Eigenvalues and
Eigenvectors
Dr. V. Lakshmana Gomathi Nayagam
Associate Professor,
National Institute of Technology,
Tiruchirappalli.
Email: [email protected]
Geometric interpretation of a Matrix
A general m×n matrix A is a function from Rn to Rm which maps m×1
vector x = (x1, x2, …, xn) to n×1 vector y = (y1, y2, …, ym). The
transformation function is given by y=Ax. Thus, A is called
transformation matrix.
Any element x = (x1, x2, …, xm) of Rm is called vector which represents
the position vector of the point x = (x1, x2, …, xm) in Rm.
In general, a matrix acts on a vector and transforms to another vector.
A square matrix of order n maps n×1 vector x = (x1, x2, …, xn) to n×1
vector y = (y1, y2, …, yn) by changing both its magnitude and its
direction.
Qns?
Is there any vector which is transformed to same vector?
Is there any vector which is transformed to a vector with same
direction?
Geometric interpretation of
Eigenvalues and Eigenvectors
Qns?
Is there any vector which is transformed to same vector?
Is there any vector which is transformed to a vector with same
direction?
In general, a matrix maps a vector to a vector by changing both its
magnitude and its direction. However, a matrix may act on certain
non-zero vectors by changing only their magnitude and leaving their
direction unchanged (or possibly reversing it). These vectors are the
eigenvectors of the matrix.
A matrix acts on an eigenvector by multiplying its magnitude by a
factor, which is positive if its direction is unchanged and negative if its
direction is reversed. This factor is the eigenvalue associated with that
eigenvector.
Eigenvalues
Let x be an eigenvector of the matrix A. Then there must exist an
eigenvalue λ such that Ax = λx or, equivalently,
Ax - λx = 0 or
(A – λI)x = 0
If we define a new matrix B = A – λI, then
Bx = 0
If B has an inverse then x = B-10 = 0. But an eigenvector cannot be zero.
Thus, it follows that x will be an eigenvector of A if and only if B does not
have an inverse, or equivalently det(B)=0, or
det(A – λI) = 0
This is called the characteristic equation of A. Its roots determine the
eigenvalues of A.
Eigenvalues: examples
Example 1: Find the eigenvalues of
two eigenvalues: -1, - 2
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.
Example 2: Find the eigenvalues of
λ = 2 is an eigenvector of multiplicity 3.
Eigen Vector:
• Definition 1: A nonzero vector x is an eigenvector (or
characteristic vector) of a square matrix A if there exists a
scalar λ such that Ax = λx. Then λ is an eigenvalue (or
characteristic value) of A.
• Note: The zero vector can not be an eigenvector even
though A0 = λ0. But λ = 0 can be an eigenvalue.
• Example:
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 (A – λiI)xi = 0
Example 1 (cont.):
Eigenvectors
Example 2 (cont.): Find the eigenvectors of
Recall that λ = 2 is an eigenvector of multiplicity 3.
Solve the homogeneous linear system represented by
Let .
The eigenvectors of l = 2 are of the form
s and t not both zero.
Properties of Eigenvalues and Eigenvectors
Definition: The trace tr(A) of a matrix A is the sum of the elements on the
main diagonal.
Property 1:
The sum of the eigenvalues of a matrix equals the trace of the matrix.
The product of the eigenvalues (counting multiplicity) of a matrix equals
the determinant of the matrix.
Property 2: A matrix is singular if and only if it has a zero eigenvalue.
Property 3: The eigenvalues of an upper (or lower) triangular matrix are
the elements on the main diagonal.
Properties of Eigenvalues and Eigenvectors
Property 4: If λ is an eigenvalue of A and A is invertible, then 1/λ is an
eigenvalue of matrix A-1.
Property 5: If λ is an eigenvalue of A then kλ is an eigenvalue of kA
where k is any arbitrary scalar.
Property 6: If λ is an eigenvalue of A then λk is an eigenvalue of Ak for any
positive integer k.
Property 8: If λ is an eigenvalue of A then λ is an eigenvalue of AT.
Linearly independent eigenvectors
Theorem: Eigenvectors corresponding to distinct (that is, different)
eigenvalues are linearly independent. (Apply mathematical induction)
Theorem: If λ is an eigenvalue of multiplicity k of an n n matrix A then
the number m of linearly independent eigenvectors of A associated
with λ is given by m = n - r(A- λI). Furthermore, 1 ≤ m ≤ k.
Example 2 (cont.): The eigenvectors of l = 2 are of the form
s and t not both zero.
l = 2 has two linearly independent eigenvectors
Properties
• Theorem: An eigen vector cannot correspond to
two different eigen values
• Theorem: The eigen values of an orthogonal matrix
have the absolute value 1 (i.e., +1 or - 1).
Premultiply AT the equation Ax = λx
• Theorem: The eigen vectors of orthogonal matrix
corresponding to two distinct eigen values are
orthogonal.
Problems
Cayley-Hamilton Theorem
Find Eigen Values and Eigen vectors:
6 −2 2
Find EV and Evect, −2 3 −1
2 −1 3
Answers:
1). 0,1,2 ,(1 1 1)’, (1 -1 2)’, (2 1 2)’
3). 5, -3, -3, (1 2 -1)’, (-2 1 0)’, (3 0 1)’, or (1 2 -1)’, (1 1 1)’, (1 4 -5)’
4). 2,3,5, (1 -1 0)’, (-2 0 0)’, (3 2 1)’
5). 1,2,3, (1 0 1)’, (0 1 0)’, (1 0 -1)’
6). 5, -10, -20, (1 2 4)’, (1 2 -1)’, (-2 1 2)’
7. 8,2,2, (2 -1 1)’, (0 1 1)’, (1 1 -1)’
6 −2 2
Find EV and Evect, −2 3 −1
2 −1 3
Find 𝐴 in terms of A for the following matrices,
5 3 7 3
1 3 2 6
Verify Cayley-Hamilton Theorem
