7.01 Eigenvalues and Eigenvectors of A Matrix
7.01 Eigenvalues and Eigenvectors of A Matrix
Spectral Theory refers to the study of eigenvalues and eigenvectors of a matrix. It is of fundamental importance in many areas and
is the subject of our study for this chapter.
Let
0 5 −10
⎡ ⎤
A = ⎢0 22 16 ⎥
⎣ ⎦
0 −9 −2
Solution
First, compute AX for
−5
⎡ ⎤
X = ⎢ −4 ⎥
⎣ ⎦
3
0 5 −10 −5 −50 −5
⎡ ⎤⎡ ⎤ ⎡ ⎤ ⎡ ⎤
AX = ⎢ 0 22 16 ⎥ ⎢ −4 ⎥ = ⎢ −40 ⎥ = 10 ⎢ −4 ⎥
⎣ ⎦⎣ ⎦ ⎣ ⎦ ⎣ ⎦
0 −9 −2 3 30 3
In this case, the product AX resulted in a vector which is equal to 10 times the vector X. In other words, AX = 10X .
Let’s see what happens in the next product. Compute AX for the vector
1
⎡ ⎤
X = ⎢0 ⎥
⎣ ⎦
0
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In this case, the product AX resulted in a vector equal to 0 times the vector X, AX = 0X .
Perhaps this matrix is such that AX results in kX, for every vector X. However, consider
0 5 −10 1 −5
⎡ ⎤⎡ ⎤ ⎡ ⎤
⎢0 22 16 ⎥ ⎢ 1 ⎥ = ⎢ 38 ⎥
⎣ ⎦⎣ ⎦ ⎣ ⎦
0 −9 −2 1 −11
In this case, AX did not result in a vector of the form kX for some scalar k .
There is something special about the first two products calculated in Example 7.1.1. Notice that for each, AX = kX where k is
some scalar. When this equation holds for some X and k , we call the scalar k an eigenvalue of A . We often use the special symbol
λ instead of k when referring to eigenvalues. In Example 7.1.1, the values 10 and 0 are eigenvalues for the matrix A and we can
When AX = λX for some X ≠ 0 , we call such an X an eigenvector of the matrix A . The eigenvectors of A are associated to an
eigenvalue. Hence, if λ is an eigenvalue of A and AX = λ X , we can label this eigenvector as X . Note again that in order to be
1 1 1
AX = λX (7.1.1)
for some scalar λ. Then λ is called an eigenvalue of the matrix A and X is called an eigenvector of A associated with λ , or a
λ -eigenvector of A .
The set of all eigenvalues of an n × n matrix A is denoted by σ (A) and is referred to as the spectrum of A.
The eigenvectors of a matrix A are those vectors X for which multiplication by A results in a vector in the same direction or
opposite direction to X. Since the zero vector 0 has no direction this would make no sense for the zero vector. As noted above, 0 is
never allowed to be an eigenvector.
Let’s look at eigenvectors in more detail. Suppose X satisfies (7.1.1). Then
AX − λX = 0
or
(A − λI ) X = 0
for some X ≠ 0. Equivalently you could write (λI − A) X = 0 , which is more commonly used. Hence, when we are looking for
eigenvectors, we are looking for nontrivial solutions to this homogeneous system of equations!
Recall that the solutions to a homogeneous system of equations consist of basic solutions, and the linear combinations of those
basic solutions. In this context, we call the basic solutions of the equation (λI − A) X = 0 basic eigenvectors. It follows that any
(nonzero) linear combination of basic eigenvectors is again an eigenvector.
Suppose the matrix (λI − A) is invertible, so that (λI − A) −1
exists. Then the following equation would be true.
X = IX
−1
= ( (λI − A) (λI − A)) X
−1
= (λI − A) ((λI − A) X)
−1
= (λI − A) 0
=0
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This claims that X = 0 . However, we have required that X ≠ 0 . Therefore (λI − A) cannot have an inverse!
Recall that if a matrix is not invertible, then its determinant is equal to 0. Therefore we can conclude that
characteristic values, but the former is often used for historical reasons.
The following theorem claims that the roots of the characteristic polynomial are the eigenvalues of A . Thus when [eigen2] holds,
A has a nonzero eigenvector.
Proof
For A an n × n matrix, the method of Laplace Expansion demonstrates that det (λI − A) is a polynomial of degree n. As
such, the equation (7.1.2) has a solution λ ∈ C by the Fundamental Theorem of Algebra. The fact that λ is an eigenvalue
is left as an exercise.
Let A be an n × n matrix with characteristic polynomial given by det (λI − A) . Then, the multiplicity of an eigenvalue λ of
A is the number of times λ occurs as a root of that characteristic polynomial.
2
For example, suppose the characteristic polynomial of A is given by (λ − 2) . Solving for the roots of this polynomial, we set
= 0 and solve for λ . We find that λ = 2 is a root that occurs twice. Hence, in this case, λ = 2 is an eigenvalue of A of
2
(λ − 2)
multiplicity equal to 2.
We will now look at how to find the eigenvalues and eigenvectors for a matrix A in detail. The steps used are summarized in the
following procedure.
Let A be an n × n matrix.
1. First, find the eigenvalues λ of A by solving the equation det (λI − A) = 0 .
2. For each λ , find the basic eigenvectors X ≠ 0 by finding the basic solutions to (λI − A) X = 0 .
To verify your work, make sure that AX = λX for each λ and associated eigenvector X.
−5 2
Let A = [ ] . Find its eigenvalues and eigenvectors.
−7 4
Solution
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We will use Procedure 7.1.1. First we find the eigenvalues of A by solving the equation
det (λI − A) = 0
This gives
1 0 −5 2
det (λ [ ]−[ ]) = 0
0 1 −7 4
λ +5 −2
det [ ] =0
7 λ −4
1 0 −5 2 x 0
(2 [ ]−[ ]) [ ] =[ ]
0 1 −7 4 y 0
7 −2 x 0
[ ][ ] =[ ]
7 −2 y 0
The augmented matrix for this system and corresponding reduced row-echelon form are given by
2
7 −2 0 1 − 0
7
[ ] → ⋯ → [ ]
7 −2 0 0 0 0
Multiplying this vector by 7 we obtain a simpler description for the solution to this system, given by
2
t[ ]
7
2
[ ]
7
1 0 −5 2 x 0
((−3) [ ]−[ ]) [ ] =[ ]
0 1 −7 4 y 0
2 −2 x 0
[ ][ ] =[ ]
7 −7 y 0
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The augmented matrix for this system and corresponding reduced row-echelon form are given by
2 −2 0 1 −1 0
[ ] → ⋯ → [ ]
7 −7 0 0 0 0
s 1
[ ] = s[ ]
s 1
Solution
We will use Procedure 7.1.1. First we need to find the eigenvalues of A . Recall that they are the solutions of the equation
det (λI − A) = 0
1 0 0 5 −10 −5
⎛ ⎡ ⎤ ⎡ ⎤⎞
det ⎜λ ⎢ 0 1 0 ⎥−⎢ 2 14 2 ⎥⎟ = 0
⎝ ⎣ ⎦ ⎣ ⎦⎠
0 0 1 −4 −8 6
which becomes
λ −5 10 5
⎡ ⎤
det ⎢ −2 λ − 14 −2 ⎥ =0
⎣ ⎦
4 8 λ −6
Using Laplace Expansion, compute this determinant and simplify. The result is the following equation.
2
(λ − 5) (λ − 20λ + 100) = 0
Solving this equation, we find that the eigenvalues are λ1 = 5, λ2 = 10 and λ 3 = 10 . Notice that 10 is a root of multiplicity
two due to
2 2
λ − 20λ + 100 = (λ − 10)
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First we will find the basic eigenvectors for λ = 5. In other words, we want to find all non-zero vectors X so that AX = 5X .
1
⎜5 ⎢ 0 1 0 ⎥−⎢ 2 14 2 ⎥⎟ ⎢ y ⎥ = ⎢ 0 ⎥
⎝ ⎣ ⎦ ⎣ ⎦⎠ ⎣ ⎦ ⎣ ⎦
0 0 1 −4 −8 6 z 0
⎢ −2 −9 −2 ⎥ ⎢ y ⎥ = ⎢ 0 ⎥
⎣ ⎦⎣ ⎦ ⎣ ⎦
4 8 −1 z 0
By now this is a familiar problem. You set up the augmented matrix and row reduce to get the solution. Thus the matrix you
must row reduce is
⎡ 0 10 5 0 ⎤
⎢ −2 −9 −2 0 ⎥
⎢ ⎥
⎣ 4 8 −1 0 ⎦
⎢ 1 ⎥
⎢ 0 1 0 ⎥
⎢ 2 ⎥
⎣ 0 0 0 0 ⎦
⎢ 1 ⎥ ⎢ 1 ⎥
⎢− s ⎥ = s⎢ − ⎥
2 2
⎣ ⎦ ⎣ ⎦
s 1
where s ∈ R . If we multiply this vector by 4, we obtain a simpler description for the solution to this system, as given by
5
⎡ ⎤
t ⎢ −2 ⎥ (7.1.3)
⎣ ⎦
4
⎣ ⎦
4
Notice that we cannot let t = 0 here, because this would result in the zero vector and eigenvectors are never equal to 0! Other
than this value, every other choice of t in (7.1.3) results in an eigenvector.
It is a good idea to check your work! To do so, we will take the original matrix and multiply by the basic eigenvector X . We 1
5 −10 −5 5 25 5
⎡ ⎤⎡ ⎤ ⎡ ⎤ ⎡ ⎤
⎢ 2 14 2 ⎥ ⎢ −2 ⎥ = ⎢ −10 ⎥ = 5 ⎢ −2 ⎥
⎣ ⎦⎣ ⎦ ⎣ ⎦ ⎣ ⎦
−4 −8 6 4 20 4
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1 0 0 5 −10 −5 x 0
⎛ ⎡ ⎤ ⎡ ⎤⎞ ⎡ ⎤ ⎡ ⎤
⎜10 ⎢ 0 1 0 ⎥−⎢ 2 14 2 ⎥⎟ ⎢ y ⎥ = ⎢ 0 ⎥
⎝ ⎣ ⎦ ⎣ ⎦⎠ ⎣ ⎦ ⎣ ⎦
0 0 1 −4 −8 6 z 0
⎢ −2 −4 −2 ⎥ ⎢ y ⎥ = ⎢ 0 ⎥
⎣ ⎦⎣ ⎦ ⎣ ⎦
4 8 4 z 0
⎡ 5 10 5 0 ⎤
⎢ −2 −4 −2 0 ⎥
⎢ ⎥
⎣ ⎦
4 8 4 0
⎡ 1 2 1 0 ⎤
⎢ 0 0 0 0 ⎥
⎢ ⎥
⎣ 0 0 0 0 ⎦
−2s − t −2 −1
⎡ ⎤ ⎡ ⎤ ⎡ ⎤
⎢ s ⎥ = s⎢ 1 ⎥+t ⎢ 0⎥
⎣ ⎦ ⎣ ⎦ ⎣ ⎦
t 0 1
Note that you can’t pick t and s both equal to zero because this would result in the zero vector and eigenvectors are never
equal to zero.
Here, there are two basic eigenvectors, given by
−2 −1
⎡ ⎤ ⎡ ⎤
X2 = ⎢ 1 ⎥ , X3 = ⎢ 0⎥
⎣ ⎦ ⎣ ⎦
0 1
Taking any (nonzero) linear combination of X and X will also result in an eigenvector for the eigenvalue λ = 10. As in the
2 3
case for λ = 5 , always check your work! For the first basic eigenvector, we can check AX = 10X as follows. 2 2
5 −10 −5 −1 −10 −1
⎡ ⎤⎡ ⎤ ⎡ ⎤ ⎡ ⎤
⎢ 2 14 2⎥⎢ 0⎥ =⎢ 0 ⎥ = 10 ⎢ 0⎥
⎣ ⎦⎣ ⎦ ⎣ ⎦ ⎣ ⎦
−4 −8 6 1 10 1
This is what we wanted. Checking the second basic eigenvector, X , is left as an exercise. 3
Solution
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First we find the eigenvalues of A . We will do so using Definition 7.1.1.
In order to find the eigenvalues of A , we solve the following equation.
λ −2 −2 2
⎡ ⎤
−AX = 0 , and so the augmented matrix for finding the solutions is given by
⎡ −2 −2 2 0 ⎤
⎢ −1 −3 1 0 ⎥
⎢ ⎥
⎣ 1 −1 −1 0 ⎦
⎡ 1 0 −1 0 ⎤
⎢ 0 1 0 0 ⎥
⎢ ⎥
⎣ 0 0 0 0 ⎦
1
⎡ ⎤
Therefore, the eigenvectors are of the form t ⎢ 0 ⎥ where t ≠ 0 and the basic eigenvector is given by
⎣ ⎦
1
1
⎡ ⎤
X1 = ⎢ 0 ⎥
⎣ ⎦
1
We can verify that this eigenvector is correct by checking that the equation AX 1 = 0 X1 holds. The product AX is given by
1
2 2 −2 1 0
⎡ ⎤⎡ ⎤ ⎡ ⎤
AX1 = ⎢ 1 3 −1 ⎥ ⎢ 0 ⎥ = ⎢ 0 ⎥
⎣ ⎦⎣ ⎦ ⎣ ⎦
−1 1 1 1 0
In the following sections, we examine ways to simplify this process of finding eigenvalues and eigenvectors by using properties of
special types of matrices.
Let A and B be n × n matrices. Suppose there exists an invertible matrix P such that
−1
A =P BP
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It turns out that we can use the concept of similar matrices to help us find the eigenvalues of matrices. Consider the following
lemma.
Proof
We need to show two things. First, we need to show that if A = P BP , then −1
A and B have the same eigenvalues.
Secondly, we show that if A and B have the same eigenvalues, then A = P BP . −1
−1
P BP X = λX
and so
BP X = λP X
Since P is one to one and X ≠ 0 , it follows that P X ≠ 0 . Here, P X plays the role of the eigenvector in this equation.
Thus λ is also an eigenvalue of B. One can similarly verify that any eigenvalue of B is also an eigenvalue of A, and thus
both matrices have the same eigenvalues as desired.
Proving the second statement is similar and is left as an exercise.
Note that this proof also demonstrates that the eigenvectors of A and B will (generally) be different. We see in the proof that
AX = λX , while B (P X) = λ (P X) . Therefore, for an eigenvalue λ , A will have the eigenvector X while B will have the
eigenvector P X.
The second special type of matrices we discuss in this section is elementary matrices. Recall from Definition 2.8.1 that an
elementary matrix E is obtained by applying one row operation to the identity matrix.
It is possible to use elementary matrices to simplify a matrix before searching for its eigenvalues and eigenvectors. This is
illustrated in the following example.
Solution
This matrix has big numbers and therefore we would like to simplify as much as possible before computing the eigenvalues.
We will do so using row operations. First, add 2 times the second row to the third row. To do so, left multiply A by E (2, 2) .
Then right multiply A by the inverse of E (2, 2) as illustrated.
1 0 0 33 105 105 1 0 0 33 −105 105
⎡ ⎤⎡ ⎤⎡ ⎤ ⎡ ⎤
⎢0 1 0⎥⎢ 10 28 30 ⎥ ⎢ 0 1 0 ⎥ = ⎢ 10 −32 30 ⎥
⎣ ⎦⎣ ⎦⎣ ⎦ ⎣ ⎦
0 2 1 −20 −60 −62 0 −2 1 0 0 −2
By Lemma 7.1.1, the resulting matrix has the same eigenvalues as A where here, the matrix E (2, 2) plays the role of P .
We do this step again, as follows. In this step, we use the elementary matrix obtained by adding −3 times the second row to the
first row.
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1 −3 0 33 −105 105 1 3 0 3 0 15
⎡ ⎤⎡ ⎤⎡ ⎤ ⎡ ⎤
⎢0 1 0 ⎥ ⎢ 10 −32 30 ⎥ ⎢ 0 1 0 ⎥ = ⎢ 10 −2 30 ⎥ (7.1.4)
⎣ ⎦⎣ ⎦⎣ ⎦ ⎣ ⎦
0 0 1 0 0 −2 0 0 1 0 0 −2
Again by Lemma 7.1.1, this resulting matrix has the same eigenvalues as A . At this point, we can easily find the eigenvalues.
Let
3 0 15
⎡ ⎤
B = ⎢ 10 −2 30 ⎥
⎣ ⎦
0 0 −2
Then, we find the eigenvalues of B (and therefore of A ) by solving the equation det (λI − B) = 0 . You should verify that this
equation becomes
(λ + 2) (λ + 2) (λ − 3) = 0
Solving this equation results in eigenvalues of λ 1 = −2, λ2 = −2 , and λ 3 =3 . Therefore, these are also the eigenvalues of A .
Through using elementary matrices, we were able to create a matrix for which finding the eigenvalues was easier than for A . At
this point, you could go back to the original matrix A and solve (λI − A) X = 0 to obtain the eigenvectors of A .
Notice that when you multiply on the right by an elementary matrix, you are doing the column operation defined by the elementary
matrix. In (7.1.4) multiplication by the elementary matrix on the right merely involves taking three times the first column and
adding to the second. Thus, without referring to the elementary matrices, the transition to the new matrix in (7.1.4) can be
illustrated by
33 −105 105 3 −9 15 3 0 15
⎡ ⎤ ⎡ ⎤ ⎡ ⎤
⎢ 10 −32 30 ⎥ → ⎢ 10 −32 30 ⎥ → ⎢ 10 −2 30 ⎥
⎣ ⎦ ⎣ ⎦ ⎣ ⎦
0 0 −2 0 0 −2 0 0 −2
The third special type of matrix we will consider in this section is the triangular matrix. Recall Definition 3.1.6 which states that an
upper (lower) triangular matrix contains all zeros below (above) the main diagonal. Remember that finding the determinant of a
triangular matrix is a simple procedure of taking the product of the entries on the main diagonal.. It turns out that there is also a
simple way to find the eigenvalues of a triangular matrix.
In the next example we will demonstrate that the eigenvalues of a triangular matrix are the entries on the main diagonal.
1 2 4
⎡ ⎤
Solution
We need to solve the equation det (λI − A) = 0 as follows
λ −1 −2 −4
⎡ ⎤
det (λI − A) = det ⎢ 0 λ −4 −7 ⎥ = (λ − 1) (λ − 4) (λ − 6) = 0
⎣ ⎦
0 0 λ −6
Solving the equation (λ − 1) (λ − 4) (λ − 6) = 0 for λ results in the eigenvalues λ1 = 1, λ2 = 4 and λ3 = 6 . Thus the
eigenvalues are the entries on the main diagonal of the original matrix.
The same result is true for lower triangular matrices. For any triangular matrix, the eigenvalues are equal to the entries on the main
diagonal. To find the eigenvectors of a triangular matrix, we use the usual procedure.
In the next section, we explore an important process involving the eigenvalues and eigenvectors of a matrix.
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This page titled 7.1: Eigenvalues and Eigenvectors of a Matrix is shared under a CC BY 4.0 license and was authored, remixed, and/or curated by
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