Chap3 4 PDF

MATHEMATICS-II
(MATH F112)
Dr. Krishnendra Shekhawat
BITS PILANI
Department of Mathematics
Krishnendra Shekhawat BITS PILANI Mathematics-II

Section 3.4
Eigenvalues and
Eigenvectors

Eigenvalue and Eigenvector

Let A be n × n matrix.

Let A be n × n matrix. A real number λ is an eigenvalue
of A if and only if

of A if and only if there is a nonzero n-vector X such that
AX = λX.

AX = λX.
Also, any nonzero vector X for which AX = λX,

AX = λX.
Also, any nonzero vector X for which AX = λX, is an
eigenvector corresponding to the eigenvalue λ.

Example 1

Example 1
 
−4 8 −12
Consider the matrix A =  6 −6 12 .
 
6 −8 14
 

Example 1
 
−4 8 −12
 
6 −8 14
 
   
4 4
We can see that A 3 = 2 3
   
=⇒
0 0
   

Example 1
 
−4 8 −12
 
6 −8 14
 
   
4 4
We can see that A 3 = 2 3 =⇒ λ = 2 is an eigenvalue
   
0 0
   
for A and X = [4, 3, 0] is the corresponding eigenvector.

If X is an eigenvector of A corresponding to an
eigenvalue λ i.e.
AX = λX,

eigenvalue λ i.e.
AX = λX,
then for c ∈ R, we have
A(cX) = c(AX) = c(λX) = λ(cX).

eigenvalue λ i.e.
AX = λX,
Thus, if X is an eigenvector of A corresponding to an
eigenvalue λ then, for c ∈ R, c , 0, cX is also an
eigenvector corresponding to λ.

eigenvalue λ i.e.
AX = λX,
Thus, if X is an eigenvector of A corresponding to an
eigenvalue λ then, for c ∈ R, c , 0, cX is also an
eigenvector corresponding to λ. Hence, there are
infinitely many eigenvectors corresponding to an
eigenvalue.
Q: How to compute all the eigenvalues and eigenvectors
of an n × n matrix.

Sol. AX = λX = λIn X =⇒

Sol. AX = λX = λIn X =⇒ (λIn − A)X = 0.

Sol. AX = λX = λIn X =⇒ (λIn − A)X = 0. Now X is a

nontrivial solution to the homogeneous system whose
coefficient matrix is λIn − A.


coefficient matrix is λIn − A. Therefore, |λIn − A| = 0.


Theorem: Let A be n × n matrix and λ be a real
number. Then λ is an eigenvalue of A if and only if
|λIn − A| = 0.


Theorem: Let A be n × n matrix and λ be a real
number. Then λ is an eigenvalue of A if and only if
|λIn − A| = 0. The eigenvectors are the nontrivial
solutions of the homogeneous system (λIn − A)X = 0.

The Characteristic Polynomial of a Matrix

Let A is a n × n matrix, then the characteristic
polynomial of A

polynomial of A is the polynomial pA (x) = |xIn − A|.

Clearly, pA(x) is a polynomial of degree n =⇒

Clearly, pA(x) is a polynomial of degree n =⇒ it has at
most n real roots. Hence, from above Theorem we can
say that

Clearly, pA(x) is a polynomial of degree n =⇒ it has at
most n real roots. Hence, from above Theorem we can
say that
The eigenvalues of an n × n matrix A are precisely the
real roots of the characteristic polynomial pA(x).

Example 2

Example 2
Q: Find the characteristic polynomial and eigenvalues
of the matrix.

Example 2
of the matrix.
 
1 0 1 
0 2 −3
 
0 0 −5

 
1 0 1 
Sol. For A = 0 2 −3, characteristic polynomial
 
0 0 −5
 

 
1 0 1 
 
0 0 −5
 
pA (x) = |xI3 − A| =

 
1 0 1 
 
0 0 −5
 
pA (x) = |xI3 − A| =

x − 1 0 −1
0 x − 2 3 = (x − 1)(x − 2)(x + 5)
0 0 x + 5


 
1 0 1 
 
0 0 −5
 
pA (x) = |xI3 − A| =

x − 1 0 −1
0 x − 2 3 = (x − 1)(x − 2)(x + 5)
0 0 x + 5

Now, eigenvalues of A are the roots of pA(x).

 
1 0 1 
 
0 0 −5
 
pA (x) = |xI3 − A| =

x − 1 0 −1
0 x − 2 3 = (x − 1)(x − 2)(x + 5)
0 0 x + 5

Now, eigenvalues of A are the roots of pA(x). Hence,

eigenvalues are λ1 = 1, λ2 = 2 and λ3 = −5.

Algebraic Multiplicity of an Eigenvalue

Let A be an n × n matrix and λ be an eigenvalue for A.

Suppose that (x − λ)k is the highest power of (x − λ) that
divides pA(x).

divides pA(x). Then k is called the algebraic multiplicity
of λ.

divides pA(x). Then k is called the algebraic multiplicity
of λ.
Corresponding to Example 2, the algebraic multiplicities
of λ1 = 1, λ2 = 2 and λ3 = −5 are 1, 1, 1 respectively.

Example 3

Example 3
Q: Find all eigenvalues of the given matrix and their
corresponding algebraic multiplicities.

Example 3
Q: Find all eigenvalues of the given matrix and their
corresponding algebraic multiplicities.
 
4 0 −2
6 2 −6
 
4 0 −2

 
4 0 −2
 
4 0 −2
 

 
4 0 −2
 
4 0 −2
 
pA (x) = |xI3 − A| =

 
4 0 −2
 
4 0 −2
 
pA (x) = |xI3 − A| =

x − 4 0 2
x − 2 6 = x(x − 2)2
−6

−4 0 x + 2

 
4 0 −2
 
4 0 −2
 
pA (x) = |xI3 − A| =

x − 4 0 2
x − 2 6 = x(x − 2)2
−6

−4 0 x + 2
Now, the eigenvalues of A are the roots of pA(x), i.e.,
eigenvalues are λ1 = 0 and λ2 = 2.

 
4 0 −2
 
4 0 −2
 
pA (x) = |xI3 − A| =

x − 4 0 2
x − 2 6 = x(x − 2)2
−6

−4 0 x + 2
eigenvalues are λ1 = 0 and λ2 = 2. Hence, the algebraic
multiplicity of λ1 is one
 
4 0 −2
 
4 0 −2
 
pA (x) = |xI3 − A| =

x − 4 0 2
x − 2 6 = x(x − 2)2
−6

−4 0 x + 2
eigenvalues are λ1 = 0 and λ2 = 2. Hence, the algebraic
multiplicity of λ1 is one and λ2 is two.
Example 4

Example 4
of the matrix.

Example 4
of the matrix.
" #
0 1
A=
−1 0

Example 4
of the matrix.
" #
0 1
A=
−1 0
Sol. There are no eigenvalues of A.

Example 5

Example 5
Q: Let  
1 2 −1
A = 1 0 1 
 
4 −4 5
 

Example 5
Q: Let  
1 2 −1
A = 1 0 1 
 
4 −4 5
 
Verify that
 
−1
• v =  1  is an eigenvector of A.
 
2
 

Example 5
Q: Let  
1 2 −1
A = 1 0 1 
 
4 −4 5
 
Verify that
 
−1
• v =  1  is an eigenvector of A. Find the
 
2
 
corresponding eigenvalue.

Example 5
Q: Let  
1 2 −1
A = 1 0 1 
 
4 −4 5
 
Verify that
 
−1
• v =  1  is an eigenvector of A. Find the
 
2
 
corresponding eigenvalue.
• 2 is an eigenvalue of A.
Sol. v is an eigenvector if Av = λv for some scalar λ.

Now it is easy to verify that Av = v = 1v =⇒

Now it is easy to verify that Av = v = 1v =⇒ v is an
eigenvector of A and the corresponding eigenvalue is 1.

2 is an eigenvalue of A if there exists a non-zero vector v
such that Av = 2v =⇒

such that Av = 2v =⇒ (A − 2I)v = 0 has a non-zero
solution.

solution.
It can be verified that the homogeneous system of
equation (A − 2I)v = 0 has infinitely many solutions.

solution.
It can be verified that the homogeneous system of
equation (A − 2I)v = 0 has infinitely many solutions.
Hence, 2 is an eigenvalue of A.

Eigenspace

Eigenspace
Let A be n × n matrix and λ be an eigenvalue for A.

Eigenspace
Then the set Eλ = {X|AX = λX} is called the eigenspace
of λ,

Eigenspace
of λ,i.e., Eλ consists of all set of all eigenvectors for A
associated with λ,

Eigenspace
associated with λ, together with zero vector 0.

Eigenspace
Theorem: Let A be an n × n matrix and λ be an
eigenvalue for A having eigenspace Eλ.

Eigenspace
Theorem: Let A be an n × n matrix and λ be an
eigenvalue for A having eigenspace Eλ. Then Eλ is a
subspace of Rn .

Example 6

Example 6
Q: Find all eigenvalues and corresponding eigenspace
for the given matrix.

Example 6
Q: Find all eigenvalues and corresponding eigenspace
for the given matrix.
" #
1 3
0 1

" #
1 3
Sol. For A = , characteristic polynomial
0 1
x − 1 −3
pA (x) = |xI2 − A| = = (x − 1)2 .
0 x − 1

" #
1 3
0 1
x − 1 −3
pA (x) = |xI2 − A| = = (x − 1)2 . Hence,
0 x − 1
eigenvalues are λ = 1, 1.

" #
1 3
0 1
x − 1 −3
pA (x) = |xI2 − A| = = (x − 1)2 . Hence,
0 x − 1
To compute eigenspace E1 for λ = 1, we need to solve the
homogeneous system

" #
1 3
0 1
x − 1 −3
pA (x) = |xI2 − A| = = (x − 1)2 . Hence,
0 x − 1
homogeneous system λI2 − AX = 0, i.e., I2 − AX = 0.

" #
0 −3 0
The augmented matrix is [I2 − A|0], i.e., ,
0 0 0

" #
0 −3 0
" # 0 0 0
0 1 0
which reduces to .
0 0 0

" #
0 −3 0
" # 0 0 0
0 1 0
which reduces to .
0 0 0
The associated system is

" #
0 −3 0
" # 0 0 0
0 1 0
which reduces to .
0 0 0
(
x2 = 0
0=0

" #
0 −3 0
" # 0 0 0
0 1 0
which reduces to .
0 0 0
(
x2 = 0
0=0
Since column 1 is not a pivot column, x1 is an
independent variable.

" #
0 −3 0
" # 0 0 0
0 1 0
which reduces to .
0 0 0
(
x2 = 0
0=0
independent variable. Let x1 = a.

" #
0 −3 0
" # 0 0 0
0 1 0
which reduces to .
0 0 0
(
x2 = 0
0=0
independent variable. Let x1 = a.
Then E1 = {[a, 0]|a ∈ R} = {a[1, 0]|a ∈ R}.

Geometric Multiplicity (G.M.) of an
Eigenvalue

Eigenvalue
The geometric multiplicity of an eigenvalue λ is the
dimension of its corresponding eigenspace Eλ i.e.

Eigenvalue
The geometric multiplicity of an eigenvalue λ is the
dimension of its corresponding eigenspace Eλ i.e.
G.M. of λ = dim(Eλ).

Example 7

Example 7
Q: Consider  
4 0 −2
A = 6 2 −6
 
4 0 −2
 

Example 7
Q: Consider  
4 0 −2
A = 6 2 −6
 
4 0 −2
 
• Find all the eigenvalue of A and compute their

algebraic multiplicity.
• Find eigenspaces corresponding to each of the
eigenvalues of A and compute their geometric
multiplicity.

 
4 0 −2
For A = 6 2 −6, characteristic polynomial
 
4 0 −2
 

x − 4 0 2
pA (x) = |xI3 − A| = −6 x − 2 6 = x(x − 2)2 .

0 x + 2

−4

 
4 0 −2
 
4 0 −2
 

x − 4 0 2
pA (x) = |xI3 − A| = −6 x − 2 6 = x(x − 2)2 . Hence,

0 x + 2

−4

 
4 0 −2
 
4 0 −2
 

x − 4 0 2
pA (x) = |xI3 − A| = −6 x − 2 6 = x(x − 2)2 . Hence,

0 x + 2

−4
homogeneous system

 
4 0 −2
 
4 0 −2
 

x − 4 0 2
pA (x) = |xI3 − A| = −6 x − 2 6 = x(x − 2)2 . Hence,

0 x + 2

−4
homogeneous system λI3 − AX = 0, i.e., −AX = 0.

 
 −4 0 2 0 
The augmented matrix is [−A|0], i.e.,  −6 −2 6 0 ,
 
−4 0 2 0
 
which reduces to

 
 −4 0 2 0 
The augmented matrix is [−A|0], i.e.,  −6 −2 6 0 ,
 
−4 0 2 0
 
 
 1 0 −1/2 0 
which reduces to  0 1 −3/2 0 .
 
0 0 0 0
 



 1


 x1 − x3 = 0


 2
3

The associated system is 

 x2 − x3 = 0
2






 0=0


 1


 x1 − x3 = 0


 2
3


 x2 − x3 = 0
2






 0=0
independent variable.


 1


 x1 − x3 = 0


 2
3


 x2 − x3 = 0
2






 0=0
independent variable. Let x3 = 2c =⇒


 1


 x1 − x3 = 0


 2
3


 x2 − x3 = 0
2






 0=0
independent variable. Let x3 = 2c =⇒ x1 = c, x2 = 3c.


 1


 x1 − x3 = 0


 2
3


 x2 − x3 = 0
2






 0=0
Then E0 = {[c, 3c, 2c]|c ∈ R} = {c[1, 3, 2]|c ∈ R}.


 1


 x1 − x3 = 0


 2
3


 x2 − x3 = 0
2






 0=0
Then E0 = {[c, 3c, 2c]|c ∈ R} = {c[1, 3, 2]|c ∈ R}.
Now E0 = span{[1, 3, 2]} = span(B).


 1


 x1 − x3 = 0


 2
3


 x2 − x3 = 0
2






 0=0
Then E0 = {[c, 3c, 2c]|c ∈ R} = {c[1, 3, 2]|c ∈ R}.
Now E0 = span{[1, 3, 2]} = span(B). Since, B is LI, it is a
basis for E0 . Note that
G.M. of eigenvalue 0 = dim(E0 ) = 1.

homogeneous system

homogeneous system λI3 − AX = 0, i.e., 2I3 − AX = 0.

 
 −2 0 2 0 
The augmented matrix is [−A|0], i.e.,  −6 0 6 0 ,
 
−4 0 4 0
 
which reduces to

 
 −2 0 2 0 
The augmented matrix is [−A|0], i.e.,  −6 0 6 0 ,
 
−4 0 4 0
 
 
 1 0 −1 0 
which reduces to  0 0 0 0 .
 
0 0 0 0
 





 x1 − x3 = 0

The associated system is  0=0



0=0






 x1 − x3 = 0




0=0


Since columns 2 and 3 are not pivot columns, x2 and x3
are independent variables.




 x1 − x3 = 0




0=0


are independent variables. Let x2 = b and x3 = c =⇒




 x1 − x3 = 0




0=0


x1 = c.




 x1 − x3 = 0




0=0


x1 = c.
Then
E2 = {[c, b, c]|b, c ∈ R} = {b[0, 1, 0] + c[1, 0, 1]|b, c ∈ R}.




 x1 − x3 = 0




0=0


x1 = c.
Then
E2 = {[c, b, c]|b, c ∈ R} = {b[0, 1, 0] + c[1, 0, 1]|b, c ∈ R}.
Now E2 = span{[0, 1, 0], [1, 0, 1]} = span(B).




 x1 − x3 = 0




0=0


x1 = c.
Then
E2 = {[c, b, c]|b, c ∈ R} = {b[0, 1, 0] + c[1, 0, 1]|b, c ∈ R}.
Now E2 = span{[0, 1, 0], [1, 0, 1]} = span(B). Since, B is
LI, it is a basis for E2 .




 x1 − x3 = 0




0=0


x1 = c.
Then
E2 = {[c, b, c]|b, c ∈ R} = {b[0, 1, 0] + c[1, 0, 1]|b, c ∈ R}.
Now E2 = span{[0, 1, 0], [1, 0, 1]} = span(B). Since, B is
LI, it is a basis for E2 . Note that
G.M. of eigenvalue 2 = dim(E2 ) = 2.
Exercise: Consider  
1 1 3
A = 1 5 1
 
3 1 1
 

1 1 3
A = 1 5 1
 
3 1 1
 

multiplicity.

1 1 3
A = 1 5 1
 
3 1 1
 

multiplicity.
Sol. λ = −2, 3, 6 where E−2 = {[−z, 0, z]|z ∈ R},

E3 = {[z, −z, z]|z ∈ R} and E6 = {[z, 2z, z]|z ∈ R}.
 −9 4 4
A =  −8 3 4
 
−16 8 7
 

 −9 4 4
A =  −8 3 4
 
−16 8 7
 

multiplicity.

 −9 4 4
A =  −8 3 4
 
−16 8 7
 

multiplicity.
Sol. λ = −1, −1, 3 where E−1 = {[x, 2x − z, z]|x, z ∈ R} and

E3 = {[z/2, z/2, z]|z ∈ R}.
Result: Let λ1, λ2 , . . . , λn be n eigenvalues of a n × n
matrix A.

matrix A. Then
det A = λ1λ2 · · · λn

matrix A. Then
det A = λ1λ2 · · · λn
Theorem: Let A be a square matrix with eigenvalue λ

and corresponding eigenvector X.
• If λ is an eigenvalue of a matrix A, then for any
positive integer n, λn is an eigenvalue of An with
corresponding eigenvector X.

matrix A. Then
det A = λ1λ2 · · · λn
Theorem: Let A be a square matrix with eigenvalue λ

and corresponding eigenvector X.
• If λ is an eigenvalue of a matrix A, then for any
positive integer n, λn is an eigenvalue of An with
corresponding eigenvector X.
• If A is nonsingular, then for any integer n, λn is an
eigenvalue of An with corresponding eigenvector X.
Example 8
!
1
Q: Let A be a 2 × 2 matrix with eigenvectors v1 =
! −1
2
and v2 = corresponding to eigenvalues λ1 = 1, λ2 = 4.
1

Example 8
!
1
! −1
2
1!
−1
Let X = .
−5

Example 8
!
1
! −1
2
1!
−1
Let X = . Find A4 X without computing the matrix
−5
A.

Example 8
!
1
! −1
2
1!
−1
Let X = . Find A4 X without computing the matrix
−5
A. !
−1021
Sol.
−515

Example 9
Q: Let A be an n × n matrix and λ ∈ R is not an
eigenvalue for A.

Example 9
eigenvalue for A. Determine exactly which vectors are in
S = {X ∈ Rn |AX = λX}.

Example 9
S = {X ∈ Rn |AX = λX}. Is this set a subspace of Rn .

Example 9
Sol. If λ is not an eigenvalue for A, then, by the

definition of an eigenvalue, there are no nonzero vectors
X such that AX = λX.

Example 9

X such that AX = λX. Thus, no nonzero vector can be in
S.

Example 9

S . However,A0 = 0 = λ0, hence 0 ∈ S .

Example 9

S . However,A0 = 0 = λ0, hence 0 ∈ S . S = {0} is a trivial
subspace of Rn .

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MATHEMATICS-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Sol. AX = λX = λIn X =⇒ (λIn − A)X = 0.

Krishnendra Shekhawat BITS PILANI Mathematics-II

Sol. AX = λX = λIn X =⇒ (λIn − A)X = 0. Now X is a

Krishnendra Shekhawat BITS PILANI Mathematics-II

Sol. AX = λX = λIn X =⇒ (λIn − A)X = 0. Now X is a

Krishnendra Shekhawat BITS PILANI Mathematics-II

Sol. AX = λX = λIn X =⇒ (λIn − A)X = 0. Now X is a

Krishnendra Shekhawat BITS PILANI Mathematics-II

Sol. AX = λX = λIn X =⇒ (λIn − A)X = 0. Now X is a

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Now, eigenvalues of A are the roots of pA(x).

Krishnendra Shekhawat BITS PILANI Mathematics-II

Now, eigenvalues of A are the roots of pA(x). Hence,

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Sol. There are no eigenvalues of A.

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II

Krishnendra Shekhawat BITS PILANI Mathematics-II