Chapter 3: Linear Algebra

q Section 11: Eigenvalues and Eigenvectors; Diagonalizing Matrices

Eigenvalues and Eigenvectors

y

q Consider the set of linear relations:

" X % " a b %" x %

" X = ax + by
#
$Y = cx + dy

or $ ' = $
'$ ' or
Y
c
d
# & #
&# y &

" x%
q For every vector r = $ y '
# &
"X%

new vector R = $ '.

#Y &

" a b%
M =$
' is
#c d &

R=M r
(x,y)

above equations give a

a matrix operator of the transformation.

. (X,Y)

Any vector r which satisfies M r = r, where = const

is called eigenvector (or characteristic vector) and is
called eigenvalue (or characteristic value).

(X,Y)

(x,y) .

O
2

Eigenvalues and Eigenvectors

q Example: find eigenvectors and eigenvalues of the transformation
" X % " 5 2%" x %
$ ' =$
'$ '
#Y & # 2 2 &# y &

The eigenvector condition is M r = r . In matrix notation,

5 2 x
x

y=
y
2 2

() ( )

5x 2y = x

(5 )x 2y = 0

2x + 2y = y

2x + (2 )y = 0

We got homogeneous equations which have solutions other than x=y=0

only if det(M)=0. Thus we want

5 2
=0
2 2

This is called characteristic equation of the matrix M, and the

determinant is called the secular determinant.

To obtain the characteristic equation, we subtract from the elements on the

main diagonal of M, and set the determinant equal to zero. We can also write
characteristic equation in matrix form:
M I = 0

Eigenvalues and Eigenvectors

q So we are trying to find eigenvectors
and eigenvalues of the transformation:

" X % " 5 2%" x %

$ ' =$
'$ '
#Y & # 2 2 &# y &

(5 )x 2y = 0
And we got the equations
2x + (2
)y = 0

(1)

and the corresponding secular determinant

5 2
=0
2 2

(5 )(2 ) 4 = 2 7 + 6 = 0

Substituting the two solutions into (1) we get:

x + 2y = 0

R = 6r

2x y = 0

R=r

= 1 or = 6

2x y = 0 for = 1
x + 2y = 0 for = 6

q Thus:
" x%
any vector r = $ y ' along 2x y = 0 line
# &
is an eigenvector with eigenvalue = 1 .
%
" x
r = $ ' along x + 2y = 0
# y&

anyvector
line

is an eigenvector with eigenvalue

= 6.
4

Eigenvalues and Eigenvectors

q Again, we have transformation:

" X % " 5 2%" x %

$ ' =$
'$ '
#Y & # 2 2 &# y &

q And we found eigenvectors and

eigenvalues of the transformation:

2x y = 0 for = 1
x + 2y = 0 for = 6

q Substituting the two eigenvalues in

5x1 2y1 = x1
2x1 + 2y1 = y1

and

# 5 2&# x1
%
(%
$ 2 2 '$ y1

x 2 & # x1
( =%
y 2 ' $ y1

" 5 2 % x
$
' y = xy
# 2 2 &

( ) ( ) , we write:

5x 2 2y 2 = 6x 2
2x 2 + 2y 2 = 6y 2
x 2 &#1 0&
(%
(
y 2 '$0 6'

q Lets now make the eigenvectors unit vectors: r1 = (x1, y1) = (

then

#
# 5 2&%
%
(%
$ 2 2 '%
$

1
5
2
5

2 & #
( %
5( =%
1
( %
5 ' $

1
5
2
5

2 &
(
5 (#1 0&
1 %$0 6('
(
5 '

1 2
2 1

, ), r2 = (x 2 , y 2 ) = (
, )
5 5
5 5

MC = CD

C 1MC = D

Diagonalizing a matrix
If we have a square matrix M, we can obtain matrix D using:
D = C 1 MC

The matrix D is a diagonal matrix.

The matrix D is called similar to M, and when we obtain D given M, we
say that we have diagonilized
M by a similarity transformation.

q It is easy to find D from M using the following procedure:

Write down the characteristic equation of M
Solve the characteristic equation to obtain eigenvalues d1, d2, , d4.
Matrix D is a matrix with eigenvalues d1, d2, , d4 down the main
diagonal and zeros elsewhere.
Note that the order of eigenvalues down the main diagonal D is
arbitrary.

Diagonalizing a matrix
q Lets diagonalize matrix M from our previous example:
# 5 2&
M =%
(
$ 2 2 '
5 2
=0
2 2

(5 )(2 ) 4 = 2 7 + 6 = 0

= 1 or = 6

Thus the corresponding

diagonal matrix D is:

"1 0%
D =$
'
#0 6&

or

"6 0%
D =$
'
#0 1&

Diagonalizing a matrix
y

q We now need to understand physical meaning

of matrices D and C in

r = r"

C 1 MC = D

q Consider two sets of axes: x-y and x-y.

Components of vector r = r" are interrelated in

the two coordinate

systems by:

R = R"

%cos
x = x" cos y" sin

or in matrix notation r = Cr", where C = '

y = x" sin + y" cos

& sin

sin (
*
cos )

q Similarly, components of another vector R = R' are interrelated in

the two coordinate system by: R = CR' .

q Now, let M be the transformationmatrix in x-y system: R = Mr

q Then, to obtain transformation

matrix in x-y system, we start with:

R = CR'

Mr = CR'

C 1 Mr = C 1CR'

C 1 MC
r # = R'

Dr ' = R'

Thus

Diagonalizing a matrix
y

r = r"

D = C 1 MC is the matrix which describes in x-y

system the same transformation that M described

in the x-y coordinate system.

R = R"

The matrix C which diagonalizes M is the

rotation matrix rotating x-y coordinate system
into x-y system such that x, y axis are in the
direction of eigenvectors of M.

$cos
C =&
% sin

sin '
)
cos (

If matrix M is symmetric, its eigenvectors are orthogonal.

If two or more eigenvalues of a matrix are the same, then that

eigenvalue is called degenerate. Degeneracy means two or more
independent eigenvectors correspond to the same eigenvalue.
9

Diagonalizing a matrix
q So now we know that a symmetric matrix can be diagonilized by
orthogonal similarity transformation.
A matrix has a real eigenvalues and can be diagonalized by a
orthogonal similarity transformation if and only if it is symmetric.
q The complex analog of symmetric matrix ( S T = S) is a Hermitian matrix
( H + = H ). The complex analog of orthogonal matrix ( OT = O1 ) is a unitary
matrix ( U + = U 1).

A matrix has a real eigenvalues and can bediagonalized by a

unitary similarity transformation if and only if it is Hermitian.
A matrix can be diagonalized by a unitary similarity transformation
if and only if it is normal.
10

Miscellania
q Powers and functions of matrices
It is easy to find a power of a diagonal matrix:
If

" d1
$
0
$
D=
$0
$
#0

0 0%
'
d2 0 '
0 0'
'
0 0 dn &

then

" d1m
$
0
Dm = $
$0
$
#0

0 0%
'
d2m 0 '
0 0'
'
0 0 dnm &

To find power of general matrix M, one can use the equation

M = CD C , where C 1 MC = D is diagoanal matrix

n

q Simultaneous
Diagonalization
One can diagonalize two (or more) matrices using the same similarity
transformation if and only if they commute.

11