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Eigenvalues and Eigenvectors in MAT1024

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6 views23 pages

Eigenvalues and Eigenvectors in MAT1024

Uploaded by

tnaveed508
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

CHAPTER 6
EIGENVALUES AND EIGENVECTORS
6.1 Eigenvalues and Eigenvectors

Definition Let A be an n  n matrix. A nonzero vector x is an eigenvector of A if for


~

some scalar  , A x =  x . The scalar  is called an eigenvalue of A.


~ ~

Definition det (I − A) = 0  characteristic equation of A

Definition Nullspace of (I − A)  solution space of (I − A) x = 0


~ ~
 eigenspace of A corresponding to the eigenvalue

Computation of Eigenvalues, Eigenvectors and Finding a Basis for the Eigenspace of A

Step 1 Find eigenvalues of A by solving det (I − A) = 0


Step 2 For each eigenvalue, find the corresponding eigenvector
Step 3 Obtain a basis for the eigenspace of A

Example 6.1.1

Find the characteristics equation, eigenvalues, the corresponding eigenvectors, and bases
0 0 − 2
  3
for the eigenspace for the matrix A =  1 2 1  . Verify that tr( A) =  i and
1 0 3 
i =1

3
det( A) =  i .
i =1

Solution:

det ( I3 − A) = 0

  1 0 0   0 0 −2  
 
 det    0 1 0  −  1 2 1   = 0
 0 0 1 1 0 3 
    
 0 2 
 
 det  − 1  − 2 − 1  = 0
 −1  − 3 
 0

School of Mathematical Sciences (SMS) Page 6-1 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

 2
 ( − 2) =0 (cofactor expansion along the 2nd column)
−1  − 3

 ( − 2)( ( − 3) + 2) = 0
 ( − 2)(2 − 3 + 2) = 0
 ( − 2)( − 1)( − 2) = 0
 ( − 1)( − 2) 2 = 0   = 1,  = 2,  = 2 (repeated roots)

tr( A) = 0 + 2 + 3 = 5
3


i =1
i = 1 + 2 + 3 = 1 + 2 + 2 = 5
3
 tr( A) =  i = 5 (verified)
i =1

1 2
det( A) = (−2) = (−2)(0 − 2) = 4
1 0
3


i =1
i = 1  2  3 = 1 2  2 = 4
3
 det( A) =  i = 4 (verified)
i =1

 0 2  x1   0 
    
To find the eigenvectors, consider (I − A) x = 0 , ie  − 1  − 2 − 1  x2  =  0 
 −1  − 3  x3   0 
~ ~
 0

For the eigenvalue  = 1 , we have

1 0 2  x1   0   1 0 2 0 1 0 2 0 1 0 2 0
          
 − 1 − 1 − 1  x 2  =  0  →  − 1 − 1 − 1 0  →  0 − 1 1 0  →  0 1 − 1 0 
 − 1 0 − 2  x   0   − 1 0 − 2 0   0 0 0 0  0 0 0 0
  3         

Now, x1 + 2 x3 = 0
x2 − x3 = 0

Let x3 = s . Then, x2 = s and x1 = −2 s

 x1   −2 s   −2 
     
The solution space x =  x2  =  s  = s  1  , s 
x   s   1
~

 3    

School of Mathematical Sciences (SMS) Page 6-2 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

 x1   − 2 
   
 the solution space of (I − A) x = 0 is of the form x =  x2  = s 1 
x   1 
~ ~ ~

 3  
 − 2
 
  1  is a basis for the nullspace of (I − A) corresponding to  = 1
 1 
 

 − 2
 
  1  is a basis for the eigenspace of A corresponding to  = 1
 1 
 

For the eigenvalue  = 2 , we have

 2 0 2  x1   0   2 0 2 0   1 0 1 0   1 0 1 0 
          
 − 1 0 − 1 x2  =  0  →  − 1 0 − 1 0  →  − 1 0 − 1 0  →  0 0 0 0 
 − 1 0 − 1 x   0   − 1 0 − 1 0   − 1 0 − 1 0   0 0 0 0 
  3         

Now, x1 + x3 = 0

Let x3 = s and x2 = t . Then, x1 = − s

 x1   − s   −1  0 
       
The solution space x =  x2  =  t  = s  0  + t  1  , s, t 
x   s   1   0
~

 3      
 x1   −1  0 
 
 the solution space of (I − A) x = 0 is of the form x =  x2  = s  0  + t  1  , s, t 
x   1   0
~ ~ ~

 3    
 − 1  0 
   
  0 ,  1  is a basis for the nullspace of (I − A) corresponding to  = 2
 1   0 
   

 − 1  0 
   
  0 ,  1  is a basis for the eigenspace of A corresponding to  = 2
 1   0 
   

School of Mathematical Sciences (SMS) Page 6-3 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

Example 6.1.2

Find the characteristics equation, eigenvalues, the corresponding eigenvectors, and bases

3 0 1
 
for the eigenspace for the matrix A =  0 2 4  .
0 0 1
 

Solution:

det (I − A) = 0

1 0 0  3 0 1
   
 det(  0 1 0  −  0 2 4 ) = 0
0 0 1   0 0 1 

 − 3 0 −1 
 
 det 0  −2 −4  = 0
 0  − 1
 0

 ( − 3)( − 2)( − 1) = 0 (upper triangular matrix)

  = 1,  = 2,  = 3 (distinct / different roots)

 − 3 0 − 1  x1   0 
    
To find the eigenvectors, consider (I − A) x = 0 , ie  0  − 2 − 4  x2  =  0 
 0  − 1 x3   0 
~ ~
 0

For the eigenvalue  = 1 , we have

 − 2 0 − 1  x1   0   − 2 0 − 1 0 
      
 0 − 1 − 4  x2  =  0  →  0 − 1 − 4 0 
 0 0  x3   0   0 0 0 
 0 0

Now, − 2 x1 − x3 = 0
− x2 − 4 x3 = 0

Let x3 = s . Then, x2 = −4s and x1 = − 12 s

School of Mathematical Sciences (SMS) Page 6-4 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

 x1   − 12 s   1 
     
The solution space x =  x2  =  − 4s  = − 12 s 8 
x   s   − 2
~

 3    
 x1   1 
   
 the solution space of (I − A) x = 0 is of the form x =  x2  = − 12 s 8 
x   − 2
~ ~ ~

 3  
 1 
 
  8  is a basis for the nullspace of (I − A) corresponding to  = 1
 − 2
 

 1 
 
  8  is a basis for the eigenspace of A corresponding to  = 1
 − 2
 

For the eigenvalue  = 2 , we have

 − 1 0 − 1  x1   0   − 1 0 − 1 0 
      
 0 0 − 4  x2  =  0  →  0 0 − 4 0 
 0 0 1  x   0   0 0 1 0 
  3     

Now, − x1 − x3 = 0
− 4 x3 = 0
x3 = 0

Therefore x1 = 0 , x3 = 0 and we let x2 = s

 x1   0   0 
     
The solution space x =  x2  =  s  = s 1 
 x  0 0
~

 3    
 x1   0   0 
     
 the solution space of (I − A) x = 0 is of the form x =  x2  =  s  = s 1 
 x  0 0
~ ~ ~

 3    
 0
 
  1  is a basis for the nullspace of (I − A) corresponding to  = 2
 0
 

School of Mathematical Sciences (SMS) Page 6-5 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

 0
 
  1  is a basis for the eigenspace of A corresponding to  = 2
 0
 

For the eigenvalue  = 3 , we have

 0 0 − 1  x1   0   0 0 −1 0
      
 0 1 − 4  x2  =  0  →  0 1 − 4 0 
 0 0 2  x   0  0 0 2 0
  3     

Now, − x3 = 0
x2 − 4 x3 = 0
2 x3 = 0

Therefore x2 = 0 , x3 = 0 and we let x1 = s

 x1   s   1 
     
The solution space x =  x2  =  0  = s 0 
 x   0 0
~

 3    
 x1   s   1 
     
 the solution space of (I − A) x = 0 is of the form x =  x2  =  0  = s 0 
 x   0 0
~ ~ ~

 3    
1
 
  0  is a basis for the nullspace of (I − A) corresponding to  = 3
0
 

1
 
  0  is a basis for the eigenspace of A corresponding to  = 3
0
 

School of Mathematical Sciences (SMS) Page 6-6 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

Example 6.1.3

Find the characteristics equation, eigenvalues, the corresponding eigenvectors, and bases
 1 2 − 2
 
for the eigenspace for the matrix A =  − 2 5 − 2  .
 − 6 6 − 3
 

Solution:

det (I − A) = 0

 1 0 0   1 2 −2 
   
det(  0 1 0  −  −2 5 −2 ) = 0
 0 0 1   −6 6 −3 
   

  − 1 −2 2 
 
det  2  −5 2 =0
 6 −6  + 3 

 −5 2 2 2 2  −5
 −1 +2 +2 =0
−6  + 3 6  +3 6 −6

(  − 1) (  − 5)(  + 3) − (2)(−6)  + 2 2 (  + 3) − (2)(6)  + 2 (2)(−6) − 6 (  − 5) = 0

 3 − 3 2 − 9 + 27 = 0
(  − 3) (  2 − 9 ) = 0
(  − 3)(  − 3)(  + 3) = 0
(  − 3) (  + 3) = 0
2

 = −3,  = 3,  = 3 (same/repeated roots)

3
Checking: 
i =1
i = tr ( A ) ?  −3 + 3 + 3 = 3 = 1 + 5 − 3

 −4 −2 2  x1   0   1 −4 1 0 
      
When  = −3,  2 −8 2  x2  =  0  →  0 3 −1 0 
 6 −6 0  x   0  0 0 0 0
  3     

School of Mathematical Sciences (SMS) Page 6-7 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

x1 − 4 x2 + x3 = 0
3x2 − x3 = 0

Let x2 = s, then x3 = 3s
x1 = 4 x2 − x3 = 4(s) − 3s = s

 x1   s  1
     
The solution space x =  x2  =  s  = s  1  , s 
 x   3s   3
~

 3    

1
  1  is a basis for the nullspace of (I − A) corresponding to  = −3
 3
 

1
  1  is a basis for the eigenspace of A corresponding to  = −3
 3
 

 2 −2 2   x1   0   1 −1 1 0 
      
When  = 3,  2 −2 2   x2  =  0  →  0 0 0 0 
 6 −6 6   x   0   0 0 0 0 
  3     

x1 − x2 + x3 = 0

Let x2 = s and x3 = t , then x1 = x2 − x3 = s − t

 x1   s − t   1   −1
       
The solution space x =  x2  =  s  = s  1  + t  0  , s, t 
x   t   0  1 
~

 3      

 1   −1 
 
  1  ,  0   is a basis for the nullspace of (I − A) corresponding to  = 3
 0   1  
    

 1   −1 
 
  1  ,  0   is a basis for the eigenspace of A corresponding to  = 3
 0   1  
    

School of Mathematical Sciences (SMS) Page 6-8 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

Theorem 6.1.1 If k is a positive integer,  is an eigenvalue of a matrix A, and x is


~

a corresponding eigenvector, then  is an eigenvalue of A and x is a corresponding


k k
~
eigenvector.

Example 6.1.4

Find the eigenvalues and corresponding eigenvectors of the matrix A7 where

 0 0 −2 
 
A =  1 2 1 .
1 0 3 
 

Solution:

From Example 6.1.1, the eigenvalues of A are  = 2 and  = 1  the eigenvalues of A7


are  = 2 7 = 128 and  = 17 = 1 .

 − 2
 
An eigenvector of A correspond to  = 1 is  1   an eigenvector of A7 corresponds to
 1 
 
 − 2
 
 = 1 = 1 is also  1  .
7

 1 
 
 − 1
 
An eigenvector of A correspond to  = 2 is  1   an eigenvector of A7 corresponds to
 1
 
 −1
 = 2 = 128 is also  1  .
7

1
 

School of Mathematical Sciences (SMS) Page 6-9 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

Example 6.1.5

Find the eigenvalues and the corresponding eigenvectors of the matrix A9 where

 1 2 − 2
 
A =  − 2 5 − 2 .
 − 6 6 − 3
 

Solution:

From Example 6.1.3, the eigenvalues of A are  = 3 and  = −3  the eigenvalues of A9


are  = 39 = 19683 and  = (−3)9 = −19683.

1  −1
   
Eigenvectors of A correspond to  = 3 are  1  and  0  .  Eigenvectors of A
9

0 1
   
1  −1
   
correspond to  = 3 = 19683 are also  1  and  0  .
9

0 1
   

1
 
An eigenvector of A correspond to  = −3 is  1   an eigenvector of A9 corresponds to
 3
 
1
 = (−3) = −19683 is also  1  .
9

 3
 

School of Mathematical Sciences (SMS) Page 6-10 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

6.2 Diagonalization

Definition A square matrix A is diagonalizable if  an invertible matrix P such that


−1
P AP is a diagonal matrix. The matrix P is said to diagonalize A.

Theorem 6.2.1 Let A be an n  n matrix. Then A is diagonalizable if and only if A


has n linearly independent eigenvectors.

Example 6.2.1

 0 0 −2 
 
Find a matrix P that diagonalizes A =  1 2 1  .
1 0 3 
 

Solution:

From Example 6.1.1, the characteristic equation of A is found to be ( − 1)( − 2)2 = 0.

 − 2
 
We also found that  1  is a basis for the eigenspace of A corresponding to  = 1 , and
 1 
 

 − 1  0 
   
 0 ,  1  forms a basis for the eigenspace of A corresponding to  = 2 .
 1   0 
   

Since A has 3 linearly independent eigenvectors, A is diagonalizable.

 − 2  − 1  0
     
We let p1 =  1  , p 2 =  0  , and p3 =  1  .
~
 1  ~ 1 ~  0
     

 − 2 − 1 0
 
The matrix P =  1 0 1 diagonalizes A. It can be checked that
 1 1 0 

1 0 0
−1  
P AP =  0 2 0  .
0 0 2
 
Evaluate P −1 using adjoint, or ERO ( P | I ) → ( I | P −1 ) , and verify using calculator.

School of Mathematical Sciences (SMS) Page 6-11 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

Example 6.2.2
 1 2 − 2
 
Find a matrix P that diagonalizes A =  − 2 5 − 2  .
 − 6 6 − 3
 
Solution:

From Example 6.1.3,  = −3,  = 3,  = 3

1
 
In addition,  1  is a basis for the eigenspace of A corresponding to  = −3.
 3
 

 1   −1 
 
Also,  1  ,  0   is a basis for the eigenspace of A corresponding to  = 3.
 0   1  
    

 1 1 −1
 
The matrix P =  1 1 0  diagonalizes A. It can be checked that
3 0 1 
 
 1/ 3 −1/ 3 1/ 3  1 2 −2  1 1 −1  −3 0 0
−1      
D = P AP =  −1/ 3 4 / 3 −1/ 3  −2 5 −2  1 1 0  =  0 3 0 .
 −1 0     3 
 1  −6 6 −3  3 0 1   0 0

Alternatives:
 1 −1 1
 
The matrix P =  1 0 1  diagonalizes A. It can be checked that
0 1 3 

 −1/ 3 4 / 3 1/ 3  1 2 −2  1 −1 1  3 0 0 
−1      
D = P AP =  −1 1 0  −2 5 −2  1 0 1 =  0 3 0 .
 1/ 3 −1/ 3 1/ 3   3   0 0 −3 
  −6 6 −3  0 1

1 1 −1
 
The matrix P =  1 1 0  diagonalizes A. It can be checked that
0 3 1 

 −1/ 3 4 / 3 −1/ 3  1 2 −2  1 1 −1  3 0 0
−1      
D = P AP =  1/ 3 −1/ 3 1/ 3  −2 5 −2  1 1 0  =  0 −3 0 .
 −1 0     3 
 1  −6 6 −3  0 3 1   0 0

School of Mathematical Sciences (SMS) Page 6-12 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

Theorem 6.2.2 If an n  n matrix A has n distinct eigenvalues, then A is


diagonalizable.

Example 6.2.3

 1 − 1 − 1
 
Find the eigenvalues of A =  1 3 1  and decide whether A is diagonalizable.
 − 3 1 − 1
 

Solution:

det (  I − A) = 0

 −1 1 1
−1  −3 −1 = 0
3 −1  +1

 − 3 −1 −1 −1 −1  − 3
(  − 1) −1 +1 = 0 (cofactor expansion along the 1st row)
−1  + 1 3  +1 3 −1

(  − 1) (  − 3)(  + 1) − (−1)(−1)  − 1 − (  + 1 − (−1)(3) ) + 1 (−1)(−1) − 3 (  − 3) = 0

 3 − 3 2 − 4 + 12 = 0

( − 2)( + 2)( − 3) = 0   = 2 ,  = −2 ,  = 3

Since A has 3 distinct eigenvalues, therefore A is diagonalizable.

Example 6.2.4

 4 3 − 2
 
Find the eigenvalues of A =  0 1 1  and decide whether A is diagonalizable.
 0 0 − 2
 

det (  I − A) = 0

 −4 −3 2
0  −1 −1 = 0
0 0 +2

School of Mathematical Sciences (SMS) Page 6-13 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

(  − 4 )(  − 1)(  + 2 ) = 0
 = −2,1, 4

Since A has 3 distinct eigenvalues, therefore A is diagonalizable.

Example 6.2.5

3 0 0
 
Determine whether the matrix A =  0 2 0  is diagonalizable. If so, find a matrix P that
0 1 2
 
−1
diagonalizes A and find P AP.

Solution:

det (I − A) = 0

 −3 0 0
 −2 = (  − 3)(  − 2 ) = 0
2
0 0
0 −1  −2

 = 3,  = 2,  = 2

Since A has 2 distinct eigenvalues, we cannot use Theorem 6.2.2 to decide whether A is
diagonalizable or not. We therefore find how many linearly independent eigenvectors A
has.

 − 3 0 0  x1   0 
    
To find the eigenvectors, consider (I − A) x = 0 , ie  0  −2 0  x2  =  0 
 0 − 1  − 2  x3   0 
~ ~

For the eigenvalue  = 3 , we have

 0 0 0  x1   0   0 0 0 0 
      
 0 1 0  x2  =  0  →  0 1 0 0 
 0 − 1 1  x   0   0 0 1 0 
  3     

Now, x2 = 0
x3 = 0

Let x1 = s .

School of Mathematical Sciences (SMS) Page 6-14 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

 x1   s   1 
     
The solution space x =  x2  =  0  = s 0 
 x   0 0
~

 3    
 x1   s   1 
     
 the solution space of (I − A) x = 0 is of the form x =  x2  =  0  = s 0 
 x   0 0
~ ~ ~

 3    
1
 
  0  is a basis for the nullspace of (I − A) corresponding to  = 3
 0
 
1
 
  0  is a basis for the eigenspace of A corresponding to  = 3
 0
 

For the eigenvalue  = 2 , we have

 − 1 0 0  x1   0   1 0 0 0 
      
 0 0 0  x2  =  0  →  0 0 0 0 
 0 − 1 0  x   0   0 1 0 0 
  3     

Now, x1 = 0
x2 = 0

Let x3 = s .
 x1   0   0 
     
The solution space x =  x2  =  0  = s 0 
 x   s  1
~

 3    
 x1   0   0 
     
 the solution space of (I − A) x = 0 is of the form x =  x2  =  0  = s 0 
 x   s  1
~ ~ ~

 3    
0
 
  0  is a basis for the nullspace of (I − A) corresponding to  = 2
1
 
0
 
  0  is a basis for the eigenspace of A corresponding to  = 2
1
 
Since A has only 2 linearly independent eigenvectors, therefore by Theorem 6.2.1, A is
NOT diagonalizable.

School of Mathematical Sciences (SMS) Page 6-15 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

Example 6.2.6

2 0 0 
 
Determine whether the matrix A =  0 − 1 1  is diagonalizable. If so, find a matrix P
 0 0 − 1
 
−1
that diagonalizes A and find P AP.

Solution:

det (I − A) = 0

 −2 0 0
 +1 −1 = (  − 2 )(  + 1) = 0
2
0
0 0  +1

 = 2, −1

 0 0 0  x1   0   0 3 −1 0 
      
When  = 2,  0 3 −1 x2  =  0  →  0 0 3 0 
 0 0 3  x   0  0 0 0 0
  3     

x3 = 0
x2 = 0
x1 = s
 x1   s  1
     
The solution space x =  x2  =  0  = s  0  , s 
 x  0  0
~

 3    

1
  0  is a basis for the nullspace of (I − A) corresponding to  = 2
0
 

1
  0  is a basis for the eigenspace of A corresponding to  = 2
0
 

School of Mathematical Sciences (SMS) Page 6-16 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

 −3 0 0   x1   0   −3 0 0 0 
      
When  = −1,  0 0 −1  x2  =  0  →  0 0 −1 0 
 0 0 0  x  0  0 0 0 0
  3     

x3 = 0
x1 = 0
x2 = t
 x1   0   0 
     
The solution space x =  x2  =  t  = t  1  , t 
 x   0  0
~

 3    

0
  1  is a basis for the nullspace of (I − A) corresponding to  = −1
0
 

0
  1  is a basis for the eigenspace of A corresponding to  = −1
0
 

Since A has only 2 linearly independent eigenvectors, therefore by Theorem 6.2.1, A is


NOT diagonalizable.

Theorem 6.2.3 Let D = P −1 AP be a diagonal matrix for some invertible matrix P.


Then Ak = PD k P −1.

Example 6.2.7

 0 0 −2 
 
Compute A where A =  1 2 1  .
13

1 0 3 
 

Solution:
 − 2 − 1 0
 
From Example 6.1.1 and 6.2.1, it was shown that the matrix P =  1 0 1
 1 1 0 

1 0 0

−1

diagonalizes A and D = P AP =  0 2 0 .
0 0 2 

School of Mathematical Sciences (SMS) Page 6-17 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

A13
= PD13 P −1
 − 2 − 1 0  1 0   − 1 0 − 1
13
0
    
= 1 0 1  0 2 13
0  1 0 2
 1
 1 0   0 0 213  1 1 1
 
 −8190 0 −16382 
 
=  8191 8192 8191 
 8191 16383 
 0

Example 6.2.8

 1 2 − 2
 
Compute A where A =  − 2 5 − 2  .
10

 − 6 6 − 3
 

Solution:

 1 1 −1
 
From Example 6.1.3 and 6.2.2, it was shown that the matrix P =  1 1 0  diagonalizes
3 0 1 
 
 −3 0 0 
−1  
A and D = P AP =  0 3 0  .
 0 0 3
 
A10
= PD10 P −1
 1 1 −1  −3 0 0   1/ 3 −1/ 3 1/ 3 
10

    
=  1 1 0   0 3 0   −1/ 3 4 / 3 −1/ 3 
 3 0 1   0 0 3   −1 0 
    1
 310 0 0 
 
= 0 310 0 
 0 0 310 

 59049 0  0
 
= 0 59049 0 
 0 59049 
 0

School of Mathematical Sciences (SMS) Page 6-18 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

6.3 Cayley-Hamilton Theorem

Theorem 6.3.1 Every square matrix satisfies its own characteristic equation,
that is, if c0 + c1 + c2 2 + + cn−1 n−1 +  n = 0 is the characteristic equation of a
matrix A, then c0 I + c1 A + c2 A2 + + cn−1 An−1 + An = 0.

The theorem also provides an alternative approach to calculate powers and inverse of
a matrix.

Example 6.3.1

3 6
Verify that the matrix A =   satisfies its characteristic equation.
1 2

Solution:

det( I − A) = 0

 − 3 −6
=0
−1  − 2

(  − 3)(  − 2 ) − (−1)(−6) = 0
 2 − 5 + 6 − 6 = 0
 2 − 5 = 0

Replacing  with A,

A2 − 5 A
2
3 6 3 6
=  − 5 
1 2 1 2
15 30  15 30 
= − 
5 10   5 10 
0 0
= 
0 0

School of Mathematical Sciences (SMS) Page 6-19 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

Example 6.3.2

1 4
Verify that the matrix A =  −1
 satisfies its characteristic equation. Hence, find A and
 2 3
4
A.

Solution:

det( I − A) = 0

 − 1 −4
=0
−2  − 3

(  − 1)(  − 3) − (−2)(−4) = 0
 2 − 4 + 3 − 8 = 0
 2 − 4 − 5 = 0

Replacing  with A,

A2 − 4 A − 5 I 2
2
1 4 1 4 1 0
=  − 4  − 5 
2 3  2 3 0 1
9 16   4 16   5 0 
= − − 
8 17   8 12   0 5 
0 0
= 
0 0

A2 − 4 A − 5 I 2 = 0
A−1 ( A2 − 4 A − 5 I 2 ) = 0
A − 4 I 2 − 5 A−1 = 0
5 A−1 = A − 4 I 2
1
A−1 = ( A − 4I 2 )
5

School of Mathematical Sciences (SMS) Page 6-20 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

1
A−1 = ( A − 4I 2 )
5
1 1 4 1 0
=   − 4 
5  2 3 0 1
1  −3 4 
=  
5  2 −1

A2 = 4 A + 5 I 2
A3 = A ( 4 A + 5 I 2 ) = 4 A2 + 5 A
= 4 ( 4 A + 5I 2 ) + 5 A
= 16 A + 20 I 2 + 5 A
= 21A + 20 I 2
A = A ( 21A + 20 I 2 ) = 21A2 + 20 A
4

= 21( 4 A + 5 I 2 ) + 20 A = 84 A + 105 I 2 + 20 A
= 104 A + 105 I 2
1 4 1 0
= 104   + 105  
2 3 0 1
 104 416  105 0 
= + 
 208 312   0 105 
 209 416 
= 
 208 417 

Alternative:

A2 − 4 A − 5 I 2 = 0
A2 = 4 A + 5 I 2
A4
= ( A2 )
2

= ( 4 A + 5I 2 )
2

2
 1 4 1 0
=  4  + 5 
  2 3 0 1
2
 9 16 
= 
 8 17 
 209 416 
= 
 208 417 

School of Mathematical Sciences (SMS) Page 6-21 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

Example 6.3.3

2 1 
Verify that the matrix A =  6
 satisfies its characteristic equation. Hence, find A .
 5 −2 

Solution:

det( I − A) = 0

 − 2 −1
=0
−5  + 2

(  − 2 )(  + 2 ) − (−5)(−1) = 0
2 − 4 − 5 = 0
2 − 9 = 0

Replacing  with A,

A2 − 9 I 2 = 0
A2 − 9 I 2
2
2 1 1 0
=  − 9 
5 −2  0 1
9 0 9 0
= − 
0 9 0 9
0 0
= 
0 0

A2 − 9 I 2 = 0  A2 = 9 I 2
 729 0 
( A ) = (9I )
2 3
2
3
= 729 I 23 = 729 I 2 =  
 0 729 

School of Mathematical Sciences (SMS) Page 6-22 August 2022 Semester


MAT1024 Linear Algebra & Applications BAS, BINDS, BSDA

Example 6.3.4

 1 2 −2 
 
Find A−1 if A =  −2 5 −2  using the Cayley-Hamilton theorem.
 −6 6 −3 
 

Solution:

From Example 6.1.3, the characteristic equation is found to be  3 − 3 2 − 9 + 27 = 0.

Replacing  with A,

A3 − 3 A2 − 9 A + 27 I 3 = 0
A−1 ( A3 − 3 A2 − 9 A + 27 I 3 ) = 0
A2 − 3 A − 9 I 3 + 27 A−1 = 0
27 A−1 = − A2 + 3 A + 9 I 3

A−1 =
1
27
( − A2 + 3 A + 9 I 3 )

  1 2 −2  2  1 2 −2   1 0 0  
1       
=  −  −2 5 −2  + 3  −2 5 −2  + 9  0 1 0  
27    −6 6 −3   0 0 1  
−6 6 −3 
     
  9 0 0   1 2 −2   9 0 0  
1       
=  −  0 9 0  + 3  −2 5 −2  +  0 9 0  
27       
  0 0 9   −6 6 −3   0 0 9  
 1 2 −2 
1 
=  −2 5 −2 
9 
 −6 6 −3 

School of Mathematical Sciences (SMS) Page 6-23 August 2022 Semester

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