EIGENVALUES AND EIGENVECTORS

ELECTRONIC VERSION OF LECTURE

HoChiMinh City University of Technology

Faculty of Applied Science, Department of Applied Mathematics

HCMC — 2021.

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OUTLINE

1 THE REAL WORLD PROBLEMS

2 EIGENVALUES AND EIGENVECTORS OF A MATRIX

3 DIAGONALIZATION

4 MATL AB

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 The Real World Problems

MODELLING MOTION

4PQR → 4P 0Q 0 R 0 is the
reflection over the x−axis.
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 The Real World Problems

µ ¶
1 0
A= is the reflection matrix. Therefore, for
0 −1
every point in the plane (x 1 , x 2 ), the matrix that
results in a reflection over the x−axis and then we
obtain
µ ¶ µ
a new point
¶ µ
in ¶theµplane¶ (y 1 , y 2 )
y1 1 0 x1 x1
= . =
y2 0 −1 x2 −x 2
Question:
µ ¶
For
µ
every
¶
point (x 1 , x 2 ), find
y1 x1
= Ak . , (k ∈ N).
y2 x2

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 Eigenvalues and Eigenvectors of a Matrix Definition

µ ¶ µ ¶ µ ¶
1 0 −1 0
A= ,u= ,v= . We have
0 −1 −1 1
µ ¶ µ ¶ µ ¶ µ ¶ µ ¶
−1 −1 0 0 0
A = and A = = −1.
−1 1 1 −1 1

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 Eigenvalues and Eigenvectors of a Matrix Definition

EIGENVALUES AND EIGENVECTORS OF A MATRIX

DEFINITION 2.1
If A is an n × n matrix, then a nonzero vector
X ∈ Rn , X 6= 0 is called an eigenvector of A if AX = λ.X
for some scalar λ. The scalar λ is called an eigenvalue
of A and X is said to be an eigenvector corresponding
to λ.
EXAMPLE 2.1
µ ¶
1 0
Find eigenvalues and eigenvectors of A =
0 −1

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 Eigenvalues and Eigenvectors of a Matrix Definition

The equation AX = λX can be rewritten as

(A − λI )X = 0
λx 1
¶µ µ¶ µ ¶
1 0 x1
=
0 −1 x2 λx 2
1−λ
µ ¶µ ¶ µ ¶
0 x1 0
⇔ = .
0 −1 − λ x2 0

This homogeneous linear system has non-zero

solution X 6= 0, thus
¯ 1−λ
¯ ¯
¯ 0 ¯ = 0 ⇔ λ2 − 1 = 0
¯
¯ 0 −1 − λ ¯

⇔ λ1 = −1, λ2 = 1.
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 Eigenvalues and Eigenvectors of a Matrix Definition

In the case where λ1 = −1, we have

½
2x 1 + 0x 2 = 0
⇔ x 1 = 0, x 2 = α.
0x 1 + 0x 2 = 0

Therefore, the eigenvectors corresponding to λ1 = −1

are α(0, 1), α 6= 0.
In the case where λ2 = 1. We have
½
0x 1 + 0x 2 = 0
⇔ x 1 = β, x 2 = 0.
0x 1 − 2x 2 = 0

Therefore, the eigenvectors corresponding to λ2 = 1

are β(1, 0), β 6= 0.
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 Eigenvalues and Eigenvectors of a Matrix Definition

EXAMPLE 2.2
µ ¶
1 2
Find eigenvalues and eigenvectors of A =
−2 1

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 Eigenvalues and Eigenvectors of a Matrix Definition

µAX = λX¶ µcan be

¶ rewritten
λx 1 1−λ
µ ¶ µ ¶µ ¶ µ ¶
1 2 x1 2 x1 0
= ⇔ = .
−2 1 x2 λx 2 −2 1 − λ x2 0
This homogeneous linear system has non-zero
solution X 6= 0, thus
¯ 1−λ
¯ ¯
¯ 2 ¯ = 0 ⇔ (1 − λ)2 + 4 = 0
¯
¯ −2 1 − λ ¯

⇔ λ1,2 = 1 ± 2i .

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 Eigenvalues and Eigenvectors of a Matrix Definition

In the case where λ1 = 1 + 2i . We have

½
−2i x 1 + 2x 2 = 0
⇔ x 1 = α, x 2 = αi .
−2x 1 − 2i x 2 = 0

Therefore, the eigenvectors corresponding to λ1 are

α(1, i ), α 6= 0.
In the case where λ2 = 1 − 2i . We have
½
2i x 1 + 2x 2 = 0
⇔ x 1 = β, x 2 = −βi .
−2x 1 + 2i x 2 = 0

Therefore, the eigenvectors corresponding to λ2 are

β(1, −i ), β 6= 0.
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 Eigenvalues and Eigenvectors of a Matrix Characteristic equation

If λ is an eigenvalue of A ⇔ ∃X 6= 0 : AX = λ.X
⇔ AX − λX = 0 ⇔ (A − λI ).X = 0.
This homogeneous linear system has non-zero
solution X 6= 0, thus d et (A − λI ) = 0
DEFINITION 2.2
If A is an n × n matrix, then λ is an eigenvalue of A if
and only if χ A (λ) = d et (A − λI ) = 0. This is called the
characteristic equation of A. The polynomial
χ A (λ) = d et (A − λI ) is called the characteristic
polynomial.

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 Eigenvalues and Eigenvectors of a Matrix Characteristic equation

FINDING EIGENVALUES AND EIGENVECTORS OF A

SQUARE MATRIX

STEP 1. Finding the characteristic equation

det(A − λI ) = 0.
STEP 2. Solving this equation to find eigenvalues.
STEP 3. For every eigenvalue λi , solve the
homogeneous system (A − λi I )X = 0 to find
eigenvectors X corresponding to the
eigenvalue λi .

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 Eigenvalues and Eigenvectors of a Matrix Characteristic equation

THEOREM 2.1
 
a 11 a 12 a 13
If A =  a21 a22 a23  , then
 
a 31 a 32 a 33

χ A (λ) = |A − λI | = −λ3 + t r (A)λ2 −

µ¯ ¯ ¯ ¯ ¯ ¯¶
¯a 11 a 12 ¯ ¯a 22 a 23 ¯ ¯a 11 a 13 ¯
− ¯¯ ¯+¯ ¯+¯ ¯ λ + d et (A)
a 21 a 22 ¯ ¯ a 32 a 33 ¯ ¯ a 31 a 33 ¯

where t r (A) = a11 + a22 + a33 is called the trace of A.

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 Eigenvalues and Eigenvectors of a Matrix Eigenspace corresponding to the eigenvalue

DEFINITION 2.3
The eigenvetors corresponding to the eigenvalue λ,
together with the zero vector, form the null space of
the matrix (A − λI ). This subspace is called the
eigenspace corresponding to the eigenvalue λ.

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 Eigenvalues and Eigenvectors of a Matrix Geometric and Algebraic Multiplicity

DEFINITION 2.4
If λ0 is an eigenvalue of an n × n matrix A, then the
dimension of the eigenspace corresponding to λ0 is
called the geometric multiplicity of λ0 , and the
number of times that λ − λ0 appears as a factor in the
characteristic polynomial of A is called the algebraic
multiplicity of λ0 .

THEOREM 2.2
For every eigenvalue of A , the geometric multiplicity
É the algebraic multiplicity.

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 Eigenvalues and Eigenvectors of a Matrix Geometric and Algebraic Multiplicity

EXAMPLE 2.3
 
3 1 1
Let A =  2 4 2 
 
1 1 3
1
Find the characteristic polynomial of A
2
Find eigenvalues and eigenvectors of A

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 Eigenvalues and Eigenvectors of a Matrix Geometric and Algebraic Multiplicity

1. The characteristic polynomial of A

¯ ¯
¯ 3−λ 1 1 ¯
¯ ¯
χ A (λ) = |A − λI | = ¯ 2 4−λ 2
¯ ¯
¯
3−λ
¯ ¯
¯ 1 1 ¯
= −λ3 + 10λ2 − 28λ + 24 = −(λ − 2)2 (λ − 6)

2. The characteristic
¯ equation of A ¯
¯ 3−λ 1 1 ¯¯
¯
χ A (λ) = |A − λI | = ¯ 2 4−λ 2 ¯=0
¯ ¯
3−λ ¯
¯ ¯
¯ 1 1
⇔ −(λ − 2)2 (λ − 6) = 0 ⇔ λ1 = 2, λ2 = 6.

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 Eigenvalues and Eigenvectors of a Matrix Geometric and Algebraic Multiplicity

In the case where λ1 = 2, we have



 x1 + x2 + x3 = 0
2x 1 + 2x 2 + 2x 3 = 0

 x1 + x2 + x3 = 0
   
−1 −1
⇒ X1 = α  1  + β  0  , α2 + β2 6= 0.
   
0 1

The algebraic multiplicity of λ1 = 2 is 2 and the

geometric multiplicity of λ1 = 2 is 2.

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 Eigenvalues and Eigenvectors of a Matrix Geometric and Algebraic Multiplicity

In the case where λ2 = 6, we have

  
 −3x 1 + x 2 + x 3 = 0
 1
2x 1 − 2x 2 + 2x 3 = 0 ⇒ X 2 = γ  2  , γ 6= 0.
 

 x + x − 3x = 0
1 2 3 1
The algebraic multiplicity of λ2 = 6 is 1 and the
geometric multiplicity of λ2 = 6 is 1.

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 Diagonalization Definition

DEFINITION 3.1
If A and B are square matrices, then we say that B is
similar to A if there is an invertible matrix S such
that B = S −1 AS.
DEFINITION 3.2
A square matrix A is said to be diagonalizable if it is
similar to some diagonal matrix D, that is, if there
exists an invertible matrix S such that S −1 AS = D. In
this case the matrix S is said to diagonalize A .

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 Diagonalization Definition

We have S −1 AS = D = d i g (λ1 , λ2 , . . . , λn ). It follows that

AS = SD
λ1 0 . . . 0
   
a 11 a 12 . . . a 1n
 a
 21 a 22 . . . a 2n   0 λ2 . . . 0 
A= ,D = 
  
 ... ... ... ... ... ... ... ...

  
a n1 a n2 . . . a nn 0 0 . . . λn
 
s 11 s 12 ... s 1n
 s s 22 ... s 2n  ¡
 21 ¢
S =  = S ∗1 S ∗2 . . . S ∗n

 ... ... ... ... 
s n1 s n2 ... s nn

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 Diagonalization Definition

   
a 11 a 12 . . . a 1n s 11 s 12 ... s 1n
 a
 21 a 22 . . . a 2n   s 21 s 22 ... s 2n
  
AS =  .

 ... ... ... ...   ... ... ... ...


a n1 a n2 . . . a nn s n1 s n2 ... s nn
¡ ¢ ¡ ¢
= A S ∗1 S ∗2 . . . S ∗n = AS ∗1 AS ∗2 . . . AS ∗n

λ1 0 . . . 0
  
s 11 s 12 ... s 1n
 s 21 s 22 ... s 2n  0 λ ... 
2
SD = 
  
... ... ... ...  ... ... ... ...
 
 
s n1 s n2 ... s nn 0 0 . . . λn
λ1 S ∗1 λ2 S ∗2 . . . λn S ∗n
¡ ¢
=
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 Diagonalization Definition

Therefore,

(AS)∗i = AS ∗i = (SD)∗i = λi S ∗i , (i = 1, 2, . . . , n).

So, S ∗i is the eigenvector corresponding to

eigenvalue λi (i = 1, 2, . . . , n) of A.
Form the matrix S whose column vectors are the n
basis eigenvectors of A.

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 Diagonalization Definition

EXAMPLE 3.1
 
15 −18 −16
Let A =  9 −12 −8  . Find a matrix S that
 
4 −4 −6
diagonalizes A.

Step 1. Find eigenvalues,

¯ eigenvectors of¯ A.
¯ 15 − λ −18 −16 ¯¯
¯
χ A (λ) = |A − λI | = ¯ 9 −12 − λ −8 ¯ = 0
¯ ¯
−6 − λ ¯
¯ ¯
¯ 4 −4
⇔ −(λ + 3)(λ + 2)(λ − 2) = 0 ⇔ λ1 = −3 (AM=1), λ2 = −2
(AM=1), λ3 = 2 (AM=1).

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 Diagonalization Definition

 the case where λ1 = −3 (AM=1),

In  we
 have
 18x 1 − 18x 2 − 16x 3 = 0
 1
9x 1 − 9x 2 − 8x 3 = 0 ⇒ X 1 = α  1  , α 6= 0.
 

 4x 1 − 4x 2 − 3x 3 = 0 0

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 Diagonalization Definition

 the case where λ2 = −2 (AM=1),

In  we
 have
 17x 1 − 18x 2 − 16x 3 = 0
 2
9x 1 − 10x 2 − 8x 3 = 0 ⇒ X 2 = β  1  , β 6= 0.
 

 4x 1 − 4x 2 − 4x 3 = 0 1

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 Diagonalization Definition

 the case where λ3 = 2 (AM=1),we have

In
 13x 1 − 18x 2 − 16x 3 = 0
 4
9x 1 − 14x 2 − 8x 3 = 0 ⇒ X 3 = γ  2  , γ 6= 0.
 

 4x 1 − 4x 2 − 8x 3 = 0 1

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 Diagonalization Definition

Step 2. Find a matrix S that diagonalizes A.

 
1 2 4
S = 1 1 2 
 
0 1 1
 
−3 0 0
Then S −1 AS = D =  0 −2 0 
 
0 0 2

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 Diagonalization Computing Powers of a Matrix

COMPUTING POWERS OF A MATRIX

Suppose A is diagonalizable, that is
S −1 AS = D = d i g (λ1 , λ2 , . . . , λn )
⇒ (S −1 AS)k = D k , k ∈ N
⇒ S −1 A(S.S −1 )AS. . . . .S −1 AS = S −1 A k S = D k
⇒ A k = SD k S −1 .
Therefore,
λk1 0 . . . 0
 

k
 0 λk2 . . . 0 
 −1
A =S S

 ... ... ... ... 
0 0 . . . λkn
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 Diagonalization Computing Powers of a Matrix

EXAMPLE 3.2
 
0 −8 6
Let A =  −1 −8 7  . Find A k , k ∈ N.
 
1 −14 11
¯ ¯
¯ −λ
¯ −8 6 ¯¯
χ A (λ) = |A − λI | = ¯ −1 −8 − λ 7 ¯=0
¯ ¯
−14 11 − λ ¯
¯ ¯
¯ 1
⇔ −(λ − 2)(λ + 2)(λ − 3) = 0 ⇔ λ1 = −2 (AM=1), λ2 = 2
(AM=1), λ3 = 3 (AM=1).

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 Diagonalization Computing Powers of a Matrix

 the case where λ1 = −2 (AM=1),

In  we have
 2x 1 − 8x 2 + 6x 3 = 0
 1
−x 1 − 6x 2 + 7x 3 = 0 ⇒ X 1 = α  1  , α 6= 0.
 

 x − 14x + 13x = 0
1 2 3 1

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 Diagonalization Computing Powers of a Matrix

 the case where λ2 = 2 (AM=1),

In  we
 have
 −2x 1 − 8x 2 + 6x 3 = 0
 1
−x 1 − 10x 2 + 7x 3 = 0 ⇒ X 2 = β  2  , β 6= 0.
 

 x − 14x + 9x = 0
1 2 3 3

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 Diagonalization Computing Powers of a Matrix

 the case where λ3 = 3 (AM=1),

In  we have
 −3x 1 − 8x 2 + 6x 3 = 0
 2
−x 1 − 11x 2 + 7x 3 = 0 ⇒ X 3 = γ  3  , γ 6= 0.
 

 x − 14x + 8x = 0
1 2 3 5

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 Diagonalization Computing Powers of a Matrix

 
1 1 2
A matrix S that diagonalizes A is S =  1 2 3 
 
1 3 5
   
1 1 −1 −2 0 0
−1
⇒ S =  −2 3 −1  , D =  0 2 0  . Therefore,
   
1 −2 1 0 0 3
k k −1
A = SD S  =
  
1 1 2 (−2)k 0 0 1 1 −1
 1 2 3  0 2k 0   −2 3 −1 
   
1 3 5 0 0 3k 1 −2 1

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 Diagonalization Recognizing Diagonalizability

THEOREM 3.1
The square matrix A is diagonalizable if and only if
the geometric multiplicity of every eigenvalue is
equal to the algebraic multiplicity.

EXAMPLE 3.3
 
2 0 1
Let A =  1 1 1  . Diagonalize A if A is
 
−2 0 −1
diagonalizable.

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 Diagonalization Recognizing Diagonalizability

Step 1. Find eigenvalues, eigenvectors of A.

¯ ¯
¯ 2−λ 0 1 ¯
¯ ¯
χ A (λ) = |A − λI | = ¯ 1 1−λ 1 ¯=0
¯ ¯
−1 − λ
¯ ¯
¯ −2 0 ¯

⇔ −λ(λ − 1)2 = 0
⇔ λ1 = 0 (AM=1), λ2 = 1 (AM=2).

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 Diagonalization Recognizing Diagonalizability

 the case where λ1 = 0 (AM=1),

In  we
 have

 2x 1 + x 3 = 0 1
x 1 + x 2 + x 3 = 0 ⇒ X 1 = α  1  , α 6= 0.
 

 −2x − x = 0
1 3 −2

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 Diagonalization Recognizing Diagonalizability

 the case where λ2 = 1 (AM=2), we have

In

 x1 + x3 = 0
x1 + x3 = 0

 −2x − 2x
1 3 = 0
     
α 1 0
⇒ X2 =  β  = α  0  + β  1  , α + β2 6= 0.
      2
−α −1 0

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 Diagonalization Recognizing Diagonalizability

Step 2. The matrix

 that diagonalizes A is
1 0 1
S = 1 1 0 
 
−2 0 −1
 
−1 0 −1
−1
Then S =  1 1 1 
 
2 0 1
 
0 0 0
−1
D = S AS =  0 1 0
 
0 0 1

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 Diagonalization Recognizing Diagonalizability

EXAMPLE 3.4
 
2 0 0
Let A =  0 4 0  . Diagonalize A if A is
 
1 0 2
diagonalizable.

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 Diagonalization Recognizing Diagonalizability

Step 1. Find eigenvalues, eigenvectors of A.

¯ ¯
¯ 2−λ 0 0 ¯
¯ ¯
χ A (λ) = |A − λI | = ¯ 0 4−λ 0 ¯=0
¯ ¯
2−λ
¯ ¯
¯ 1 0 ¯

⇔ −(λ − 4)(λ − 2)2 = 0

⇔ λ1 = 4 (AM=1), λ2 = 2 (AM=2).

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 Diagonalization Recognizing Diagonalizability

In the case where λ1 = 4 (AM=1),

  we have
½ 0
−2x 1 = 0
⇒ X 1 = α  1  , α 6= 0.
 
x 1 − 2x 3 = 0
0

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 Diagonalization Recognizing Diagonalizability

In the case where λ2 

= 2 (AM=2),
 we have
½ 0
2x 2 = 0
⇒ X 2 = β  0  , β 6= 0.
 
x1 = 0
1
Step 2. Since the algebraic multiplicity =2>
geometric multiplicity=1 then A is not
diagonalizable.

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 Diagonalization Orthogonal Diagonalization

ORTHOGONAL DIAGONALIZATION

DEFINITION 3.3
A square matrix A is said to be symmetric if A = A T or
equivalently if A = (ai j )n then ai j = a j i , ∀i , j = 1, 2, . . . , n.

THEOREM 3.2
If A is a symmetric matrix with real entries, then the
eigenvalues λ of A are all real numbers and
eigenvectors from different eigenspaces are
orthogonal.

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 Diagonalization Orthogonal Diagonalization

DEFINITION 3.4
A square matrix P is said to be orthogonal if its
transpose is the same as its inverse, that is, if P T = P −1 ,
or equivalently, if P P T = P T P = I .

THEOREM 3.3
If A is a symmetric matrix with real entries, then there
exists the orthogonal matrix P such that
P T AP = P −1 AP is diagonal.

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 Diagonalization Orthogonal Diagonalization

ORTHOGONAL DIAGONALIZATION

Step 1. Find the eigenvalues.

Step 2. Find a basis for each eigenspace.
Step 3. Apply the Gram-Schmidt process to each of
these bases to obtain an orthonormal basis for each
eigenspace.
Step 4. Form the matrix P whose comlumns are the
vectors constructed in Step 3. The eigenvalues on
the diagonal of D = P T AP will be the same order as
their corresponding eigenvectors in P.

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 Diagonalization Orthogonal Diagonalization

EXAMPLE 3.5
Orthogonally
 diagonalize
 the matrix
2 −1 −1
A =  −1 2 −1 
 
−1 −1 2

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 Diagonalization Orthogonal Diagonalization

Step 1. Find eigenvalues of A.

¯ ¯
¯ 2 − λ −1 −1 ¯
¯ ¯
χ A (λ) = |A − λI | = ¯ −1 2 − λ −1 ¯=0
¯ ¯
−1 2 − λ
¯ ¯
¯ −1 ¯

⇔ −λ(λ − 3)2 = 0
⇔ λ1 = 0, (AM=1) λ2 = 3 (AM=2).

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 Diagonalization Orthogonal Diagonalization

Step 2, 3. In the case where λ1 =

  0 (AM=1),
 we have
 2x 1 − x 2 − x 3 = 0
 1
−x 1 + 2x 2 − x 3 = 0 ⇒ X 0 = α  1  , α 6= 0.
 

 −x − x + 2x = 0
1 2 3 1
 1 
p
3
X0
Therefore, P ∗1 = = p1
 
3 
||X 0 ||
p1
3

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 Diagonalization Orthogonal Diagonalization

 the case where λ2 = 3 (AM=2), we have

In
 −x 1 − x 2 − x 3
 = 0
−x 1 − x 2 − x 3 = 0

 −x − x − x
1 = 0
 2 3
    
−α − β −1 −1
⇒X = α  = α  1  + β  0  , α2 + β2 6= 0.
     
β 0 1

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 Diagonalization Orthogonal Diagonalization

Applying the Gram-Shmidt process, yields the

orthogonal
 eigenvectors
 B = {y 1 , y 2 }.  
−1 −1/2
< X 2, y1 >
y1 = X 1 =  1  , y2 = X 2 − y 1 =  −1/2 
   
< y1, y1 >
0 1

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 Diagonalization Orthogonal Diagonalization

Normalize the orthogonal basis to obtain

− p12 − p16
   
y1 y2  1 
P ∗2 = = p1  and P ∗3 = =  − p6 
 
||y 1 || 2 ||y 2 || 2
0 p
6

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 Diagonalization Orthogonal Diagonalization

Step 4. The matrix that orthogonally diagonalizes A

p1 − p12 − p16

3
is P =  p1 p1 − p16 

3 2 
p1 0 p2
3 6 
0 0 0
Then D = P T AP =  0 3 0 
 
0 0 3

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 MatLab

MATL AB

1
Finding the characteristic polynomial of A :
p = pol y(A)
2
Finding the roots of characteristic equation of
A : r oot s(p)
3
Finding eigenvalues and eigenvectors of of A :
[V, D] = ei g (A)

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 MatLab

THANK YOU FOR YOUR ATTENTION

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