MATH 2220 LINEAR ALGEBRA FOR

ENGINEERING
Eigenvalues and eigenvectors

Section 5. 1

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Definition
If A is an n × n matrix, then a nonzero vector x in R n is called an
eigenvector of A (or of the matrix operator TA ) if Ax is a scalar multiple
of x; that is,
Ax = λx
for some scalar λ. The scalar λ is called an eigenvalue of A (or of TA ),
and x is said to be an eigenvector corresponding to λ.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Eigenvector of a 2 × 2 Matrix

Example
 
1
The vector x = is an eigenvector of
2
 
3 0
A=
8 −1

corresponding to the eigenvalue λ = 3, since

    
3 0 1 3
Ax = = = 3x
8 −1 2 6

Geometrically, multiplication by A has stretched the vector x by a factor

of 3 .

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Theorem
If A is an n × n matrix, then λ is an eigenvalue of A if and only if it
satisfies the equation
det(λI − A) = 0
This is called the characteristic equation of A.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Example
We observed that λ = 3 is an eigenvalue of the matrix
 
3 0
A=
8 −1

but we did not explain how we found it. Use the characteristic equation
to find all eigenvalues of this matrix.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Solution
It follows that the eigenvalues of A are the solutions of the equation
det(λI − A) = 0, which we can write as

λ−3 0
=0
−8 λ + 1

from which we obtain

(λ − 3)(λ + 1) = 0
This shows that the eigenvalues of A are λ = 3 and λ = −1. Thus, in
addition to the eigenvalue λ = 3 noted in Example , we have
discovered a second eigenvalue λ = −1

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

When the determinant det(λI − A) is expanded, the characteristic
equation of A takes the form

λn + c1 λn−1 + · · · + cn = 0

where the left side of this equation is a polynomial of degree n in which

the coefficient of λn is 1 . The polynomial

p(λ) = λn + c1 λn−1 + · · · + cn

is called the characteristic polynomial of A. For example, the

characteristic polynomial of the 2 × 2 matrix in Example is

p(λ) = (λ − 3)(λ + 1) = λ2 − 2λ − 3

which is a polynomial of degree 2 .

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Example
Find the eigenvalues of
 
0 1 0
A= 0 0 1 
4 −17 8

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Solution
Solution The characteristic polynomial of A is
 
λ −1 0
det(λI − A) = det  0 λ −1  = λ3 − 8λ2 + 17λ − 4
−4 17 λ − 8

The eigenvalues of A must therefore satisfy the cubic equation

λ3 − 8λ2 + 17λ − 4 = 0

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Solution
We have  
(λ − 4) λ2 − 4λ + 1 = 0

Thus, the remaining solutions of (5) satisfy the quadratic equation

λ2 − 4λ + 1 = 0

which can be solved by the quadratic formula. Thus, the eigenvalues

of A are √ √
λ = 4, λ = 2 + 3, and λ = 2 − 3

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Eigenvalues of an Upper Triangular Matrix

Example
Find the eigenvalues of the upper triangular matrix
 
a11 a12 a13 a14
 0 a22 a23 a24 
A=  0

0 a33 a34 
0 0 0 a44

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Solution
Recalling that the determinant of a triangular matrix is the product of
the entries on the main diagonal , we obtain
 
λ − a11 −a12 −a13 −a14
 0 λ − a22 −a23 −a24 
det(λI − A) = det  
 0 0 λ − a33 −a34 
0 0 0 λ − a44
= (λ − a11 ) (λ − a22 ) (λ − a33 ) (λ − a44 )

Thus, the characteristic equation is

(λ − a11 ) (λ − a22 ) (λ − a33 ) (λ − a44 ) = 0

and the eigenvalues are

λ = a11 , λ = a22 , λ = a33 , λ = a44

which are precisely the diagonal entries of A.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue
Theorem
If A is an n × n triangular matrix (upper triangular, lower triangular, or
diagonal), then the eigenvalues of A are the entries on the main
diagonal of A.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Eigenvalues of a Lower Triangular Matrix

Example
By inspection, the eigenvalues of the lower triangular matrix
 1 
2 0 0
2
A =  −1 3 0 
5 −8 − 14

are λ = 21 , λ = 23 , and λ = − 14 .

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Theorem
If A is an n × n matrix, the following statements are equivalent.
(a) λ is an eigenvalue of A.
(b) λ is a solution of the characteristic equation det(λI − A) = 0.
(c) The system of equations (λI − A)x = 0 has nontrivial solutions.
(d) There is a nonzero vector x such that Ax = λx.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Now that we know how to find the eigenvalues of a matrix, we will
consider the problem of finding the corresponding eigenvectors.
By definition, the eigenvectors of A corresponding to an eigen-
value λ are the nonzero vectors that satisfy

(λI − A)x = 0

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Thus, we can find the eigenvectors of A corresponding to λ by
finding the nonzero vectors in the solution space of this linear
system. This solution space, which is called the eigenspace of A
corresponding to λ, can also be viewed as:

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Example
Find bases for the eigenspaces of the matrix
 
−1 3
A=
2 0

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Solution
The characteristic equation of A is

λ + 1 −3
= λ(λ + 1) − 6 = (λ − 2)(λ + 3) = 0
−2 λ

so the eigenvalues of A are λ = 2 and λ = −3. Thus, there are two

eigenspaces of A, one for each eigenvalue. By definition,
 
x1
x=
x2

is an eigenvector of A corresponding to an eigenvalue λ if and only if

(λI − A)x = 0, that is
    
λ + 1 −3 x1 0
=
−2 λ x2 0

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Solution
In the case where λ = 2 this equation becomes
    
3 −3 x1 0
=
−2 2 x2 0

whose general solution is

x1 = t, x2 = t

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Solution
Since this can be written in matrix form as
     
x1 t 1
= =t
x2 t 1

it follows that  
1
1
is a basis for the eigenspace corresponding to λ = 2. We leave it for
you to follow the pattern of these computations and show that
 3 
−2
1

is a basis for the eigenspace corresponding to λ = −3.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Example
Find bases for the eigenspaces of
 
0 0 −2
A= 1 2 1 
1 0 3

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Solution
The characteristic equation of A is λ3 − 5λ2 + 8λ − 4 = 0, or in factored
form, (λ − 1)(λ − 2)2 = 0 (verify). Thus, the distinct eigenvalues of A
are λ = 1 and λ = 2, so there are two eigenspaces of A. By definition,
 
x1
x =  x2 
x3

is an eigenvector of A corresponding to λ if and only if x is a nontrivial

solution of (λI − A)x = 0, or in matrix form,
    
λ 0 2 x1 0
 −1 λ − 2 −1   x2  =  0 
−1 0 λ−3 x3 0

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Solution
In the case where λ = 2, we have
    
2 0 2 x1 0
 −1 0 −1   x2  =  0 
−1 0 −1 x3 0

Solving this system using Gaussian elimination yields (verify)

x1 = −s, x2 = t, x3 = s

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Solution
Thus, the eigenvectors of A corresponding to λ = 2 are the nonzero
vectors of the form
         
−s −s 0 −1 0
x =  t  =  0 + t  = s 0 +t  1 
s s 0 1 0

Since    
−1 0
 0  and  1 
1 0
are linearly independent (why?), these vectors form a basis for the
eigenspace corresponding to λ = 2

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Solution
If λ = 1, then     
1 0 2 x1 0
 −1 −1 −1   x2  =  0 
−1 0 −2 x3 0
Solving this system yields (verify)

x1 = −2s, x2 = s, x3 = s

Thus, the eigenvectors corresponding to λ = 1 are the nonzero vectors

of the form      
−2s −2 −2
 s  = s  1  so that  1 
s 1 1
is a basis for the eigenspace corresponding to λ = 1.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue

Theorem
A square matrix A is invertible if and only if λ = 0 is not an eigenvalue
of A.

MATH 2220 LINEAR ALGEBRA FOR ENGINEERING Eigenvalue