Eigenvalues, Eigenvectors, and Eigenspaces - Part 1

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Dashboard / My courses / MATH 125 (LEC Q1 R1 S1 Winter 2023) / Block 6 / Eigenvalues, Eigenvectors, and Eigenspaces: Part 1

Question 1

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Eigenvalues and Eigenvectors

The definitions of eigenvalues and eigenvectors, along with basic examples, are presented in the video Eigenvalues and eigenvectors 1.

Definition: Let A be an n × n matrix. A scalar λ (pronounced lambda) is called an eigenvalue of A if there is a non-zero vector x ∈ R
n
such
that

Ax = λx

Such a vector x is called an eigenvector of A corresponding to the eigenvalue λ.

What this definition means is that if x is an eigenvector, then multiplying x with A transforms x in the simplest possible way: it just multiplies it
by a scalar.

Warning: The zero vector 0 is not considered to be an eigenvector!

−1 −1 1
⎡ ⎤
Example: Let A = ⎢ 0 −2 0⎥ .
⎣ ⎦
2 −2 0

Correct answer, well done.


-2

−1 −1 1
⎤⎡
1
⎤ ⎡
1
⎤ Marks for this submission: 1.00/1.00.
⎢ 0 −2 0 ⎥⎢ 1 ⎥ = -2 = -2 ⎢ 1⎥
⎣ ⎦⎣ ⎦ ⎣ ⎦ Correct answer, well done.
2 −2 0 0
0 0
Marks for this submission: 1.00/1.00.

Thus,

1
λ = -2 is an eigenvalue of A and 1 is an eigenvector of A corresponding to λ = -2 .

Correct answer, well done. Correct answer, well done. Correct answer, well done.
Marks for this submission: 1.00/1.00. Marks for this submission: 1.00/1.00. Marks for this submission: 1.00/1.00.

Correct answer, well done. Correct answer, well done.


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−1 −1 1 1
-3 1
⎡ ⎤⎡ ⎤ ⎡ ⎤

⎢ 0 −2 0 ⎥⎢ 2 ⎥ = -4 ≠ λ ⎢ 2⎥

⎣ ⎦⎣ ⎦ ⎣ ⎦
2 −2 0 0
-2 0

for any scalar λ.

Correct answer, well done. Correct answer, well done.


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1
⎡ ⎤
Correct answer, well done.
Thus, ⎢ 2 ⎥ is not an eigenvector of A.
⎣ ⎦
Marks for this submission: 1.00/1.00.
0

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Question 2

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Geometric Interpretation
Let A be an n × n matrix.
Geometrically, a non-zero vector x ∈ R
n
in an eigenvector of A if and only if Ax is parallel to x .

Based upon these pictures:

Is x an eigenvector of A? Yes 

Is u an eigenvector of A? No 

Is v an eigenvector of A? Yes 

Multiplication by the matrix A is a linear transformation. More precisely, the map TA : Rn → Rn defined by TA (x) = Ax is a linear
transformation. So an eigenvector of A is a non-zero vector which is mapped by TA to a scalar multiple of itself.

In Block 4, we noted that matrices and linear transformations between Euclidean spaces (that is, the spaces Rn and Rm ) are in fact equivalent
concepts: every linear transformation is a matrix transformation and vice versa. So we also have equivalent concepts of eigenvalues and
eigenvectors for linear transformations. More precisely, a scalar λ is called an eigenvalue of a linear transformation T : Rn → Rn if there is
a non-zero vector x ∈ Rn such that T (x) = λx, in which case the vector x is called an eigenvector of T corresponding to the eigenvalue λ.
Indeed, λ is an eigenvalue of T if and only if it is an eigenvalue of the standard matrix [T ] of T . The same statement applies to eigenvectors as
well.

Example: Consider the linear operator T given by reflection about some line ℓ in R .
2 2 2
: R → R

Any normal vector n of ℓ is an eigenvector of T ( and of [T ] ) corresponding to the eigenvalue λ =

-1

 and any direction vector d of ℓ is an eigenvector of T ( and of [T ] ) corresponding to the eigenvalue λ =

 .
Check

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Question 3

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Exercises:
−8 10 1 2
(a) Let A = [ ,
] u = [ ] , and v = [ ] . Show that u and v are eigenvectors of A and find their corresponding eigenvalues.
−5 7 1 1

Correct answer, well done.


2 Marks for this submission: 1.00/1.00.
−8 10 1 1
Au = [ ][ ]= = 2 [ ]
−5 7 1 2 1 Correct answer, well done.
Marks for this submission: 1.00/1.00.

Correct answer, well done.


Thus Au = 2 u .
Marks for this submission: 1.00/1.00.

Correct answer, well done.


Therefore, u is an eigenvector of A corresponding to the eigenvalue λ = 2 .
Marks for this submission: 1.00/1.00.

Correct answer, well done.


-6 Marks for this submission: 1.00/1.00.
−8 10 2 2
Av = [ ][ ]= = -3 [ ]
−5 7 1 -3 1
Correct answer, well done.
Marks for this submission: 1.00/1.00.

Correct answer, well done.


Thus Av = -3 v .
Marks for this submission: 1.00/1.00.

Correct answer, well done.


Therefore, v is an eigenvector of A corresponding to the eigenvalue λ = -3 .
Marks for this submission: 1.00/1.00.

1 2 0 0 −3
⎡ ⎤ ⎡ ⎤ ⎡ ⎤
(b) Let B = ⎢ 0 2 ,
0⎥ w = ⎢ 0⎥ , and x = ⎢ 0 ⎥ . Show that w and x are eigenvectors of B and find their corresponding
⎣ ⎦ ⎣ ⎦ ⎣ ⎦
−1 0 0 7 3

eigenvalues.

Correct answer, well done.


0

1 2 0
⎤⎡
0
⎤ ⎡
0
⎤ Marks for this submission: 1.00/1.00.
Bw = ⎢ 0 2 0 ⎥⎢ 0 ⎥ = 0 = 0 ⎢ 0⎥
⎣ ⎦⎣ ⎦ ⎣ ⎦ Correct answer, well done.
−1 0 0 7
0 7
Marks for this submission: 1.00/1.00.

Correct answer, well done.


Thus Bw = 0 w .
Marks for this submission: 1.00/1.00.
Correct answer, well done.
Therefore, w is an eigenvector of B corresponding to the eigenvalue λ = 0 .
Marks for this submission: 1.00/1.00.

1 2 0 −3
-3 Correct answer, well done.
⎡ ⎤⎡ ⎤
Bx = ⎢ 0 2 0 ⎥⎢ 0 ⎥= 0 Marks for this submission: 1.00/1.00.
⎣ ⎦⎣ ⎦
−1 0 0 3
3

Thus Bx = x .

Correct answer, well done.


Therefore, x is an eigenvector of B corresponding to the eigenvalue λ = 1 .
Marks for this submission: 1.00/1.00.

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Question 4

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How to Find the Eigenvalues of a Square Matrix

Question:
How do we compute the the eigenvalues of an n × n matrix A, that is, how do we find the values of the scalars λ for which Ax = λx , for some
non-zero vector x ∈ Rn ?

Let I be the n × n identity matrix. The argument below is explained in the video Eigenvalues and eigenvectors 3.

Consider the following:

Ax = λx , for some x ≠  0

⟺ Ax − λx = 0 , for some x ≠  0

⟺ (A − λI )x = 0 has a nontrivial solution. 

⟺ A − λI is not invertible.  (By the Invertible Matrix Theorem)

⟺ det(A − λI ) =0  (By the Invertible Matrix Theorem)

Computing the determinant of A − λI using cofactor expansion along any row or column produces a polynomial in the variable λ. (This will
become more clear after working out some examples: if you want, you may look at the first example worked out in Question 6 below and come
back here afterwards.) Therefore, the eigenvalues of an n × n matrix A are the solutions λ of the polynomial equation

det(A − λI ) = 0

Definition: For an n × n matrix A,

C A (λ) = det(A − λI )

is a polynomial of degree n in the variable λ called the characteristic polynomial of A.

So, once again we ask:

Question:
How do we compute the the eigenvalues of an n × n matrix A, that is, how do we find the values of the scalars λ for which Ax = λx , for some
non-zero vector x ∈ R
n
?

Answer:
To compute the eigenvalues of an n × n matrix A, we find the roots of the characteristic polynomial C A(λ) = det(A − λI ) of A.

We will go through some examples of how to compute det(A − λI ) shortly, but first we will do some examples that involve finding the
eigenvalues of A once we know the characteristic polynomial C A(λ) of A.

Example: Suppose that A is a 5 × 5 matrix with characteristic polynomial

3 2
C A (λ) = −(λ − 8) (λ + 6)

Then A has two eigenvalues: λ = 8 and λ =

-6

 .
Example: Suppose that A is a 7 × 7 matrix with characteristic polynomial

2 3
C A (λ) = −λ(λ + 5)(λ + 1) (λ − 2)

Then the eigenvalues of A are -5, -1, 0, 2  .

Example: Suppose that A is a 2 × 2 matrix with characteristic polynomial

2
C A (λ) = λ + λ − 12

Then the eigenvalues of A are 3, -4  .

Example: Suppose that A is an n × n matrix with characteristic polynomial

2 5
C A (λ) = (λ + 2) (λ − 7) (λ − 9)

Then n =

 (Hint: what is the degree of C A


?)
(λ)

Note: For a square matrix A with real entries, the characteristic polynomial C A(λ) may have some roots in the field of complex numbers, which
would mean that A has complex eigenvalues. We will discuss complex numbers, complex eigenvalues and eigenvectors in Block 6.

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Question 5

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Algebraic Multiplicity

Definition: The algebraic multiplicity of an eigenvalue λ0 of an n × n matrix A, denoted alg(λ0 ), is the number of times λ0 appears as a
root of the characteristic polynomial C A(λ) of A. Equivalently, it is the number of times λ − λ0 appears as a factor of C A(λ).

Example: Suppose that A is a 9 × 9 matrix which has characteristic polynomial

3 4 2
C A (λ) = −λ (λ − 2) (λ − 6) .

Thus, the eigenvalues of A are 0 , 2 , and 6 . These eigenvalues have algebraic multiplicities as follows:

λ = 0 has algebraic multiplicity alg(0) = 3 .


λ = 2 has algebraic multiplicity alg(2) =

 .
λ = 6 has algebraic multiplicity alg(6) =

 .

Example: Suppose that A is a 15 × 15 matrix which has characteristic polynomial

4 5 2 3
C A (λ) = −(λ + 5) (λ + 1) (λ − 1) (λ − 11)(λ − 19)

The eigenvalue λ =

11

 has algebraic multiplicity 1 .


The eigenvalue λ =

 has algebraic multiplicity 2 .


The eigenvalue λ =

19

 has algebraic multiplicity 3 .


The eigenvalue λ =

-5

 has algebraic multiplicity 4 .


The eigenvalue λ =

-1

 has algebraic multiplicity 5 .

Check

You have correctly selected 7.


Correct

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Question 6

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Another example about finding the eigenvalues of a 3x3 matrix, which is a bit more complicated than the one found below, is presented in the
video Eigenvalues and eigenvectors 4.

−1 −1 1
⎡ ⎤
Example: Let A = ⎢ 0 −2 0⎥ . Compute the characteristic polynomial C A(λ) and eigenvalues of A.
⎣ ⎦
2 −2 0

−1 −1 1 λ 0 0 −1 − λ −1 1
⎡ ⎤ ⎡ ⎤ ⎡ ⎤
A − λI = ⎢ 0 −2 0⎥ − ⎢ 0 λ 0 ⎥ = ⎢ 0 −2 − λ 0 ⎥
⎣ ⎦ ⎣ ⎦ ⎣ ⎦
2 −2 0 0 0 λ 2 −2 −λ

Thus,

∣ −1 − λ −1 1 ∣
∣ ∣
C A (λ) = det(A − λI ) = 0 −2 − λ 0
∣ ∣
∣ 2 −2 −λ ∣

∣ −1 − λ 1 ∣ expand
= (−2 − λ) ∣ ∣ ( )
∣ 2 −λ ∣ along R2

= −(λ + 2) ((−1 − λ)(−λ) − 2)

2
= −(λ + 2)(λ + λ − 2)

= −(λ + 2)(λ + 2)(λ − 1)

2
= −(λ + 2) (λ − 1)

Therefore, the characteristic polynomial of A is C A (λ) = −(λ + 2) (λ − 1)


2
( or −λ3 − 3λ
2
+ 4 ) and the eigenvalues of A are λ = −2 and
λ = 1.

The algebraic multiplicity of λ = −2 is alg(−2) = 2 and the algebraic multiplicity of λ = 1 is alg(1) = 1 .

Correct answer, well done. Correct answer, well done.


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Exercises:
4 1
(a) Let A = [ ] . Find the characteristic polynomial and eigenvalues of A.
11 −6

4 1 λ 0 4 − λ 1
A − λI = [ ] − [ ] = [ ]
11 −6 0 λ 11 −6 − λ

Correct answer, well done.


Marks for this submission: 1.00/1.00.
∣ 4 − λ 1 ∣
C A (λ) = det(A − λI ) = ∣
2
∣ = λ + 2 λ − 35
∣ 11 −6 − λ ∣ Correct answer, well done.
Marks for this submission: 1.00/1.00.
Correct answer, well done.
The eigenvalues of A are 5 and -7 .
Marks for this submission: 2.00/2.00.

3 1 −1
⎡ ⎤
(b) Let B = ⎢ −1 5 −1 ⎥ . Find the characteristic polynomial and eigenvalues of B.
⎣ ⎦
−4 4 0

Correct answer, well done.


Marks for this submission: 1.00/1.00.
C B (λ) = det(B − λI ) = −λ +
3
8 λ
2
− 16 λ
Correct answer, well done.
Marks for this submission: 1.00/1.00.

Correct answer, well done.


The eigenvalues of B are 4 and 0 .
Marks for this submission: 2.00/2.00.

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Question 7

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Eigenvalues of Triangular Matrices

Example: Find the characteristic polynomial and eigenvalues of

0 0 0 0
⎡ ⎤

⎢ 1 4 0 0 ⎥
A = ⎢ ⎥
⎢ −1 5 2 0 ⎥

⎣ ⎦
0 3 −6 −7

0 0 0 0 λ 0 0 0 −λ 0 0 0
⎡ ⎤ ⎡ ⎤ ⎡ ⎤

⎢ 1 4 0 0 ⎥ ⎢ 0 λ 0 0 ⎥ ⎢ 1 4 − λ 0 0 ⎥
A − λI = ⎢ ⎥ − ⎢ ⎥ = ⎢ ⎥
⎢ −1 5 2 0 ⎥ ⎢ 0 0 λ 0 ⎥ ⎢ −1 5 2 − λ 0 ⎥

⎣ ⎦ ⎣ ⎦ ⎣ ⎦
0 3 −6 −7 0 0 0 λ 0 3 −6 −7 − λ

Since A − λI is a triangular matrix, its determinant is the product of the entries on its main diagonal. Thus,

Correct answer, well done.


Marks for this submission: 1.00/1.00.

CA (λ) = det(A − λI ) = −λ(4 − λ)(2 − λ)(−7 − λ) = λ(λ − 4)(λ − 2)(λ + 7)

and the eigenvalues of A are 4 , 2 , -7 , and 0 .

Correct answer, well done.


Marks for this submission: 2.00/2.00.

Did you notice anything about the eigenvalues of A in this case?

Correct answer, well done.


The eigenvalues of A are the entries on the main diagonal of A.
Marks for this submission: 1.00/1.00.

Theorem: The eigenvalues of a triangular n × n matrix A (upper, lower, or diagonal) are the entries on the main diagonal of A.

18 3 −1 7
⎡ ⎤

⎢ 0 −9 3 0 ⎥
Example: Let B = ⎢ ⎥ .
⎢ 0 0 5 1 ⎥
⎣ ⎦
0 0 0 27

The eigenvalues of B are 18 , -9 , 5 , and 27 .

Correct answer, well done.


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Question 8

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How to Find Eigenvectors of a Square Matrix

Recall: Let A be an n × n matrix and let λ be an eigenvalue of A. A non-zero vector x ∈ R


n
is an eigenvector of A corresponding to λ if
Ax = λx .

Definition: Let A be an n × n matrix and let λ be an eigenvalue of A. The set of all eigenvectors of A corresponding to λ, together with the
zero vector, is called the eigenspace of A corresponding to λ and is denoted Eλ . More precisely,the eigenspace corresponding to λ is given by

Eλ = Nul(A − λI )

Indeed,

x ∈ Eλ ⟺ Ax = λx

⟺ Ax − λx = 0

⟺ (A − λI )x = 0

⟺ x ∈ Nul(A − λI )

In particular, since Eλ is the null space  of the matrix A − λI , it is a subspace of R . n

Definition: Let A be an n × n matrix and let λ be an eigenvalue of A. The geometric multiplicity of λ, denoted geo(λ) , is the dimension of
the eigenspace Eλ corresponding to λ.

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Question 9

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To describe explicitly any subspace, it is enough to find a basis. This is true, in particular, for eigenspaces. It is explained in the video Eigenvalues
and eigenvectors 2 how to find the basis of one eigenspace for a specific matrix. Another example is given below.

[ ]
−1 −1 1
Example: Let A = 0 − 2 0 . In Question 6, we determined that the characteristic polynomial of A is
2 −2 0

C A(λ) = − (λ + 2) 2(λ − 1)

and that the eigenvalues of A are λ = 1 and λ = − 2. The matrix A has two eigenspaces E 1 and E − 2. We will compute a basis for each eigenspace.

For λ = 1, we have A − λI = A − I and so E 1 = Nul(A − I).

[ ] [ ]
1
−2 −1 1 0 1 0 −2 0
[A − I | 0 ] = 0 −3 0 0 → ⋯row operations⋯ → 0 1 0 0
2 −2 −1 0
0 0 0 0

The resulting system becomes

1
x1 = t
2
x2 = 0
x 3 = t (free) t∈R

So the general solution of (A − I)x = 0 is

[]
1
2
x=t 0 , t∈R
1

Thus a basis for the eigenspace E 1 is

{[ ]}
1
2
B
E1 = 0
1

Correct answer, well done.


Algebraic multiplicity of λ = 1: alg(1) = 1
Marks for this submission: 1.00/1.00.

Correct answer, well done.


Geometric multiplicity of λ = 1: geo(1) = 1
Marks for this submission: 1.00/1.00.
[] [] []
1 1
1
2 2
Note: To avoid fractions in our basis, we can replace the vector 0 by the scalar multiple 2 0 = 0 , so that a basis for the eigenspace E 1
2
1 1

is

{[ ]}
1
B
E1 = 0
2

(Why can we do this?)

For λ = − 2, we have A − λI = A − ( − 2)I = A + 2I and so E − 2 = Nul(A + 2I).

[ ] [ ]
1 −1 1 0 → 1 −1 1 0
[A + 2I | 0 ] = 0 0 0 0 R 3 − 2R 1 0 0 0 0
2 −2 2 0 0 0 0 0

The general solution of (A + 2I)x = 0 is

1 -1
Correct answer, well done.
x=s 1 +t 0 s, t ∈ R
Marks for this submission: 2.00/2.00.
0 1

Thus a basis for the eigenspace E − 2 is

1 -1
Correct answer, well done.
B
E −2 = { 1 , 0 } Marks for this submission: 2.00/2.00.
0 1

Correct answer, well done.


Algebraic multiplicity of λ = − 2: alg( − 2) = 2
Marks for this submission: 1.00/1.00.

Correct answer, well done.


Geometric multiplicity of λ = − 2: geo( − 2) = 2
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Question 10

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Exercise: Let \(A = {\left[\begin{array}{ccc} 1 & 2 & 0 \\ 0 & 2 & 0 \\ -1 & 0 & 0 \end{array}\right]}\).
Verify that the characteristic polynomial of \(A\) is
\[C_A(\lambda) = -\lambda(\lambda - 1)(\lambda - 2)\]
Thus, the eigenvalues of \(A\) are \(\lambda = 0\), \(\lambda = 1\) and \(\lambda = 2\).

Find bases for the three eigenspaces \(E_0\), \(E_1\), and \(E_2\) and state the algebraic multiplicity and geometric multiplicity of each eigenvalue
of \(A\).

For \(\lambda =0\), we have \(A - \lambda I = A \) and so \(E_{0} = \operatorname{Nul}(A) \).
A basis for the eigenspace \(E_{0}\) is

0 Correct answer, well


\(\mathcal{B}_{E_{0}} = \left\{ \begin{array}{c}\\ \\ \\ \(\left. \begin{array}{c}\\ \\ \\ \\ done.
0
\\ \end{array}\right. \) \end{array}\right\}\) Marks for this submission:
1 2.00/2.00.

Correct answer, well done.


Algebraic multiplicity of \(\lambda = 0\): \(\operatorname{alg}(0) =\) 1
Marks for this submission: 1.00/1.00.

Correct answer, well done.


Geometric multiplicity of \(\lambda = 0\): \(\operatorname{geo}(0) =\) 1
Marks for this submission: 1.00/1.00.

For \(\lambda =1\), we have \(A - \lambda I = A - I \) and so \(E_{1} = \operatorname{Nul}(A - I) \).
A basis for the eigenspace \(E_{1}\) is

1 Correct answer, well


\(\mathcal{B}_{E_{1}} = \left\{ \begin{array}{c}\\ \\ \\ \(\left. \begin{array}{c}\\ \\ \\ \\ done.
0
\\ \end{array}\right. \) \end{array}\right\}\) Marks for this submission:
-1 2.00/2.00.

Correct answer, well done.


Algebraic multiplicity of \(\lambda = 1\): \(\operatorname{alg}(1) =\) 1
Marks for this submission: 1.00/1.00.

Correct answer, well done.


Geometric multiplicity of \(\lambda = 1\): \(\operatorname{geo}(1) =\) 1
Marks for this submission: 1.00/1.00.

For \(\lambda =2\), we have \(A - \lambda I = A - 2I \) and so \(E_{2} = \operatorname{Nul}(A - 2I) \).
A basis for the eigenspace \(E_{2}\) is
2
Correct answer, well
\(\mathcal{B}_{E_{2}} = \left\{ \begin{array}{c}\\ \\ \\ \(\left. \begin{array}{c}\\ \\ \\ \\
1 done.
\\ \end{array}\right. \) \end{array}\right\}\)
Marks for this submission:
-1
2.00/2.00.

Correct answer, well done.


Algebraic multiplicity of \(\lambda = 2\): \(\operatorname{alg}(2) =\) 1
Marks for this submission: 1.00/1.00.

Correct answer, well done.


Geometric multiplicity of \(\lambda = 2\): \(\operatorname{geo}(2) =\) 1
Marks for this submission: 1.00/1.00.

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