Eigenvalues and Eigenvectors in MAT1024
Eigenvalues and Eigenvectors in MAT1024
CHAPTER 6
EIGENVALUES AND EIGENVECTORS
6.1 Eigenvalues and Eigenvectors
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
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
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
x1 −2 s −2
The solution space x = x2 = s = s 1 , s
x s 1
~
3
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
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
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
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 0 − 1 x1 0
To find the eigenvectors, consider (I − A) x = 0 , ie 0 − 2 − 4 x2 = 0
0 − 1 x3 0
~ ~
0
− 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
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
− 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
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
0
1 is a basis for the eigenspace of A corresponding to = 2
0
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
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
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
3 − 3 2 − 9 + 27 = 0
( − 3) ( 2 − 9 ) = 0
( − 3)( − 3)( + 3) = 0
( − 3) ( + 3) = 0
2
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
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
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
Example 6.1.4
0 0 −2
A = 1 2 1 .
1 0 3
Solution:
− 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
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:
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
6.2 Diagonalization
Example 6.2.1
0 0 −2
Find a matrix P that diagonalizes A = 1 2 1 .
1 0 3
Solution:
− 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
− 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.
Example 6.2.2
1 2 − 2
Find a matrix P that diagonalizes A = − 2 5 − 2 .
− 6 6 − 3
Solution:
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
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
3 − 3 2 − 4 + 12 = 0
( − 2)( + 2)( − 3) = 0 = 2 , = −2 , = 3
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
( − 4 )( − 1)( + 2 ) = 0
= −2,1, 4
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 .
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
− 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.
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
−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
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
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
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
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
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
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
Example 6.3.4
1 2 −2
Find A−1 if A = −2 5 −2 using the Cayley-Hamilton theorem.
−6 6 −3
Solution:
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