M 290 Not Esch Seven

Chapter 7
Eigenvalues and Eigenvectors

7.1 Eigenvalues and Eigenvectors
Homework: [Textbook, 7.1 Ex. 5, 11, 15, 19, 25, 27, 61, 63, 65].
Optional Homework:[Textbook, 7.1 Ex. 53, 59].
In this section, we introduce eigenvalues and eigenvectors. This is
one of most fundamental and most useful concepts in linear algebra.
223
224 CHAPTER 7. EIGENVALUES AND EIGENVECTORS
Denition 7.1.1 Let A be an n n matrix. A scalar is said to be
a eigenvalue of A, if
Ax = x for some vector x = 0.
The vector x is called an eigenvector corresponding to . The zero
vector 0 is never an eigenvectors, by denition.
Reading assignment: Read [Textbook, Examples 1, 2, page 423].
7.1.1 Eigenspaces
Given a square matrix A, there will be many eigenvectors corresponding
to a given eigenvalue . In fact, together with the zero vector 0, the
set of all eigenvectors corresponding to a given eigenvalue will form
a subspace. We state the same as a theorem:
Theorem 7.1.2 Let A be an n n matrix and is an eigenvalue of
A. Then the set
E() = {0} {x : x is an eigenvector corresponding to }
(of all eigenvalues corresponding to , together with 0) is a subspace of
R
n
. This subspace E() is called the eigenspace of .
Proof. Since 0 E(), we have E() is nonempty. Because of theorem
4.3.3, we need only to check that E() is closed under addition and
scalar multiplication. Suppose x, y E() and c be a scalar. Then,
Ax = x and Ay = y.
So,
A(x +y) = Ax + Ay = x + y = (x +y).
7.1. EIGENVALUES AND EIGENVECTORS 225
So, x+y is an eigenvalue corresponding to or zero. So, x+y E()
and E() is closed under addition. Also,
A(cx) = c(Ax) = c(x) = (cx).
So, cx E(() and E() is closed under scalar multiplication. There-
fore, E() is a subspace of R
n
. The proof is complete.
Reading assignment: Read [Textbook, Examples 3, page 423].
Theorem 7.1.3 Let A be a square matrix of size n n. Then
1. Then a scalar is an eigenvalue of A if and only if
det(I A) = 0,
here I denotes the identity matrix.
2. A vector x is an eigenvector, of A, corresponding to if and only
if x is a nozero solution
(I A)x = 0.
Proof. By denition, is an eigenvalue of A if and only if, for some
nonzero x, we have
Ax = x = Ix (I A)x = 0 det(I A) = 0.
The last equivalence is given by [Textbook, 3.3], which we did not
cover. This establishes (1) of the theorem. The proof of (2) is obvious
or same as that of (1). This completes the proof.
Denition 7.1.4 Let A be a square matrix of size n n. Then the
equation
det(I A) = 0
is called the characteristic equation of A. (The German word eigen
roughly means characteristic.)
1. Using induction and expanding det((I A), it follows that
det(I A) =
n
+ c
n1
n1
+ + c
1
+ c
0
,
which is a polynomial in , of degree n. This polynomial is called
the characteristic polynomial of A.
2. If
A =
_
_
a
11
a
12
a
13
a
1n
a
21
a
22
a
23
a
2n
a
31
a
32
a
33
a
3n

a
m1
a
m2
a
m3
a
mn
_
_
then
(I A) =
_
_
a
11
a
12
a
13
a
1n
a
21
a
22
a
23
a
2n
a
31
a
32
a
33
a
3n

a
n1
a
n2
a
n3
a
nn
_
_
.
So, the characteristic polynomial is the determinant of this ma-
trix.
Method of nding eigenvalues and eigenvectors is as follows: Let
A be an n n matrix.
1. To nd the eigenvalues of A solve the characteristic equation
det(I A) = 0.
This is a polynomial equation in of degree n. We only consider
real roots of this equation, in this class.
2. Given an eigenvalue
i
(i.e. a root of the characteristic equation),
to nd the eigenspace E(
i
), corresponding to
i
, we solve the
linear system
(
i
I A)x = 0.
As usual, to solve this we reduce it to the row echelon form or
Gauss-Jordan form. Since
i
is an eigenvalue, at least one row of
the echlon form will be zero.
Reading assignment: Read [Textbook, Examples 4-7, page 426-].
Exercise 7.1.5 (Ex. 6, p. 432) Let
A =
_
_
2 2 3
2 1 6
1 2 0
_
_
.
1. Verify that
1
= 5 is a eigenvalue of A and x
1
= (1, 2, 1)
T
is a
corresponding eigenvector.
Solution: We need to check Ax
1
= 5x
1
, We have
Ax
1
=
_
_
2 2 3
2 1 6
1 2 0
_
_
_
_
1
2
1
_
_
=
_
_
5
10
5
_
_
= 5
_
_
1
2
1
_
_
= 5x
1
.
So, assertion is veried.
2. Verify that
2
2
= (2, 1, 0)
T
is
a corresponding eigenvector.
2
= 3x
2
, We have
Ax
2
=
_
_
2 2 3
2 1 6
1 2 0
_
_
_
_
2
1
0
_
_
=
_
_
6
3
0
_
_
= 3
_
_
2
1
0
_
_
= 3x
2
.
3. Verify that
3
3
= (3, 0, 1)
T
is a
corresponding eigenvector.
3
= 3x
3
, We have
Ax
3
=
_
_
2 2 3
2 1 6
1 2 0
_
_
_
_
3
0
1
_
_
=
_
_
9
0
3
_
_
= 3
_
_
3
0
1
_
_
= 3x
3
.
A =
_
_
1 0 5
0 2 4
1 2 9
_
_
.
1. Determine whether x = (1, 1, 0)
T
is an eigenvector of A.
Solution: We have
Ax =
_
_
1 0 5
0 2 4
1 2 9
_
_
_
_
1
1
0
_
_
=
_
_
1
2
1
_
_
=
_
_
1
1
0
_
_
for all . So, x is not an eigenvector of A.
T
Solution: We have
Ax =
_
_
1 0 5
0 2 4
1 2 9
_
_
_
_
5
2
1
_
_
=
_
_
0
0
0
_
_
= 0
_
_
5
2
1
_
_
= 0x..
So, x is an eigenvector and corresponding eigenvalue is = 0.
T
Solution: No, 0 is, by denition, never an eigenvector.
4. Determine whether x = (2
63, 2
6+6, 3)
T
is an eigenvector
of A.
Solution: We have
Ax =
_
_
1 0 5
0 2 4
1 2 9
_
_
_
_
2
6 3
2
6 + 6
3
_
_
=
_
_
2
6 + 12
4
6
6
6 + 12
_
_
=
_
_
2
6 3
2
6 + 6
3
_
_
.
So, x is not an eigenvector of A.
A =
_
_
5 0 0
3 7 0
4 2 3
_
_
.
1. Find the characteristic equation of A.
Solution: The characteristic polynomial is
det(I A) =
+ 5 0 0
3 7 0
4 2 3
= ( + 5)( 7)( 3).

So, the characteristic equation is
( + 5)( 7)( 3) = 0.
2. Find eigenvalues (and corresponding eigenvectors) of A.
Solution: Solving the characteristic equation, the eigenvalues
are = 5, 7, 3.
(a) To nd an eigenvector corresponding to = 5, wehave to
solve (5I A)x = 0 or
_
_
0 0 0
3 12 0
4 2 8
_
_
_
_
x
y
z
_
_
=
_
_
0
0
0
_
_
.
Solving, we get
x =
16
9
t y =
4
9
t z = t.
So, that eigenspace of = 5 is
__
16
9
t,
4
9
t, t
_
: t R
_
.
In particular, with t = 1, an eigenvector, for eigenvalue =
5, is
_
16
9
,
4
9
, 1
_
T
.
(b) To nd an eigenvector corresponding to = 7, wehave to
_
_
12 0 0
3 0 0
4 2 4
_
_
_
_
x
y
z
_
_
=
_
_
0
0
0
_
_
.
Solving, we get
x = 0 y = 2t z = t.
{(0, 2t, t) : t R} .
7, is (0, 2, 1)
T
.
(c) To nd an eigenvector corresponding to = 3, wehave to
_
_
8 0 0
3 4 0
4 2 0
_
_
_
_
x
y
z
_
_
=
_
_
0
0
0
_
_
.
Solving, we get
x = 0 y = 0 z = t.
{(0, 0, t) : t R} .
3, is (0, 0, 1)
T
.
A =
_
_
3 1 1
0 3 1
0 0 3
_
_
.
Find the dimension of the eigenspace corresponding to the eigenvalue
= 3.
Solution: The eigenspace E(3) is the solution space of the system
(3I A)x = x, or
_
_
3 3 1 1
0 3 3 1
0 0 3 3
_
_
_
_
x
y
z
_
_
=
_
_
0
0
0
_
_
or
_
_
0 1 1
0 0 1
0 0 0
_
_
_
_
x
y
z
_
_
=
_
_
0
0
0
_
_
The coecient matrix
C =
_
_
0 1 1
0 0 1
0 0 0
_
_
.
has rank 2. Since
rank(C) + nullity(C) = 3, we nullity(C) = 1.
Therefore, dimE(3) = 1.
7.2. DIAGONALIZATION 233
7.2 Diagonalization
Homework: [Textbook, Ex. 1, 3, 5, 9, 11, 13, 17, 19; p.444].
In this section, we discuss, given a square matrix A, when or whether
we can nd an invertible matrix P such that P
1
AP is a diagonal ma-
trix. This problem is closely associated to eigenvalues and eigenvectors.
First, we recall the denition 6.4.1, as follows:
Denition 7.2.1 Suppose A, B are two square matrices of size n n.
We say A, B are similar, if A = P
1
BP for some invertible matrix P.
We also dene the following:
Denition 7.2.2 Suppose A is a square matrix of size n n. We say
that A is diagonalizable, if there exists a invertible matrix P such
that P
1
AP is a diagonal matrix.
So, our question is which matrices are diagonalizable? Following
theorem has some answer.
Theorem 7.2.3 Suppose A is a square matrix of size nn. Then A is
diagonalizable if and only if A has n linearly independent eigenvectors.
Proof. Suppose A is diagonalizable. So, there is an invertible matrix
P such that P
1
AP = D is a diagonal matrix. Write
P =
_
p
1
p
2
p
n
and D =
_
1
0 0
0
2
0

0 0
n
_
_
,
where p
1
, p
2
, . . . , p
n
are the cllumns of P. We have AP = PD. So,
A
_
p
1
p
2
p
n
=
_
p
1
p
2
p
n
1
0 0
0
2
0

0 0
n
_
_
.
Therefore, i =, 2, . . . , n we have Ap
i
=
i
p
i
and so p
i
are eigenvectors
of A. Also, since P is invertible p
1
, p
2
, . . . , p
n
are linearly independent.
So, A have n linearly independent eigenvectors.
To prove the converse, assume A has n linearly independent eigen-
vectors. Let p
1
, p
2
, . . . , p
n
be n linearly independent eigenvectors of A.
Then Then, for i =, 2, . . . , n we have, Ap
i
=
i
p
i
for some
i
. Write,
P =
_
p
1
p
2
p
n
and D =
_
1
0 0
0
2
0

0 0
n
_
_
.
It follows easily that AP = PD. Since, columns af P are linearly in-
dependent, it follows that P is invertible. Therefore, P
1
AP = D is a
diagonal matrix. So, the proof is complete.
Steps for Diagonalizing an n n matrix:
Let A be an n n matrix.
1. Find n linearly independent eigenvectors p
1
, p
2
, , p
n
for A with
corresponding eigenvalues
1
,
2
, . . . ,
n
. If n independent eigen-
vectors do not exists, then A is not diagonalizable.
2. If A has n linearly independent eigenvectors as above, write
P =
_
p
1
p
2
p
n
and D =
_
1
0 0
0
2
0

0 0
n
_
_
3. Then D = P
1
Theorem 7.2.4 Suppose A is an n n matrix. If A has n distinct
eigenvalues, then the corresponding eignevectors are linearly indepen-
dent and A is diagonizable.
Proof. Let
1
,
2
, . . . ,
n
be distinct eigenvalues of A and let x
i
eigen-
vectosr corresponding to
i
. So, Ax
i
=
i
x
i
.
We claim that x
1
, x
2
, . . . , x
n
are linearly independent. If not, as-
sume form some m < n, we have x
1
, x
2
, . . . , x
m
are mutually linearly
independent and x
m
1
is in Span({x
1
, x
2
, . . . , x
m
}) . So, we can write
x
m+1
= c
1
x
1
+ c
2
x
2
+ + c
m
x
m
Eqn I.
Here, at least one c
i
= 0. Multiply by A and use the equation Ax
i
=
i
x
i
, we have
m+1
x
m+1
=
1
c
1
x
1
+
2
c
2
x
2
+ +
m
c
m
x
m
Eqn II.
Multiply Eqn-I by
m+1
, we have
m+1
x
m+1
=
m+1
c
1
x
1
+
m+1
c
2
x
2
+ +
m+1
c
m
x
m
Eqn III.
Subtract Eqn-II from Eqn -III:
(
m+1
1
)c
1
x
1
+ (
m+1
2
)c
2
x
2
+ + (
m+1
m
)c
m
x
m
= 0.
Since, at least one c
i
= 0. and since
i
are distinct, at least one coe-
cient (
m+1
i
)c
i
= 0. This contrdicts that x
1
, x
2
, . . . , x
m
are mutually
linearly independent. So, it is established that these n eigenvectors
x
1
, x
2
, . . . , x
n
are mutually linearly independent. (This method of
proof is called a proof by contrapositive argument.) Now, by
theorem 7.2.3, A is diagonizable. So, the proof is complete.
Reading assignment: Read [Textbook, Examples 1-7, page 436-].
A =
_
_
2 3 1
0 1 2
0 0 3
_
_
and P =
_
_
1 1 5
0 1 1
0 0 2
_
_
.
Verify that A is diagonalizable, by computing P
1
AP.
Solution: We do it in a two steps.
1. Use TI to compute
P
1
=
_
_
1 1 3
0 1 .5
0 0 .5
_
_
.
2. Use TI to compute
P
1
AP =
_
_
2 0 0
0 1 0
0 0 3
_
_
.
So, it is veried that P
1
A =
_
1 .5
2 1
_
.
Show that A is not diagonalizable.
Solution: To do this, we have nd and count the dimensions of all the
eigenspaces E(). We do it in a few steps.
1. First, nd all the eigenvalues. To do this, we solve
det(I A) =
1 .5
2 + 1
=
2
= 0.
So, = 0 is the only eigenvalue of A.
2. Now we compute the eigenspace E(0) of the eigenvalue = 0.
We have E(0) is solution space of
(0I A)
_
x
y
_
=
_
0
0
_
or
_
1 .5
2 1
__
x
y
_
=
_
0
0
_
Using TI (or by hand), a parametric solution of this system is
given by
x = .5t y = t. so E(0) = {(.5t, t) : t R} = R(.5, 1).
So, the (sum of) dimension(s) of the eigenspace(s)
= dimE(0) = 1 < 2.
Therefore A is not diagonizable.
A =
_
_
2 1 1
0 1 2
0 0 1
_
_
.
Show that A is not diagonalizable.
Solution: To do this, we have nd and count the dimensions of all the
eigenspaces E(). We do it in a few steps.
1. First, nd all the eigenvalues. To do this, we solve
det(I A) =
2 1 1
0 + 1 2
0 0 + 1
= ( 2)( + 1)
2
= 0.
So, = 1, 2 are the only eigenvalues of A.
2. Now we compute the dimension dimE(1) of the eigenspace
E(1) of the eigenvalue = 1. We have E(1) is solution
space of
(IA)
_
_
x
y
z
_
_
=
_
_
0
0
0
_
_
or
_
_
3 1 +1
0 0 2
0 0 0
_
_
_
_
x
y
z
_
_
=
_
_
0
0
0
_
_
(We will avoid solving this system.) The rank of the coecient
matrix is 2. So,
dim(E(1)) = nullity = 3 rank = 3 2 = 1.
3. Now we compute the dimension dimE(2) of eigenspace E(2) of
the eigenvalue = 2. We have E(2) is solution space of
(I A)
_
_
x
y
z
_
_
=
_
_
0
0
0
_
_
or
_
_
0 1 +1
0 3 2
0 0 3
_
_
_
_
x
y
z
_
_
=
_
_
0
0
0
_
_
Use TI (or look at the columns) to see that rank of the coecient
matrix is 2. So,
dim(E(2)) = nullity = 3 rank = 3 2 = 1.
4. So, the sum of dimensions of the eigenspaces
= dimE(1) + dimE(2) = 2 < 3.
Therefore A is not diagonizable.
A =
_
_
4 3 2
0 1 1
0 0 2
_
_
.
Find the eigenvalues of A and determine whether there is a sucient
number of them to guarantee that A is diagonalizable.
Solution: First, nd all the eigenvalues. To do this, we solve
det(I A) =
4 3 2
0 1 1
0 0 + 2
= ( 4)( 1)( + 2) = 0.
So, = 4, 1, 2 are the eigenvalues of A. This means, A has three
distinct eigenvalues. Therefore, by theorem 7.2.4, A is diagonalizable.
Bibliography
[Textbook] Ron Larson and David C. Falvo, Elementary Linear Alge-
bra, Houghton Min
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Chapter 7

Eigenvalues and Eigenvectors

= ( + 5)( 7)( 3).

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