Course : MATH6030 - Linear Algebra

Effective Period : February 2016

Eigenvalues and Eigenvectors

Session 12-13
Eigenvalues and Eigenvectors
 Acknowledgement

These slides have been adapted from:

Anton, H. and Rorres, C. (2010). Elementary

Linear Algebra : Applications Version. 10th
Edition. John Wiley & Sons. New Jersey.

Chapter 5
 Learning Objectives

LO 6 : Calculate eigenvalues and

eigenvectors of matrix and their applications.

• Students will be able to calculate eigenvalues and

eigenvectors of a matrix.
• Students will be able to explain the applications of
eigenvalues and eigenvectors.
 Contents

Eigenvalues and Eigenvectors

• Definition of Eigenvalues and Eigenvectors

• Finding Eigenvalues and Eigenvectors of a Matrix
• Matrix Diagonalization
Definition of Eigenvalues and
Eigenvectors
 Introduction
In this chapter we will focus on classes of scalars and vectors
known as “eigenvalues” and “eigenvectors,” terms derived from
the German word eigen, meaning “own,” “peculiar to,”
“characteristic,” or “individual.”

The underlying idea first appeared in the study of rotational

motion but was later used to classify various kinds of surfaces and
to describe solutions of certain differential equations.

In the early 1900s it was applied to matrices and matrix

transformations, and today it has applications in such diverse
fields as computer graphics, mechanical vibrations, heat flow,
population dynamics, quantum mechanics, and economics to
name just a few.

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 The Definition
Definition
If A is an n x n matrix, then a nonzero vector x in Rn is called an
eigenvector of A if Ax is a scalar multiple of x; that is,
Ax = λx
for some scalar λ. The scalar λ is called an eigenvalue of A, and
x is said to be an eigenvector corresponding to λ.

Note : The requirement that an eigenvector be nonzero is imposed

to avoid the unimportant case A0 = λ0, which holds for every A
and λ.

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 Example

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Finding Eigenvalues and
Eigenvectors of a Matrix
 Characteristic Equations
Our next objective is to obtain a general procedure for finding
eigenvalues and eigenvectors of an n x n matrix A. We will begin
with the problem of finding the eigenvalues of A. Note first that the
equation Ax = λx can be rewritten as Ax = λIx, or equivalently, as
(λI – A)x = 0
For λ to be an eigenvalue of A this equation must have a nonzero
solution for x. But since invertibility of the matrix λI – A implies that
x = 0, which contradicts the definition of eigenvector, so λI – A
must be not invertible, i.e. has a zero determinant.
Theorem
If A is an n x n matrix, then λ is an eigenvalue of A if and only if it
satisfies the equation
det(λI – A) = 0
This is called the characteristic equation of A.
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 Example (1)

Given a 2x2 matrix

The eigenvalues of A are the solutions of the equation

det(λI – A) = 0, which we can write as

from which we obtain :

(λ – 3)(λ + 1) = 0
This shows that the eigenvalues of A are λ = 3 and λ = -1.

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 Example (2)
Find the eigenvalues of

Solution
The characteristic polynomial of A is

The eigenvalues of A must therefore satisfy the cubic equation

which can be factored as

Thus the eigenvalues of A are λ = 4, λ = 2 + 3, and λ = 2 - 3.

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 Finding Eigenvectors and Bases
for Eigenspaces
Now that we know how to find the eigenvalues of a matrix, we will
consider the problem of finding the corresponding eigenvectors.
Since the eigenvectors corresponding to an eigenvalue λ of a matrix
A are the nonzero vectors that satisfy the equation
(λI – A)x = 0
These eigenvectors are the nonzero vectors in the null space of the
matrix λI – A. We call this null space the eigenspace of A
corresponding to λ. Stated another way, the eigenspace of A
corresponding to the eigenvalue is the solution space of the
homogeneous system (λI – A)x = 0.

Notice that x = 0 is in every eigenspace even though it is not an

eigenvector. Thus, it is the nonzero vectors in an eigenspace that are
the eigenvectors.
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 Example

Find bases for the eigenspaces of the matrix

Solution
From previous example we have found that the eigenvalues of A are
λ = 3 and λ = -1. Thus, there are two eigenspaces of A, one
corresponding to each of these eigenvalues.
By definition,

is an eigenvector of A corresponding to an eigenvalue λ if and only if

x is a nontrivial solution of (λI – A)x = 0, that is, of

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 Example (Cont.)

If λ = 3, then this equation becomes

whose general solution is

or in matrix form

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

Using similar way, we can also show that is a basis for the
eigenspace corresponding to λ = -1.
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 More Example

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 More Example (Cont.)

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 More Example (Cont.)

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Matrix Diagonalization
 Diagonalizable Matrix

Definition
A square matrix A is said to be diagonalizable if there exists an
invertible matrix P such that P-1AP is diagonal. In this case the matrix
P is said to diagonalize A.

Theorem
If A is an n x n matrix, the following statements are equivalent.
(a) A is diagonalizable.
(b) A has n linearly independent eigenvectors.

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 Procedure for Diagonalizing
a Matrix

Above procedure is based on fact that if the matrix A has n linearly

independent eigenvectors p1, p2, ..., pn which corresponding to,
respectively, λ1, λ2, ..., λn, and let P = [ p1 p2 ... pn ], then :

where D is the diagonal matrix that has λ1, λ2, ..., λn as its
successive diagonal entries.
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 Example
Find a matrix P that diagonalizes

In the example of the preceding section we found the characteristic

equation of A to be

and we found the following bases for the eigenspaces :

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 Example (Cont.)
There are three basis vectors in total, so the matrix

diagonalizes A. As a check, we can verify that

Note that we can choose different order of the eigenvectors in

columns of P. By choosing different order, we will obtain different
diagonalization representation of A and the order of eigenvalues in
D will also change in similar way. All of such order are valid.

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 Matrix That Is Not Diagonalizable

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 Matrix That Is Not
Diagonalizable (Cont.)

By this example, we know that not all matrices are diagonalizable. As

stated in the theorem, an n x n diagonalizable matrix must have n
linearly independent eigenvectors.
An n x n matrix that has repeated eigenvalues can still be diagonalized
if it still has n linearly independent eigenvectors. The previous example
showed this.

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 Computing Power of Matrix
If a matrix A is diagonalizable, then there exists an invertible matrix
P such that P-1AP = D, where D is a diagonal matrix. Let :

Squaring both sides of this equation yields

from which we obtain the relationship P-1A2P = D2.

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 Computing Power of
a Matrix (Cont.)
More generally, if k is a positive integer, then a similar computation will
show that

which we can rewrite as

The last form is easier to compute, especially for large value of k.

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 Example
We want to compute A13, where

In previous example, we find that the matrix A is diagonalized by

and that

Therefore, it follows from previous explanation that :

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 References

Anton, H. and Rorres, C. (2010). Elementary Linear

Algebra : Applications Version. 10th Edition. John Wiley
& Sons. New Jersey.