Mathematics-II

MATH F112
BITS Pilani Dr. Balram Dubey
Pilani Campus

8/28/2019 1
Section 3.4

Eigenvalues & Eigenvectors

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Eigenvalues & Eigenvectors

Definition:
Let A be n x n matrix.
Then, λ is eigenvalue of A
if there exists a nonzero vector
X  R s.t. AX   X
n

X is eigenvector of A associated with 𝜆

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
 OR

The value of 𝜆 for which the homogenous system

𝐴 − 𝜆𝐼 𝑋 = 0
has non-trivial soln (NTS) is called eigenvalue,
and the corresponding NTS is called eigenvector.

Eigenvalue: proper value, characteristic value, latent value

Eigenvector: proper vector, characteristic vector, latent vector.

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

 Remarks:
1. 0 can not be an eigenvector but 0 can be an eigenvalue.

2. If 𝑥 is an eigenvector of a matrix A corresponding to

an eigenvalue 𝜆, then for every non-zero 𝑐,
𝑦 = 𝑐𝑥
is also an eigenvector corresponding to 𝜆.

Proof: Given 𝐴𝑥 = 𝜆𝑥,

𝐴𝑦 = 𝐴 𝑐𝑥 = 𝑐 𝐴𝑥 = 𝑐 𝜆𝑥 = 𝜆 𝑐𝑥 = 𝜆𝑦.
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
Defn:

Characteristic polynomial:
𝑝𝐴 𝜆 = 𝜆𝐼 − 𝐴
Characteristic equation:
𝑝𝐴 𝜆 = 𝜆𝐼 − 𝐴 = 0

Eigenvalue: Real roots of the characteristic equation

𝜆𝐼 − 𝐴 = 0 or 𝐴 − 𝜆𝐼 = 0
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
Defn:

Eigenvector: all non-zero solutions of A − 𝜆𝐼 𝑥 = 0.

Eigenspace: set of all solutions of A − 𝜆𝐼 𝑥 = 0

including the zero solution.

i.e. Eigenspace=null space of A − 𝜆𝐼

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Thm:

Let 𝜆1, 𝜆2, … , 𝜆𝑛 be n eigenvalues (need not be distinct)

of a 𝑛 × 𝑛 matrix 𝐴, then
det 𝐴 = 𝜆1𝜆2 … 𝜆𝑛 = product of the eigenvalues.
Proof: We have
𝐴 − 𝜆𝐼 = (𝜆1 − 𝜆) 𝜆2 − 𝜆 … … 𝜆𝑛 − 𝜆

Put 𝜆 = 0 to get the result.

Remark: A is singular iff 0 is an eigenvalue of A.
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
 Remarks:

1.If 𝜆 is an eigenvalue of 𝐴, then 𝜆𝑛 is an eigenvalue of 𝐴𝑛 .

2.Let 𝑥 be an eigenvector of 𝐴 corresponding to

an eigenvalue 𝜆.

Then 𝑥 is also an eigenvector of 𝐴𝑛 corresponding to an

eigenvalue 𝜆𝑛 .

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Proof:

Given, 𝜆 is an eigenvalue of 𝐴
⇒ ∃ 𝑥 ≠ 0 such that 𝐴𝑥 = 𝜆𝑥
⇒ 𝐴2 𝑥 = 𝐴 𝐴𝑥 = 𝐴 𝜆𝑥 = 𝜆𝐴𝑥 = 𝜆 𝜆𝑥 = 𝜆2 𝑥

…. ….. …… …….

𝑛 𝑛
Finally, 𝐴 𝑥 = 𝜆 𝑥.

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

 How to find eigenvalue & eigenvector

Example. Let
 1 2 1

A   0 1 2 
 1 3 2
Find characteristic polynomial of A.
Sol. :
f ( )  |  I 3  A |    4  7
3 2
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 Example
Find eigenvalues and eigenvectors
for the matrix 1 1 3

A  1 5 1
3 1 1 
Soln: Characteristic equation is
| A - λ I | =0
⇒(λ+2)(λ-3)(λ-6)=0
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
Eigenvalues are λ = -2, λ = 3, λ = 6.
Let X = [ x, y, z ]T be eigenvector corresponding to λ
Then ( A – λ I ) X = 0 gives
1   1 3  x 
1 5 1    y  0
  
3 1 1     z 
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
For λ = -2, the augmented matrix is

3 1 3 0 
1 7 1 0
 
3 1 3 0

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

The row echelon form is

1 1/ 3 1 0  The equivalent system is

0 1 0 0 
  x + y/3 + z = 0
0 0 0 0  y = 0
Hence x = -z, y = 0
X1 = ( -r, 0, r )T , r is any non-
zero real number, is eigenvector
corresponding to λ = -2
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
Eigenvector corresponding to λ2 = 3 is
(s, -s, s)T , s is any non-zero real
number

Eigenvector corresponding to λ3 = 6 is
(t, 2t, t)T , t is any non-zero real
number
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
 How to find eigenspace

Ex: Find the eigenspace associated

with eigenvalues of the matrix

 9 4 4

A   8 3 4
 16 8 7 

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Step I: find eigenvalues

Let 𝜆 be an eigenvalue of A. Then Char. Eq. is

−9 − 𝜆 4 4
det 𝐴 − 𝜆𝐼 = −8 3−𝜆 4 = 0.
−16 8 7−𝜆

⇒ 𝜆+1 2 𝜆−3 =0
⇒ 𝜆 = −1, −1, 3 are the eigenvalues of A .

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Eigenspace corresponding to 𝜆 = −1 is

Null space of A+I =N(A+I)= 𝑋: 𝐴 + 𝐼 𝑋 = 0 .

Now 𝐴 + 𝐼 𝑋 = 0 gives

 8 4 4  x 
 8 4 4  y   0
  
 16 8 8   z 
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
RREF of the coefficient matrix is

1 1/ 2 1/ 2 
0 0 0 
 
0 0 0 

This gives 2𝑥 − 𝑦 − 𝑧 = 0.

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Eigenspace= 𝑋 = 𝑥, 𝑦, 𝑧 : 𝐴 + 𝐼 𝑋 = 0
= 𝑥, 𝑦, 𝑧 : 2𝑥 − 𝑦 − 𝑧 = 0
= 𝑥, 𝑦, 𝑧 : 𝑦 = 2𝑥 − 𝑧
= 𝑥, 2𝑥 − 𝑧, 𝑧 : 𝑥, 𝑦, 𝑧 ∈ 𝑅

= 𝑥 1,2,0 + 𝑧(0, −1,1): 𝑥, 𝑦, 𝑧 ∈ 𝑅

= 𝑠𝑝𝑎𝑛 1,2,0 , (0, −1,1)

Set of eigenvectors = 𝑠𝑝𝑎𝑛 1,2,0 , (0, −1,1) −{(0,0,0)}

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
 Eigenspace corresponding to 𝜆 = 3 is

𝑁 𝐴 − 3𝐼 = 𝑋: 𝐴 − 3𝐼 𝑋 = 0 .

Now 𝐴 − 3𝐼 𝑋 = 0 gives
−12 4 4 𝑥 0
−8 0 4 𝑦 = 0
−16 8 4 𝑧 0

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

REF of the coefficient matrix is

1 −1 0
0 −2 1
0 0 0
which gives
𝑥 = 𝑦 = 𝑧/2

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Eigenspace= 𝑋 = 𝑥, 𝑦, 𝑧 : 𝐴 − 3𝐼 𝑋 = 0
= 𝑥, 𝑦, 𝑧 : 𝑥 = 𝑦 = 𝑧/2
= 𝑥, 𝑥, 2𝑥 : 𝑥 ∈ 𝑅
= 𝑥 1,1, 2 : 𝑥 ∈ 𝑅
= 𝑠𝑝𝑎𝑛 1,1, 2

Set of eigenvectors = 𝑠𝑝𝑎𝑛 1, 1, 2 −{(0,0,0)}

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
 Ex.

Let
 1 0 0

A 2 1 0
 3 2 0 
Find the eigenvalues and associated
eigenvectors of A.
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 Soln:

Characteristic equation is
 (  1) (  1)  0
Eigenvalues :   1, 1, 0

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Eigenspace corresponding to 𝜆 = 1 is

𝐸1 = 𝑠𝑝𝑎𝑛{ 0, 1, 2 }

Eigenspace corresponding to 𝜆 = 0 is

𝐸0 = 𝑠𝑝𝑎𝑛{ 0, 0, 1 }

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956