Chapter 7 Eigenvalues Eigenvectors

Eigenvalues, eigenvectors, diagonalization
—————————————–
Phan Thi Khanh Van
E-mail: khanhvanphan@hcmut.edu.vn
Ngày 30 tháng 5 năm 2019
(Phan Thi Khanh Van) Eigenvalues, eigenvectors, diagonalization Ngày 30 tháng 5 năm 2019 1 / 32
Table of contents
1 Eigenvalues, eigenvectors
2 Diagonalization
3 Orthogonal diagonalization of symmetric

matrices
Eigenvalues, eigenvectors
Let A ∈ Mn be a square matrix . λ is called an
eigenvalue of A if there exist x 6= 0, x ∈ Rn satisfying:
Ax = λx. x is then called an eigenvector of A
associated with λ.
Example 1

1 2
1 Given A = . Are (1, 1)T , (2, 3)T , (1, −1)T
2 1
eigenvectors of A ?

1 2
2 Given A = , is λ = 1 an eigenvalue of A?
0 3
Properties
If x is an eigenvector of A associated with the eigenvalue
λ then:
1 αx, α 6= 0 is also an eigenvector of A associated with λ
2 λm is an eigenvalue of Am , x is the corresponding
eigenvector.
3 If A is invertible, then 1/λ is an eigenvalue of A−1 , x
is the corresponding eigenvector.
Remark
If λ is an eigenvector of A ∈ Mn , then ∃x 6= 0, x ∈ Rn
satisfying: Ax = λx ⇔ (A − λI )x = 0, the system has
nontrivial solution, then det(A − λI ) = 0 -
characteristic equation of A. The polynomial PA (λ) is
called the characteristic polynomial of A.
Example 2
Find 
m such that 2is an eigenvalue of
1 1 m
A = −2 1 1 
4 −1 −2
2 is an eigenvalue of A ⇔ |A − 2I | = 0
−1 1 m
3

⇔ −2 −1 1 = 0 ⇔ 6m − 9 = 0 ⇔ m = 2
4 −1 −4
How to find the eigenvectors, eigenvalues

1 Find PA (λ) = |A − λI |, and then solve |A − λI | = 0 to
find λ.
2 For every λi solve the system (A − λi I )x = 0 to find
the eigenvectors x.
Example 2

2 3
Find all eigenvalues and eigenvectors of: A =
4 3

2 − λ 3
|A − λI | = = (2 − λ)(3 − λ) − 12
4 3 − λ
= λ2 − 5λ − 6
P(λ) = 0 ⇔ λ = −1 ∨ λ = 6
= −1:
λ Consider the system (A + I )x = 0
3 3 0
Eigenvector: x = (−m, m)T , ∀m
4 4 0
= 6: Consider
λ the system (A − 6I )x = 0
−4 3 0
Eigenvector: x = (3m, 4m)T , ∀m
4 −3 0
Example 4
Find 
all eigenvalues and
 eigenvectors of:
1 2 3
A = −2 6 6 
4 −12 −11
|A − λI | = −λ3 + trace(A)λ2 − (A11 + A22 + A33 )λ + |A|

= −λ3 − 4λ2 − (6 − 23 + 10)λ + 10
P(λ) = 0 ⇔ λ = −5 ∨ λ = −1 ∨ λ = 2
 = −5: Consider the
λ  system
 (A + 5I )x =0
6 2 3 0 0 35 21 0
 −2 11 6 0  ⇔  −2 11 6 0 
4 −12 −6 0 0 10 6 0
Eigenvector: x = (−3m, −6m, 10m)T , ∀m
λ = −1: Consider (A+ I )x = 0

 
2 2 3 0 2 2 3 0
 −2 7 6 0 ⇔ 0 9
  9 0
4 −12 −10 0 0 −16 −16 0
Eigenvector: x = (−m, −2m, 2m)T , ∀m
λ = 2: Consider (A −2I )x= 0
 
−1 2 3 0 −1 2 3 0
 −2 4 6 0 ⇔  0 0 0 0
4 −12 −13 0 0 −4 −1 0
Eigenvector: x = (10m, −m, 4m)T , ∀m
Example 5
 
1 3 3
Find all eigenvalues, eigenvectors of A = −3 −5 −3
3 3 1

= −λ3 − 3λ2 − (4 + 4 − 8)λ + 4
P(λ) = 0
⇔ λ = −2, (multiplicity =2) ∨ λ = 1, (multiplicity=1)
λ = −2: Consider 
 (A + 2I )x = 0
3 3 3 0
 −3 −3 −3 0  ⇔ 1 1 1 0
3 3 3 0
Eigenvector: x = m(−1, 1, 0)T + n(−1, 0, 1)T , ∀m, n
λ = 1: Consider (A− I )x
 =0 
0 3 3 0 0 3 3 0
 −3 −6 −3 0  ⇔  0 −3 −3 0 
3 3 0 0 3 3 0 0
Eigenvector: x = m(1, −1, 1)T , ∀m
Example 6
 
5 6 −3
Find all eigenvalues, eigenvectors of A = −1 0 1 
2 2 −1

= −λ3 + 4λ2 − (6 − 2 + 1)λ + 2
P(λ) = 0 ⇔ λ = 1(mult. =2) ∨ λ = 2(mult. =1)
λ = 1: Consider (A−I )x = 0
 
4 6 −3 0 0 2 1 0
 −1 −1 1 0   −1 −1 1 0 
2 2 −2 0 0 0 0 0
λ = 2: Consider (A−2I )x = 0
 
3 6 −3 0 0 0 0 0
 −1 −2 1 0   −1 −2 1 0 
2 2 −3 0 0 −2 −1 0
Exercises
Find the eigenvalues, eigenvectors of the following
matrices  
15 −18 −16
1 A =  9 −12 −8 
4 −4 −6
 
1 −1 −1
2 A = 2 −2 −4
0 −4 −3
Algebraic multiplicity
The multiplicity of λi as a root of the equation
|A − λI | = 0 is called the algebraic multiplicity of λi .
Eigenspaces
The nullspace of (A − λi I ): {x ∈ Rn : (A − λi I )x = 0} is
called the eigenspace of A corresponding to λi . Denote:
Eλi
Geometric multiplicity
Geometric multiplicity of an eigenvalue λi is the
dimension of the corresponding eigenspace.
Consider the examples 3, 4, 5,6

1. Example 3:
With λ = −1: algebraic multiplicity =1,
E−1 = span{(−1, 1)T }, geometric multiplicity
= dim(E−1 ) = 1
With λ = 6: algebraic multiplicity=1,
E6 = span{(3, 4)T }, geometric multiplicity
= dim(E6 ) = 1
Consider the examples 3, 4, 5,6

2. Example 4:
E−5 = span{(−3, −6, 10)T }, geometric multiplicity
= dim(E−5 ) = 1
With λ = −1: algebraic multiplicity=1,
E−1 = span{(−1, −2, 2)T }, geometric multiplicity
= dim(E−1 ) = 1
With λ = 2: algebraic multiplicity = 1,
E2 = span{(10, −1, 4)T }, geometric multiplicity
= dim(E2 ) = 1
Consider the examples 3, 4, 5 ,6

3. Example 5:
E−2 = span{(−1, 1, 0)T , (−1, 0, 1)T }, geometric
multiplicity = dim(E−2 ) = 2
= dim(E1 ) = 1
Consider the examples 3, 4, 5, 6

4. Example 6:
= dim(E1 ) = 1
= dim(E2 ) = 1
Theorem
1 1 ≤ geometric multiplicity ≤ algebraic multiplicity
2 All vector in the bases of the eigenspaces form a
linearly independent set.
Diagonalization
Similar matrices
A matrix A is called similar to B if ∃P : A = PBP −1
Diagonalizable matrix
Let A ∈ Mn be a square matrix. A is called
diagonalizable if it is similar to a diagonal matrix:
∃P : P −1 AP = D, where D is a diagonal matrix.
Theorem
1 A is diagonalizable ⇔ A has n independent
eigenvectors ⇔ for any λi , the algebraic multiplicity
= geometric multiplicity.
2 If A has exactly n distinct eigenvalues then A is
diagonalizable.
Diagonalization
Theorem
If A is diagonalizable then we can choose P = [e1 ..en ]
where the column vectors ei are independent eigenvectors
of A, D = diag (λ1 ...λn ), λi − corresponding eigenvalues.
How to diagonalize a matrix

1 Solve |A − λI | = 0 to find the eigenvalues λ1 , ...λn
2 Solve the system (A − λ)x = 0 to find the
corresponding eigenvectors of A: e1 , e2 ...en
 
λ1 0 ... 0
 0 λ ... 0 
2
D =  ..  , P = [e1 e2 ...en ] (col. vectors)
3
 
. 
0 0 ... λn
Diagonalization
Consider the examples 3,4,5,6

1. Example 3:
A has 2 independent eigenvectors ⇒ A is
−1
diagonalizableA
= PDP .
−1 0 −1 1
D= ,P=
0 6 3 4
2. Example 4:
A has 3 distinct eigenvalues ⇒ A is diagonalizable
−1
A = PDP
 .   
−5 0 0 −3 −1 10
D =  0 −1 0, P = −6 −2 −1
0 0 2 10 2 4
Diagonalization
Consider the examples 3,4,5,6

3. Example 5:
A has 3 independent eigenvectors ⇒ A is
diagonalizableA
 =PDP −1. 
−2 0 0 −1 −1 1
D =  0 −2 0, P =  1 0 −1
0 0 1 0 1 1
3. Example 6:
With λ = 1: algebraic multiplicity=2, geometric
multiplicity =1, ⇒ A is not diagonalizable.
Diagonalization
Remark
If A is diagonalizable A = PDP −1 then
An =(PDP −1 )(PDP −1
)...(PDP −1 ) = PD n P −1
λn1 0 ... 0
 0 λn ... 0 
2  −1
= P  .. P

. 
n
0 0 ... λn
Consider Example 4
 2018 
5 0 0
A2018 = PD 2018 P −1 = P  0 1 0  P −1
0 0 22018
Diagonalization
Exercises
Diagonalize the following matrices (if it is possible)
 
2 5 0 1 0
1 A=
−1 3 4 A = −4 4 0
  −2 1 2
1 2 −2  
2 A= 1 0 3 .
  −1 3 −1
1 3 0 5 A = −3 5 −1.
Find A2017 −3 3 1

2 0 −6
 Find  B : B 3 = A
3 A = 1 3 −2 1 0 0
1 0 1
6 A = 1 −1 1
2 0 1
Orthogonal diagonalization of symmetric matrices
Definitions
1 A square matrix A ∈ Mn (R) is called a symmetric
matrix if A = AT .
2 A square matrix P ∈ Mn (R) is called a orthogonal
matrix if P −1 = P T .
3 In an Euclidean space V , a vector set E = {e1 , e2 ...en }
is called:
∗ orthogonal if ei ⊥ej , ∀i 6= j.
∗ orthonormal if it is orthogonal and kei k = 1, ∀i.
Theorem
P is an orthogonal matrix ⇔ the column (row) vectors of
P form an orthonormal basis for Rn .
Orthogonally diagonalizable matrix

A matrix A is called orthogonally diagonalizable if
there exist an orthogonal matrix P, and an diagonal
matrix D: A = P.D.P −1 = P.D.P T
Theorem
Let A be a real symmetric matrix A. Then,
1 Eigenvalues of A are real numbers
2 If 2 eigenvalues λi 6= λj , then the corresponding
eigenspaces are orthogonal Eλi ⊥Eλj .
3 A is orthogonally diagonalizable.
Example 6
Orthogonally
 diagonalize
 the following matrix:
3 −2 4
A = −2 6 2
4 2 3

= −λ3 + 12λ2 − (14 − 7 + 14)λ − 98
P(λ) = 0 ⇔ λ = 7(mult. =2) ∨ λ = −2(mult. =1)
 = −2: Consider
λ  the
 system (A + 2I)x = 0
5 −2 4 0 0 36 18 0
 −2 8 2 0   −2 8 2 0 
4 2 5 0 0 18 9 0
A basis for E−2 : e1 = (−2, −1, 2)T
 = 7: Consider the
λ  system (A − 7I )x = 0
−4 −2 4 0
 −2 −1 2 0  ⇔ −2 −1 2 0
4 2 −4 0
A basis for E7 : {e2 = (1, 0, 1)T , e3 = (−1, 2, 0)T }
To find the orthogonal matrix P, we have to find an
orthonormal basis from the eigenvectors in E−2 , E7 .
Recall that from the previous theorem, we have:
e1 ⊥e2 , e1 ⊥e3 . Hence, we just have to find an orthogonal
vectors f2 ⊥f3 from the 2 vectors e2 , e3 .
With E−2 : f1 = e1
With E7 , using Gram-Schmidt process (Chapter 5), we
choose f2 = e2 = (1, 0, 1)T
f3 = e3 − prf2 (e3 ) = e3 − (e 3 ,f2 )

(f2 ,f2 ) f2
= (−1, 2, 0)T − −1 T 1
2 (1, 0, 1) = (− 2 , 2, 2 ) ,
1 T
f2 = (−1, 4, 1)T Normalize the 3 orthogonal vectors:

fi := kffii k : f1 = kff11 k = 13 (−2, −1, 2)T
f2 = ( √12 , 0, √12 )T , f3 = ( 3−1 √ , √ 4
2 3 2 3 
, √1 2 )T

−2 0 0
Therefore, A = PDP −1 where D =  0 7 0 ,
0 0 7
−2 √1 −1
 
√
3 2 3 2
 −1 0 4 
√
P= 3 3 2
2 √1 1
√
3 2 3 2
Exercises
Orthogonally diagonalize the following matrices
 
2 2 3
1 A = 2 5 6
3 6 2
 
2 −1 −1
2 A = −1 2 −1
−1 −1 2

Chapter 7 Eigenvalues Eigenvectors

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Chapter 7 Eigenvalues Eigenvectors

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Eigenvalues, eigenvectors, diagonalization

Phan Thi Khanh Van

Ngày 30 tháng 5 năm 2019

3 Orthogonal diagonalization of symmetric

How to find the eigenvectors, eigenvalues

|A − λI | = −λ3 + trace(A)λ2 − (A11 + A22 + A33 )λ + |A|

λ = −1: Consider (A+ I )x = 0

|A − λI | = −λ3 + trace(A)λ2 − (A11 + A22 + A33 )λ + |A|

|A − λI | = −λ3 + trace(A)λ2 − (A11 + A22 + A33 )λ + |A|

Consider the examples 3, 4, 5,6

Consider the examples 3, 4, 5,6

Consider the examples 3, 4, 5 ,6

Consider the examples 3, 4, 5, 6

How to diagonalize a matrix

Consider the examples 3,4,5,6

Consider the examples 3,4,5,6

Orthogonally diagonalizable matrix

|A − λI | = −λ3 + trace(A)λ2 − (A11 + A22 + A33 )λ + |A|

f3 = e3 − prf2 (e3 ) = e3 − (e 3 ,f2 )

f2 = (−1, 4, 1)T Normalize the 3 orthogonal vectors:

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