Generalized

Eigenvectors

Math 240

Definition

Computation
and Properties

Chains
Generalized Eigenvectors

Math 240 — Calculus III

Summer 2013, Session II

Wednesday, July 31, 2013

 Generalized
Eigenvectors Agenda
Math 240

Definition

Computation
and Properties

Chains

1. Definition

2. Computation and Properties

3. Chains
 Generalized
Eigenvectors Motivation
Math 240

Definition
Defective matrices cannot be diagonalized because they do not
Computation
and Properties possess enough eigenvectors to make a basis. How can we
Chains correct this defect?
Example  
1 1
The matrix A = is defective.
0 1
1. Only eigenvalue is λ = 1.
 
0 1
2. A−I =
0 0
3. Single eigenvector v = (1, 0).
4. We could use u = (0, 1) to complete a basis.
5. Notice that (A − I)u = v and (A − I)2 u = 0.
Maybe we just didn’t multiply by A − λI enough times.
 Generalized
Eigenvectors Definition
Math 240

Definition Definition
Computation If A is an n × n matrix, a generalized eigenvector of A
and Properties

Chains
corresponding to the eigenvalue λ is a nonzero vector x
satisfying
(A − λI)p x = 0
for some positive integer p. Equivalently, it is a nonzero
element of the nullspace of (A − λI)p .

Example
I Eigenvectors are generalized eigenvectors with p = 1.
I In the previous example we saw that v = (1, 0) and
u = (0, 1) are generalized eigenvectors for
 
1 1
A= and λ = 1.
0 1
 Generalized
Eigenvectors Computing generalized eigenvectors
Math 240

Definition
Example
Computation Determine generalized eigenvectors for the matrix
and Properties  
Chains
1 1 0
A = 0 1 2 .
0 0 3

1. Characteristic polynomial is (3 − λ)(1 − λ)2 .

2. Eigenvalues are λ = 1, 3.
3. Eigenvectors are
λ1 = 3 : v1 = (1, 2, 2),
λ2 = 1 : v2 = (1, 0, 0).
4. Final generalized eigenvector will a vector v3 6= 0 such
that
(A − λ2 I)2 v3 = 0 but (A − λ2 I) v3 6= 0.
Pick v3 = (0, 1, 0). Note that (A − λ2 I)v3 = v2 .
 Generalized
Eigenvectors Facts about generalized eigenvectors
Math 240

Definition

Computation
and Properties

Chains
How many powers of (A − λI) do we need to compute in order
to find all of the generalized eigenvectors for λ?
Fact
If A is an n × n matrix and λ is an eigenvalue with algebraic
multiplicity k, then the set of generalized eigenvectors for
λ
consists of the nonzero elements of nullspace (A − λI)k .
In other words, we need to take at most k powers of A − λI to
find all of the generalized eigenvectors for λ.
 Generalized
Eigenvectors Computing generalized eigenvectors
Math 240

Definition
Example
Computation
and Properties Determine generalized eigenvectors for the matrix
Chains  
1 2 0
A = 1 1 2 .
0 −1 1

1. Single eigenvalue of λ = 1.
2. Single eigenvector v1 = (−2, 0, 1).
3. Look at  
2 0 4
(A − I)2 =  0 0 0
−1 0 −2
to find generalized eigenvector v2 = (0, 1, 0).
4. Finally, (A − I)3 = 0, so we get v3 = (1, 0, 0).
 Generalized
Eigenvectors Facts about generalized eigenvectors
Math 240

Definition

Computation The aim of generalized eigenvectors was to enlarge a set of

and Properties
linearly independent eigenvectors to make a basis. Are there
Chains
always enough generalized eigenvectors to do so?
Fact
If λ is an eigenvalue of A with algebraic multiplicity k, then
 
nullity (A − λI)k = k.

In other words, there are k linearly independent generalized

eigenvectors for λ.
Corollary
If A is an n × n matrix, then there is a basis for Rn consisting
of generalized eigenvectors of A.
 Generalized
Eigenvectors Computing generalized eigenvectors
Math 240

Definition

Computation
and Properties

Chains Example
Determine generalized eigenvectors for the matrix
 
1 2 0
A = 1 1 2 .
0 −1 1

1. From last time, we have eigenvalue λ = 1 and eigenvector

v1 = (−2, 0, 1).
2. Solve (A − I)v2 = v1 to get v2 = (0, −1, 0).
3. Solve (A − I)v3 = v2 to get v3 = (−1, 0, 0).
 Generalized
Eigenvectors Chains of generalized eigenvectors
Math 240

Definition
Let A be an n × n matrix and v a generalized eigenvector of A
Computation corresponding to the eigenvalue λ. This means that
and Properties

Chains
(A − λI)p v = 0
for a positive integer p.
If 0 ≤ q < p, then
(A − λI)p−q (A − λI)q v = 0.
That is, (A − λI)q v is also a generalized eigenvector
corresponding to λ for q = 0, 1, . . . , p − 1.
Definition
If p is the smallest positive integer such that (A − λI)p v = 0,
then the sequence
(A − λI)p−1 v, (A − λI)p−2 v, . . . , (A − λI) v, v
is called a chain or cycle of generalized eigenvectors. The
integer p is called the length of the cycle.
 Generalized
Eigenvectors Chains of generalized eigenvectors
Math 240

Definition

Computation Example
and Properties

Chains
In the previous example,
 
0 2 0
A − λI = 1 0 2
0 −1 0
and we found the chain
     
−1 0 −2
2
v = 0 , (A − λI)v = −1 , (A − λI) v = 0  .
    
0 0 1

Fact
The generalized eigenvectors in a chain are linearly
independent.
 Generalized
Eigenvectors Jordan canonical form
Math 240

Definition

Computation
and Properties

Chains

What’s the analogue of diagonalization for defective matrices?

That is, if {v1 , v2 , . . . , vn } are the linearly independent
generalized eigenvectors −1
 of A, what does  the matrix S AS
look like, where S = v1 v2 · · · vn ?