4.

4 Eigenvalues and Eigenvectors

(based on notes from Dr. J. Manuch)

MATH232 D100 2016-3 Lecture 16

Paul Tupper

SFU Burnaby
Fixed points

Definition (fixed points)

Solutions to the matrix equation Ax = x, if any, are called fixed points of A.

Notes:
I For any matrix A, the vector x = is a fixed point. We will call this the
trivial fixed point.
I The equation Ax = x can be rewritten as a homogeneous linear system:
Theorem (4.4.1)
If A is an n n matrix, then the following statements are equivalent:
(a) A has a non-trivial fixed point.
(b) I A is not invertible (that is singular).
(c) det(I A) = 0.
    
2 3 0 3
Example. Find all fixed points of and .
1 2 1 4
Eigenvalues and eigenvectors

Definition (eigenvalues and eigenvectors)

Suppose A is a square matrix. A scalar is called an eigenvalue of A if there
is a non-zero vector x such that Ax = x.
If is an eigenvalue of A, then every non-zero vector x such that Ax = x is
called an eigenvector of A corresponding to .

Example.
 Are u = (2, 1), v = (1, 1) and w = (0, 0) eigenvectors of
0 6
A= ? What other eigenvectors can you find easily?
1 5
The equation Ax = x is equivalent to

Thus,
I is an eigenvalue of A
I has a non-trivial solution

I the determinant of is zero

Characteristic equation

Theorem (4.4.4)
If A is an n n matrix and is a scalar, then the following statements are
equivalent:
(a) is an eigenvalue of A.
(b) The linear system (I A)x = 0 has a non-trivial solution.
(c) det(I A) = 0.

Definition (characteristic equation)

The equation
det(I A) = 0
is called the characteristic equation of A. The polynomial p() = det(I A)
is called a characteristic polynomial of A.
  
0 6
Example. Find all eigenvalues, if any, of A =
1 5
Eigenspace

Every root of the characteristic polynomial det(I A) is an eigenvalue of A,

and for such a , the solution space of (I A)x = 0 contains more than the
zero vector.

Definition (eigenspace)
The solution space {x; (I A)x = 0} is called the eigenspace of A
corresponding to eigenvalue .

Note. Every non-zero vector in the eigenspace of is an eigenvector of .

  
0 6
Example. Find and graph the eigenspaces of A =
1 5
Eigenvalues of matrices with special forms

Example. Assume A is an n n triangular matrix. Find eigenvalues of A.

Theorem (4.4.5)
If A is a triangular matrix, then the eigenvalues of A are
Example. Assume A is an n n matrix. Find eigenvalues of Ak .
Theorem (4.4.6)
If is an eigenvalue of a square matrix A and x a corresponding eigenvector
and k a positive integer, then is an eigenvalue of Ak and is a
corresponding eigenvector.
A unifying theorem

Question. What happens if one of the eigenvalues of A is 0?

Theorem (4.4.7)
If A is an n n matrix, then the following statements are equivalent:
(a) The reduced row echelon form of A is In .
(b) A can be written as a product of elementary matrices.
(c) A is invertible.
(d) Ax = 0 has only the trivial solution: x = 0.
(e) Ax = b is consistent for every vector b in R n .
(f) Ax = b has exactly one solution for every vector b in R n .
(g) The columns vectors of A are linearly independent.
(h) The row vectors of A are linearly independent.
(i) det(A) 6= 0.
(j) = 0 is not an eigenvalue of A.
Complex eigenvalues and eigenvectors

Example.
Find thecharacteristic polynomial p() and eigenvalues of
1 4 1
A = 0 2 0 .
5 0 3
Characteristic polynomials and algebraic multiplicity

Note. If A is an n n matrix with real entries, then its characteristic

polynomial p() has degree n and leading coefficient 1:

p() = n + an1 n1 + + a1 + a0

for some real numbers an1 , . . . , a1 , a0 .

The Fundamental Theorem of Algebra states that we can always factor p()
into n linear factors:

p() = ( 1 )( 2 ) . . . ( n )

where 1 , 2 , . . . , n are the roots of the characteristic polynomial and each can
be real or complex.

Thus, every n n matrix has exactly n eigenvalues, but may have fewer distinct
eigenvalues.
Theorem (4.4.8)
If A is an n n matrix, then the characteristic polynomial of A can be
expressed as

p() = det(I A) = ( 1 )m1 ( 2 )m2 . . . ( k )mk

where 1 , . . . , k are distinct eigenvalues and m1 + m2 + + mk = n.

For j = 1, . . . , k, the exponent mi is called algebraic multiplicity of eigenvalue
i .
Characteristic polynomials and algebraic multiplicity
Example. Find the characteristic polynomial, eigenvalues
and their
3 6 2 0
0 3 0 0
algebraic multiplicities of B =
0 5 1 1.

0 2 5 1
Eigenvalue analysis of 2 2 matrices
 
a b
Example. Find the characteristic polynomial of A = . Express it
c d
using quantities tr(A) and det(A).

Example. What are the possibilities for eigenvalues of A above?

Eigenvalue analysis of 2 2 matrices

   
2 4 2 3
Example. Find all eigenvalues of A = and B =
1 1 3 2
Example. What can we say about eigenvalues of a symmetric 2 2
matrix A? (A is symmetric if A = AT .)