λ) = |λI − A| = a0 λn + a1 λn−1 + . . . + an with roots


λ1 , λ2 , . . . , λn . Then λ1 + λ2 + . . . + λn = − aa10 and λ1 λ2 . . . λn = (−1)n aan0 .

2
Note that a0 = 1, f (0) = an = | − A| = (−1)n |A| and a1 = −(a11 + a22 + . . . + ann ). Therefore,
λ1 + λ2 + . . . + λn = − aa01 = (a11 + a22 + . . . + ann ) = trace(A) and λ1 λ2 . . . λn = (−1)n aan0 = |A| =
det(A).

2. If A is a non-singular matrix and λ is any eigenvalue of A, then λ−1 is an eigenvalue of A−1 .


Let λ be an eigenvalue of A, then there exists 0 6= x ∈ Fn such that Ax = λx ⇔ A−1 x = λ1 x.

3. A and and AT have the same eigenvalues.


It is enough to show that A and AT have the same characteristic polynomials. The characteristic
polynomial of A is |λI − A| = |(λI − A)T | = |λI − AT |=characteristic polynomial of AT .

4. Similar matrices have the same eigenvalues (or characteristic equations).


Let A and B are two matrices which are similar then there exists an invertible matrix P such that
A = P −1 BP . Then characteristic polynomial of A is |λI − A| = |λI − P −1 BP | = |P −1 (λI − B)P | =
|λI − B|.

5. If λ is an eigenvalue of A, then λk is an eigenvalue of Ak for a positive integer k.

6. Let µ ∈ F and A ∈ Mn (F). Then λ ∈ F is an eigenvalue of A if and only if λ ± µ is eigenvalue of


A ± µI.

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