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Eigen Values and Eigen Vectors
Definition
A non − zero vector X such that AX = λX is said to be an Eigen vector (or)characteristic
vector and corresponding values of the scalar ′λ′ is said to be Eigen values (or)Latent
roots (or) characteristic roots.
i.e. AX = λX
[A − λI]X = 0 ⇒ system of homogeneous linear equations
Since X is a non-zero vector, the system should have a non-zero solution
Hence ρ(A − λI) <n
∴ |A − λI| = 0 ⇒ Characteristic equation of A
a11 − λ a12 a13 . . . a1n
a a22 − λ a23 . . . a2n
i.e., | 21 |=0
⋮ ⋮ ⋮ ⋮
an1 an2 an3 ann − λ
= (−1)n [a0 λn + a1 λn−1 + a2 λn−2 + ⋯ an ] = 0
So λ = λ1 , λ2 , λ3 . . . … λn are Eigen values
Properties of Eigen Values and Eigen Vectors
1. The sum of Eigen values of a matrix is equal to the trace of a matrix.
2. whereas product of eigen values is equal to Determinant of a matrix.
3. For Diagonal, Upper, lower and scalar matrices the diagonal elements
become the Eigen values.
a b
4. Let A =[ ] then characteristic equation is given by
c d
λ2 − trace(A)λ + |A| = 0
a11 a12 a13
5. Let A = [a21 a22 a23 ] then characteristic equation is given by
a31 a32 a33
−λ3 + trace(A)λ2 − (M11 + M22 + M33 )λ + |A| = 0
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Here M11 , M22 and M33 are the minors of the elements a11 , a22 and a33 respectively.
6. For even order coefficient of λn = 1 and for odd order the coefficient of
n
λ = −1.
7. The constant term in characteristic equation is always represents the
determinant of a matrix.
8. If λ is an Eigen value of the matrix A then,
a. Eigen value of A−1 is 1/λ
b. Eigen value of An is λn
c. Eigen value of kA is kλ (k is scalar)
d. Eigen value of A + kI is λ + k (I is unit matrix)
e. Eigen value of (A − kI)2 is (λ − k)2
9. If λ is an Eigen values of a non − singular matrix A, then
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a. is the Eigen value of (A−1 )
λ
|A|
b. is the Eigen value of (Adj A)
λ
1
c. if λ is an Eigen value of an orthogonal matrix then becomes the
λ
another Eigen value of the same matrix
d. Eigen values of A and AT are same
10. If a + b (or) a + √b is an Eigen value of a matrix A then (a – ib) (or) a + √b is
also Eigen value of matrix A.
11. The Eigen vectors corresponds to distinct Eigen values of a matrix are linearly
independent.
12. The Eigen values of a symmetric matrix the Eigen values are either zero (or)
purely imaginary.
13. The Eigen values of an orthogonal matrix are of unit modulus i. e. |λ| = 1
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Cauley – Hamilton Theorem
Every square matrix satisfies own characteristic equation i.e.
|A − λI| = (−1)n [a0 λn + a1 λn−1 + a2 λn−2 + ⋯ an ]
is the characteristic polynomial then a0 An + a1 An−1 + a2 An−2 + ⋯ an I = 0
Example:
2 4
Find the Eigen values and Eigen vectors of the matrix given below A =[ ]
4 2
Solution:
Trace of A = 2 + 2 = 4
Determinant of A = |A| = (2 × 2) – (4 × 4) = −12
∴ Characteristic equation, |A − λI| = 0
λ 2 – Trace (A) λ + |A| = 0
λ 2 – 4λ – 12 = 0
(λ − 6) (λ + 2) = 0 ⇒ λ = −2 (or) 6
Hence Eigen values are λ1 = −2 and λ2 =6
Case i: if λ = −2 then
AX = λX
2 4 x1 x1
[ ] [x ] = −2 [x ]
4 2 2 2
∴ 2x1 + 4x2 = −2x1 ⇒ x1 + x2 = 0
4x1 + 2x2 = −2x2 ⇒ x1 + x2 = 0
Let x1 = k1 then x2 = −k1
k 1
∴ X = [ 1 ] = k1 [ ]
−k1 −1
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Case ii: if λ = 6 then
AX = λX
2 4 x1 x1
[ ] [x ] = 6 [x ]
4 2 2 2
2x1 + 4x2 = 6x1 ⇒ x1 = x2
4x1 + 2x2 = 6x2 ⇒ x1 = x2
If x1 = k 2 then x2 = k 2
k 1
∴ X = [ 2] = k2 [ ]
k1 1
Since the Eigen values are different, the two Eigen vectors are linearly independent.
Example 2:
1 −1 0
If [1 0 −1 ]T is an Eigen vector of a matrix [−1 2 −1]. Then find the
0 −2 1
corresponding Eigen value of the matrix.
Solution:
We know that AX = λX
1 −1 0 1
T
Here A = [−1 2 −1] and X = [1 0 −1] = [ 0 ]
0 −2 1 −1
1 −1 0 1 1
∴ [−1 2 −1] [ 0 ] = λ [ 0 ]
0 −2 1 −1 −1
1+0+0 1
[−1 + 0 + 1] = λ [ 0 ]
0+0−1 −1
1 1
[ 0 ] = λ[ 0 ]
−1 −1
∴λ=1 Hence corresponding Eigen values is λ =1
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