CHAPTER 8

Linear Algebra:
Matrix Eigenvalue Problems

Chapter 8 p1 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.0 Linear Algebra: Matrix Eigenvalue Problems

A matrix eigenvalue problem considers the vector

equation
(1) Ax = λx.
Here A is a given square matrix, λ an unknown scalar, and
x an unknown vector. In a matrix eigenvalue problem, the
task is to determine λ’s and x’s that satisfy (1).
Since x = 0 is always a solution for any and thus not
interesting, we only admit solutions with x ≠ 0.
The solutions to (1) are given the following names: The λ’s
that satisfy (1) are called eigenvalues of A and the
corresponding nonzero x’s that also satisfy (1) are called
eigenvectors of A.

Section 8.0 p2 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1
The Matrix Eigenvalue
Problem. Determining
Eigenvalues and Eigenvectors

Section 8.1 p3 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

We formalize our observation. Let A = [ajk] be a given

nonzero square matrix of dimension n × n. Consider the
following vector equation:
(1) Ax = λx.
The problem of finding nonzero x’s and λ’s that satisfy
equation (1) is called an eigenvalue problem.

Section 8.1 p4 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

A value of λ for which (1) has a solution x ≠ 0 is

called an eigenvalue or characteristic value of the matrix A.
The corresponding solutions x ≠ 0 of (1) are called the
eigenvectors or characteristic vectors of A corresponding to
that eigenvalue λ.
The set of all the eigenvalues of A is called the
spectrum of A. We shall see that the spectrum consists of at
least one eigenvalue and at most of n numerically different
eigenvalues.
The largest of the absolute values of the eigenvalues
of A is called the spectral radius of A, a name to be motivated
later.

Section 8.1 p5 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

How to Find Eigenvalues and Eigenvectors

EXAMPLE 1
Determination of Eigenvalues and Eigenvectors
We illustrate all the steps in terms of the matrix

 5 2 
A  .
 2 2 

Section 8.1 p6 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

EXAMPLE 1 (continued 1)
Determination of Eigenvalues and Eigenvectors
Solution.
(a) Eigenvalues. These must be determined first.
Equation (1) is
 5 2   x1   x1 
Ax         ;
 2 2   x2   x2 
in components
5x1  2 x2   x1
2 x1  2 x2   x2 .

Section 8.1 p7 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

EXAMPLE 1 (continued 2)
Determination of Eigenvalues and Eigenvectors
Solution. (continued 1)
(a) Eigenvalues. (continued 1)
Transferring the terms on the right to the left, we get
( 5   )x1  2 x2  0
(2*)
2 x1  ( 2   )x2  0
This can be written in matrix notation
(3*) (A  I)x  0
Because (1) is Ax − λx = Ax − λIx = (A − λI)x = 0,
which gives (3*).

Section 8.1 p8 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

EXAMPLE 1 (continued 3)
Determination of Eigenvalues and Eigenvectors
Solution. (continued 2)
(a) Eigenvalues. (continued 2)
We see that this is a homogeneous linear system. It has a
nontrivial solution (an eigenvector of A we are looking for)
if and only if its coefficient determinant is zero, that is,
5   2
D( )  det( A  I) 
2 2  
(4*)  ( 5   )( 2   )  4   2  7   6  0.

Section 8.1 p9 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

EXAMPLE 1 (continued 4)
Determination of Eigenvalues and Eigenvectors
Solution. (continued 3)
(a) Eigenvalues. (continued 3)
We call D(λ) the characteristic determinant or, if expanded,
the characteristic polynomial, and D(λ) = 0 the
characteristic equation of A. The solutions of this
quadratic equation are λ1 = −1 and λ2 = −6. These are the
eigenvalues of A.
(b1) Eigenvector of A corresponding to λ1. This vector is
obtained from (2*) with λ = λ1 = −1, that is,
4 x1  2 x2  0
2 x1  x2  0.
Section 8.1 p10 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

EXAMPLE 1 (continued 5)
Determination of Eigenvalues and Eigenvectors
Solution. (continued 4)
(b1) Eigenvector of A corresponding to λ1. (continued)
A solution is x2 = 2x1, as we see from either of the two
equations, so that we need only one of them. This
determines an eigenvector corresponding to λ1 = −1 up to a
scalar multiple. If we choose x1 = 1, we obtain the
eigenvector
1  5 2   1   1
x1    , Check: Ax1          ( 1) x1  1 x1 .
2  2 2   2   2 

Section 8.1 p11 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

EXAMPLE 1 (continued 6)
Determination of Eigenvalues and Eigenvectors
Solution. (continued 5)
(b2) Eigenvector of A corresponding to λ2.
For λ = λ2 = −6, equation (2*) becomes
x1  2 x2  0
2 x1  4 x2  0.
A solution is x2 = −x1/2 with arbitrary x1. If we choose x1 = 2,
we get x2 = −1. Thus an eigenvector of A corresponding to
λ2 = −6 is
2  5 2   2   12 
x 2    , Check: Ax 2         ( 6)x2  2 x2 .
 1  2 2   1  6 

Section 8.1 p12 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

This example illustrates the general case as follows.

Equation (1) written in components is
a11 x1   a1n xn   x1
a21 x1   a2 n xn   x2

an1 x1   ann xn   xn .
Transferring the terms on the right side to the left side, we
have
( a11   )x1  a12 x2   a1n xn  0
a21 x1  ( a22   )x2   a 2 n xn  0
(2)
an1 x1  an 2 x2   ( ann   )xn  0.

Section 8.1 p13 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

In matrix notation,
(3) (A  I)x  0.
By Cramer’s theorem in Sec. 7.7, this homogeneous linear
system of equations has a nontrivial solution if and only if
the corresponding determinant of the coefficients is zero:
a11   a12 a1n
a21 a22   a2 n
(4) D( )  det( A  I)   0.
  
an1 an 2 ann  

Section 8.1 p14 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

A − λI is called the characteristic matrix and D(λ) the

characteristic determinant of A. Equation (4) is called the
characteristic equation of A. By developing D(λ) we obtain
a polynomial of nth degree in λ. This is called the
characteristic polynomial of A.

Section 8.1 p15 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

Theorem 1
Eigenvalues
The eigenvalues of a square matrix A are the roots of the
characteristic equation (4) of A.
Hence an n × n matrix has at least one eigenvalue and at most n
numerically different eigenvalues.

Section 8.1 p16 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

The eigenvalues must be determined first.

Once these are known, corresponding eigenvectors are

obtained from the system (2), for instance, by the Gauss
elimination, where λ is the eigenvalue for which an
eigenvector is wanted.

Section 8.1 p17 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

Theorem 2
Eigenvectors, Eigenspace
If w and x are eigenvectors of a matrix A corresponding to the
same eigenvalue λ, so are w + x (provided x ≠ −w) and kx for
any k ≠ 0.
Hence the eigenvectors corresponding to one and the same
eigenvalue λ of A, together with 0, form a vector space, called the
eigenspace of A corresponding to that λ.

Section 8.1 p18 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

In particular, an eigenvector x is determined only up to a

constant factor.
Hence we can normalize x, that is, multiply it by a scalar to
get a unit vector.

Section 8.1 p19 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

EXAMPLE 2 Multiple Eigenvalues

Find the eigenvalues and eigenvectors of

 2 2 3 
A   2 1 6  .
 1 2 0 

Section 8.1 p20 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

EXAMPLE 2 Multiple Eigenvalues (continued 1)

Solution.
For our matrix, the characteristic determinant gives the
characteristic equation
−λ3 − λ2 + 21λ + 45 = 0.
The roots (eigenvalues of A) are λ1 = 5, λ2 = λ3 = −3.

Section 8.1 p21 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

EXAMPLE 2 Multiple Eigenvalues (continued 2)

Solution. (continued 1)
To find eigenvectors, we apply the Gauss elimination to the
system (A − λI)x = 0, first with λ = 5 and then with λ = −3 .
For λ = 5 the characteristic matrix is
 7 2 3 
A  I  A  5I   2 4 6  .
 1 2 5 
It row-reduces to  7 2 3 
 0 24 / 7 48 / 7  .
 
 0 0 0 
Section 8.1 p22 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

EXAMPLE 2 Multiple Eigenvalues (continued 3)

Solution. (continued 2)
Hence it has rank 2. Choosing x3 = −1 we have x2 = 2 from
24 48
 x2  x3  0 and then x1 = 1 from −7x1 + 2x2 − 3x3 = 0.
7 7
Hence an eigenvector of A corresponding to λ = 5 is
x1 = [1 2 −1]T.
For λ = −3 the characteristic matrix
 1 2 3 
A  I  A  3I   2 4 6 
 1 2 3   1 2 3 
0 0 0  .
row-reduces to  
0 0 0 
Section 8.1 p23 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

EXAMPLE 2 Multiple Eigenvalues (continued 4)

Solution. (continued 3)
Hence it has rank 1 and there are 2 free variables.
From x1 + 2x2 − 3x3 = 0 we have x1 = −2x2 + 3x3.
Choosing (1) x2 = 1, x3 = 0 and (2) x2 = 0, x3 = 1, we obtain two
linearly independent eigenvectors of A corresponding to λ
= −3
 2   3
x 2   1  and x 3   0  .
 0   1 

Section 8.1 p24 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

• The order Mλ of an eigenvalue λ as a root of the characteristic

polynomial is called the algebraic multiplicity of λ.
• The number mλ of linearly independent eigenvectors
corresponding to λ is called the geometric multiplicity of λ.
Thus mλ is the dimension of the eigenspace corresponding to this λ.
• Since the characteristic polynomial has degree n, the sum of
all the algebraic multiplicities must equal n.
• In Example 2 for λ = −3 we have mλ = Mλ = 2. Generally
speaking, mλ ≤ Mλ, as can be shown. The difference Δλ = Mλ −
mλ is called the defect of λ. Thus Δ−3 = 0 in Example 2, but
positive defects Δλ can easily occur.

Section 8.1 p25 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.1 The Matrix Eigenvalue Problem. Determining
Eigenvalues and Eigenvectors

Theorem 3
Eigenvalues of the Transpose
The transpose AT of a square matrix A has the same eigenvalues
as A.

Section 8.1 p26 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
8.3 Symmetric, Skew-Symmetric,
and Orthogonal Matrices

Section 8.3 p27 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.3 Symmetric, Skew-Symmetric,
and Orthogonal Matrices

Definitions
Symmetric, Skew-Symmetric, and Orthogonal Matrices
A real square matrix A = [ajk] is called
symmetric if transposition leaves it unchanged,
(1) AT = A, thus akj = ajk,
skew-symmetric if transposition gives the negative of A,
(2) AT = −A, thus akj = −ajk,
orthogonal if transposition gives the inverse of A,
(3) AT = A−1.

Section 8.3 p28 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.3 Symmetric, Skew-Symmetric,
and Orthogonal Matrices

Any real square matrix A may be written as the sum of a

symmetric matrix R and a skew-symmetric matrix S, where
1 1
(4) R  (A  AT ) and S  ( A  A T ).
2 2

Section 8.3 p29 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.3 Symmetric, Skew-Symmetric,
and Orthogonal Matrices

Theorem 1
Eigenvalues of Symmetric
and Skew-Symmetric Matrices
(a) The eigenvalues of a symmetric matrix are real.
(b) The eigenvalues of a skew-symmetric matrix are pure
imaginary or zero.

Section 8.3 p30 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.3 Symmetric, Skew-Symmetric,
and Orthogonal Matrices

Orthogonal Transformations
and Orthogonal Matrices
Orthogonal transformations are transformations
(5) y = Ax where A is an orthogonal matrix.

With each vector x in Rn such a transformation assigns a

vector y in Rn.

For instance, the plane rotation through an angle θ

 y1  cos   sin    x1 
(6) y       x 
 2 
y sin  cos   2
is an orthogonal transformation.

Section 8.3 p31 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.3 Symmetric, Skew-Symmetric,
and Orthogonal Matrices
Theorem 2
Invariance of Inner Product
An orthogonal transformation preserves the value of the inner
product of vectors a and b in Rn, defined by
 b1 
(7) a b  a T b   a1 an    .
bn 
That is, for any a and b in Rn, orthogonal n × n matrix A, and
u = Aa, v = Ab we have u ·v = a ·b.
Hence the transformation also preserves the length or norm of
any vector a in Rn given by
(8) a  a a  a Ta .

Section 8.3 p32 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.3 Symmetric, Skew-Symmetric,
and Orthogonal Matrices

Theorem 3
Orthonormality of Column and Row Vectors
A real square matrix is orthogonal if and only if its column vectors
a1, … , an (and also its row vectors) form an orthonormal system,
that is,
0 if j  k
(10) a j ak  a j ak  
T

1 if j  k.

Section 8.3 p33 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.3 Symmetric, Skew-Symmetric,
and Orthogonal Matrices

Theorem 4
Determinant of an Orthogonal Matrix
The determinant of an orthogonal matrix has the value +1 or −1.

Section 8.3 p34 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.3 Symmetric, Skew-Symmetric,
and Orthogonal Matrices

Theorem 5
Eigenvalues of an Orthogonal Matrix
The eigenvalues of an orthogonal matrix A
are real or complex conjugates in pairs and
have absolute value 1.

Section 8.3 p35 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
8.4 Eigenbases. Diagonalization.
Quadratic Forms

Section 8.4 p36 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms

Eigenvectors of an n × n matrix A may (or may not!)

form a basis for Rn.

If we are interested in a transformation y =Ax, such

an “eigenbasis” (basis of eigenvectors)—if it exists—is of
great advantage because then we can represent any x in Rn
uniquely as a linear combination of the eigenvectors x1, … ,
xn, say,
x = c1x1 + c2x2 + … + cnxn.

Section 8.4 p37 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms

And, denoting the corresponding (not necessarily distinct)

eigenvalues of the matrix A by λ1, … , λn, we have
Axj = λjxj, so that we simply obtain
y  Ax  A(c1x1   cn x n )
(1)  c1Ax1   cn Ax n
 c11x1   cnn x n .

This shows that we have decomposed

the complicated action of A on an arbitrary vector x
into
a sum of simple actions along the eigenvectors of A.

This is the point of an eigenbasis.

Section 8.4 p38 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms

Theorem 1
Basis of Eigenvectors

If an n × n matrix A has n distinct eigenvalues, then A has a basis

of eigenvectors x1, … , xn for Rn.

Section 8.4 p39 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms

Theorem 2
Symmetric Matrices

A symmetric matrix has an orthonormal basis of eigenvectors

for Rn.

Section 8.4 p40 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms

Similarity of Matrices. Diagonalization

DEFINITION

Similar Matrices. Similarity Transformation

An n × n matrix  is called similar to an n × n matrix A if

(4) Â = P−1AP
for some (nonsingular!) n × n matrix P.

This transformation, which gives  from A, is called a

similarity transformation.
Section 8.4 p41 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms

Theorem 3
Eigenvalues and Eigenvectors of Similar Matrices

If  is similar to A, then  has the same eigenvalues as A.

Furthermore, if x is an eigenvector of A, then y = P−1x is an

eigenvector of  corresponding to the same eigenvalue.

Section 8.4 p42 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms

Theorem 4
Diagonalization of a Matrix

If an n × n matrix A has a basis of eigenvectors, then

(5) D = X−1AX
is diagonal, with the eigenvalues of A as the entries on the main
diagonal.
Here X is the matrix with these eigenvectors as column vectors.
Also,
(5*) Dm = X−1AmX (m = 2, 3, … ).

Section 8.4 p43 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms
EXAMPLE 4 Diagonalization
Diagonalize

 7.3 0.2 3.7 

A   11.5 1.0 5.5  .
 17.7 1.8 9.3 

Solution.
• The characteristic determinant gives the characteristic
equation −λ3 −λ2 + 12λ = 0. The roots (eigenvalues of A)
are λ1 = 3, λ2 = −4, λ3 = 0.
• By the Gauss elimination applied to (A − λI)x = 0 with λ
= λ1, λ2, λ3 we find eigenvectors to form X and then find
X−1 by the Gauss–Jordan elimination.
Section 8.4 p44 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms
EXAMPLE 4 (continued 1) Diagonalization
Solution. (continued 1)
The results are

 1  1  2  1 1 2
x 1   3 , x 2 =  1 , x 3 =  1  , X   3 1 1  ,
     
 1  3  4   1 3 4 

 0.7 0.2 0.3 

X 1   1.3 0.2 0.7  .
 0.8 0.2 0.2 

Section 8.4 p45 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms
EXAMPLE 4 (continued 2) Diagonalization
Solution. (continued 2)
Calculating AX and multiplying by X−1 from the left, we
thus obtain

D  X 1AX  X 1A  x 1 x2 x 3 
 X 1 1x1 2 x 2 3 x 3 
 0.7 0.2 0.3   3 4 0   3 0 0 
  1.3 0.2 0.7   9 4 0    0 4 0  .
    
 0.8 0.2 0.2   3 12 0   0 0 0 

Section 8.4 p46 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms. Quadratic Forms
Transformation to Principal Axes
By definition, a quadratic form Q in the components x1, … , xn
of a vector x is a sum n2 of terms, namely,
n n
Q  x Ax   a jk x j xk
T

j 1 k 1

 a11 x12  a12 x1 x2   a1n x1 xn

(7)  a21 x2 x1  a22 x2 2   a2 n x2 xn

 an1 xn x1  an 2 xn x2   ann xn 2 .
A = [ajk] is called the coefficient matrix of the form.
We may assume that A is symmetric, because we can take off-
diagonal terms together in pairs and write the result as a sum
of two equal terms.
Section 8.4 p47 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms
EXAMPLE 5 Quadratic Form.
Symmetric Coefficient Matrix
Let
 3 4   x1 
x Ax   x1 x2  
T
 x 
 6 2  2
 3 x12  4 x1 x2  6 x2 x1  2 x2 2
 3 x12  10 x1 x2  2 x2 2 .
Here 4 + 6 = 10 = 5 + 5.

Section 8.4 p48 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms
EXAMPLE 5 (continued) Quadratic Form.
Symmetric Coefficient Matrix
From the corresponding symmetric matrix C = [cjk] where
cjk = (ajk + akj), thus c11 = 3, c12 = c21 = 5, c22 = 2, we get the
same result; indeed,
 3 5   x1 
x Cx   x1 x2  
T
 x 
 5 2  2
 3 x12  5 x1 x2  5x2 x1  2 x2 2
 3 x12  10 x1 x2  2 x2 2 .

Section 8.4 p49 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms

By Theorem 2, the symmetric coefficient matrix A of (7)

has an orthonormal basis of eigenvectors.
Hence if we take these as column vectors, we obtain a
matrix X that is orthogonal, so that X−1 = XT.
From (5) we thus have A = XDX−1 = XDXT. Substitution
into (7) gives
(8) Q = xTXDXTx.
If we set XTx = y, then, since X−1 = XT, we have X−1x = y
and thus obtain
(9) x = Xy.
Furthermore, in (8) we have xTX = (XTx)T = yT and XTx = y,
so that Q becomes simply
(10) Q = yTDy = λ1y12 + λ2y22 + … + λnyn2.
Section 8.4 p50 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms

Theorem 5
Principal Axes Theorem

The substitution (9) transforms a quadratic form

n n
Q  x Ax   a jk x j xk
T
( akj  a jk )
j 1 k 1

to the principal axes form or canonical form (10), where

λ1, … , λn are the (not necessarily distinct) eigenvalues of the
(symmetric!) matrix A, and X is an orthogonal matrix with
corresponding eigenvectors x1, … , xn, respectively, as column
vectors.

Section 8.4 p51 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms
EXAMPLE 6 Transformation to Principal Axes.
Conic Sections
Find out what type of conic section the following
quadratic form represents and transform it to principal
axes:
Q  17 x12  30x1x2  17 x2 2  128.

Solution. We have Q = xTAx, where

 17 15   x1 
A  , x   .
 15 17   x2 

Section 8.4 p52 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms
EXAMPLE 6 (continued) Transformation to Principal Axes.
Conic Sections
Solution. (continued 1)
This gives the characteristic equation (17 − λ)2 − 152 = 0. It
has the roots λ1 = 2, λ2 = 32. Hence (10) becomes
Q  2 y12  32 y2 2 .
We see that Q = 128 represents the ellipse 2y12 + 32y22 = 128,
that is,
y12 y2 2
2
 2  1.
8 2

Section 8.4 p53 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms

EXAMPLE 6 (continued) Transformation to Principal Axes.

Conic Sections
Solution. (continued 2)
If we want to know the direction of the principal axes in the
x1x2-coordinates, we have to determine normalized
eigenvectors from (A − λI)x = 0 with λ = λ1 = 2 and
λ = λ2 = 32 and then use (9). We get
1 / 2   1 / 2 
  and  
1 / 2   1 / 2 

Section 8.4 p54 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.4 Eigenbases. Diagonalization.
Quadratic Forms
EXAMPLE 6 (continued) Transformation to Principal Axes.
Conic Sections
Solution. (continued 3)
hence
1 / 2 1 / 2   y1  x1  y1 / 2  y2 / 2
x  Xy    ,
1 / 2 1 / 2   y2  x2  y1 / 2  y2 / 2.

This is a 45° rotation.

Section 8.4 p55 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
8.5 Complex Matrices and Forms.
Optional

Section 8.5 p56 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.5 Complex Matrices and Forms. Optional

Notations

Ā = [ājk] is obtained from A = [ajk] by replacing each entry

ajk = α + iβ (α, β real) with its complex conjugate ājk = α − iβ.
Also, ĀT = [ākj] is the transpose of Ā, hence the conjugate
transpose of A.

Section 8.5 p57 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.5 Complex Matrices and Forms. Optional

DEFINITION
Hermitian, Skew-Hermitian, and Unitary Matrices

A square matrix A = [akj] is called

Hermitian if ĀT = A, that is, ākj = ajk

skew-Hermitian if ĀT = −A, that is, ākj = −ajk
unitary if ĀT = A−1.

Section 8.5 p58 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.5 Complex Matrices and Forms. Optional

Eigenvalues
It is quite remarkable that the matrices under
consideration have spectra (sets of eigenvalues; see Sec.
8.1) that can be characterized in a general way as follows
(see Fig. 163).

Fig. 163. Location of the eigenvalues of Hermitian, skew-Hermitian,

and unitary matrices in the complex λ-plane

Section 8.5 p59 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.5 Complex Matrices and Forms. Optional

Theorem 1
Eigenvalues

(a) The eigenvalues of a Hermitian matrix (and thus of a

symmetric matrix) are real.
(b) The eigenvalues of a skew-Hermitian matrix (and thus of a
skew-symmetric matrix) are pure imaginary or zero.
(c) The eigenvalues of a unitary matrix (and thus of an
orthogonal matrix) have absolute value 1.

Section 8.5 p 60 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.5 Complex Matrices and Forms. Optional

Theorem 2
Invariance of Inner Product

A unitary transformation, that is, y = Ax with a unitary matrix

A, preserves the value of the inner product (4), hence also the
norm (5).

Section 8.5 p 61 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.5 Complex Matrices and Forms. Optional

DEFINITION
Unitary System

A unitary system is a set of complex vectors satisfying the

relationships
0 if jk
(6) a j ak  aj ak  
T

1 if j  k.

Section 8.5 p62 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.5 Complex Matrices and Forms. Optional

Theorem 4
Determinant of a Unitary Matrix

Let A be a unitary matrix. Then its determinant has absolute

value one, that is, |det A| = 1.

Section 8.5 p 63 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.5 Complex Matrices and Forms. Optional

Theorem 5
Basis of Eigenvectors

A Hermitian, skew-Hermitian, or unitary matrix has a basis of

eigenvectors for Cn that is a unitary system.

Section 8.5 p 64 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.5 Complex Matrices and Forms. Optional

Hermitian and Skew-Hermitian Forms

The concept of a quadratic form (Sec. 8.4) can be extended
to complex. We call the numerator x T Ax in (1) a form in
the components x1, … , xn of x, which may now be
complex. This form is again a sum of n2 terms
n n
x Ax   a jk x j xk
T

j 1 k 1

(7)  a11 x1 x1   a1n x1 xn

 a21 x2 x1   a2 n x 2 xn

 an1 xn x1   ann xn xn .

Section 8.5 p65 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 8.5 Complex Matrices and Forms. Optional

Hermitian and Skew-Hermitian Forms

(continued)
A is called its coefficient matrix. The form is called a
Hermitian or skew-Hermitian form if A is Hermitian or
skew-Hermitian, respectively. The value of a Hermitian form
is real, and that of a skew-Hermitian form is pure imaginary or
zero.

Section 8.5 p66 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 SUMMARY OF CHAPTER 8
Linear Algebra:
Matrix Eigenvalue Problems

Section 8.Summary p67 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 SUMMARY OF CHAPTER 8
Linear Algebra: Matrix Eigenvalue Problems
The practical importance of matrix eigenvalue problems can
hardly be overrated. The problems are defined by the vector
equation
(1) Ax = λx.
A is a given square matrix. All matrices in this chapter are
square. λ is a scalar. To solve the problem (1) means to
determine values of λ, called eigenvalues (or characteristic
values) of A, such that (1) has a nontrivial solution x (that is,
x ≠ 0), called an eigenvector of A corresponding to that λ.
An n × n matrix has at least one and at most n numerically
different eigenvalues.

Section 8.Summary p68 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 SUMMARY OF CHAPTER 8
(continued 1) Linear Algebra: Matrix Eigenvalue Problems
These are the solutions of the characteristic equation
(Sec. 8.1)
a11   a12 a1n
a21 a22   a2 n
(2) D( )  det( A  I)   0.
  
an1 an 2 ann  

D(λ) is called the characteristic determinant of A. By

expanding it we get the characteristic polynomial of A,
which is of degree n in λ. Some typical applications are
shown in
Sec. 8.2.

Section 8.Summary p69 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig

Copyright 2011 by John Wiley & Sons. All rights reserved.
 SUMMARY OF CHAPTER 8
(continued 2) Linear Algebra: Matrix Eigenvalue Problems
Section 8.3 is devoted to eigenvalue problems for
symmetric (AT = A), skew-symmetric (AT = −A), and
orthogonal matrices (AT = A−1). Section 8.4 concerns the
diagonalization of matrices and the transformation of
quadratic forms to principal axes and its relation to
eigenvalues.
Section 8.5 extends Sec. 8.3 to the complex analogs of those
real matrices, called Hermitian (AT = A), skew-Hermitian
(AT = −A), and unitary matrices AT  A1 .
All the eigenvalues of a Hermitian matrix (and a symmetric
one) are real. For a skew-Hermitian (and a skew-symmetric)
matrix they are pure imaginary or zero. For a unitary (and an
orthogonal) matrix they have absolute value 1.
Section 8.Summary p70 Advanced Engineering Mathematics, 10/e by Edwin Kreyszig
Copyright 2011 by John Wiley & Sons. All rights reserved.