Lecture 4: Eigenvalues and Eigenvectors. .

EE547: Fall 2018
Lecture 4: Eigenvalues and Eigenvectors. . .

Lecturer: L.J. Ratliff
Disclaimer: These notes have not been subjected to the usual scrutiny reserved for formal publications.
They may be distributed outside this class only with the permission of the Instructor.
4.1 Eigenvalues and Eigenvectors
Remark 1.1 (Why do we care? ) Eigenvalues and eigenvectors are important for
• assessing stability; recall the example
ẋ = −λx
whose solution is x(t) = x0 e−λt and if λ > 0 solution decays to zero, otherwise it blows up. λ is an
’eigenvalue’ for this scalar system.
• as we will see, it is also important for assessing controllability and observability
Let A ∈ Cn×n . If there exists α ∈ C and v ∈ Cn , v 6= 0, such that
Av = λv
then λ is an eigenvalue of A and v is an eigenvector of A.
Note that if v is an eigenvector, then any nonzero multiple of v is an eigenvector.
The eigenvalues of A are the roots of the characteristic polynomial:
χA (λ) = det(A − λIn ) = α0 + α1 λ + α2 λ2 + · · · + αn λn
where In is the n × n matrix identity. The characteristic polynomial is an n-degree polynomial.

Let λ1 , λ2 , . . . , λp be the distinct eigenvalues of A. Then
det(A − λIn ) = (λ1 − λ)m1 (λ2 − λ)m2 · · · (λp − λ)mp

Pp
where i=1 mi = n and mi is the algebraic multiplicity of λi .
Hence, given λ1 , . . . , λp , the coefficients αi are determined by solving the above equation.
Suppose we define
χA (X) = α0 + α1 X + α2 X 2 + · · · + αn X n
Theorem 1.1 (Cayley-Hamilton.) For any square matrix A with elements in a field F ,
χA (A) = 0
i.e.
0 = α0 + α1 A + α2 A2 + · · · + αn An
4-1
4-2 Lecture 4: Eigenvalues and Eigenvectors. . .
4.2 Range and Null Spaces: Rank and Nullity
Remark 2.1 (Why do we care? ) Range and null spaces are going to be important for characterizing
the reachable/controllable and observable subspaces.
Consider the linear map A : U → V where dim U = n and dim V = m. Let A be its matrix representation.
4.2.1 Range and Null Space with Matrix
For a m × n matrix (linear operator) A : Cn → Cm , the range space or image of A is defined to be
R(A) = {w ∈ Cm | w = Av, v ∈ Cm } ⊂ Cm
and the null space or kernel of A is defined to be
N (A) = {v ∈ Cn | Av = 0} ⊂ Cn
Fact 2.1 The range space and the null space are both linear subspaces. As a consequence, they have
well-defined dimensions denoted by dim(R(A)) and dim(N (A)).
Definition 2.1 (Rank.) The rank of a matrix A ∈ F m×n is dim(R(A)).
We use the notation rank(A) or rk(A) for the ‘rank’ of A.
Definition 2.2 (Nullity.) The nullity of A ∈ F m×n is dim(N (A))
We use the notation nullity(A).
Example 2.1 Let (v, λ) be an eigenvalue/eigenvector pair for A ∈ Cn×n . The nullity of λI − A is called
the geometric multiplicity of λ. In particular, the null space of λI − A (or the eigenspace of A for λ) is
the space of all eigenvectors of A for λ and the zero vector. Its dimension is the geometric multiplicity of
λ.
The following are some very useful theorems in linear algebra.
Theorem 2.1 (Rank-Nullity Theorem.) For a linear map A : F n → F m , the following holds
dim R(A) + dim N (A) = n

Lecture 4: Eigenvalues and Eigenvectors. . . 4-3
Proof. DIY Exercise
To prove the Rank-Nullity theorem, you need to know that you can extend a basis of a subspace to a basis
for the whole space.
Lemma 2.1 Let (U, F ) be a finite-dimensional linear space with dim U = n. Suppose {u1 , u2 , . . . , um } is
a set of m linearly independent vectors. There exists n − m additional vectors {ũm+1 , . . . , ũn } such that
{u1 , u2 , . . . , um , ũm+1 , . . . , ũn }
forms a basis for U —i.e. any set of linearly independent vectors can be extended to a basis.
Fact 2.2 Let A ∈ F m×n be a matrix. The rank-nullity theorem gives us that
0 ≤ rankA ≤ min{m, n}
Hence, rankA is equal to the

a. maximum number of linearly independent column vectors of A, and
b. maximum number of linearly independent row vectors of A
Theorem 2.2 (Sylvester’s Inequality.) Let A ∈ F m×n and B ∈ F n×p , then AB ∈ F m×p and
rank(A) + rank(B) − n ≤ rank(AB) ≤ min{rank(A), rank(B)}.
Proof. DIY Exercise. Hint: Let W be the co-domain of A and let A|R(B) : R(B) → W be the restriction of
A to R(B). Apply the rank-nullity theorem to A|R(B) .
Remark 2.2 (Why important? ) Sylvester’s inequality and the rank-nullity theorem are the main
tools to prove the following fact, which is very useful for our analysis since we will see that transformation,
e.g., to the controllable canonical form does not change key facts about the system which allow us to
analyze its properties.
Fact 2.3 Rank and nullity are invariant under equivalence (i.e. if two matrices are equivalent via similarity
transformation, then they have the same rank and nullity).

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EE547: Fall 2018

Lecture 4: Eigenvalues and Eigenvectors. . .

4.1 Eigenvalues and Eigenvectors

Let A ∈ Cn×n . If there exists α ∈ C and v ∈ Cn , v 6= 0, such that

then λ is an eigenvalue of A and v is an eigenvector of A.

Note that if v is an eigenvector, then any nonzero multiple of v is an eigenvector.

The eigenvalues of A are the roots of the characteristic polynomial:

χA (λ) = det(A − λIn ) = α0 + α1 λ + α2 λ2 + · · · + αn λn

where In is the n × n matrix identity. The characteristic polynomial is an n-degree polynomial.

det(A − λIn ) = (λ1 − λ)m1 (λ2 − λ)m2 · · · (λp − λ)mp

4.2 Range and Null Spaces: Rank and Nullity

4.2.1 Range and Null Space with Matrix

For a m × n matrix (linear operator) A : Cn → Cm , the range space or image of A is defined to be

and the null space or kernel of A is defined to be

Definition 2.1 (Rank.) The rank of a matrix A ∈ F m×n is dim(R(A)).

We use the notation rank(A) or rk(A) for the ‘rank’ of A.

Definition 2.2 (Nullity.) The nullity of A ∈ F m×n is dim(N (A))

We use the notation nullity(A).

The following are some very useful theorems in linear algebra.

dim R(A) + dim N (A) = n

Proof. DIY Exercise

{u1 , u2 , . . . , um , ũm+1 , . . . , ũn }

Hence, rankA is equal to the

rank(A) + rank(B) − n ≤ rank(AB) ≤ min{rank(A), rank(B)}.

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