Linear Algebra (3.4) Dr.

Suresh Kumar, BITS-Pilani 1

Dr. Suresh Kumar, Department of Mathematics, BITS-Pilani, Pilani Campus

Note: Some concepts of Linear Algebra are briefly described here just to help the students. Therefore,
the following study material is expected to be useful but not exhaustive for the Mathematics-II course. For
detailed study, the students are advised to attend the lecture/tutorial classes regularly, and consult the text
book prescribed in the hand out of the course.

Chapter 3 (3.4)
Eigenvalues and Eigenvectors
A real number is an eigenvalue of an n-square matrix A iff there there exists a non-zero n-vector X
such that AX = X or (A In )X = 0. The non-zero vector X is called eigenvector of A correspond-
ing to the eigenvalue . Since the non-zero vector X is non-trivial solution of the homogeneous system
(A In )X = 0, we must have |A In | = 0. This equation, known as the characteristic equation of A,
yields eigenvalues of A. So to find the eigenvalues of A, we solve the equation |A In | = 0.

The eigenvectors of A corresponding to are the non-trivial solutions (X 6= 0) of the homogeneous

system (A In )X = 0.

The set E = {X : AX = X} is known as the eigenspace of . Note that E contains all eigenvectors
of A corresponding to the eigenvalue in addition to the vector X = 0 since A0 = 0. Of course, by
definition X = 0 is not an eigenvector of A.  
12 51
Ex. Find eigenvalues and eigenvectors of A = .
2 11
Sol. Here, the characteristic equation of A, that is, |A I2 | = 0 reads as
 
 12 51 
 = 0.
 2 11 

This leads to a quadratic equation in given by

2 30 = 0.

Its roots are = 6, 5, the eigenvalues of A.

Now, the eigenvectors corresponding to = 6, are the non-trivial solutions X of the homogeneous
system (A 6I2 )X = 0. So to find eigenvectors of A corresponding to the eigenvalue = 6, we need to
solve the homogeneous system:
    
6 51 x1 0
= .
2 17 x2 0

Applying R1 (1/6)R1 , we get

    
1 17/2 x1 0
= .
2 17 x2 0

Applying R2 R2 2R1 , we get

    
1 17/2 x1 0
= .
0 0 x2 0
Linear Algebra (3.4) Dr. Suresh Kumar, BITS-Pilani 2

So the system reduces to x1 (17/2)x2 = 0. Letting x2 = a, we get x1 = (17/2)a. So

[x1 , x2 ] = [(17/2)a, a] = (1/2)a[17, 2]

. So the eigenvectors corresponding to = 6 are non-zero multiples of the vector [17, 2]. The eigenspace
corresponding to = 6, therefore, is E6 = {a[17, 2] : a R}.
Likewise, to find the eigenvectors corresponding to = 5, we solve the homogeneous system
(A + 5I2 )X = 0, that is,
    
17 51 x1 0
= .
2 6 x2 0

Applying R1 (1/17)R1 and R2 (1/2)R2 , we obtain

    
1 3 x1 0
= .
1 3 x2 0

Applying R2 R2 R1 , we have
    
1 3 x1 0
= .
0 0 x2 0

So the system reduces to x1 3x2 = 0. Letting x2 = a, we get x1 = 3a. So

[x1 , x2 ] = [a, 3a] = a[1, 3].

So the eigenvectors corresponding to = 5 are non-zero multiples of the vector [3, 1]. The eigenspace
corresponding to = 5, therefore, is E5 = {a[3, 1] : a R}.

4 8 12
Ex. Find eigenvalues and eigenvectors of A = 6 6 12 .
6 8 14
Sol. Here, the characteristic equation of A, that is, |A I3 | = 0 reads as
 
4 8 12 
 
 6
 6 12  = 0.
 6 8 14 

This leads to a cubic equation in given by

3 42 + 4 = 0.

Its roots are = 0, 2, 2, the eigenvalues of A.

Let us first find the eigenvectors of A corresponding to = 0. For this, we need to find non-zero
solutions X of the homogeneous system (A 0I3 )X = 0, that is,

4 8 12 x1 0
6 6 12 x2 = 0
6 8 14 x3 0

Using suitable row operations, we find

1 0 1 x1 0
0 1 1 x2 = 0 .
0 0 0 x3 0
Linear Algebra (3.4) Dr. Suresh Kumar, BITS-Pilani 3

So the reduced system of equations is

x1 + x3 = 0, x2 x3 = 0.

Letting x3 = a, we get x1 = a and x2 = a. So

[x1 , x2 , x3 ] = [a, a, a] = a[1, 1, 1].

Thus, the eigenvectors of A corresponding to = 0 are non-zero multiples of the vector X1 = [1, 1, 1].
The eigenspace corresponding to = 0, therefore, is E0 = {aX1 : a R}.

Now, let us find the eigenvectors of A corresponding to = 2. For this, we need to find non-zero
solutions X of the homogeneous system (A 2I3 )X = 0, that is,

6 8 12 x1 0
6 8 12 x2 = 0
6 8 12 x3 0

Using suitable row operations, we find

1 4/3 2 x1 0
0 0 0 x2 = 0 .

0 0 0 x3 0

So the system reduces to

x1 (4/3)x2 + 2x3 = 0.

Letting x2 = a and x3 = b, we get x1 = (4/3)a 2b. So

[x1 , x2 , x3 ] = [(4/3)a 2b, a, b] = [(4/3)a, a, 0] + [2b, 0, b] = (1/3)a[4, 3, 0] + b[2, 0, 1].

Thus, the eigenvectors corresponding to = 2 are non-trivial linear combinations of the vectors X2 =
[4, 3, 0] and X3 = [2, 0, 1]. So E2 = {aX2 + bX3 : a, b R} is the eigenspace corresponding to = 2.

Note: The algebraic multiplicity of an eigenvalue is defined as the number of times it repeats. In the
above example, the eigenvalue = 2 repeats two times. So its algebraic multiplicity is 2. Also, we get two
linearly independent eigenvectors X2 = [4, 3, 0] and X3 = [2, 0, 1] corresponding to = 2. The follow-
ing example shows that there may not exist as many linearly independent eigenvectors as the algebraic
multiplicity of an eigenvalue.

0 1 0
Ex. If A = 0 0 1 , then eigenvalues of A are = 0, 0, 0. The eigenvectors corresponding to = 0
0 0 0
are non-zero multiples of the vector X = [1, 0, 0]. The eigenspace corresponding to = 0, therefore, is
E0 = {a[1, 0, 0] : a R}. Please try this example yourself. Notice that there is only one linearly indepen-
dent eigenvector X = [1, 0, 0] corresponding to the repeated eigenvalue (repeating thrice) = 0.

Note: One can easily prove the following properties of eigen values.
(i) Sum of eigenvalues of a matrix A is equal to the trace of A, that is, the sum of diagonal elements of A.
(ii) Product of eigenvalues of a matrix A is equal to the determinant of A. It further implies that deter-
minant of a matrix is vanishes iff at least one eigenvalue of the matrix is 0.
(iii) If is eigenvalue of A, then m is eigenvalue of Am where m is any positive integer; 1/ is eigenvalue
Linear Algebra (3.4) Dr. Suresh Kumar, BITS-Pilani 4

of inverse of A, that is, A1 ; k is eigenvalue of A kI, where k is any real number.

Ex. If A is n-square matrix and is an eigen value of A, then the eigen space E = {X : AX = X} of
is a subspace of Rn .

Sol. Let a R and X1 , X2 E . Then

A(X1 + X2 ) = AX1 + AX2 = X1 + X2 = (X1 + X2 ). So X1 + X2 E .

Also, A(aX1 ) = aAX1 = aX1 = (aX1 ). So aX1 E .

Thus, E is a subspace of Rn .

Diagonalization
A square matrix A is said to be similar to a matrix B if there exists a non-singular matrix P such that
P 1 AP = B. In case, B is a diagonal matrix, we say that A is a diagonalizable matrix. Thus, a square
matrix A is diagonalizable if there exists a non-singular matrix P such that P 1 AP = D, where D is a
diagonal matrix.

Suppose an n-square matrix A has n linearly independent eigenvectors X1 , X2 , ...... , Xn corresponding

to the eigenvalues 1 , 2 , ...... , n . Let P = [X1 X2 .... Xn ]. Then we have

1 0 ... 0
0 2 ... 0
AP = [AX1 AX2 .... AXn ] = [1 X1 2 X2 .... n Xn ] = [X1 X2 .... Xn ] ... ... ... ... = P D.

0 0 ... n

This shows that if we construct P from eigenvectors of A, then A is diagonalizable, and P 1 AP = D has
eigenvalues of A at the diagonal places.

Note: If A has n different eigenvalues, then it can be proved that there exist n linearly independent
eigenvectors of A and consequently A is diagonalizable. However, there may exist n linearly independent
eigenvectors even if A has repeated eigenvalues as we have seen earlier. Such a matrix is also, of course,
diagonalizable. In case, A does not have n linearly independent eigenvectors, it is not diagonalizable.
     
12 51 17 3 1 6 0
Ex. If A = , then P = and P AP = . (Verify!)
2 11 2 1 0 5

4 8 12 4 2 1 2 0 0
Ex. If A = 6 6 12 , then P = 3 0 1 and P 1 AP = 0 2 0. (Verify!)
6 8 14 0 1 1 0 0 0

Note: If A is a diagonalizable matrix, that is, P 1 AP = D or A = P DP 1 , then for any positive integer
n, we have An = P Dn P 1 . For,

A2 = (P DP 1 )2 = P DP 1 P DP 1 = P D2 P 1 .

Likewise, A3 = P D3 P 1 . So in general, An = P Dn P 1 .
This result can be utilized to evaluate powers of a diagonalizable matrix easily.
Linear Algebra (3.4) Dr. Suresh Kumar, BITS-Pilani 5

4 8 12
2
Ex. Determine A , where A = 6 6
12 .
6 8 14

4 2 1 1 1 2 2 0 0
So. P = 3 0 1 , P 1 = 3 4 7 and D = 0 2 0.
0 1 1 3 4 6 0 0 0

4 2 1 4 0 0 1 1 2 8 16 24
So A2 = P D2 P 1 = 3 0 1 0 4 0 3 4 7 = 12 12 24 .
0 1 1 0 0 0 3 4 6 12 16 28

Homework: Do exercise 3.4 from the textbook.