Unit 1: Matrices

- Eigen Values and Eigen Vectors

Dr. Soya Mathew

Eigen Values and Eigen Vectors:
Definition:

Let 𝐴 be a square matrix of order 𝑛 . If there exists a non-zero column

matrix 𝑋 of order 𝑛 × 1 and a scalar 𝜆 such that 𝐴𝑋 = 𝜆 𝑋, then 𝑿 is called an
eigen vector and 𝝀 is called the corresponding eigen value.

Definition:

If 𝐴 is a square matrix of order 𝑛, then 𝐴 − 𝜆𝐼 = 0 where 𝜆 is a scalar

and 𝐼 is the unit matrix of order 𝑛 is called characteristic equation of the
matrix 𝐴 and the roots of this equation are eigen values of 𝐴.
Properties of Eigen Values and Eigen Vectors :
1. The constant term of the characteristic polynomial of the matrix 𝐴 is the
determinant of 𝐴.

2. For a given eigen vector there corresponds only one eigen value.

3. If 𝑋 is an eigen vector corresponding to eigen value 𝜆, then for any scalar

𝑘 ≠ 0, 𝑘𝑋 is also an eigen vector corresponding to same eigen value 𝜆.

4. If 𝑋1 and 𝑋2 are two eigen vectors of matrix 𝐴 corresponding to same

eigen value 𝜆, then 𝑋1 + 𝑋2 is also an eigen vector for same 𝜆.
Properties of Eigen Values and Eigen Vectors
(Contd…) :

5. If 𝐴 is any square matrix, then 𝐴 and its transpose 𝐴′ have same eigen
value.

6. If 𝜆 is an eigen value of 𝐴 then 𝜆2 is an eigen value of 𝐴2 .

1
7. If 𝜆 is an eigen value of 𝐴 then is an eigen value of 𝐴−1 provided 𝐴 is
𝜆

non – singular.
Q. Show that 0 is an eigen value of a square matrix 𝐴 if and only only if the
matrix 𝐴 is singular.

Solution:

Let 𝐴 be a square matrix of order 𝑛.

The constant term of the characteristic polynomial of A is 𝐴 .

0 is an eigen value of a 𝐴 ⟺ constant term of the characteristic

polynomial is 0

⟺ 𝐴 =0

⟺ 𝐴 is singular
Working Rule:

Step 1: Write the characteristic equation of the matrix as 𝐴 − 𝜆𝐼 = 0

Step 2: Solve the characteristic equation. The roots of this gives eigen
values say 𝜆1 , 𝜆2 , . . 𝜆𝑛

Step 3: To find the eigen vector corresponding to the eigen value (say)
𝜆1 , put 𝜆 = 𝜆1 in the equation 𝐴 − 𝜆𝐼 𝑋 = 0 and solve.
Problems:

1. Find the eigen values and the corresponding eigen vectors of the

1 2
matrix 𝐴 =
3 2
Solution:

The characteristic equation of 𝐴 is given by

𝐴 − 𝜆𝐼 = 0

1−𝜆 2
⟹ =0
3 2−𝜆
 ⟹ 1−𝜆 2−𝜆 −6=0

⟹ 2 − 𝜆 − 2𝜆 + 𝜆2 − 6 = 0

⟹ 𝜆2 − 3𝜆 − 4 = 0

⟹ 𝜆−4 𝜆+1 =0

⟹ 𝜆 = −1, 4

Hence the eigen values are 𝜆 = −1 and 𝜆 = 4

 𝑥
Let X = 𝑦 be the eigen vector corresponding to the eigen value 𝜆.

To find the eigen vectors corresponding to eigen values, consider the matrix
equation

𝐴 − 𝜆𝐼 𝑋 = 𝑂

1−𝜆 2 𝑥 0
⟹ 𝑦 = 0
3 2−𝜆
⟹ 1 − 𝜆 𝑥 + 2𝑦 = 0

3𝑥 + 2 − 𝜆 𝑦 = 0
For 𝜆 = −1,

1 ⟹ 2𝑥 + 2𝑦 = 0

3𝑥 + 3𝑦 = 0

⟹ 𝑥+𝑦 =0

⟹ 𝑥 = −𝑦

Put 𝑦 = 𝑘, then 𝑥 = −𝑘

−𝑘
Thus the eigen vector corresponding to eigen value 𝜆 = −1 is 𝑋 =
𝑘
For 𝜆 = 4,

1 ⟹ −3𝑥 + 2𝑦 = 0

3𝑥 − 2𝑦 = 0

⟹ 3𝑥 = 2𝑦
2
⟹ 𝑥= 𝑦
3

2
Put 𝑦 = 𝑘, then 𝑥 = 𝑘
3

2
𝑘
Thus the eigen vector corresponding to eigen value 𝜆 = 4 is 𝑋 = 3
𝑘
Problems:

2. Find the eigen values and the corresponding eigen vectors of the

4 1
matrix 𝐴 = .
−1 2
Solution:

The characteristic equation of 𝐴 is given by

𝐴 − 𝜆𝐼 = 0

4−𝜆 1
⟹ =0
−1 2−𝜆
 ⟹ 4−𝜆 2−𝜆 +1=0

⟹ 8 − 4𝜆 − 2𝜆 + 𝜆2 + 1 = 0

⟹ 𝜆2 − 6𝜆 + 9 = 0

⟹ (𝜆 − 3)(𝜆 − 3) = 0

⟹ 𝜆 = 3, 3

Hence the eigen values are 𝜆 = 3 and 𝜆 = 3

 𝑥
Let X = 𝑦 be the eigen vector corresponding to the eigen value 𝜆.

To find the eigen vectors corresponding to eigen values, consider the matrix
equation

𝐴 − 𝜆𝐼 𝑋 = 𝑂

4−𝜆 1 𝑥 0
⟹ 𝑦 = 0
−1 2−𝜆
⟹ 4−𝜆 𝑥+𝑦 =0

−𝑥 + 2 − 𝜆 𝑦 = 0
For 𝜆 = 3,

1 ⟹ 𝑥+𝑦 =0

−𝑥 − 𝑦 = 0

⟹ 𝑥 = −𝑦

Put 𝑦 = 𝑘, then 𝑥 = −𝑘

−𝑘
Thus the eigen vector corresponding to eigen value 𝜆 = 3 is 𝑋 =
𝑘
Problems:

3. Find the eigen values and the corresponding eigen vectors of the

6 −2 2
matrix 𝐴 = −2 3 −1 .
2 −1 3
Solution:

The characteristic equation of 𝐴 is given by

𝐴 − 𝜆𝐼 = 0
 6−𝜆 −2 2
⟹ −2 3−𝜆 −1 = 0
2 −1 3 − 𝜆
⟹ 6−𝜆 3 − 𝜆 3 − 𝜆 − 1 + 2 −2 3 − 𝜆 + 2 + 2 2 − 2 3 − 𝜆 =0

⟹ 6 − 𝜆 9 − 6𝜆 + 𝜆2 − 1 + 2 −6 + 2𝜆 + 2 + 2 2 − 6 + 2𝜆 = 0

⟹ 6 − 𝜆 𝜆2 − 6𝜆 + 8 + 2 2𝜆 − 4 + 2 2𝜆 − 4 = 0

⟹ 6 − 𝜆 (𝜆 − 4)(𝜆 − 2) + 8(𝜆 − 2) = 0

⟹ (𝜆 − 2) 6−𝜆 𝜆−4 +8 =0
 ⟹ (𝜆 − 2) 6𝜆 − 24 − 𝜆2 + 4𝜆 + 8 = 0

⟹ (𝜆 − 2) 10𝜆 − 16 − 𝜆2 = 0

⟹ (𝜆 − 2) 𝜆2 − 10𝜆 + 16 = 0

⟹ (𝜆 − 2) (𝜆 − 8)(𝜆 − 2) = 0

⟹ 𝜆 = 2, 2, 8

Hence the eigen values are 𝜆 = 2 and 𝜆 = 8

 𝑥
Let X = 𝑦 be the eigen vector corresponding to the eigen value 𝜆.

To find the eigen vectors corresponding to eigen values, consider the matrix
equation
𝐴 − 𝜆𝐼 𝑋 = 𝑂

6−𝜆 −2 2 𝑥 0
⟹ −2 3−𝜆 −1 𝑦 = 0
2 −1 3−𝜆 𝑧 0
⟹ 6 − 𝜆 𝑥 − 2𝑦 + 2𝑧 = 0
−2𝑥 + 3 − 𝜆 𝑦 − 𝑧 = 0
2𝑥 − 𝑦 + 3 − 𝜆 𝑧 = 0
For 𝜆 = 2,

1 ⟹ 4𝑥 − 2𝑦 + 2𝑧 = 0

−2𝑥 + 𝑦 − 𝑧 = 0

2𝑥 − 𝑦 + 𝑧 = 0

⟹ 2𝑥 − 𝑦 + 𝑧 = 0

−2𝑥 + 𝑦 − 𝑧 = 0

2𝑥 − 𝑦 + 𝑧 = 0

We observe that all equations are same. Hence we have one equation in three
variables.
 1
⟹ 𝑥= (𝑦 − 𝑧)
2

1
Put 𝑦 = 𝑘1 , 𝑧 = 𝑘2 then 𝑥 = (𝑘1 − 𝑘2 )
2

Thus the eigen vector corresponding to eigen value 𝜆 = 2 is

𝑘1 − 𝑘2
𝑋= 𝑘1
𝑘2
For 𝜆 = 8,

1 ⟹ −2𝑥 − 2𝑦 + 2𝑧 = 0

−2𝑥 − 5𝑦 − 𝑧 = 0

2𝑥 − 𝑦 − 5𝑧 = 0

Consider the coefficient matrix,

−2 −2 2
−2 −5 −1
2 −1 −5
 −2 −2 2
~ 0 −3 −3 , 𝑅2 → 𝑅2 − 𝑅1 , 𝑅3 → 𝑅3 + 𝑅1
0 −3 −3

−2 −2 2
~ 0 −3 −3 , 𝑅3 → 𝑅3 + 𝑅2
0 0 0

1 1 −1
1 1
~ 0 1 1 , 𝑅1 → − 𝑅1 , 𝑅2 → − 𝑅2
2 3
0 0 0
The equivalent system is

𝑥 + 𝑦 − 𝑧 = 0 … … (1)

𝑦 + 𝑧 = 0 … … (2)

Now,

2 ⟹ 𝑦 = −𝑧

1 ⟹ 𝑥−𝑧−𝑧 =0

⟹ 𝑥 = 2𝑧
Put 𝑧 = 𝑘 then 𝑦 = −𝑘 and 𝑥 = 2𝑘

Thus the eigen vector corresponding to eigen value 𝜆 = 8 is

2𝑘
𝑋 = −𝑘
𝑘
Problems:

4. Find the eigen values and the corresponding eigen vectors of the

1 0 0
matrix 𝐴 = 0 1 0 .
3 −1 1
Solution:

The characteristic equation of 𝐴 is given by

𝐴 − 𝜆𝐼 = 0
 1−𝜆 0 0
⟹ 0 1−𝜆 0 =0
3 −1 1−𝜆
⟹ 1−𝜆 1−𝜆 1−𝜆 =0

⟹ 𝜆 = 1, 1, 1

Hence the eigen value is 𝜆 = 1.

𝑥
Let X = 𝑦 be the eigen vector corresponding to the eigen value 𝜆.

To find the eigen vectors corresponding to eigen values, consider the matrix
equation 𝐴 − 𝜆𝐼 𝑋 = 𝑂
 1−𝜆 0 0 𝑥 0
⟹ 0 1−𝜆 0 𝑦 = 0
3 −1 1−𝜆 𝑧 0
⟹ 1−𝜆 𝑥 =0

1−𝜆 𝑦 =0

3𝑥 − 𝑦 + 1 − 𝜆 𝑧 = 0

For 𝜆 = 1,

1 ⟹ 3𝑥 − 𝑦 = 0

⟹ 3𝑥 = 𝑦
Here we observe that there is one equation in three variables. Hence we have
to assign 3 − 1 = 2 constants or parameters.

1
Put 𝑦 = 𝑘1 , 𝑧 = 𝑘2 then 𝑥 = 𝑘
3 1

Thus the eigen vector corresponding to eigen value 𝜆 =1 is

1
𝑘1
3
𝑋= 𝑘1
𝑘2