Connexions module: m10736 1

Eigenvectors and Eigenvalues Version 2.6: 2003/07/09 14:05:19 GMT-5

Michael Haag
Justin Romberg
This work is produced by The Connexions Project and licensed under the
Creative Commons Attribution License ∗

Abstract
This module denes eigenvalues and eigenvectors and explains a method of nding
them given a matrix. These ideas are presented, along with many examples, in hopes
of leading up to an understanding of the Fourier Series.

Eigenvectors and Eigenvalues

In this section, our linear systems will be n×n matrices of complex numbers. For a little
background into some of the concepts that this module is based on, refer to the basics of
linear algebra . 1

1 Eigenvectors and Eigenvalues

Let A be an n×n matrix, where A is a linear operator on vectors in C n .
Ax = b (1)
where x and b are n×1 vectors (Figure 1).
Denition 1: eigenvector
An eigenvector of A is a vector v ∈ C n such that
Av = λv (2)
where λ is called the corresponding eigenvalue. A only changes the length of v,
not its direction.

1.1 Graphical Model

Through Figure 2 and Figure 3, let us look at the dierence between Equation 1 and
Equation 2.
If v is an eigenvector of A, then only its length changes. See Figure 3 and notice how
our vector's length is simply scaled by our variable, λ, called the eigenvalue:
note: When dealing with a matrix A, eigenvectors are the simplest possible
vectors to operate on.
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Connexions module: m10736 2

(a)

(b)

Figure 1: Illustration of linear system and vectors.

Figure 2: Represents Equation 1, Ax = b.

Figure 3: Represents Equation 2, Av = λv.

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1.2 Examples
Exercise 1:
From inspection and understanding of eigenvectors, nd the two eigenvectors, v1
and v2 , of  
3 0
A=
0 −1
Also, what are the corresponding eigenvalues, λ1 and λ2 ? Do not worry if you are
having problems seeing these values from the information given so far, we will look
at more rigorous ways to nd these values soon.
Solution:
The eigenvectors you found should be:
 
1
v1 =
0
 
0
v2 =
1
And the corresponding eigenvalues are
λ1 = 3
λ2 = −1

Exercise 2:
Show that these two vectors,  
1
v1 =
1
 
1
v2 =
−1
 
3 −1
are eigenvectors of A, where A = . Also, nd the corresponding
−1 3
eigenvalues.
Solution:
In order to prove that these two vectors are eigenvectors, we will show that these
statements meet the requirements stated in the denition (Denition 1).
    
3 −1 1 2
Av1 = =
−1 3 1 2
    
3 −1 1 4
Av2 = =
−1 3 −1 −4
These results show us that A only scales the two vectors ( i.e. changes their length)
and thus it proves that Equation 2 holds true for the following two eigenvalues that
you were asked to nd:
λ1 = 2
λ2 = 4
If you need more convincing, then one could also easily graph the vectors and their
corresponding product with A to see that the results are merely scaled versions of
our original vectors, v1 and v2 .

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2 Calculating Eigenvalues and Eigenvectors

In the above examples, we relied on your understanding of the denition and on some basic
observations to nd and prove the values of the eigenvectors and eigenvalues. However,
as you can probably tell, nding these values will not always be that easy. Below, we
walk through a rigorous and mathematical approach at calculating the eigenvalues and
eigenvectors of a matrix.

2.1 Finding Eigenvalues

Find λ ∈ C such that v 6= 0, where 0 is the "zero vector." We will start with Equation 2,
and then work our way down until we nd a way to explicitly calculate λ.
Av = λv
Av − λv = 0
(A − λI) v = 0
In the previous step, we used the fact that
λv = λIv
where I is the identity matrix.
 
1 0 ... 0
 0 1 ... 0 
. 
 0 0 . . . .. 
I=
 

0 ... ... 1
So, A − λI is just a new matrix.
Example 1:
Given the following matrix, A, then we can nd our new matrix, A − λI .
 
a11 a12
A=
a21 a22
 
a11 − λ a12
A − λI =
a21 a22 − λ
If (A − λI) v = 0 for some v 6= 0, then A − λI is not invertible. This means:
det (A − λI) = 0
This determinant (shown directly above) turns out to be a polynomial expression (of order
n). Look at the examples below to see what this means.
Example 2:
Starting with matrix A (shown below), we will nd the polynomial expression,
where our eigenvalues will be the dependent variable.
 
3 −1
A=
−1 3
 
3−λ −1
A − λI =
−1 3−λ
2 2
det (A − λI) = (3 − λ) − (−1) = λ2 − 6λ + 8
λ = {2, 4}

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Example 3:
Starting with matrix A (shown below), we will nd the polynomial expression,
where our eigenvalues will be the dependent variable.
 
a11 a12
A=
a21 a22
 
a11 − λ a12
A − λI =
a21 a22 − λ
det (A − λI) = λ2 − (a11 + a22 ) λ − a21 a12 + a11 a22
If you have not already noticed it, calculating the eigenvalues is equivalent to calculating
the roots of
det (A − λI) = cn λn + cn−1 λn−1 + · · · + c1 λ + c0 = 0
conclusion: Therefore, by simply using calculus to solve for the roots of our
polynomial we can easily nd the eigenvalues of our matrix.

2.2 Finding Eigenvectors

Given an eigenvalue, λi , the associated eigenvectors are given by
Av = λi v
   
v1 λ1 v1
A  ...  =  ... 
   

vn λn vn
set of n equations with n unknowns. Simply solve the n equations to nd the eigenvectors.

3 Main Point
Say the eigenvectors of A, {v1 , v2 , . . . , vn }, span C n , meaning {v1 , v2 , . . . , vn } are linearly
2

independent and we can write any x ∈ C n as

3

x = α1 v1 + α2 v2 + · · · + αn vn (3)
where {α1 , α2 , . . . , αn } ∈ C . All that we are doing is rewriting x in terms of eigenvectors of
A. Then,
Ax = A (α1 v1 + α2 v2 + · · · + αn vn )
Ax = α1 Av1 + α2 Av2 + · · · + αn Avn
Ax = α1 λ1 v1 + α2 λ2 v2 + · · · + αn λn vn = b
Therefore we can write, X
x= (αi vi )
i
and this leads us to the following depicted system:
where in Figure 4 we have, X
b= (αi λi vi )
i
Main Point: By breaking up a vector, x, into a combination of eigenvectors,
the calculation of Ax is broken into "easy to swallow" pieces.
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Figure 4: Depiction of system where we break our vector, x, into a sum of its eigen-
vectors.

4 Practice Problem
Exercise 3:
For the following matrix, A and vector, x, solve for their product. Try solving it
using two dierent methods: directly and using eigenvectors.
 
3 −1
A=
−1 3
 
5
x=
3
Solution:
Direct Method (use basic matrix multiplication)
    
3 −1 5 12
Ax = =
−1 3 3 4
Eigenvectors (use the eigenvectors and eigenvalues we found earlier for this same
matrix)  
1
v1 =
1
 
1
v2 =
−1
λ1 = 2
λ2 = 4
As shown in Equation 3, we want to represent x as a sum of its scaled eigenvectors.
For this case, we have:
x = 4v1 + v2
     
5 1 1
x= =4 +
3 1 −1
Ax = A (4v1 + v2 ) = λi (4v1 + v2 )
Therefore, we have
     
1 1 12
Ax = 4 × 2 +4 =
1 −1 4
Notice that this method using eigenvectors required no matrix multiplication. This
may have seemed more complicated here, but just imagine A being really big, or
even just a few dimensions larger!

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