VIETNAM NATIONAL UNIVERSITY-HCMC

International University
Lecture Notes/Slides for

APPLIED LINEAR ALGEBRA

Chapter 4B. Eigenvalues, Eigenvectors and

Applications

Chapter 4B. Eigenvalues, Eigenvectors and Applications Page 1/36

Motivation: Calculating Powers of a Matrix

Example
 
4 −2
Let A = . Find A100 .
−1 3

How can we do this efficiently?

 
1 −2
Consider the matrix P = . Observe that P is invertible (why?), and
1 1
that  
−1 1 1 2
P = .
3 −1 1
Furthermore,
     
−1 1 1 2 4 −2 1 −2 2 0
P AP = = = D,
3 −1 1 −1 3 1 1 0 5

where D is a diagonal matrix.

Chapter 4B. Eigenvalues, Eigenvectors and Applications Definition Page 2/36

 Example (continued)
This is significant, because

P −1 AP = D
P(P −1 AP)P −1 = PDP −1
(PP −1 )A(PP −1 ) = PDP −1
IAI = PDP −1
A = PDP −1 ,

and so

A100 = (PDP −1 )100

= (PDP −1 )(PDP −1 )(PDP −1 ) · · · (PDP −1 )
= PD(P −1 P)D(P −1 P)D(P −1 · · · P)DP −1
= PDIDIDI · · · IDP −1
= PD 100 P −1 .

Chapter 4B. Eigenvalues, Eigenvectors and Applications Definition Page 3/36

Example (continued)
Now, 100
2100
  
100 2 0 0
D = = .
0 5 0 5100
Therefore,
100 −1
A100 = PD P 
2100
   
1 −2 0 1 1 2
= 100
1 1 0 5 3 −1 1

1 2100 + 2 · 5100 2100 − 2 · 5100

 
=
3 2100 − 5100 2 · 2100 + 5100

1 2100 + 2 · 5100 2100 − 2 · 5100

 
=
3 2100 − 5100 2101 + 5100

Chapter 4B. Eigenvalues, Eigenvectors and Applications Definition Page 4/36

 Theorem
If A is an n × n matrix and P is an invertible n × n matrix such that A = PDP −1 ,
then Ak = PD k P −1 for each k = 1, 2, 3, . . .

The process of finding an invertible matrix P and a diagonal matrix D so that

A = PDP −1 is referred to as diagonalizing the matrix A, and P is called the
diagonalizing matrix for A.

Questions
When is it possible to diagonalize a matrix?
How do we find a diagonalizing matrix?

Answer
Eigenvalues and eigenvectors.

Chapter 4B. Eigenvalues, Eigenvectors and Applications Definition Page 5/36

Eigenvalues and Eigenvectors

Definition
Let A be an n × n matrix, λ a real number, and X 6= 0 an n-vector. If AX = λX ,
then λ is an eigenvalue of A, and X is an eigenvector of A corresponding to λ, or
a λ-eigenvector.

Example
   
1 2 1
Let A = and X = . Then
1 2 1
      
1 2 1 3 1
AX = = =3 = 3X .
1 2 1 3 1
 
1
This means that 3 is an eigenvalue of A, and is an eigenvector of A
1
corresponding to 3 (or a 3-eigenvector of A).

Chapter 4B. Eigenvalues, Eigenvectors and Applications Definition Page 6/36

 What an eigenvalue and eigenvector tell us about a matrix
Suppose that A is an n × n matrix, with eigenvalue λ and corresponding
eigenvector X . Then X 6= 0 is an n-vector, λ ∈ R, and AX = λX .
It follows that

λX − AX = 0
λIX − AX = 0
(λI − A)X = 0

Since X 6= 0, X is a nontrivial solution to the linear system with coefficient matrix

λI − A, and therefore the matrix λI − A is not invertible. Since a matrix is
invertible if and only if its determinant is not equal to zero, it follows that

det(λI − A) = 0.

Chapter 4B. Eigenvalues, Eigenvectors and Applications Definition Page 7/36

The Characteristic Polynomial

Definition
The characteristic polynomial of an n × n matrix A is defined to be

cA (x) = det(xI − A).

Example
 
4 −2
The characteristic polynomial of A = is
−1 3

cA (x) = det(xI − A)
   
x 0 4 −2
= det −
0 x −1 3
 
x −4 2
= det
1 x −3
= (x − 4)(x − 3) − 2
= x 2 − 7x + 10.

Chapter 4B. Eigenvalues, Eigenvectors and Applications Definition Page 8/36

 Finding Eigenvalues and Eigenvectors
Theorem
Let A be an n × n matrix.
1 The eigenvalues of A are the roots of cA (x).
2 The λ-eigenvectors X are the nontrivial solutions to (λI − A)X = 0.

Procedure:
Let A be an n × n matrix.

Eigenvalues: Find λ by solving the equation

cA (x) = det(xI − A) = 0

Eigenvectors: For each λ, find X 6= 0 by finding the basic solutions to

(A − λI )X = 0

Check: For each pair of λ, X check that AX = λX .

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 9/36

Example (continued)
 
4 −2
For A = , we’ve found
−1 3
cA (x) = x 2 − 7x + 10 = (x − 2)(x − 5),

so A has eigenvalues λ1 = 2 and λ2 = 5.

The 2-eigenvectors of A (meaning the eigenvectors of A corresponding to λ1 = 2)
are found by solving the homogeneous system (2I − A)X = 0.
This is the homogeneous system with coefficient matrix:
     
1 0 4 −2 −2 2
2I − A = 2 − = .
0 1 −1 3 1 −1

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 10/36
 Example (continued)
Solve the system in the standard way, by putting the augmented matrix of the
system in reduced row-echelon form.
   
−2 2 0 1 −1 0
→ .
1 −1 0 0 0 0

The general solution is

   
t 1
X = =t where t ∈ R.
t 1

However, since eigenvectors are nonzero, the 2-eigenvectors of A are all vectors
 
1
X =t where t ∈ R and t 6= 0.
1

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 11/36

Example (continued)
 
4 −2
To find the 5-eigenvectors of A = solve the homogeneous system
−1 3
(5I − A)X = 0, with coefficient matrix
     
1 0 4 −2 1 2
5I − A = 5 − = .
0 1 −1 3 1 2
   
1 2 0 1 2 0
→ .
1 2 0 0 0 0
Therefore the 5-eigenvectors of A are the vectors
   
−2s −2
X = =s where s ∈ R and s 6= 0.
s 1

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 12/36
 Basic Eigenvectors

Definition
A basic eigenvector of an n × n matrix A is any nonzero multiple of a basic
solution to (λI − A)X = 0, where λ is an eigenvalue of A.

 
4 −2
Basic eigenvectors of A =
−1 3

1
X = is is a basic eigenvector of A corresponding to the eigenvalue 2.
1
 
−2
X = is a basic eigenvector of A corresponding to the eigenvalue 5.
1

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 13/36

Eigenvalues with multiplicity greater than one

Problem
Find the characteristic polynomial and eigenvalues of the matrix
 
4 1 2
A= 0 3 −2  .
0 −1 2

Solution  
x −4 −1 −2
cA (x) = det(xI − A) = det  0 x −3 2 
0 1 x −2
= (x − 4)[(x − 3)(x − 2) − 2]
= (x − 4)(x 2 − 5x + 4)
= (x − 4)(x − 4)(x − 1)
= (x − 4)2 (x − 1).
Therefore, A has eigenvalues 1 and 4, with 4 being an eigenvalue of multiplicity
two.
Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 14/36
 Definition
The multiplicity of an eigenvalue λ of A is the number of times λ occurs as a root
of cA (x).

Example
 
4 1 2
We have seen that A =  0 3 −2  has eigenvalues λ1 = 1 and λ2 = 4 of
0 −1 2
multiplicity two. To find an eigenvector of A corresponding to λ1 = 1, solve the
homogeneous system (I − A)X = 0:
   
−3 −1 −2 0 1 0 1 0
 0 −2 2 0  →  0 1 −1 0  .
0 1 −1 0 0 0 0 0
 
−s
The general solution is X =  s  where s ∈ R. We get a basic eigenvector by
s
choosing s = 1 (in fact, any nonzero value of s gives us a basic eigenvector).
Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 15/36

Example (continued)


−1
Therefore, X =  1  is a (basic) eigenvector of A corresponding to λ1 = 1.
1  
4 1 2
To find an eigenvector of A =  0 3 −2  corresponding the λ2 = 4, solve
0 −1 2
the system (4I − A)X = 0:
   
0 −1 −2 0 0 1 2 0
 0 1 2 0  →  0 0 0 0 .
0 1 2 0 0 0 0 0
 
s
The general solution is X =  −2t  where s, t ∈ R.
t

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 16/36
 Example (continued)
In this case, the general solution has two parameters, which leads to two basic
eigenvectors that are not scalar multiples of each other, i.e., since
     
s 1 0
X =  −2t  = s  0  + t  −2  where s, t ∈ R,
t 0 1

we obtain basic eigenvectors

  
1 0
X1 =  0  and X2 =  −2  .
0 1

We can obtain other pairs of basic 4-eigenvectors for A by taking any nonzero
scalar multiple of X1 , and any nonzero scalar multiple of X2 .

Notice that every 4-eigenvector of A is a nonzero linear combination of basic

4-eigenvectors.

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 17/36

Problem
For  
3 −4 2
A= 1
 −2 2 ,
1 −5 5
find cA (x), the eigenvalues of A, and basic eigenvector(s) for each eigenvalue.

Solution

x −3 4 −2 x −3 4 −2
det(xI − A) = −1 x + 2 −2 = 0 x −3 −x + 3
−1 5 x −5 −1 5 x −5
x −3 4 2
x −3 2
= 0 x −3 0 = (x − 3)
−1 x
−1 5 x

Therefore, cA (x) = (x − 3)(x 2 − 3x + 2) = (x − 3)(x − 2)(x − 1).

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 18/36
 Solution (continued)
Since cA (x) = (x − 3)(x − 2)(x − 1), the eigenvalues of A are λ1 = 3, λ2 = 2, and
λ3 = 1. Notice that each of these eigenvalues has multiplicity one.
To find a basic eigenvector corresponding to λ1 = 3, solve (3I − A)X = 0.

1 0 − 12
   
0 4 −2 0 0
 −1 5 −2 0  → · · · →  0 1 − 1 0 
2
−1 5 −2 0 0 0 0 0
 1   1 
2t 2
Thus X =  1 =t 1 , t ∈ R. Choosing t = 2 gives us
2t 2
t 1

1
X1 =  1 
2

as a basic eigenvector corresponding to λ1 = 3.

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 19/36

Solution (continued)
To find a basic eigenvector corresponding to λ2 = 2, solve (2I − A)X = 0.
   
−1 4 −2 0 1 0 −2 0
 −1 4 −2 0  → · · · →  0 1 −1 0 
−1 5 −3 0 0 0 0 0
  
2s 2
Thus X =  s  = s 1 , s ∈ R. Choosing s = 1 gives us

s 1

2
X2 =  1 
1

as an eigenvector corresponding to λ2 = 2.

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 20/36
 Solution (continued)
Finally, to find a basic eigenvector corresponding to λ3 = 1, solve (I − A)X = 0.
   
−2 4 −2 0 1 0 −1 0
 −1 3 −2 0  → · · · →  0 1 −1 0 
−1 5 −4 0 0 0 0 0
   
r 1
Thus X = r
  = r 1 , r ∈ R. Choosing r = 1 gives us

r 1

1
X3 =  1 
1

is an eigenvector corresponding to λ3 = 1.

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 21/36

Solution (continued)
 
3 −4 2
Summarizing, for A =  1 −2 2 , we have found three eigenvalues, and a
1 −5 5
corresponding eigenvector for each as follows.
     
1 2 1
λ1 = 3 and X1 =  1  ; λ2 = 2 and X2 =  1 ; λ3 = 1 and X3 = 1  .
 
2 1 1

An easy way to check your work: compute AX1 and see if you get 3X1 .
      
3 −4 2 1 3 1
AX1 = 1 −2 2
   1  = 3
  = 3 1  = 3X1 .

1 −5 5 2 6 2

You should check that AX2 = 2X2 and that AX3 = 1X3 = X3 ,

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 22/36
 Eigenvalues and eigenvectors (review)

Let A be an n × n matrix
1 Compute the charasteristic polynomial of A,

cA (x) = det(xI − A).

2 Factorize cA (x) and find its roots.

3 For each root λ of cA (x) solve the homogeneous system

(λI − A)X = 0.

(It always has a nontrivial solution.)

4 λ-eigenvectors are the (nontrivial) solutions to this system.

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 23/36

Example (Triangular Matrices)

Consider the matrix  
2 −1 0 3
 0 5 1 −2 
A=
 0
.
0 0 7 
0 0 0 −4
The characteristic polynomial of A is
 
x −2 1 0 −3
 0 x −5 −1 2 
cA (x) = det(xI − A) = det   = (x − 2)(x − 5)x(x + 4).
 0 0 x −7 
0 0 0 x +4

Therefore the eigenvalues of A are 2, 5, 0 and −4, exactly the entries on the main
diagonal of A.

Eigenvalues of Triangular Matrices

If A is an n × n upper triangular (or lower triangular) matrix, then the eigenvalues
of A are the entries on the main diagonal of A.
Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 24/36
 Raising a Matrix to a High Power
Since A = PDP −1 , it follows that

n
An = PDP −1 = PD n P −1

Example
 
2 1 0
Raising a Matrix to a High Powermatrixhighpower Let A =  0 1 0 .
−1 −1 1
Find A50 .
Solution. We will first diagonalize A. The eigenvalues of A are λ1 = 1, λ2 = 1,
and λ3 = 2. The basic eigenvectors corresponding to λ1 , λ2 = 1 are
     
0 −1 −1
X1 =  0  , X2 =  1  , X3 =  0 
1 0 1

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 25/36

Now we construct P by using the basic eigenvectors of A as the columns of P.

Thus  
  0 −1 −1
P = X1 X2 X3 =  0 1 0 
1 0 1
Then also  
1 1 1
P −1 =  0 1 0 .
−1 −1 0
Then, we verify that
     
1 1 1 2 1 0 0 −1 −1 1 0 0
−1
P AP =  0 1 0   0 1 0   0 1 0 = 0
  1 0  = D.
−1 −1 0 −1 −1 1 1 0 1 0 0 2
It follows that
   50  
0 −1 −1 1 0 0 1 1 1
A50 = PD 50 P −1 = 0
 1 0   0 150 0  0 1 0 
1 0 1 0 0 250 −1 −1 0
250 −1 + 250 0
 

=  0 1 0 
1 − 250 1 − 250 1
Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 26/36
 Markov Matrices
An important application of Markov matrices is in population migration, as
illustrated in the following definition.

Definition
Migration Matricesmigrationmatrix Let m locations be denoted by the numbers
1, 2, · · · , m. Suppose it is the case that each year the proportion of residents in
location j which move to location i is aij . Also suppose no one escapes or
emigrates
P from without these m locations. This last assumption requires
i aij = 1, and means that the matrix A, such that A = [aij ], is a Markov matrix.
In this context, A is also called a migration matrix.

Theorem
State Vectorstatevector Let A be the migration matrix of a population and let Xn
be the vector whose entries give the population of each location at time period n.
Then Xn is the state vector at period n and it follows that

Xn+1 = AXn
Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 27/36

Example
Using a Migration Matrixusingmigrationmatrix Consider the migration matrix
 
.6 0 .1
A =  .2 .8 0 
.2 .2 .9

for locations 1, 2, and 3. Suppose initially there are 100 residents in location 1,
200 in location 2 and 400 in location 3. Find the population in the three locations
after 1, 2, and 10 units of time.

. Solution We can find the population in each location using the equation
Xn+1 = AXn . For the population after 1 unit, we calculate X1 = AX0 as follows.
X1 = AX0
      
x11 .6 0 .1 100 100
 x21  =  .2 .8 0   200  =  180 
x31 .2 .2 .9 400 420
Therefore after one time period, location 1 has 100 residents, location 2 has 180,
and location 3 has 420. Notice that the total population is unchanged, it simply
migrates
Chapter within the
4B. Eigenvalues, given locations.
Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 28/36
 We find the locations after two time periods in the same way.

X2 = AX1
      
x12 .6 0 .1 100 102
 x22  =  .2 .8 0   180  =  164 
x32 .2 .2 .9 420 434

We could progress in this manner to find the populations after 10 time periods.
However from our above discussion, we can simply calculate (An X0 )i , where n
denotes the number of time periods which have passed. Therefore, we compute
the populations in each location after 10 units of time as follows.

X10 = A10 X0
   10    
x110 .6 0 .1 100 115. 085 829 22
 x210  =  .2 .8 0   200  =  120. 130 672 44 
x310 .2 .2 .9 400 464. 783 498 34

Therefore, we can say that after 10 units of time, there will be 115 residents in
location one, 120 in location two, and 465 in location three.

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 29/36

Linear Systems of Differential Equations

Example
Solve the linear systems of differential equations
 
dX −2 2
= MX , where M =
dt 1 −3

Solution
We first find eigenvalues M. We have:
 
−2 − λ 2
M − λI =
1 −3 − λ
det(M − λI ) = (−2 − λ)(−3 − λ) − 2 = 0
⇔ (λ + 4)(λ + 1) = 0
⇔ λ = −4, λ = −1

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 30/36
 Linear Systems of Differential Equations

Solution (Cont.)
We now find eigenvectors:
For λ = −4, the linear system
    
2 2 x 0
(M − λI )X = =
1 1 y 0

has infinite number of solutions

 
1
t ,t ∈ R
−1

Let us take arbitrarily one solution, which is the eigenvector corresponding to

λ = −4  
1
−1

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 31/36

Linear Systems of Differential Equations

Solution (Cont.)
We now find eigenvectors:
For λ = −1, the linear system
    
−1 2 x 0
(M − λI )X = =
1 −2 y 0

has infinite number of solutions

 
2
t ,t ∈ R
1

Let us take arbitrarily one solution, which is the eigenvector corresponding to

λ = −1  
2
1

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 32/36
 Linear Systems of Differential Equations
Solution (Cont.)
We form a matrix P whose columns are these eigenvectors:
 
1 2
P=
−1 1
We next compute P −1 MP
   
−1 1/3 −2/3 −1 −4 0
P = , P MP =
1/3 1/3 0 −1

P −1 MP is the diagonal matrix with eigenvalues on the diagonal!

Let Y = P −1 X or X = PY . We re-write the original system as

dX d(PY )
= MX ⇔ = MPY
dt dt

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 33/36

Linear Systems of Differential Equations

Solution (Cont.) Thus,

 
dY −4 0
= P −1 MPY = Y
dt 0 −1

Or
dy1
    
dt −4 0 y1
dy2 =
dt
0 −1 y2
which is equivalently with two separate differential equations:
dy1 dy2
= −4y1 , = −y2
dt dt
We can solve each of these two differential equations easily:

y1 (t) = C1 e −4t , y2 (t) = C2 e −t , where C1 , C2 are constants.

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 34/36
 Linear Systems of Differential Equations

Solution (Cont.)
Finally, we calculate X = PY to get the general solution:

C1 e −4t C1 e −4t + 2C2 e −t

      
x1 1 2
= =
x2 −1 1 C2 e −t −C1 e −4t + C2 e −t

Remarks:
(1) Since there are infinitely many eigenvectors, there are also an infinite number
of choices for the matrix P.

(2) The values of C1 , C2 can be determined by the initial conditions.

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 35/36

Linear Systems of Differential Equations

Example
Solve the linear systems of differential equations
 
dX −2 2
= MX , where M =
dt 1 −3

where x1 (0) = 5 and x2 (0) = 1.

Solution
According to the previous example x1 (t) = C1 e −4t + 2C2 e −t and
x2 (t) = −C1 e −4t + C2 e −t .
)
C1 + 2C2 = 5
⇔ C1 = 1, C2 = 2
−C1 + C2 = 1

Therefore, the solution is given by

x1 (t) = e −4t + 4e −t , x2 (t) = −e −4t + 2e −t

Chapter 4B. Eigenvalues, Eigenvectors and Applications Finding Eigenvalues and Eigenvectors Page 36/36