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Eigenvalues and Eigenvectors

The document discusses eigenvectors and eigenvalues of matrices. It defines eigenvectors and eigenvalues, and provides examples of finding them for specific matrices. It also presents theorems about eigenvalues of triangular matrices and the linear independence of eigenvectors corresponding to distinct eigenvalues.

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fauziyyahanisah16
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56 views15 pages

Eigenvalues and Eigenvectors

The document discusses eigenvectors and eigenvalues of matrices. It defines eigenvectors and eigenvalues, and provides examples of finding them for specific matrices. It also presents theorems about eigenvalues of triangular matrices and the linear independence of eigenvectors corresponding to distinct eigenvalues.

Uploaded by

fauziyyahanisah16
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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5 Eigenvalues and Eigenvectors

5.1
EIGENVECTORS AND
EIGENVALUES

© 2012 Pearson Education, Inc.


EIGENVECTORS AND EIGENVALUES
 Definition: An eigenvector of an n  n matrix A is
a nonzero vector x such that Ax  λx for some
scalar λ. A scalar λ is called an eigenvalue of A if
there is a nontrivial solution x of Ax  λx ; such an
x is called an eigenvector corresponding to λ.
 λ is an eigenvalue of an n  n matrix A if and only
if the equation
( A  λI )x  0 ----(1)
has a nontrivial solution.
 The set of all solutions of (1) is just the null space
of the matrix A  λI .
© 2012 Pearson Education, Inc. Slide 5.1- 2
EIGENVECTORS AND EIGENVALUES
 So this set is a subspace of ℝn and is called the
eigenspace of A corresponding to λ.

 The eigenspace consists of the zero vector and all the


eigenvectors corresponding to λ.

 Example 1: Show that 7 is an eigenvalue of matrix

 1 6
A  and find the corresponding eigenvectors.
5 2 

© 2012 Pearson Education, Inc. Slide 5.1- 3


EIGENVECTORS AND EIGENVALUES

 Solution: The scalar 7 is an eigenvalue of A if and


only if the equation
Ax  7x ----(2)
has a nontrivial solution.
 But (2) is equivalent to Ax  7x  0, or
( A  7 I )x  0 ----(3)
 To solve this homogeneous equation, form the matrix

 1 6  7 0   6 6 
A  7I       
 5 2   0 7   5 5 
© 2012 Pearson Education, Inc. Slide 5.1- 4
EIGENVECTORS AND EIGENVALUES
 The columns of A  7 I are obviously linearly
dependent, so (3) has nontrivial solutions.
 To find the corresponding eigenvectors, use row
operations:
 6 6 0 
 1 1 0 
 5 5 0 
0 0 0 
   
1
 The general solution has the form x2   .
1
 Each vector of this form with x2  0 is an
eigenvector corresponding to λ  7 .
© 2012 Pearson Education, Inc. Slide 5.1- 5
EIGENVECTORS AND EIGENVALUES
 4 1 6 

 Example 2: Let A  2 1 6 . An eigenvalue of
 
 2 1 8
A is 2. Find a basis for the corresponding eigenspace.
 Solution: Form
 4 1 6   2 0 0   2 1 6 
   
A  2 I  2 1 6  0 2 0  2 1 6  
     
 2 1 8  0 0 2   2 1 6 
and row reduce the augmented matrix for ( A  2 I )x  0.
© 2012 Pearson Education, Inc. Slide 5.1- 6
EIGENVECTORS AND EIGENVALUES
 2 1 6 0   2 1 6 0 
 2 1 6 0   0 0 0 0 
   
 2 1 6 0   0 0 0 0 
 At this point, it is clear that 2 is indeed an eigenvalue
of A because the equation ( A  2 I )x  0 has free
variables.
 The general solution is
 x1  1/ 2   3
 x   x  1   x  0  , x and x free.
 2 2   3  2 3

 x3   0   1 
© 2012 Pearson Education, Inc. Slide 5.1- 7
EIGENVECTORS AND EIGENVALUES
 The eigenspace, shown in the following figure, is a
two-dimensional subspace of ℝ3.

  1  3 
    
 A basis is 2 ,  0 
  0   1 
© 2012 Pearson Education, Inc.      Slide 5.1- 8
EIGENVECTORS AND EIGENVALUES
 Theorem 1: The eigenvalues of a triangular matrix
are the entries on its main diagonal.
 Proof: For simplicity, consider the 3  3 case.
 If A is upper triangular, the A  λI has the form
 a11 a12 a13   λ 0 0 
A  λI   0 a22 a23    0 λ 0 
   
 0 0 a33   0 0 λ 
 a11  λ a12 a13 
 0 a22  λ a23 
 
 0 0 a33  λ 
© 2012 Pearson Education, Inc. Slide 5.1- 9
EIGENVECTORS AND EIGENVALUES
 The scalar λ is an eigenvalue of A if and only if the
equation ( A  λI )x  0 has a nontrivial solution,
that is, if and only if the equation has a free variable.

 Because of the zero entries in A  λI , it is easy to see


that ( A  λI )x  0 has a free variable if and only if
at least one of the entries on the diagonal of A  λI is
zero.

 This happens if and only if λ equals one of the entries


a11, a22, a33 in A.

© 2012 Pearson Education, Inc. Slide 5.1- 10


EIGENVECTORS AND EIGENVALUES
 Theorem 2: If v1, …, vr are eigenvectors that
correspond to distinct eigenvalues λ1, …, λr of an n  n
matrix A, then the set {v1, …, vr} is linearly
independent.
 Proof: Suppose {v1, …, vr} is linearly dependent.
 Since v1 is nonzero, Theorem 7 in Section 1.7 says that
one of the vectors in the set is a linear combination of
the preceding vectors.
 Let p be the least index such that v p1 is a linear
combination of the preceding (linearly independent)
vectors.
© 2012 Pearson Education, Inc. Slide 5.1- 11
EIGENVECTORS AND EIGENVALUES

 Then there exist scalars c1, …, cp such that


c1v1   c p v p  v p1
----(4)
 Multiplying both sides of (4) by A and using the fact
that
c1 Av1   c p Av p  Av p 1
c1λ1v1 
 c p λ p v p  λ p 1v p 1 ----(5)
 Multiplying both sides of (4) by λ p1 and subtracting
the result from (5), we have
c1 (λ1  λ p1 )v1   c p (λ p  λ p1 )v p  0 ----(6)

© 2012 Pearson Education, Inc. Slide 5.1- 12


EIGENVECTORS AND EIGENVALUES

 Since {v1, …, vp} is linearly independent, the weights


in (6) are all zero.

 But none of the factors λi  λ p1 are zero, because the


eigenvalues are distinct.

 Hence ci  0 for i  1, , p.

 But then (4) says that v p1  0 , which is impossible.

© 2012 Pearson Education, Inc. Slide 5.1- 13


EIGENVECTORS AND DIFFERENCE EQUATIONS
 Hence {v1, …, vr} cannot be linearly dependent and
therefore must be linearly independent.

 If A is an n  n matrix, then
x k 1  Ax k (k  0,1,2 )
----(7)
n
is a recursive description of a sequence {xk} in .

 A solution of (7) is an explicit description of {xk}


whose formula for each xk does not depend directly on
A or on the preceding terms in the sequence other than
the initial term x0.
© 2012 Pearson Education, Inc. Slide 5.1- 14
EIGENVECTORS AND DIFFERENCE EQUATIONS

 The simplest way to build a solution of (7) is to take


an eigenvector x0 and its corresponding eigenvalue λ
and let
x k  λ k x 0 (k  1, 2, ) ----(8)

 This sequence is a solution because


Ax k  A(λ k x 0 )  λ k ( Ax 0 )  λ k (λx 0 )  λ k 1x 0  x k 1

© 2012 Pearson Education, Inc. Slide 5.1- 15

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