Eigenvalues and Eigen

vectors

Elementary Linear Algebra

R. Larsen et al. (6 Edition)
 CH 7 Inner Product Space

Diffusion (p.348) Relative Maxima and Minima (p.36

9)

Genetics (p.359)

Population of Rabbits (p.373) Architecture (p.382)

2/53
 Eigenvalues and Eigenvectors

Eigenvalue problem:
If A is an nn matrix, do there exist nonzero vectors x in Rn
such that Ax is a scalar multiple of x ？
(The term eigenvalue is from the German word Eigenwert, meaning “proper value”)

Eigenvalue and eigenvector: 
Geometrical Interpretation
A ： an nn matrix
 ： a scalar
x ： a nonzero vector in Rn
Eigenvalue

Ax  x

Eigenvector

Elementary Linear Algebra: Section 7.1, pp.421-422 3/53

 Examples

Verifying eigenvalues and eigenvectors
2 0  1 0 
A  x1    x2   
 0  1 0  1
Eigenvalue
 2 0  1   2  1 
Ax1          2   2 x1
0  1 0 0 0 
Eigenvector

Eigenvalue
 2 0  0  0  0
Ax2          1   (1) x2
0  1 1  1 1 

Eigenvector
Elementary Linear Algebra: Section 7.1, p.423 4/53
 Examples

Verifying eigenvalues and eigenvectors

 Example: Prove that vector x = is an eigenvector of A =

Solution: Ax = =
=3
Thus, it follows that: Ax =x
where, is an eigenvector of A with corresponding eigenvalue, 3.

Elementary Linear Algebra: Section 7.1, p.423 5/53

 Examples
1/292 Eigenvector of a 2 × 2 Matrix

 The vector is an eigenvector of

corresponding to the eigenvalue λ = 3, since

Geometrically, multiplication by A has stretched the vector x by

a factor of 3.

Elementary Linear Algebra: Section 7.1, p.423 6/53

 THEOREM 5.1.1

Finding eigenvalues

If A is an n × n matrix, then a scalar λ is an eigenvalue of A if

and only if it satisfies the equation:

det(λI − A) = 0 (1)

This is called the characteristic equation of A.

Elementary Linear Algebra: Section 7.1, p.423 7/53

 Examples
2/292

  Finding Eigenvalues

In Example 1 we found that λ = 3 is an eigenvalue of the matrix

Use the characteristic equation to find all eigenvalues of this matr

ix.

Elementary Linear Algebra: Section 7.1, p.423 8/53

 Examples
2/292

  Finding Eigenvalues

Solution: It follows from Formula (1) that the eigenvalues of A

are the solutions of the equation det(λI − A) = 0, which we can w
rite as

from which we obtain

(λ − 3)(λ + 1) = 0 (2)
This shows that the eigenvalues of A are λ = 3 and λ = −1. Thus,
in addition to eigenvalue λ = 3 noted in Example 1, we have disc
overed a second eigenvalue λ = −1.

Elementary Linear Algebra: Section 7.1, p.423 9/53

 Characteristic Equation and Characteristic Polynomial

Expanded form of det(λI − A) in (1) is

λn + c1λn−1 + … + cn = 0 (3)
The left side of this equation is a polynomial of degree n in whi
ch the coefficient of λn is 1. The polynomial
p(λ) = λn + c1λn−1 + … + cn (4)
is called the characteristic polynomial of A. The characteristic
polynomial of the 2 × 2 matrix in Example 1 is
p(λ) = (λ − 3)(λ + 1) = λ2 − 2λ − 3
which is a polynomial of degree 2.

Elementary Linear Algebra: Section 7.1, p.423 10/53

 Examples

 
Eigenvalues of a 2 × 2 Matrix
Find the characteristic polynomial and eigenvalues of
A =.
Solution:
a. The characteristic polynomial of A is
det ( =
=
=
= =
=6
= (characteristic polynomial of A)

Elementary Linear Algebra: Section 7.1, p.423 11/53

 Examples

 Eigenvalues of a 2 × 2 Matrix

b. To find the eigenvalues of A, the value of must be satisfied.

()(
(eigenvalues of A)

Elementary Linear Algebra: Section 7.1, p.423 12/53

 Examples
3/293

  Eigenvalues of a 3 × 3 Matrix
Find the eigenvalues of

Solution: The characteristic polynomial of A is

λ3 − 8λ2 + 17λ − 4 = 0 (5)

The eigenvalues of A must therefore satisfy the cubic equation,
by synthetic division:

λ = 4, λ = 2 + √3, and λ = 2 − √3

Elementary Linear Algebra: Section 7.1, p.423 13/53

 Examples

Thm 7.3: Eigenvalues of triangular matrices
If A is an nn triangular matrix, then its eigenvalues are
the entries on its main diagonal.

Elementary Linear Algebra: Section 7.1, p.430 14/53

 Examples
4/294

  Eigenvalues of an Upper Triangular Matrix
Find the eigenvalues of the upper triangular matrix

= (λ − a11) (λ − a22) (λ − a33) (λ − a44)

Elementary Linear Algebra: Section 7.1, p.423 15/53

 Examples
4/294 Eigenvalues of an Upper Triangular Matrix

Solution
Thus, the characteristic equation is
(λ − a11) (λ − a22) (λ − a33) (λ − a44) = 0

and the eigenvalues are

λ = a11, λ = a22, λ = a33, λ = a44

which are precisely the diagonal entries of A.

Elementary Linear Algebra: Section 7.1, p.423 16/53

 Examples

5/295

  Eigenvalues of a Lower Triangular Matrix

By inspection, the eigenvalues of the lower triangular matrix

are λ = 1/2, λ = 2/3, and λ = −1/4.

Elementary Linear Algebra: Section 7.1, p.423 17/53

 Examples

Eigenvalues of Diagonal Matrix

By inspection, the eigenvalues of the diagonal matrix

 1 0 0 0 0
0 2 0 0 0 

(b) A   0 0 0 0 0
 
0 0 0 4 0
 0 0 0 0 3

are λ = − 1, λ = 2, λ = 0, λ = −4, λ = 3

Elementary Linear Algebra: Section 7.1, p.423 18/53

 Examples
Note: The roots of the characteristic equation can be repeated. That is,
λ1 = λ2 =…= λk. If that happens, the eigenvalue is said to be of
multiplicity k.
2 1 0
Find the eigenvalues of: A  0 2 0 
 
0 0 2
  2 1 0
I  A  0 2 0  (   2) 3  0
0 0  2
Thus, λ = 2 is an eigenvalue of multiplicity 3.

19/53

Finding eigenvectors

 To each distinct eigenvalue of a matrix A there will correspond at

least one eigenvector which can be found by solving the
appropriate set of homogenous equations.
 If λi is an eigenvalue, then the corresponding eigenvector xi is the
solution of (λiI-A)xi = 0.

20/53
 Examples

Finding eigenvectors

Find
  the eigenvector of corresponding to the eigenvalue,

Solution:
Recall: (I – A)x = 0

where,
=

21/53

Finding eigenvectors

To
  find
Thus, apply:

Solving the system, it has an infinite number of solutions.

If then one of the eigenvectors is .

22/53
 Examples

Finding eigenvectors 2 1 0
 
Find the eigenvectors of: A  0 2 0 
0 0 2

As solved in slide 18:

  2 1 0
I  A  0 2 0  (  2)3  0
0 0  2
λ = 2 is an eigenvalue of multiplicity 3.

23/53
 2 1 0
A  0 2 0 

Finding eigenvectors
0 0 2
Using λ = 2 as an eigenvalue of multiplicity 3.
Recall: (I – A)x = 0
Solving the homogeneous system:
0  1 0  x1  0
(I  A) x  0 0 0  x2   0
0 0 0  x3  0
whose general solution is: x1 = s, x3 = t
(VERIFY AS A LINEAR SYSTEM)
Thus, the eigenvectors of A corresponding to λ = 2 are the nonzero
vectors of the form: ;  s, t are not both 0

Eigenvectors
24/53
 THEOREM 7.1.3

If A is an n × n matrix, the following statements are equivalent.

(a) λ is an eigenvalue of A.
(b) λ is a solution of the characteristic equation det(λI − A) = 0.
(c) The system of equations (λI − A)x = 0 has nontrivial solutions.
(d) There is a nonzero vector x such that Ax = λx.

Elementary Linear Algebra: Section 7.1, p.423 25/53

 EIGENSPACE

Now that we know how to find the eigenvalues of a matrix, we w

ill consider the problem of finding the corresponding eigenvector
s. By definition, the eigenvectors of A corresponding to an eigen
value λ are the nonzero vectors that satisfy
(λI − A)x = 0

Thus, we can find the eigenvectors of A corresponding to λ by fi

nding the nonzero vectors in the solution space of this linear syst
em.

Elementary Linear Algebra: Section 7.1, p.423 26/53

 EIGENSPACE

This solution space, which is called eigenspace of A correspondi

ng to λ, can be viewed as:

1. the null space of matrix λI − A

2. the kernel of the matrix operator TλI−A: Rn → Rn

3. the set of vectors for which Ax = λx

Elementary Linear Algebra: Section 7.1, p.423 27/53

 Examples
6/295

  Bases for Eigenspaces
Find the bases for the eigenspaces of the matrix

Solution: The characteristic equation of A is

det(λI − A) = 0

so the eigenvalues of A are λ = 2 and λ = −3.

Thus, there are two eigenspaces of A, one for each eigenvalue.

Elementary Linear Algebra: Section 7.1, p.423 28/53

 Examples
6/295

  Bases for Eigenspaces
Solution
By definition,
is an eigenvector of A corresponding to an eigenvalue λ if and
only if (λI − A)x = 0, that is,

In the case where λ =2, this equation becomes

whose general solution is

x1 = t, x2 = t
(VERIFY AS A LINEAR SYSTEM)

Elementary Linear Algebra: Section 7.1, p.423 29/53

 Examples
6/295

  Bases for Eigenspaces
Solution
Since this can be written in matrix form as

it follows that

is a basis for the eigenspace corresponding to λ = 2.

Elementary Linear Algebra: Section 7.1, p.423 30/53

 Examples
6/295

  Bases for Eigenspaces
Solution
We leave it to you to follow the pattern of these computations
and show that

is a basis for the eigenspace corresponding to λ = −3.

Elementary Linear Algebra: Section 7.1, p.423 31/53

 Examples
6/295 Bases for Eigenspaces

Elementary Linear Algebra: Section 7.1, p.423 32/53

 Examples
7/296

  Eigenvectors and Bases for Eigenspaces
Find the bases for the eigenspaces of

Solution The characteristic equation of A is λ3 − 5λ2 + 8λ − 4 = 0,

or in factored form (λ − 1)(λ − 2)2 = 0 (verify). Thus, the distinct e
igenvalues of A are λ = 1 and λ = 2, so there are two eigenspaces o
f A.

Elementary Linear Algebra: Section 7.1, p.423 33/53

 Examples
7/296

  Eigenvectors and Bases for Eigenspaces
Solution
By definition,

is an eigenvector of A corresponding to λ if and only if x is a n

ontrivial solution of (λI − A)x = 0, or in matrix form,
(6)

Elementary Linear Algebra: Section 7.1, p.423 34/53

 Examples
7/296

  Eigenvectors and Bases for Eigenspaces
Solution
In the case where λ = 2, Formula (6) becomes

Solving this system using Gaussian elimination yields:

x1 = −s, x2 = t, x3 = s

(VERIFY AS A LINEAR SYSTEM)

Elementary Linear Algebra: Section 7.1, p.423 35/53

 Examples
7/296

  Eigenvectors and Bases for Eigenspaces
Solution
Thus, the eigenvectors of A corresponding to λ = 2 are the non
zero vectors of the form

and These vectors form a basis for the eigenspace correspon

ding to λ = 2.

Elementary Linear Algebra: Section 7.1, p.423 36/53

 Examples
7/296

  Eigenvectors and Bases for Eigenspaces
Solution
If λ = 1, then (6) becomes

Solving this system yields:

x1 = −2s, x2 = s, x3 = s

(VERIFY AS A LINEAR SYSTEM)

Elementary Linear Algebra: Section 7.1, p.423 37/53

 Examples
7/296

  Eigenvectors and Bases for Eigenspaces
Solution
Thus, the eigenvectors corresponding to λ = 1 are the nonzero
vectors of the form
so that

is a basis for the eigenspace corresponding to λ = 1.

Elementary Linear Algebra: Section 7.1, p.423 38/53

THEOREM 7.1.4

A square matrix A is invertible if and only if λ = 0 is not an

eigenvalue of A.

39/53
Examples

8/298 Eigenvalues and Invertibility

The matrix A in Example 7 is invertible since it has

eigenvalues λ = 1 and λ = 2, neither of which is zero.
We leave it to you to check this conclusion by showing that
det(A) ≠ 0.

40/53
THEOREM 7.1.5
Equivalent Statements

If A is an n × n matrix, then the following statements are equiva

lent.
(a) A is invertible.
(b) Ax = 0 has only the trivial solution.

(c) The reduced row echelon form of A is In.

(d) A is expressible as a product of elementary matrices.

(e) Ax = b is consistent for every n × 1 matrix b.
(f) Ax = b has exactly one solution for every n × 1 matrix b.

41/53
THEOREM 7.1.5

(g) det(A) ≠ 0.
(h) The column vectors of A are linearly independent.
(i) The row vectors of A are linearly independent.

(j) The column vectors of A span Rn.

(k) The row vectors of A span Rn.
(l) The column vectors of A form a basis for Rn.

(m) The row vectors of A form a basis for Rn.

(n) A has rank n.

42/53
THEOREM 7.1.5

(o) A has nullity 0.

(p) The orthogonal complement of the null space of A is Rn.
(q) The orthogonal complement of the row space of A is {0}.

(r) The kernel of TA is {0}.

(s) The range of TA is Rn.

(t) TA is one-to-one.

(u) λ = 0 is not an eigenvalue of A.

43/53
 Examples

Finding eigenvalues and their eigenspaces:
Find the eigenvalues and corresponding eigenspaces
1 3 0 
A  3 1 0 .
 
0 0  2
Sol:  1  3 0
I  A   3   1 0  (  2) 2 (  4)
0 0 2
eigenvalues : 1  4, 2  2
The eigenspace s for these two eigenvalues are as follows.
B1  {(1, 1, 0)} is a basis for the eigenspace
Basisoffor 1  4
A corresponding to λ1 = 4
B2  {(1,  1, 0), (0, 0, 1)} is a basis for the
Basis for 2 ofAcorresponding
eigenspace 2 to λ2 = -2
Elementary Linear Algebra: Section 7.1, p.431 44/53
 
Notes:
(1) If an eigenvalue 1 occurs as a multiple root (k times) for
the characteristic polynominal, then 1 has multiplicity k.
(2) The multiplicity of an eigenvalue is greater than or equal
to the dimension of its eigenspace.

Elementary Linear Algebra: Section 7.1, p.428 45/53

 Examples

Finding eigenvalues and dimension of their eigenspaces
Find the eigenvalues and corresponding eigenvectors for t
he matrix A. What is the dimension of the eigenspace of e
ach eigenvalue?
2 1 0
A  0 2 0 
 
 0 0 2 
Sol: Characteristic equation:
  2 1 0
I  A  0  2 0  (   2) 3  0
0 0  2
Eigenvalue:   2
Elementary Linear Algebra: Section 7.1, p.428 46/53
 Examples
The eigenspace of A corresponding to λ = 2:
0  1 0  x1  0
(I  A) x  0 0 0  x2   0
0 0 0  x3  0
0  1 0  0 1 0   x1   s  1 0
0 0 0 ~ 0 0 0   x2   0  s 0  t 0, s, t  0
0 0 0 0 0 0  x3   t  0 1
 1   0  
     
s 0  t 0 s, t  R  : the eigenspace of A correspond ing to   2
 0 1 
     
Thus, the dimension of its eigenspace is 2.

Elementary Linear Algebra: Section 7.1, p.428 47/53

 Examples

Find the eigenvalues of the matrix A and a basis
for each of the corresponding eigenspaces.
1 0 0 0 
0 1 5  10
A 
 1 0 2 0 
1 0 0 3 
Sol: Characteristic equation:
 1 0 0 0 ※ According to the note
on the previous slide,
0  1  5 10
I  A  the dimension of the
1 0  2 0 eigenspace of λ1 = 1 is
1 0 0  3 at most to be 2
※ For λ2 = 2 and λ3 = 3,
 (  1) 2 (  2)(  3)  0 the dimensions of their
Eigenvalues : 1  1, 2  2, 3  3 eigenspaces are at
most to be 1
Elementary Linear Algebra: Section 7.1, p.429 48/53
 Examples
(1)1  1 0 0 0 0   x1  0
0 0  5 10   x2  0
 (1I  A) x   
 1 0  1 0   x3  0
    
 1 0 0  2   x4  0 
0 0 0 0  1 0 0 2   x1   2t  0    2 
0
 0  5 10  0 0 1  2  x2   s  1   0 
~    s    t  , s, t  0
 1 0  1 0  0 0 0 0   x3   2t  0   2 
           
 1 0 0  2  0 0 0 x
0   4  t  0   1 
 0    2  
    
 1   0  
 ,  is a basis for the eigenspace
0  2   of A corresponding to   1
0  1  
※The dimension of the eigenspace of λ1 = 1 is 2
Elementary Linear Algebra: Section 7.1, p.429 49/53
 Examples
(2)2  2 1 0 0 0   x1  0
0 1  5 10   x2  0
 (2 I  A) x   
 1 0 0 0   x3  0
    
 1 0 0  1  x4  0
1 0 0 0  1 0 0 0  x1   0  0
 0 1  5 10  0 1
 ~  5 0  x2  5t  5
  t , t 0
 1 0 0 0  0 0 0 1  x3   t  1
         
 1 0 0  1 0 0 0 0   x 4   0  0 
 0  
  
 5  
   is a basis for the eigenspace
1  of A corresponding to   2
0 
※The dimension of the eigenspace of λ2 = 2 is 1
Elementary Linear Algebra: Section 7.1, p.429 50/53
 Examples
(3)3  3 2 0 0 0   x1  0
0 2  5 10  x2  0
 (3I  A) x   
 1 0 1 0   x3  0
    
 1 0 0 0   x4  0 
2 0 0 0  1 0 0 0  x1   0   0 
0
 2  5 10 0 1 0 5  x2   5t   5
~   t , t0
 1 0 1 0  0 0 1 0  x3   0   0 
         
 1 0 0 0  0 0 0 0   x4   t   1 
 0  
  
 5 
  is a basis for the eigenspace
 0   of A corresponding to   3
 1  
  ※The dimension of the eigenspace of λ3 = 3 is 1
Elementary Linear Algebra: Section 7.1, p.429 51/53