Applied Linear Algebra: MAT3002

Module 1: System of Linear Equations and Matrices

Matrix representation of system of linear equations, Elementary Operations, System in triangular
and Echelon form, Rank of Matrices, Eigenvalues and Eigenvectors - Properties of Eigenvalues and
Eigenvectors, Existence of solution, Methods of solution - Gaussian elimination and Gauss Jordan
methods - Inverse matrix by Gauss Jordan methods - LDU factorization - Applications to Traffic
flow/ Network Analysis, Chemical balancing, Electrical networks and Cryptography.
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CONTENTS TO BE DISCUSSED

 Eigenvalues and Eigenvectors

 Properties of Eigenvalues and Eigenvectors
 Related Problems.

Characteristic Matrix

Let 𝐴 be a square matrix, 𝐼 identity matrix of same order as that of 𝐴,

and let 𝜆 be a scalar. Then,
𝐴 − 𝜆𝐼 is called the characteristic matrix of 𝐴.
2 2 1
For example, the characteristic matrix of A= (1 3 1) is given by:
1 2 2
2 2 1 1 0 0
𝐴 − 𝜆𝐼 = (1 3 1) − 𝜆 (0 1 0)
1 2 2 0 0 1
2−𝜆 2 1
=( 1 3−𝜆 1 ).
1 2 2−𝜆

Characteristic Polynomial
Determinant of characteristic matrix, i.e., |𝐴 − 𝜆𝐼|, is called characteristic
polynomial.
2−𝜆 2 1
For example, |𝐴 − 𝜆𝐼| = | 1 3−𝜆 1 |
1 2 2−𝜆
= 𝜆3 − 7𝜆2 + 11𝜆 − 5

Characteristic Equation
The equation |𝐴 − 𝜆𝐼| = 0 is called the characteristic equation of
matrix A.
 For example, |𝐴 − 𝜆𝐼| = 0 or 𝜆3 − 7𝜆2 + 11𝜆 − 5 = 0 is the
characteristic equation.

Remark: For a matrix of order 𝑛, the characteristic equation is given

by
𝑎11 − 𝜆 𝑎12 … 𝑎1𝑛
𝑎 𝑎22 − 𝜆 … 𝑎2𝑛
|𝐴 − 𝜆𝐼| = | 21 |=0
… … … …
𝑎𝑛1 𝑎𝑛2 … 𝑎𝑛𝑛 − 𝜆

Eigenvalues or Characteristic Roots

Roots of the equation |𝐴 − 𝜆𝐼| = 0 are called the characteristic values
(or eigenvalues) of A.

Eigenvectors or Characteristic Vectors

A matrix eigenvalue problem considers the vector equation:
𝐴𝑋 = 𝜆𝑋 (1)
where 𝐴 is a given square matrix of order 𝑛, 𝜆 is unknown scalar, and 𝑋
is an unknown vector.
Our aim is to determine the values of 𝜆 and 𝑋 that satisfy (1).
Since X = 0 is always a solution for any value of 𝜆, and thus not
interesting. We only consider the solutions with 𝑋 ≠ 0.
The corresponding non-zero values of 𝑋 that also satisfy (1) are called
eigenvectors (or characteristic vectors) of A.

From equation (1),

𝐴𝑋 − 𝜆𝑋 = 𝑂
⇒ (𝐴 − 𝜆𝐼)𝑋 = 𝑂 (2)
where 𝐼 is identity matrix, and 𝑂 is the zero matrix.
This matrix equation gives 𝑛 homogeneous linear equations:
(𝑎11 − 𝜆)𝑥1 + 𝑎11 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 0
𝑎21 𝑥1 + (𝑎22 − 𝜆)𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 0
……………………………………………
𝑎𝑛1 𝑥1 + 𝑎𝑛1 𝑥2 + ⋯ + (𝑎𝑛𝑛 − 𝜆)𝑥𝑛 = 0
𝑥1
𝑥2
where 𝑋 = ( … ).
𝑥𝑛
Example 1. Determine the eigenvalues and eigenvectors of the matrix:
−5 2
𝐴=[ ]
2 −2
Solution. To find Eigenvalues: The characteristic equation of matrix A is given by
|𝐴 − 𝜆𝐼| = 0 (1)
−5 − 𝜆 2
⇒ | |=0
2 −2 − 𝜆
⇒ 𝜆2 + 7𝜆 + 6 = 0
⇒ 𝜆2 + 6𝜆 + 𝜆 + 6 = 0
⇒ 𝜆(𝜆 + 6) + 1(𝜆 + 6) = 0
⇒ (𝜆 + 1)(𝜆 + 6) = 0
⇒ 𝜆1 = −1 and 𝜆2 = −6

To find Eigen Vectors:

𝐴𝑋 − 𝜆𝑋 = 𝑂 ⇒ (𝐴 − 𝜆𝐼)𝑋 = 𝑂 (2)
⇒ (−5 − 𝜆)𝑥1 + 2𝑥2 = 0 𝑎𝑛𝑑 2𝑥1 + (−2 − 𝜆)𝑥2 = 0 (3)
Now, we find the eigenvector corresponding to 𝜆1 = −1. Putting 𝜆1 =
−1 in (3), we get
−4𝑥1 + 2𝑥2 = 0 and 2𝑥1 − 𝑥2 = 0
⇒ 𝑥2 = 2𝑥1
Let 𝑥1 = 𝑘 ≠ 0. Then, 𝑥2 = 2𝑘. Here, 𝑘 is non-zero arbitrary constant.
Thus,
𝑘 1
First eigenvector 𝑋1 = ( ) = 𝑘 ( )
2𝑘 2
Proceeding in the same way, we obtain the
2𝑝 2
Second eigenvector 𝑋2 = ( ) = 𝑝 ( ) for some non-zero arbitrary
−𝑝 −1
constant 𝑝.

Remark. The eigenvector corresponding to an eigenvalue is not unique. There

may exist more than one eigenvectors corresponding an eigenvalue.

Example 2. (For Students). Determine the eigenvalues and eigenvectors of the

matrix:
6 3
𝐴=[ ]
4 7

Answer. 𝜆2 − 13𝜆 + 30 = (𝜆 − 10)(𝜆 − 3) = 0.

Eigenvalues = 10 & 3
3 −1
Eigenvectors = ( ) & ( )
4 1
Properties of Eigenvalues and Eigenvectors
1. Eigenvector 𝑋 of a matrix 𝐴 is not unique.
2. Sum of Eigenvalues of a matrix is equal to the sum of the elements of the main
diagonal. In other words, the sum of the Eigenvalues of a matrix is equal to the
trace of the matrix.
3. Product of Eigenvalues is equal to the determinant of the matrix.
4. A square matrix A and its transpose 𝐀𝐓 have the same Eigenvalues.
5. If λ is an eigenvalue of 𝐴, then |𝐴| / λ is an eigenvalue of the adjoint of 𝐴.
6. Eigen values of a triangular matrix (as well as diagonal matrix) are just the
diagonal elements of the matrix.
1
7. If λ is an Eigenvalue of a matrix A, then , (λ ≠ 0) is the Eigenvalue of 𝐴−1 ,
𝜆

provided that 𝐴−1 exists.

8. If 𝜆1 , 𝜆2 , … , 𝜆𝑛 are the Eigenvalues of a matrix 𝐴, then
𝜆1𝑚 , 𝜆𝑚 𝑚 𝑚
2 , … , 𝜆𝑛 are the Eigenvalues of 𝐴 , where 𝑚 is a positive integer.

Example 3. Find the eigenvalues and eigenvectors of the matrix

3 1 4
𝐴 = [ 0 2 6]
0 0 5

Solution: The characteristic equation of the given matrix is

Thus the eigenvalues of the given matrix are 𝜆1 = 2, 𝜆2 = 3, and 𝜆3 = 5.

Example 4. Determine the eigenvalues and eigenvectors of the matrix
1 2 2
𝐴 = [ 0 2 1]
−1 2 2
Solution.
Example 5. (For Students).
Determine the eigenvalues and eigenvectors of the matrix:
2 −2 −2
𝐴 = [−2 3 −1]
2 −1 3
Also, find the eigenvalues of 𝐴4 .

Answer. 𝐶𝐸: (𝜆 − 2)(𝜆 − 2)(𝜆 − 4) = 0

Eigen values = 2, 2, 4.
1 0
Eigen vectors = 𝑘 [ 1 ], and [−1].
−1 1
4 4 4 4
Eigen values of 𝐴 = 2 , 2 , 4 .

Exercise Questions for Regular Practice (For Students)

1. Determine all the eigenvalues and the corresponding eigenvectors of the matrix
0 1 0
𝐴 = [0 0 1].
0 −2 3
What will be the eigenvalues of 𝐴−1 , if it exists.
Answer. 𝐶𝐸: 𝜆(𝜆 − 1)(𝜆 − 2) = 0
𝜆 = 0, 1, 2.
1 1 1/2
𝑋 = 𝑘 [0], 𝑘 [1], 𝑘 [ 1 ]
0 1 2
−1
𝐴 doesn’t exist since |𝐴| = product of eigen values = 0.
2. Determine all the eigenvalues and the corresponding eigenvectors of the
matrix
3 1 −2
𝐴 = [ 0 1 0 ].
−2 0 0
What will be the eigenvalues of 𝐴10 .
Answer. 𝐶𝐸: (𝜆 − 4)(𝜆 + 1)(𝜆 − 1) = 0
𝜆 = 4, −1, 1.
−2 1 −1
𝑋 = [ 0 ], [0], [ 6 ]
1 2 2
3. Find all the eigenvalues and the corresponding eigenvectors of the matrix
3 1 −2
𝐴 = [ 0 1 0 ].
−2 0 3
Answer. 𝜆 = 5, 1, 1.
−1 1
𝑋 = [ 0 ], [0].
1 1
4. Find all the eigenvalues and the corresponding eigenvectors of the matrix
5 −2 −2
𝐴 = [−2 3 −1].
0 −1 3
Answer. 𝜆 = 2, 4, 5.
−4 0 1
𝑋 = [−7], [−1] , [−2].
1 1 2
5. Find all the eigenvalues and the corresponding eigenvectors of the matrix
3 10 5
𝐴 = [−2 −3 −4].
3 5 7
Answer. 𝜆 = 2, 2, 3.
−1 −5
𝑋 = [−1], [−2].
2 5

6. If eigenvalues of 4 × 4 order matrix A are −1, 0, 1, 2 then find

i) Determinant of A
ii) Eigenvalues of Adjoint of A
iii) Eigenvalues of A−1
iv) Trace of A
v) Determinant of A2 + 3A + 7I.

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