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Chapter 5

Eigenvalues and Eigenvectors


Definition and some applications
Vincent Astier, School of Mathematical Sciences, University College Dublin
5.1

Contents
1 Definition 1

2 Characteristic Polynomial 2

3 Computation of Eigenvectors 4

4 Application: Linear Dynamical Systems 5 5.2

1 Definition
Eigenvalues and eigenvectors: the definition
Let A be an n n matrix, for example coming from a linear transformation of a
n dimensional vector space V into itself.
Definition 1. A nonzero vector v in K n is called an eigenvector of A if Av is a scalar
multiple of v, that is

Av = v

for some scalar K. The is called an eigenvalue of A, and v is said to be an


eigenvector corresponding to .

We denote the set of all eigenvectors of A associated with the eigenvalue ,


together with the zero vector, by

E = {v K n | Av = v}.
5.3

Some examples
Example 2. Consider the matrix A = 38 1 0

. The vector v = ( 12 ) is an eigenvector of
A corresponding to the eigenvalue = 3, since

Av = 38 1
0
 1
( 2 ) = ( 36 ) = 3v.

The vector w = ( 11 ) is not an eigenvector of A, since Aw = 38 1 0


 1
( 1 ) = ( 37 ), is not a
multiple of w.

1
1 0 0

Example 3. Consider the matrix 01 0 , which corresponds to reflection in the
0 0 1
xy-plane. Then
n x  o
E1 = y R3 x, y R ,

0
n 0  o
E1 = R3 z R .

0
z
5.4

Computation of eigenvalues
To find the eigenvalues of an n n matrix A we write Av = v as

Av = In v,

where In denotes the n n identity matrix. This last identity is equivalent to

(A In )v = 0.

We see that for to be an eigenvalue there must be a nonzero solution v of this


equation.
Theorem 4. Let B be a square n n matrix. There exists nontrivial v Rn with
Bv = 0 iff det(B) = 0.
Using this theorem we see that is an eigenvalue of A iff

det(A In ) = 0.

5.5

2 Characteristic Polynomial
Definition
Definition 5. Define pA () := det(A In ). Then pA () is called the characteristic
polynomial of A.

Some properties of the characteristic polynomial pA () are:


It is a polynomial of degree n in ;
The coefficient of n is (1)n ;
The zeroes are the eigenvalues of A;
It has at most n distinct zeroes (by the Fundamental Theorem of Algebra) and
so any n n-matrix has at most n distinct eigenvalues.
Example 6. Let A = (a) be a 1 1-matrix. Then A I1 is the 1 1-matrix (a )
and so
pA () = det(a ) = a .
5.6

Trace

Definition 7. Let A be an n n-matrix. The trace of A, denoted by tr(A) is defined


as
Xn
tr(A) = Aii ,
i=1

that is, the sum of all the diagonal elements.


5.7

2
2 2-matrices
Theorem 8. Let A be a 2 2-matrix. Then the characteristic polynomial of A is given
by

pA () = 2 tr(A) + det(A).
5.8

Proof and an example



Let A = ac db , then

pA () = det (I2 A)
   
a b 1 0
= det
c d 0 1
 
a b
= det
c d
= (a )(d ) bc
= 2 (a + d) + (ad bc)
= 2 tr(A) + det(A).

Example 9. Determine the trace, the determinant, the characteristic polynomial


and all eigenvalues of the matrices ( 21 12 ) and ( 14 32 ).

Solution.

5.9

Example 10. Determine the eigenvalues of the matrices



1 1 1 0
A11 A12 A13 0 1 3 2
A= 0 A22 A23 , B= 0 4
.
2 2
0 0 A33
0 0 0 2

The first one is called an upper triangular matrix.

Solution.

5.10

3
3 Computation of Eigenvectors
Basic Idea
The eigenvectors of a matrix A, corresponding to an eigenvalue , are the
nonzero vectors v such that
Av = v,
that is
(A In )v = 0.
We call the solution space E the eigenspace of .
We get the eigenvectors by solving this system of linear equations. We are
guaranteed to find nontrivial solutions, if is an eigenvalue. 5.11

An example
Example 11. Consider A = ( 21 12 ). From an earlier example we know that its eigen-
values are = 1 and = 3. Find the corresponding eigenspaces E1 and E3 .

Solution.
For = 1 we have to solve
 
( 21 12 ) 1 ( 10 01 ) ( xy ) = 0,

or equivalently
x + y = 0,
x + y = 0,
and so    
1
E1 = R .
1
5.12

Some more examples


 7 5 15 
Example 12. Consider A = . From an earlier example we know that its
6 4 15
0 0 1 5
eigenvalues are = 1 and = 2. Show that E1 is spanned by the vectors 6 and
 15  1 0
0 , and that E2 is spanned by the vector 1 .
6 0

Solution.

Example 13. Show that = 3 is an eigenvalue of the matrix



5 8 16
A= 4 1 8
4 4 11
and find the corresponding eigenspace E3 .

4
Solution.

5.13

And more
Example 14. Find the characteristic polynomial, eigenvalues and eigenspaces for
the matrices
2 1 1 2 0 1
A = 2 1 2 , B= 0 2 1 .
1 0 2 23 31 0

Solution.

5.14

4 Application: Linear Dynamical Systems


Example
Example 15. Consider the population of a city and its suburbs, in which every year
5% of the population of the city move to the suburbs and 3% of the population of
the suburbs move to the city.
Is there a population distribution for which the distribution will not change
from year to year?
What is the long-term behaviour of the system?
Solution.
    
cn+1 0.95 0.03 cn
=
sn+1 0.05 0.97 sn
  5.15
0.95 0.03
If we denote A = , then we want the solution of Av = v; i.e. an
0.05 0.97
eigenvector with the eigenvalue 1.
First we calculate the characteristic polynomial:
pA () = 2 1.92 + 0.92
= ( 1)( 0.92).

5
The eigenvalues of A are 1 and 0.92. 5.16
 
0.05 0.03
AI =
0.05 0.03
 
3
and the eigenspace E1 = span{ }.
5
If 3/8 of the total population lives in the city, and 5/8 live in the suburbs, then
the population on each will stay the same from year to year. 5.17
 
0.03 0.03
A 0.92I =
0.05 0.05
 
1
and the eigenspace E0.92 = span{ }.
1
This clearlydoesnt
  correspond
 to a feasible solution but it can still be of use.
3 1
Note that { , } is a basis of R2 . 5.18
5 1
Write the initial population distribution as a linear combination of these vectors
   
3 1
v0 = a +b
5 1

Then    
3 1
v1 = Av0 = a + b(0.92)
5 1
and    
3 n 1
vn = Avn1 =a + b(0.92)
5 1
As n becomes  large, (0.92)n tends to zero, and the distribution will approach the
3
state vn a . 5.19
5

Linear Dynamical Systems


Suppose we have a system described by k values which change over time. De-
note the value of the i-th component after n time-step by xi [n], i = 1, 2, . . . , k, and
suppose that for each i the value of the i-th component depends linearly on the
values of each component at the previous time-step:

x1 [n + 1] = a11 x1 [n] + a12 x2 [n] + . . . + a1k xk [n]


x2 [n + 1] = a21 x1 [n] + a22 x2 [n] + . . . + a2k xk [n]
..
.
xk [n + 1] = ak1 x1 [n] + ak2 x2 [n] + . . . + akk xk [n]

5.20

Matrix Formulation
(We write it for K = R, but it would work as well with C instead of R everywhere.)
We can write the state of the system at time-step n as a vector in Rk :

x1 [n]
x2 [n]
vn := . .

..
xk [n]

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Then the previous system of equations becomes

a11 a12 ... a1k
a21 a22 ... a2k
vn+1 = . .. .. vn

.. ..
. . .
a11 a12 ... a1k

If we denote this matrix by A then we have

vn+1 = Avn .

5.21

After n steps
If v0 is the initial state of the system, then it is not difficult to see that

vn = An v0 .

Suppose there exists a basis of Rk such that each element of the basis is an
eigenvector of A, i.e. a basis {u1 , u1 , . . . , uk } such that

Aui = i ui .

for some i R.
Write our initial vector v0 in terms of this basis:

v0 = c1 u1 + c2 u2 + . . . + ck uk

Then

Av0 = A(c1 u1 + c2 u2 + . . . + ck uk )
= c1 Au1 + c2 Au2 + . . . + ck Auk
= c1 1 u1 + c2 2 u2 + . . . + ck k uk

Repeating this we see that:

vn = c1 n1 u1 + c2 n2 u2 + . . . + ck nk uk

Using this we can analyse the long term behaviour of the system. 5.22

An application: Coyotes and roadrunners


Example 16. A stretch of dessert in northwestern Mexico is populated with mainly
two species of animals: coyotes and roadrunners. We wish to model the population
c(t) and r(t) of coyotes and roadrunners t years from now if the current populations
c0 and r0 are known.

For this habitat the following equations model the transformation of this system
from one year to the next:

c(t + 1) = 0.86c(t) + 0.08r(t)


r(t + 1) = 0.12c(t) + 1.14r(t)

Consider the following initial state vectors:


1. c0 = 100 and r0 = 300
2. c0 = 200 and r0 = 100
3. c0 = r0 = 1000

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Solution.

5.23

An application: stable populations


Example 17. Imagine a reserve park with a species of protected animals. The park
doesnt have fences and so the animals can cross the border of the park freely.
Lets assume that every year:
10% of the animals from inside of the park leave;
1% of the animals from the outside find their way in.

Can we find a stable level of population for this park? That is, is there a popu-
lation that, once established, will stay constant over time?
5.24

Solution
Let the year n population in the park be denoted by pn and the population in
the rest of the world by rn . Then

pn+1 = 0.9pn + 0.01rn ,


rn+1 = 0.1pn + 0.99rn ,

or equivalently,       
pn+1 0.9 0.01 pn pn
= =T ,
rn+1 0.1 0.99 rn rn
where T denotes the 2 2-matrix.

If the population is stable, then


     
pn+1 pn p
= = ,
rn+1 rn r

and so were looking for a solution of v = T v. 5.25

Solution, continued
In other words, we are looking for an eigenvector of T with eigenvalue 1.

If we solve the set of linear equations, we find r = 10p, that is, the population
outside of the park should be 10 times bigger than the population inside the park.

For example, if p = 10, 000, then r = 100, 000.

If we would have these populations, then every year a thousand animals (10%
of 10,000) will leave the park, and every year a thousand (1% of 100,000) will enter
the park, and so the situation is indeed stable. 5.26

8
Other eigenvalues
We have seen that 1 is an eigenvalue of T . The corresponding eigenvector cor-
responds to a stable situation: the populations dont change over time.

What about other eigenvalues of T ? The characteristic polynomial of T is

2 1.89 + 0.89,

which gives us the eigenvalues = 1 and = 0.89.

For the eigenvalue = 0.89, we have that both populations shrink by 11% every
year.

1

The corresponding eigenvector is 1 . So in this situation the population out-
side is the negative of the population inside, with the total population being 0. This
is not a feasible solution. 5.27

Three Holly Men


Example 18. Three holy men (lets call them Abraham, Benjamin, and Chaim) put
little stock in material things; their only earthly possession is a small purse with a
bit of gold dust. Each day they get together for the following bizarre bonding ritual:
Each of them takes his purse and gives his gold away to the two others, in equal
parts. For example, if Abraham has 4 ounces one day, he will give 2 ounces each
to Benjamin and Chaim.
1. If Abraham starts out with 6 ounces, Benjamin with 1 ounce and Chaim with
2 ounces, find formulas for the amounts a(t), b(t) and c(t) each will have after
t distributions.
2. Who will have the most gold after one year, that is after 365 distributions?

Solution.

5.28