7 - Eigenvalues and Eigenvectors
7 - Eigenvalues and Eigenvectors
1 1 1 3
Example 7.1: Let 𝐴 = ( ) and 𝒙 = ( ) , 𝒚 = ( ).
−2 4 1 2
1 1 1 2 1
Then 𝐴𝒙 = ( ) ( ) = ( ) = 2 ( ).
−2 4 1 2 1
Therefore, 𝐴𝒙 = 𝒙 where = 2.
1 1 3 5
𝐴𝒚 = ( ) ( ) = ( ). It is clear that 𝐴𝒚 is not a scalar multiple of 𝒚.
−2 4 2 2
Recall from section 4 that an 𝑛 × 1 column matrix is also called a column vector or
sometimes just a vector.
The set of all solutions to (𝐼𝑛 − 𝐴)𝒙 = 𝟎 is just the null space of the matrix
𝐼𝑛 – 𝐴. This set is a subspace of ℝ𝑛 and is called the eigenspace of 𝐴 corresponding to
the eigenvalue . This eigenspace consists of the zero vector and all the eigenvectors
corresponding to .
1 1
Example 7.2: Show that = 3 is an eigen value of the matrix 𝐴 = ( ).
−2 4
1
That is, that 𝐴𝒙 − 3𝒙 = 𝟎 has nontrivial solutions.
This is so if and only if (𝐴 − 3𝐼)𝒙 = 𝟎 has nontrivial solutions.
1 1 1 0 −2 1
𝐴 − 3𝐼 = ( ) − 3( )=( )
−2 4 0 1 −2 1
Obviously, (𝐴 − 3𝐼)𝑥 = 0 has nontrivial solutions, since the rows of 𝐴 − 3𝐼 are linearly
dependent. Therefore, 3 is an eigenvalue of 𝐴.
Note from example 7.1 that 2 is also an eigenvalue of 𝐴.
Example 7.3: Determine the eigenvalues and the corresponding eigenspaces of the
−1 0 2
matrix 𝐴 = ( 0 1 2).
2 2 0
Answer:
𝜆+1 0 −2
|𝜆𝐼 − 𝐴| = | 0 𝜆 − 1 −2| = (𝜆 + 1)[(𝜆 − 1)𝜆 − 4] − 0 − 2[0 + 2(𝜆 − 1)]
−2 −2 𝜆
Properties
2
(a) Since is an eigenvalue of 𝐴 we have that 𝐴𝒙 = 𝒙 has nonzero solutions 𝒙.
Since 𝐴𝒙 = 𝒙, we obtain 𝐴(𝐴𝒙) = 𝐴(𝒙).
Therefore, 𝐴2 𝒙 = (𝐴𝒙) = (𝒙) = 2 𝒙.
Hence, 2 is an eigenvalue of 𝐴2 .
Proof:
Suppose 1 , 2 ,…, 𝑛 are the roots of the characteristic polynomial 𝑘(). Then
|𝐼 − 𝐴| = ( − 1 )( − 2 ) … ( − 𝑛 ).
Setting = 0 we obtain |−𝐴| = (−1)𝑛 1 2 …𝑛 .
Thus |𝐴| = 1 2 …𝑛 .
Proof:
By the previous result, |𝐴| = 1 2 …𝑛 . Thus |𝐴| = 0 iff one of the eigenvalues is 0.
−1 0 2
Example 7.4: Consider the matrix 𝐴 = ( 0 1 2).
2 2 0
Verify the Cayley-Hamilton theorem for this matrix.
3
Answer:
In example 7.3 we showed that the characteristic equation of 𝐴 is 3 − 9 = 0.
Thus 𝑘(𝐴) = 𝐴3 – 9𝐴.
5 4 −2 −9 0 18 −1 0 2
2 3
Now, 𝐴 = ( 4 5 2 ), and 𝐴 = ( 0 9 18) = 9 ( 0 1 2) = 9𝐴
−2 2 8 18 18 0 2 2 0
Thus, we see that 𝐴3 – 9𝐴 = 0.
Similar Matrices
2 0 1 1
Example 7.5: The matrix 𝐵 = ( ) is similar to the matrix 𝐴 = ( ) since
0 3 −2 4
−1 1 1
𝐵 = 𝑃 𝐴𝑃 for 𝑃 = ( ).
1 2
Result 7.4:
(i) Every square matrix 𝐴 is similar to itself.
(ii) If the matrix 𝐵 is similar to the matrix 𝐴, then 𝐴 is similar to 𝐵.
(iii) If the matrix 𝐴 is similar to the matrix 𝐵 and 𝐵 is similar to the matrix 𝐶, then
𝐴 is similar to 𝐶.
Result 7.5: If the 𝑛 × 𝑛 matrices 𝐴 and 𝐵 are similar, then they have the same
characteristic polynomial and hence the same eigenvalues.
Proof: Suppose the 𝑛 × 𝑛 matrices 𝐴 and 𝐵 are similar. Let 𝐵 = 𝑃−1 𝐴𝑃, where 𝑃 is
nonsingular. Then 𝐵 − 𝜆𝐼 = 𝑃−1 𝐴𝑃 − 𝜆𝑃 −1 𝑃 = 𝑃 −1 (𝐴𝑃 − 𝜆𝑃) = 𝑃−1 (𝐴 − 𝜆𝐼)𝑃.
Therefore,
|𝐵 − 𝜆𝐼| = |𝑃−1 (𝐴 − 𝜆𝐼)𝑃| = |𝑃−1 ||𝐴 − 𝜆𝐼||𝑃| = |𝑃−1 ||𝑃||𝐴 − 𝜆𝐼| = |𝐴 − 𝜆𝐼|,
since |𝑃−1 ||𝑃| = |𝑃−1 𝑃| = |𝐼| = 1.
That is, |𝐵 − 𝜆𝐼| = |𝐴 − 𝜆𝐼| and hence, 𝐴 and 𝐵 have the same characteristic polynomial
and therefore, the same eigenvalues.
4
Diagonalization
Proof: Omit
Example 7.6:
1 1 𝜆 − 1 −1
Let 𝐴 = ( ). Then 𝜆𝐼 – 𝐴 = ( ).
0 1 0 𝜆−1
𝑥 1 1 𝑥 𝑥
Thus if (𝑦) is an eigenvector of 𝐴 we have ( ) (𝑦) = 1 (𝑦).
0 1
Hence, 𝑥 + 𝑦 = 𝑥, and therefore, 𝑦 = 0.
𝑟
The corresponding eigenvectors are of the form ( ) where 𝑟 ≠ 0 and hence are not
0
linearly independent. Therefore, 𝐴 is not diagonalizable by theorem 7.1.
Example 7.7:
1 1 𝜆 − 1 −1
Let 𝐴 = ( ). Then 𝜆𝐼 – 𝐴 = ( ).
−2 4 2 𝜆−4
Therefore, | 𝜆𝐼 – 𝐴| = (𝜆 – 1)( 𝜆 – 4) + 2 = 𝜆2 – 5 𝜆 + 6.
𝑥
If (𝑦) is an eigenvector of 𝐴 corresponding to 𝜆 = 3 we have,
1 1 𝑥 𝑥
( ) (𝑦) = 3 (𝑦). Hence 𝑥 + 𝑦 = 3𝑥 and −2𝑥 + 4𝑦 = 3𝑦. Therefore, 𝑦 = 2𝑥.
−2 4
5
𝑟
Thus, any vector of the form ( ), where 𝑟 is a nonzero real number, is an eigenvector
2𝑟
1
which corresponds to the eigenvalue 𝜆 = 3. In particular, ( ) is an eigenvector
2
corresponding to the eigenvalue 𝜆 = 3.
𝑟
It can similarly be shown that ( ), where 𝑟 is a nonzero real number, is an eigenvector
𝑟
1
which corresponds to the eigenvalue 𝜆 = 2. Thus, ( ) is an eigen vector corresponding
1
to the eigen value 𝜆 = 2.
1 1 0
Now, 𝑎 ( ) + 𝑏 ( ) = ( ) implies that 𝑎 + 𝑏 = 0 and 2𝑎 + 𝑏 = 0.
2 1 0
1 1
Therefore 𝑎 = 𝑏 = 0, and hence ( ) and ( ) are linearly independent.
2 1
Therefore, 𝐴 is diagonalizable by theorem 7.1.
1 1 −1 1
By taking 𝜆1 = 3 and 𝜆2 = 2 we get 𝑃 = ( ) and 𝑃−1 = ( ).
2 1 2 −1
−1 1 1 1 1 1 3 0
Hence 𝑃 −1 𝐴𝑃 = ( )( )( )=( ).
2 −1 −2 4 2 1 0 2
1 1 2 −1
Also, by taking 𝜆1 = 2 and 𝜆2 = 3 we get 𝑃 = ( ) and 𝑃−1 = ( ).
1 2 −1 1
2 −1 1 1 1 1 2 0
Hence 𝑃 −1 𝐴𝑃 = ( )( )( )=( ).
−1 1 −2 4 1 2 0 3
Theorem 7.2: If the eigenvalues of a square matrix are distinct, then the associated set
of eigenvectors is linearly independent.
Proof:
Suppose 1 , 2 , …, 𝑛 are the distinct eigenvalues of the 𝑛 × 𝑛 matrix 𝐴 and 𝒗𝟏 , 𝒗𝟐 , … , 𝒗𝒏
are the corresponding eigenvectors. Suppose {𝒗𝟏 , 𝒗𝟐 , … , 𝒗𝒏 } is linearly dependent. Then
there is a least index 𝑝 such that 𝒗𝒑+𝟏 is a linear combination of the preceding (linearly
independent) vectors.
That is, there are scalars 𝑐1 , 𝑐2 , … , 𝑐𝑝 such that 𝑐1 𝒗𝟏 + 𝑐2 𝒗𝟐 + ⋯ + 𝑐𝑝 𝒗𝒑 = 𝒗𝒑+𝟏 -------(1)
Therefore, 𝐴(𝑐1 𝒗𝟏 + 𝑐2 𝒗𝟐 + ⋯ + 𝑐𝑝 𝒗𝒑 ) = 𝐴𝒗𝒑+𝟏 .
That is, 𝑐1 𝐴𝒗𝟏 + 𝑐2 𝐴𝒗𝟐 + ⋯ + 𝑐𝑝 𝐴𝒗𝒑 = 𝐴𝒗𝒑+𝟏 .
Since 𝐴𝒗𝒌 = 𝑘 𝒗𝒌 for each 𝑘, by substituting we obtain,
𝑐1 1 𝒗𝟏 + 𝑐2 2 𝒗𝟐 + ⋯ + 𝑐𝑝 𝑝 𝒗𝒑 = 𝑝+1 𝒗𝒑+𝟏 ---------------(2)
Multiplying equation (1) by 𝑝+1 and subtracting the result from (2) we obtain,
𝑐1 (1 − 𝑝+1 )𝒗𝟏 + 𝑐2 (2 − 𝑝+1 )𝒗𝟐 + ⋯ + 𝑐𝑝 (𝑝 − 𝑝+1 )𝒗𝒑 = 𝟎.
Since {𝒗𝟏 , 𝒗𝟐 , … , 𝒗𝒑 } is linearly independent and the eigenvalues are all distinct we have,
𝑐1 = 𝑐2 = ⋯ = 𝑐𝑝 = 0. But this means that 𝒗𝒑+𝟏 = 𝟎 from (1), which is impossible as
𝒗𝒑+𝟏 is an eigenvector. Therefore, {𝒗𝟏 , 𝒗𝟐 , … , 𝒗𝒏 } cannot be linearly dependent and
hence is linearly independent.
6
Theorem 7.3: If an 𝑛 × 𝑛 matrix 𝐴 has 𝑛 distinct eigenvalues, then 𝐴 is diagonalizable.
Note: If the eigenvalues of an 𝑛 × 𝑛 matrix are not distinct, 𝐴 may or may not have 𝑛
linearly independent eigenvectors. (See examples 7.8 and 7.9)
1 3 3
Example 7.8: Diagonalize the matrix 𝐴 = (−3 −5 −3).
3 3 1
Answer:
𝜆 − 1 −3 −3
|𝜆𝐼 − 𝐴| = | 3 𝜆+5 3 |
−3 −3 𝜆 − 1
= (𝜆 − 1)[(𝜆 + 5)(𝜆 − 1) + 9] + 3[3(𝜆 − 1) + 9] − 3[−9 + 3(𝜆 + 5)]
= (𝜆 − 1)[𝜆2 + 4𝜆 + 4] + 9(𝜆 + 2) − 9(𝜆 + 2)
= (𝜆 − 1)(𝜆 + 2)2
𝑥
If (𝑦) is an eigenvector corresponding to the eigenvalue 1, then
𝑧
1 3 3 𝑥 𝑥
𝑦
(−3 −5 −3) ( ) = 1 ( ). 𝑦
3 3 1 𝑧 𝑧
Therefore, 𝑥 + 3𝑦 + 3𝑧 = 𝑥, −3𝑥 − 5𝑦 − 3𝑧 = 𝑦 and 3𝑥 + 3𝑦 + 𝑧 = 𝑧.
This gives us 𝑧 = −𝑦, 𝑥 = −𝑦, 𝑦 is free.
−1
Hence the eigenspace corresponding to 𝜆 = 1 is { 𝑡 ( 1 ) | 𝑡 ∈ ℝ}.
−1
𝑥
If (𝑦) is an eigenvector corresponding to the eigenvalue −2, then
𝑧
1 3 3 𝑥 𝑥
(−3 −5 −3) (𝑦) = −2 (𝑦).
3 3 1 𝑧 𝑧
Therefore, 𝑥 + 3𝑦 + 3𝑧 = −2𝑥, −3𝑥 − 5𝑦 − 3𝑧 = −2𝑦 and 3𝑥 + 3𝑦 + 𝑧 = −2𝑧.
This gives us 𝑥 = −𝑦 − 𝑧, with 𝑦, 𝑧 free.
−1 −1
Hence the eigenspace corresponding to 𝜆 = −2 is { 𝑡 ( 1 ) + 𝑟 ( 0 )| 𝑡, 𝑟 ∈ ℝ}.
0 1
−1 −1 −1
Thus, ( 1 ) , ( 1 ) and ( 0 ) are eigenvectors of 𝐴.
−1 0 1
7
−1 −1 −1 0
Suppose 𝑎 ( 1 ) + 𝑏 ( 1 ) + c ( 0 ) = (0).
−1 0 1 0
Then we have, −𝑎 − 𝑏 − 𝑐 = 0, 𝑎 + 𝑏 = 0 and − 𝑎 + 𝑐 = 0, from which we can
−1 −1 −1
conclude that 𝑎 = 𝑏 = 𝑐 = 0. Thus, {( 1 ) , ( 1 ) , ( 0 )} is a linearly independent set
−1 0 1
of 3 eigenvectors. Hence, 𝐴 is diagonalizable by theorem 7.1, and 𝐷 = 𝑃−1 𝐴𝑃, where
1 0 0 −1 −1 −1
𝐷 = (0 −2 0 ) and 𝑃 = ( 1 1 0 ).
0 0 −2 −1 0 1
2 4 3
Example 7.9: Diagonalize the matrix 𝐴 = (−4 −6 −3) if possible.
3 3 1
Answer:
𝜆 − 2 −4 −3
|𝜆𝐼 − 𝐴| = | 4 𝜆+6 3 |
−3 −3 𝜆 − 1
= (𝜆 − 2)[(𝜆 + 6)(𝜆 − 1) + 9] + 4[4(𝜆 − 1) + 9] − 3[−12 + 3(𝜆 + 6)]
= (𝜆 − 2)[𝜆2 + 5𝜆 + 3] + 4(4𝜆 + 5) − 9(𝜆 + 2)
= 3 + 3𝜆2 − 7 − 6 + 16 + 20 − 9 − 18
= 3 + 3𝜆2 − 4 = (𝜆 − 1)(𝜆 + 2)2
𝑥
If (𝑦) is an eigenvector corresponding to the eigenvalue 1, then
𝑧
2 4 3 𝑥 𝑥
(−4 −6 −3) (𝑦) = 1 (𝑦).
3 3 1 𝑧 𝑧
Therefore, 2𝑥 + 4𝑦 + 3𝑧 = 𝑥, −4𝑥 − 6𝑦 − 3𝑧 = 𝑦 and 3𝑥 + 3𝑦 + 𝑧 = 𝑧.
This gives us 𝑥 = −𝑦, 𝑧 = −𝑦, 𝑦 is free.
−1
Hence the eigenspace corresponding to the eigenvalue 𝜆 = 1 is { 𝑡 ( 1 ) | 𝑡 ∈ ℝ}.
−1
𝑥
If (𝑦) is an eigenvector corresponding to the eigenvalue −2, then
𝑧
2 4 3 𝑥 𝑥
(−4 −6 −3) (𝑦) = −2 (𝑦).
3 3 1 𝑧 𝑧
Therefore, 2𝑥 + 4𝑦 + 3𝑧 = −2𝑥, −4𝑥 − 6𝑦 − 3𝑧 = −2𝑦 and 3𝑥 + 3𝑦 + 𝑧 = −2𝑧.
8
This gives us, 𝑥 = −𝑦, 𝑧 = 0. Hence the eigenspace corresponding to 𝜆 = −2 is
−1
{ 𝑡 ( 1 ) | 𝑡 ∈ ℝ}.
0
We see that in this case, we do not have two independent eigenvectors corresponding to
the repeated eigenvalue 𝜆 = −2, and hence 𝐴 is not diagonalizable.
1 3 3
Example 7.9: Determine 𝐴4 for 𝐴 = (−3 −5 −3) from example 7.8.
3 3 1
Answer:
1 0 0 −1 −1 −1
From example 7.8 we obtain, 𝐷 = (0 −2 0 ) and 𝑃 = ( 1 1 0 ).
0 0 −2 −1 0 1
1 0 0 1 0 0 (1)2 0 0
Now, 𝐷2 = (0 −2 0 ) (0 −2 0 ) = ( 0 (−2)2 0 )
0 0 −2 0 0 −2 0 0 (−2)2
4
(1) 0 0 1 0 0
4 4
And hence 𝐷 = ( 0 (−2) 0 ) = (0 16 0 )
0 0 (−2)4 0 0 16
−1 −1 −1 1 0 0 −1 −1 −1
Therefore, 𝐴4 = 𝑃𝐷4 𝑃−1 = ( 1 1 0 ) (0 16 0 ) ( 1 2 1)
−1 0 1 0 0 16 −1 −1 0
−1 −1 −1 −1 −1 −1 1 −15 −15
=( 1 1 0 ) ( 16 32 16 ) = ( 15 31 15 )
−1 0 1 −16 −16 0 −15 −15 1