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Chapter 5:

Eigenvalues, Eigenvectors

Chapter Content

Diagonalization

Orthogonal Digonalization

7-1 Eigenvalue and Eigenvector

If A is an nn matrix

a nonzero vector x in Rn is called an eigenvector of A if Ax

is a scalar multiple of x;

that is, Ax = x for some scalar .

The scalar is called an eigenvalue of A, and x is said to be

an eigenvector of A corresponding to .

7-1 Eigenvalue and Eigenvector

Remark

To find the eigenvalues of an nn matrix A we rewrite Ax =

x as Ax = Ix or equivalently, (I – A)x = 0.

For to be an eigenvalue, there must be a nonzero solution

of this equation. However, by Theorem 6.4.5, the above

equation has a nonzero solution if and only if

det (I – A) = 0.

This is called the characteristic equation of A; the scalar

satisfying this equation are the eigenvalues of A. When

expanded, the determinant det (I – A) is a polynomial p in

called the characteristic polynomial of A.

7-1 Example 2

Find the eigenvalues of

0 1 0

A 0 0 1

4 17 8

Solution:

The characteristic polynomial of A is

1 0

det( I A) det 0 1 3 8 2 17 4

4 17 8

The eigenvalues of A must therefore satisfy the cubic equation

3 – 82 + 17 – 4 =0

7-1 Example 3

a11 a12 a13 a14

0 a a a24

A 22 23

0 0 a33 a34

0 0 0 a44

Theorem 7.1.1

triangular, or diagonal)

then the eigenvalues of A are entries on the main diagonal

of A.

Example 4

The eigenvalues of the lower triangular matrix

1

2 0 0

2

A 1 0

3

5 8

1

4

Theorem 7.1.2 (Equivalent Statements)

following are equivalent.

is an eigenvalue of A.

The system of equations (I – A)x = 0 has nontrivial solutions.

There is a nonzero vector x in Rn such that Ax = x.

is a solution of the characteristic equation det(I – A) = 0.

7-1 Finding Bases for Eigenspaces

are the nonzero x that satisfy Ax = x.

nonzero vectors in the solution space of (I – A)x = 0.

corresponding to .

7-1 Example 5

0 0 2

Find bases for the eigenspaces of A 1 2 1

1 0 3

Solution:

The characteristic equation of matrix A is 3 – 52 + 8 – 4 = 0, or in

factored form, ( – 1)( – 2)2 = 0; thus, the eigenvalues of A are = 1

and = 2, so there are two eigenspaces of A.

0 2 x1 0

1 2 1 x 0

(I – A)x = 0 2 (3)

1 0 3 x3 0

1 0 1 x 0

2

1 0 1 x3 0

7-1 Example 5 2 0 2 x1 0

1 0 1 x 0

2

1 0 1 x3 0

Solving the system yield

x1 = -s, x2 = t, x3 = s

Thus, the eigenvectors of A corresponding to = 2 are the nonzero

vectors of the form

s s 0 1 0

x t 0 t s 0 t 1

s s 0 1 0

The vectors [-1 0 1]T and [0 1 0]T are linearly independent and form a

basis for the eigenspace corresponding to = 2.

Similarly, the eigenvectors of A corresponding to = 1 are the nonzero

vectors of the form x = s [-2 1 1]T

Thus, [-2 1 1]T is a basis for the eigenspace corresponding to = 1.

Theorem 7.1.3

matrix A, and x is corresponding eigenvector

then k is an eigenvalue of Ak and x is a corresponding

eigenvector.

0 0 2

A 1 2 1

1 0 3

Theorem 7.1.4

not an eigenvalue of A.

(use Theorem 7.1.2)

Example 7

The matrix A in the previous example is invertible since it has

eigenvalues = 1 and = 2, neither of which is zero.

Theorem 7.1.5 (Equivalent Statements)

If A is an mn matrix, and if TA : Rn Rn is multiplication

by A, then the following are equivalent:

A is invertible.

Ax = 0 has only the trivial solution.

The reduced row-echelon form of A is In.

A is expressible as a product of elementary matrices.

Ax = b is consistent for every n1 matrix b.

Ax = b has exactly one solution for every n1 matrix b.

det(A)≠0.

The range of TA is Rn.

TA is one-to-one.

The column vectors of A are linearly independent.

The row vectors of A are linearly independent.

Theorem 7.1.5 (Equivalent Statements)

The row vectors of A span Rn.

The column vectors of A form a basis for Rn.

The row vectors of A form a basis for Rn.

A has rank n.

A has nullity 0.

The orthogonal complement of the nullspace of A is Rn.

The orthogonal complement of the row space of A is {0}.

ATA is invertible.

= 0 is not eigenvalue of A.

Chapter Content

Diagonalization

Orthogonal Digonalization

7-2 Diagonalization

if there is an invertible matrix P such that P-1AP is a

diagonal matrix (i.e., P-1AP = D);

the matrix P is said to diagonalize A.

Theorem 7.2.1

If A is an nn matrix, then the following are equivalent.

A is diagonalizable.

7-2 Procedure for Diagonalizing a Matrix

independent eigenvectors is diagonalizable, and the proof provides the

following method for diagonalizing A.

Step 1. Find n linear independent eigenvectors of A, say, p1, p2, …, pn.

Step 2. From the matrix P having p1, p2, …, pn as its column vectors.

Step 3. The matrix P-1AP will then be diagonal with 1, 2, …, n as

its successive diagonal entries, where i is the eigenvalue

corresponding to pi, for i = 1, 2, …, n.

7-2 Example 1

0 0 2

Find a matrix P that diagonalizes A 1 2 1

Solution: 1 0 3

From the previous example, we have the following bases for the

eigenspaces:

= 2: 1 0 = 1: 2

p1 0 , p 2 1 p 3 1

Thus, 1 0 1

1 0 2

P 0 1 1

Also, 1 0 1

1 0 2 0 0 2 1 0 2 2 0 0

P 1 AP 1 1 1 1 2 1 0 1 1 0 2 0 D

1 0 1 1 0 3 1 0 1 0 0 1

7-2 Example 2

(A Non-Diagonalizable Matrix)

Find a matrix P that diagonalizes 1 0 0

A 1 2 0

Solution: 3 5 2

The characteristic polynomial of A is

1 0 0

det( I A) 1 2 0 ( 1)( 2) 2

3 5 2

The bases for the eigenspaces are

= 1: 1/ 8 = 2: 0

p1 1 / 8 p 2 0

1 1

Since there are only two basis vectors in total, A is not diagonalizable.

7-2 Theorems

Theorem 7.2.2

If v1, v2, …, vk, are eigenvectors of A corresponding to

distinct eigenvalues 1, 2, …, k,

then {v1, v2, …, vk} is a linearly independent set.

Theorem 7.2.3

If an nn matrix A has n distinct eigenvalues

then A is diagonalizable.

7-2 Example 3

0 1 0

A 0 0 1

4 17 8

has three distinct eigenvalues, 4, 2 3, 2 3

Therefore, A is diagonalizable.

Further,

4 0 0

P 1 AP 0 2 3 0

0 2 3

0

for some invertible matrix P, and the matrix P can be found using

the procedure for diagonalizing a matrix.

7-2 Example 4 (A Diagonalizable Matrix)

Since the eigenvalues of a triangular matrix are the entries

on its main diagonal (Theorem 7.1.1).

diagonal is diagonalizable.

For example, 1 2 4 0

0 3 1 7

A

0 0 5 8

0 0 0 2

is a diagonalizable matrix.

7-2 Example 5

(Repeated Eigenvalues and Diagonalizability)

Whether the following matrices are diagonalizable?

1 0 0

I 3 0 1 0

0 0 1

1 1 0

J 3 0 1 1

0 0 1

7-2 Geometric and Algebraic Multiplicity

then the dimension of the eigenspace corresponding to 0 is

called the geometric multiplicity of 0, and

characteristic polynomial of A is called the algebraic

multiplicity of A.

Theorem 7.2.4

(Geometric and Algebraic Multiplicity)

If A is a square matrix, then :

than or equal to the algebraic multiplicity.

is equal to the algebraic multiplicity for every eigenvalue.

7-2 Computing Powers of a Matrix

1AkP for any positive integer k.

P-1AkP = (P-1AP)k = Dk

Thus,

Ak = PDkP-1

The matrix Dk is easy to compute; for example, if

d1 0 ... 0 d1k 0 ... 0

0 d ... 0 k

, and Dk 0 d ... 0

D 2 2

: : : : : :

k

0 0 ... d n

0 0 ... d n

7-2 Example 6 (Power of a Matrix)

Find A13

0 0 2

A 1 2 1

1 0 3

Chapter Content

Diagonalization

Orthogonal Digonalization

7-3 The Orthogonal Diagonalization

Matrix Form

Given an nn matrix A, if there exist an orthogonal matrix

P such that the matrix

P-1AP = PTAP

then A is said to be orthogonally diagonalizable and P is

said to orthogonally diagonalize A.

Theorem 7.3.1 & 7.3.2

A is orthogonally diagonalizable.

A has an orthonormal set of n eigenvectors.

A is symmetric.

The eigenvalues of A are real numbers.

Eigenvectors from different eigenspaces are orthogonal.

7-3 Diagonalization of Symmetric Matrices

diagonalizing a symmetric matrix.

Step 1. Find a basis for each eigenspace of A.

Step 2. Apply the Gram-Schmidt process to each of these bases

to obtain an orthonormal basis for each eigenspace.

Step 3. Form the matrix P whose columns are the basis vectors

constructed in Step2; this matrix orthogonally diagonalizes A.

7-3 Example 1

Find an orthogonal matrix P that diagonalizes 4 2 2

A 2 4 2

2 2 4

Solution:

The characteristic equation of A is

4 2 2

det( I A) det 2 4 2 ( 2) 2 ( 8) 0

2 2 4 1 1

1 and u 0

The basis of the eigenspace corresponding to = 2 is 1 u 2

Applying the Gram-Schmidt process to {u1, u2} yields 0 1

the following orthonormal eigenvectors:

1/ 2 1/ 6

v1 1/ 2 and v 2 1/ 6

0

2 / 6

7-3 Example 1

1

The basis of the eigenspace corresponding to = 8 is u3 1

Applying the Gram-Schmidt process to {u } yields: 1

3

1/ 3

v 3 1/ 3

1/ 3

Thus,

1 / 2 1/ 6 1/ 3

P v1 v2 v3 1/ 2 1/ 6 1/ 3

0 2 / 6 1 / 3

orthogonally diagonalizes A.

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