Elementary Linear Algebra

Shikha Pandey Office-124 K AB2

VIT AP Amaravati, Andhra Pradesh

Module 4 (MAT 2005):

Module 5 (MAT1009):
Eigen Values and Eigen Vectors
7-1 Eigenvalue and Eigenvector
 Remark
 To find the eigenvalues of an nn matrix A we rewrite Ax =
x as Ax = Ix or equivalently, (I – A)x = 0.
 For  to be an eigenvalue, there must be a nonzero solution
of this equation. However, by Theorem 6.4.5, the above
equation has a nonzero solution if and only if
det (I – A) = 0.
 This is called the characteristic equation of A; the scalar
satisfying this equation are the eigenvalues of A. When
expanded, the determinant det (I – A) is a polynomial p in
 called the characteristic polynomial of A.

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7-1 Example 2
 Find the eigenvalues of
0 1 0
A   0 0 1 
 4 17 8 
 Solution:
 The characteristic polynomial of A is
  1 0 
det( I  A)  det  0  1    3  8 2  17  4
 4 17   8
 The eigenvalues of A must therefore satisfy the cubic equation
3 – 82 + 17 – 4 =0

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7-1 Example 3
 Find the eigenvalues of the upper triangular matrix
a11 a12 a13 a14 
0 a a a24 
A 22 23

 0 0 a33 a34 
 
0 0 0 a44 

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Theorem 7.1.1
 If A is an nn triangular matrix (upper triangular, low
triangular, or diagonal)
 then the eigenvalues of A are entries on the main diagonal
of A.

 Example 4
 The eigenvalues of the lower triangular matrix
1 
2 0 0 
 2 
A   1 0 
 3 
1
 5 8  
 4 

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Theorem 7.1.2 (Equivalent
Statements)
 If A is an nn matrix and  is a real number, then the
following are equivalent.
  is an eigenvalue of A.
 The system of equations (I – A)x = 0 has nontrivial solutions.
 There is a nonzero vector x in Rn such that Ax = x.
  is a solution of the characteristic equation det(I – A) = 0.

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7-1 Finding Bases for Eigenspaces
 The eigenvectors of A corresponding to an eigenvalue 
are the nonzero x that satisfy Ax = x.

 Equivalently, the eigenvectors corresponding to  are the

nonzero vectors in the solution space of (I – A)x = 0.

 We call this solution space the eigenspace of A

corresponding to .

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7-1 Example 5
0 0 2 
 Find bases for the eigenspaces of A  1 2 1 
1 0 3 
 Solution:
 The characteristic equation of matrix A is 3 – 52 + 8 – 4 = 0, or in
factored form, ( – 1)( – 2)2 = 0; thus, the eigenvalues of A are  = 1
and  = 2, so there are two eigenspaces of A.
 0 2   x1   0 
 1   2 1   x   0  (3)
 (I – A)x = 0    2  
 1 0   3  x3  0 
 If  = 2, then (3) becomes  2 0
2   x1  0 
 1 0 1  x    0 
   2  
 1 0 1  x3   0 

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7-1 Example 5
 2 0 2   x1   0 
 1 0 1  x    0
   2  
 1 0 1  x3   0

 Solving the system yield

x1 = -s, x2 = t, x3 = s
 Thus, the eigenvectors of A corresponding to  = 2 are the nonzero
vectors of the form
  s    s  0  1 0 
x   t    0    t   s  0   t 1 
 s   s   0   1  0 
 The vectors [-1 0 1]T and [0 1 0]T are linearly independent and form a
basis for the eigenspace corresponding to  = 2.
 Similarly, the eigenvectors of A corresponding to  = 1 are the nonzero
vectors of the form x = s [-2 1 1]T
 Thus, [-2 1 1]T is a basis for the eigenspace corresponding to  = 1.

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Geometric and Algebraic Multiplicity

 If 0 is an eigenvalue of an nn matrix A

 then the dimension of the eigenspace corresponding to 0 is
called the geometric multiplicity of 0, and

 the number of times that  – 0 appears as a factor in the

characteristic polynomial of A is called the algebraic
multiplicity of A.
Theorem 7.1.3

 If k is a positive integer,  is an eigenvalue of a

matrix A, and x is corresponding eigenvector
 then k is an eigenvalue of Ak and x is a corresponding
eigenvector.

 Example 6 (use Theorem 7.1.3)

 0 0 2 
A  1 2 1 
1 0 3 

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Theorem 7.1.4

 A square matrix A is invertible if and only if  = 0 is

not an eigenvalue of A.
 (use Theorem 7.1.2)

 Example 7
 The matrix A in the previous example is invertible since it has
eigenvalues  = 1 and  = 2, neither of which is zero.

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Theorem 7.1.5 (Equivalent
Statements)
 If A is an mn matrix, and if TA : Rn  Rn is multiplication
by A, then the following are equivalent:
 A is invertible.
 Ax = 0 has only the trivial solution.
 The reduced row-echelon form of A is In.
 A is expressible as a product of elementary matrices.
 Ax = b is consistent for every n1 matrix b.
 Ax = b has exactly one solution for every n1 matrix b.
 det(A)≠0.
 The range of TA is Rn.
 TA is one-to-one.
 The column vectors of A are linearly independent.
 The row vectors of A are linearly independent.

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Theorem 7.1.5 (Equivalent
Statements)
 The column vectors of A span Rn.
 The row vectors of A span Rn.
 The column vectors of A form a basis for Rn.
 The row vectors of A form a basis for Rn.
 A has rank n.
 A has nullity 0.
 The orthogonal complement of the nullspace of A is Rn.
 The orthogonal complement of the row space of A is {0}.
 ATA is invertible.
  = 0 is not eigenvalue of A.

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Geometric and Algebraic Multiplicity

 If 0 is an eigenvalue of an nn matrix A

 then the dimension of the eigenspace corresponding to 0 is
called the geometric multiplicity of 0, and

 the number of times that  – 0 appears as a factor in the

characteristic polynomial of A is called the algebraic
multiplicity of A.
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Calculation of inverse of A using cayley Hamilton theorem:
Problems:
 Matrix similarity

 Two n-by-n matrices A and B are called similar if there exists

an invertible n-by-n matrix P such that

Similar matrices have the same 

1.Rank,
2.Determinant, 
3.characteristic polynomial,
4.Eigenvalues,
5.Same number of independent eigen vectors

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 If A is a square matrix, then we know:

 For every eigenvalue of A the geometric multiplicity is less than or equal to the algebraic
multiplicity.

 A is diagonalizable if and only if the geometric multiplicity is equal to the algebraic multiplicity
for every eigenvalue.

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Diagonalization of Symmetric Matrices

 The following procedure is used for orthogonally

diagonalizing a symmetric matrix.
 Step 1. Find a basis for each eigenspace of A.
 Step 2. Apply the Gram-Schmidt process to each of these bases
to obtain an orthonormal basis for each eigenspace.
 Step 3. Form the matrix P whose columns are the basis vectors
constructed in Step2; this matrix orthogonally diagonalizes A.
Example
 Find an orthogonal matrix P that diagonalizes 4 2 2
A   2 4 2 
 2 2 4 
 Solution:
 The characteristic equation of A is
  4 2 2 
det( I  A)  det  2   4 2   (  2)2 (  8)  0
 2 2   4   1  1
u   1  and u   0 
 The basis of the eigenspace corresponding to  = 2 is 1   2  
 Applying the Gram-Schmidt process to {u1, u2} yields  0   1 
the following orthonormal eigenvectors:  1/ 2   1/ 6 
   
v1   1/ 2  and v 2   1/ 6 
 0   
   2 / 6 
7-3 Example 1
1
 The basis of the eigenspace corresponding to  = 8 is u3  1
 Applying the Gram-Schmidt process to {u } yields: 1
3
1/ 3 
 
v 3  1/ 3 
 
1/ 3 
 Thus,
 1 / 2 1/ 6 1/ 3
 
P  v1 v2 v3    1/ 2 1/ 6 1/ 3
 0 2 / 6 1 / 3 


orthogonally diagonalizes A.
 Find an orthogonal matrix P that diagonalizes

i). ii).

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 Every square matrix has both sided inverses. But in case we have a m
by n matrix then we will have pseudoinverses.

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A pseudoinverse is a matrix inverse-like object that may be defined for a 
complex matrix, even if it is not necessarily square.  For any given complex matrix,
it is possible to define many possible pseudoinverses. The most commonly
encountered pseudoinverse is the Moore-Penrose matrix inverse, which is a
special case of a general type of pseudoinverse known as a matrix 1-inverse

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Matrix Norm:

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