Eigenvalues and Eigenvectors Definition: Let A be an nxn matrix.

Let be a non-zero solution and be a solution to

Then A scalar is called an eigenvalue of A is called an eigenvector of an matrix A corresponding to .

Remark: If you are uncomfortable with Greek letter , feel free to use your favorite letter such as k instead of . Hence where is nxn identity matrix.

(*3) Such and non-zero exist iff

since

is a solution to (*3) and hence

has more than one solution.

How to find eigenvalue and eigenvectors Step 1: Solve Step 2: For each solve for . for

For a fixed , the set of all solutions of (*3) is called eigenspace for .

Example 1: Let

. Show that 7 is an eigenvalue of A and then find an eigenvector of A.

Solution: The scalar 7 is an eigenvalue of A if and only if the equation

And Let us find an eigenvector of A.

. Hence 7 is an eigenvalue of A

is an eigenvector of A corresponding to Solve for

iff

By performing elementary row operations, we have

Hence the solution is y=t, x=t, for any t R, Choose any is an eigenvector corresponding Example 2: Let . Find eigenvalues and eigenvectors of A. , say t=1.

Solution: First we find eigenvalues of A by solving

Det

Hence In Example 1, we found that

are eigenvalues of A. is an eigenvector corresponding To do that we solve

It remains to find an eigenvector corresponding to

Solve

. We have y=t, x=-6/5 y=

. Choose t=6. Then we have corresponding to Ans: Eigenvalues are 7 and -4. Eigenvector corresponding to is and

is an eigenvector

is an eigenvector corresponding to

Example 3: Let A=

(1) Find eigenvalues of A (2) Find eigenvectors corresponding to each eigenvalues. Solution: (1) EIgenvalues are solutions to Det ( )=0.

(*4) Determinant of is (by adding 2nd row to the third row,

expanding along the 1st column)

Eigenvalues are 2,2,9. (1) Find eigenvector corresponding to Solve

We perform REF and get by R1=R1+2R3

by R2=R2+2R1 and R3=R3+2R1

Now we are ready to solve the system,

= So corresponding eigenvector to

(2) Find eigenvector corresponding to Solve

We will solve = Performing REF, we have

We have two free variables, y=s, z=t for s,t R Solve for x from the 1st row, x=-3t+1/2 s and =

are eigenvectors of A corresponding to Remark: This is okay since is a double eigenvalue.

Also see textbook examples Example 1, Example 2 in page 296, Example 6 in page 299 Example 3 in page 297 Example 2 and Example 3 in http://tutorial.math.lamar.edu/Classes/LinAlg/EVals_Evects.aspx