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Eigenvalues and Eigenvectors


Similar Matrix
Diagonalizable Matrix
Eigenvalues and Eigenvectors
Eigenvalues and Eigenvectors
Just like the space R
n
, we also dene the space C
n
.
Eigenvalues and Eigenvectors
Just like the space R
n
, we also dene the space C
n
.
Indeed,
C
n
= {[x
1
, x
2
, . . . , x
n
]
t
: x
1
, x
2
, . . . , x
n
C}.
Eigenvalues and Eigenvectors
Just like the space R
n
, we also dene the space C
n
.
Indeed,
C
n
= {[x
1
, x
2
, . . . , x
n
]
t
: x
1
, x
2
, . . . , x
n
C}.
The denitions of vector addition and scalar multiplication
etc., and most of the results that we have studied so far in
case of R
n
, can also be accomplished for the space C
n
, in
a similar manner.
Denition
Let A be an n n matrix.
A complex number is called an eigenvalue of A if there is
x C
n
, x = 0 such that Ax = x.
Denition
Let A be an n n matrix.
A complex number is called an eigenvalue of A if there is
x C
n
, x = 0 such that Ax = x.
We call x an eigenvector of A corresponding to .
Denition
Let A be an n n matrix.
A complex number is called an eigenvalue of A if there is
x C
n
, x = 0 such that Ax = x.
We call x an eigenvector of A corresponding to .
Example
For

1 3
3 1

, eigenvalues: 4, 2; resp. eigenvectors

1
1

1
1

.
Denition
Let A be an n n matrix.
A complex number is called an eigenvalue of A if there is
x C
n
, x = 0 such that Ax = x.
We call x an eigenvector of A corresponding to .
Example
For

1 3
3 1

, eigenvalues: 4, 2; resp. eigenvectors

1
1

1
1

.
Result
Let A be an n n matrix and let be an eigenvalue of A. Then
is an eigenvalue of A iff det(A I) = 0.
Denition
Let A be an n n matrix.
A complex number is called an eigenvalue of A if there is
x C
n
, x = 0 such that Ax = x.
We call x an eigenvector of A corresponding to .
Example
For

1 3
3 1

, eigenvalues: 4, 2; resp. eigenvectors

1
1

1
1

.
Result
Let A be an n n matrix and let be an eigenvalue of A. Then
is an eigenvalue of A iff det(A I) = 0.
0 is an eigenvalue of A iff A is not invertible.
Denition
Let A be an n n matrix.
A complex number is called an eigenvalue of A if there is
x C
n
, x = 0 such that Ax = x.
We call x an eigenvector of A corresponding to .
Example
For

1 3
3 1

, eigenvalues: 4, 2; resp. eigenvectors

1
1

1
1

.
Result
Let A be an n n matrix and let be an eigenvalue of A. Then
is an eigenvalue of A iff det(A I) = 0.
0 is an eigenvalue of A iff A is not invertible.
The eigenvalues can be directly computed for 2 2
matrices.
Denition
Let A be an n n matrix.
A complex number is called an eigenvalue of A if there is
x C
n
, x = 0 such that Ax = x.
We call x an eigenvector of A corresponding to .
Example
For

1 3
3 1

, eigenvalues: 4, 2; resp. eigenvectors

1
1

1
1

.
Result
Let A be an n n matrix and let be an eigenvalue of A. Then
is an eigenvalue of A iff det(A I) = 0.
0 is an eigenvalue of A iff A is not invertible.
The eigenvalues can be directly computed for 2 2
matrices.
Use Gauss Jordan Elimination on [A I|0] to nd all
possible eigenvectors for of A.
Denition
Let be an eigenvalue of a matrix A. The collection of all
eigenvectors of A corresponding to , together with the zero
vector, is called the eigenspace of , and is denoted by E

.
Denition
Let be an eigenvalue of a matrix A. The collection of all
eigenvectors of A corresponding to , together with the zero
vector, is called the eigenspace of , and is denoted by E

.
Result
Let A be an n n matrix and let be an eigenvalue of A. Then
E

= null(A I), that is, E

is a subspace of C
n
.
Denition
Let be an eigenvalue of a matrix A. The collection of all
eigenvectors of A corresponding to , together with the zero
vector, is called the eigenspace of , and is denoted by E

.
Result
Let A be an n n matrix and let be an eigenvalue of A. Then
E

= null(A I), that is, E

is a subspace of C
n
.
Let v
1
, . . . , v
k
be eigenvectors of A corresponding to and
v =
1
v
1
+ . . . +
k
v
k
= 0. Then v is an eigenvector of A.
Denition
Let be an eigenvalue of a matrix A. The collection of all
eigenvectors of A corresponding to , together with the zero
vector, is called the eigenspace of , and is denoted by E

.
Result
Let A be an n n matrix and let be an eigenvalue of A. Then
E

= null(A I), that is, E

is a subspace of C
n
.
Let v
1
, . . . , v
k
be eigenvectors of A corresponding to and
v =
1
v
1
+ . . . +
k
v
k
= 0. Then v is an eigenvector of A.
Eigenvalues of a triangular matrix are its diagonal entries.
Denition
Let be an eigenvalue of a matrix A. The collection of all
eigenvectors of A corresponding to , together with the zero
vector, is called the eigenspace of , and is denoted by E

.
Result
Let A be an n n matrix and let be an eigenvalue of A. Then
E

= null(A I), that is, E

is a subspace of C
n
.
Let v
1
, . . . , v
k
be eigenvectors of A corresponding to and
v =
1
v
1
+ . . . +
k
v
k
= 0. Then v is an eigenvector of A.
Eigenvalues of a triangular matrix are its diagonal entries.
Eigenvaules of

A
p
C
O B
q

are the eigenvalues of A and B.


Denition
Let A be an n n matrix. Then
P
A
(x) = |A xI| is called characteristic polynomial of A.
Denition
Let A be an n n matrix. Then
P
A
(x) = |A xI| is called characteristic polynomial of A.
P
A
(x) = 0 is called characteristic equation of A.
Denition
Let A be an n n matrix. Then
P
A
(x) = |A xI| is called characteristic polynomial of A.
P
A
(x) = 0 is called characteristic equation of A.
Example
Take A =

0 1 0
0 0 1
2 5 4

and B =

1 0 1
3 0 3
1 0 1

.
Denition
Let A be an n n matrix. Then
P
A
(x) = |A xI| is called characteristic polynomial of A.
P
A
(x) = 0 is called characteristic equation of A.
Example
Take A =

0 1 0
0 0 1
2 5 4

and B =

1 0 1
3 0 3
1 0 1

.
P
A
(x) = (x 1)
2
(x 2); E
1
= span(

1
1
1

), E
2
= span(

1
2
4

).
Denition
Let A be an n n matrix. Then
P
A
(x) = |A xI| is called characteristic polynomial of A.
P
A
(x) = 0 is called characteristic equation of A.
Example
Take A =

0 1 0
0 0 1
2 5 4

and B =

1 0 1
3 0 3
1 0 1

.
P
A
(x) = (x 1)
2
(x 2); E
1
= span(

1
1
1

), E
2
= span(

1
2
4

).
P
B
(x) = x
2
(x+2); E
0
= span(

0
1
0

1
0
1

), E
2
= span(

1
3
1

).
Result (Fundamental Theorem of Invertible Matrices:
Version III)
Result (Fundamental Theorem of Invertible Matrices:
Version III)
Let A be an n n matrix. Then the following statements are
equivalent.
Result (Fundamental Theorem of Invertible Matrices:
Version III)
Let A be an n n matrix. Then the following statements are
equivalent.
1. A is invertible.
2. A
t
is invertible.
3. Ax = b has a solution for every b in R
n
.
4. Ax = b has a unique solution for every b in R
n
.
5. Ax = 0 has only the trivial solution.
6. The reduced row echelon form of A is I
n
.
7. The rows of A are linearly independent.
8. The columns of A are linearly independent.
9. rank(A) = n.
10. A is a product of elementary matrices.
11. nullity(A) = 0.
12. The column vectors of A span R
n
.
13. The column vectors of A form a basis for R
n
.
14. The row vectors of A span R
n
.
15. The row vectors of A form a basis for R
n
9. rank(A) = n.
10. A is a product of elementary matrices.
11. nullity(A) = 0.
12. The column vectors of A span R
n
.
13. The column vectors of A form a basis for R
n
.
14. The row vectors of A span R
n
.
15. The row vectors of A form a basis for R
n
16. det A = 0.
9. rank(A) = n.
10. A is a product of elementary matrices.
11. nullity(A) = 0.
12. The column vectors of A span R
n
.
13. The column vectors of A form a basis for R
n
.
14. The row vectors of A span R
n
.
15. The row vectors of A form a basis for R
n
16. det A = 0.
17. 0 is not an eigenvalue of A.
Result
Let A be a matrix with eigenvalue and corresponding
eigenvector x.
Result
Let A be a matrix with eigenvalue and corresponding
eigenvector x.
1
For any positive integer n,
n
is an eigenvalue of A
n
with
corresponding eigenvector x.
Result
Let A be a matrix with eigenvalue and corresponding
eigenvector x.
1
For any positive integer n,
n
is an eigenvalue of A
n
with
corresponding eigenvector x.
2
If A is invertible, then
1

is an eigenvalue of A
1
with
corresponding eigenvector x.
Result
Let A be a matrix with eigenvalue and corresponding
eigenvector x.
1
For any positive integer n,
n
is an eigenvalue of A
n
with
corresponding eigenvector x.
2
If A is invertible, then
1

is an eigenvalue of A
1
with
corresponding eigenvector x.
3
If A is invertible then for any integer n,
n
is an eigenvalue
of A
n
with corresponding eigenvector x.
Result
Let v
1
, v
2
, . . . , v
m
be eigenvectors of a matrix A with
corresponding eigenvalues
1
,
2
, . . . ,
m
, respectively. Let
x = c
1
v
1
+ c
2
v
2
+ . . . +c
m
v
m
. Then for any positive integer k,
A
k
x = c
1

k
1
v
1
+c
2

k
2
v
2
+ . . . +c
m

k
m
v
m
.
Result
Let v
1
, v
2
, . . . , v
m
be eigenvectors of a matrix A with
corresponding eigenvalues
1
,
2
, . . . ,
m
, respectively. Let
x = c
1
v
1
+ c
2
v
2
+ . . . +c
m
v
m
. Then for any positive integer k,
A
k
x = c
1

k
1
v
1
+c
2

k
2
v
2
+ . . . +c
m

k
m
v
m
.
Result
Let
1
,
2
, . . . ,
m
be distinct eigenvalues of a matrix A with
corresponding eigenvectors v
1
, v
2
, . . . , v
m
, respectively. Then
the set {v
1
, v
2
, . . . , v
m
} is linearly independent.
Similar Matrix
Similar Matrix
Let A and B be two n n matrices. Then A is said to be similar
to B if there is an n n invertible matrix T such that
T
1
AT = B.
Similar Matrix
Let A and B be two n n matrices. Then A is said to be similar
to B if there is an n n invertible matrix T such that
T
1
AT = B.
If A is similar to B, we write A B.
Similar Matrix
Let A and B be two n n matrices. Then A is said to be similar
to B if there is an n n invertible matrix T such that
T
1
AT = B.
If A is similar to B, we write A B.
If A B, we can equivalently write that A = TBT
1
or
AT = TB.
Example
Let A =

1 2
0 1

, B =

1 0
2 1

and T =

1 1
1 1

.
Then A B since AT = TB.
Example
Let A =

1 2
0 1

, B =

1 0
2 1

and T =

1 1
1 1

.
Then A B since AT = TB.
Result
Let A, B and C be n n matrices. Then
1
A A.
Example
Let A =

1 2
0 1

, B =

1 0
2 1

and T =

1 1
1 1

.
Then A B since AT = TB.
Result
Let A, B and C be n n matrices. Then
1
A A.
2
If A B then B A.
Example
Let A =

1 2
0 1

, B =

1 0
2 1

and T =

1 1
1 1

.
Then A B since AT = TB.
Result
Let A, B and C be n n matrices. Then
1
A A.
2
If A B then B A.
3
If A B and B C then A C.
Result
Let A, B, T be matrices such that T is invertible and
B = T
1
AT. Then
Result
Let A, B, T be matrices such that T is invertible and
B = T
1
AT. Then
1
det A = det B.
Result
Let A, B, T be matrices such that T is invertible and
B = T
1
AT. Then
1
det A = det B.
2
A is invertible iff B is invertible.
Result
Let A, B, T be matrices such that T is invertible and
B = T
1
AT. Then
1
det A = det B.
2
A is invertible iff B is invertible.
3
A and B have the same rank.
Result
Let A, B, T be matrices such that T is invertible and
B = T
1
AT. Then
1
det A = det B.
2
A is invertible iff B is invertible.
3
A and B have the same rank.
4
A and B have the same characteristic polynomial.
Result
Let A, B, T be matrices such that T is invertible and
B = T
1
AT. Then
1
det A = det B.
2
A is invertible iff B is invertible.
3
A and B have the same rank.
4
A and B have the same characteristic polynomial.
5
A and B have the same set of eigenvalues.
Result
Let A, B, T be matrices such that T is invertible and
B = T
1
AT. Then
1
det A = det B.
2
A is invertible iff B is invertible.
3
A and B have the same rank.
4
A and B have the same characteristic polynomial.
5
A and B have the same set of eigenvalues.
is an eigenvalue of B with an eigenvector v iff is an
eigenvalue of A with an eigenvector Tv.
Result
Let A, B, T be matrices such that T is invertible and
B = T
1
AT. Then
1
det A = det B.
2
A is invertible iff B is invertible.
3
A and B have the same rank.
4
A and B have the same characteristic polynomial.
5
A and B have the same set of eigenvalues.
is an eigenvalue of B with an eigenvector v iff is an
eigenvalue of A with an eigenvector Tv.
6
The dim(E

) for A is same as dim(E

) for B.
Diagonalizable Matrix
Diagonalizable Matrix
A matrix A is said to be diagonalizable if there is a diagonal
matrix D such that A D.
Diagonalizable Matrix
A matrix A is said to be diagonalizable if there is a diagonal
matrix D such that A D.
Example
The matrix A =

1 3
2 2

is diagonalizable, since if
D =

4 0
0 1

and T =

1 3
1 2

then AT = TD.
Diagonalizable Matrix
A matrix A is said to be diagonalizable if there is a diagonal
matrix D such that A D.
Example
The matrix A =

1 3
2 2

is diagonalizable, since if
D =

4 0
0 1

and T =

1 3
1 2

then AT = TD.
Result
Let A be an n n matrix. Then A is diagonalizable iff A has n
linearly independent eigenvectors.
Let A be a diagonalizable matrix.
Let A be a diagonalizable matrix.
Suppose T
1
AT = D, where T is an invertible matrix and
D is a diagonal matrix.
Let A be a diagonalizable matrix.
Suppose T
1
AT = D, where T is an invertible matrix and
D is a diagonal matrix.
Then the columns of T are the linearly independent
eigenvectors of A.
Let A be a diagonalizable matrix.
Suppose T
1
AT = D, where T is an invertible matrix and
D is a diagonal matrix.
Then the columns of T are the linearly independent
eigenvectors of A.
The diagonal entries of D are the eigenvalues of A
corresponding to the columns (eigenvectors of A) of T in
the same order.
Example
Check for the diagonalizablity. If diagonalizable, nd a T that
diagonalizes it. [Use GJE]
A =

0 1 0
0 0 1
2 5 4

and B =

1 0 1
3 0 3
1 0 1

.
Example
Check for the diagonalizablity. If diagonalizable, nd a T that
diagonalizes it. [Use GJE]
A =

0 1 0
0 0 1
2 5 4

and B =

1 0 1
3 0 3
1 0 1

.
For A, E
1
= span(

1
1
1

), E
2
= span(

1
2
4

).
For B, E
0
= span(

0
1
0

1
0
1

), E
2
= span(

1
3
1

).
Example
Check for the diagonalizablity. If diagonalizable, nd a T that
diagonalizes it. [Use GJE]
A =

0 1 0
0 0 1
2 5 4

and B =

1 0 1
3 0 3
1 0 1

.
For A, E
1
= span(

1
1
1

), E
2
= span(

1
2
4

).
For B, E
0
= span(

0
1
0

1
0
1

), E
2
= span(

1
3
1

).
A is not diagonalizable.
Example
Check for the diagonalizablity. If diagonalizable, nd a T that
diagonalizes it. [Use GJE]
A =

0 1 0
0 0 1
2 5 4

and B =

1 0 1
3 0 3
1 0 1

.
For A, E
1
= span(

1
1
1

), E
2
= span(

1
2
4

).
For B, E
0
= span(

0
1
0

1
0
1

), E
2
= span(

1
3
1

).
A is not diagonalizable. B is diagonalizable, T =

0 1 1
1 0 3
0 1 1

.
Result
If A is an n n matrix with n distinct eigenvalues then A is
diagonalizable.
Result
If A is an n n matrix with n distinct eigenvalues then A is
diagonalizable.
Result
Let
1
,
2
, . . . ,
k
be distinct eigenvalues of a matrix A. If B
i
is a
basis for the eigenspace E

i
, then B = B
1
B
2
. . . B
k
is a
linearly independent set.
Result
If A is an n n matrix with n distinct eigenvalues then A is
diagonalizable.
Result
Let
1
,
2
, . . . ,
k
be distinct eigenvalues of a matrix A. If B
i
is a
basis for the eigenspace E

i
, then B = B
1
B
2
. . . B
k
is a
linearly independent set.
Denition
Let be an eigenvalue of a matrix A.
The algebraic multiplicity of is the multiplicity of as a
root of the characteristic polynomial of A.
Result
If A is an n n matrix with n distinct eigenvalues then A is
diagonalizable.
Result
Let
1
,
2
, . . . ,
k
be distinct eigenvalues of a matrix A. If B
i
is a
basis for the eigenspace E

i
, then B = B
1
B
2
. . . B
k
is a
linearly independent set.
Denition
Let be an eigenvalue of a matrix A.
The algebraic multiplicity of is the multiplicity of as a
root of the characteristic polynomial of A.
The geometric multiplicity of is the dimension of E

.
Diagonalizable Matrix
Result
The geometric multiplicity of each eigenvalue of a matrix is less
than or equal to its algebraic multiplicity.
Diagonalizable Matrix
Result
The geometric multiplicity of each eigenvalue of a matrix is less
than or equal to its algebraic multiplicity.
Result (The Diagonalization Theorem)
Let A be an n n matrix whose distinct eigenvalues are

1
,
2
, . . . ,
k
. Then the following statements are equivalent:
Diagonalizable Matrix
Result
The geometric multiplicity of each eigenvalue of a matrix is less
than or equal to its algebraic multiplicity.
Result (The Diagonalization Theorem)
Let A be an n n matrix whose distinct eigenvalues are

1
,
2
, . . . ,
k
. Then the following statements are equivalent:
1
A is diagonalizable.
2
The union B of the bases of the eigenspaces of A contains
n vectors.
3
The algebraic multiplicity of each eigenvalue equals its
geometric multiplicity.