Eigenvalues and Eigenvectors

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De…nition: For a given nxn matrix A

is an eigenvalue of A if Ax = x for some nonzero vector x 2 Rn :
The nonzero vector x 2 Rn satisfying Ax = x is an eigenvector
associated with the eigenvalue :
( ; x) satisfying Ax = x is called an eigenpair of the matrix A:

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Finding eigenvalues and eigenvectors of a given matrix.
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The eigenvalues of an nxn matrix A are the roots of its Characteristic poly-
nomial
pA ( ) = det( In A); that is the solutions of the Characteristic equation
det( In2 A) = 0: 3
a11 a12 ::: a1n
6 a21 a22 ::: a2n 7
If A = 64 :::
7 then the Characteristic polynomial is
5
an1 an2 ::: ann
a11 a12 ::: a1n
a21 a22 ::: a2n
det( In A) = = pA ( )
::: ::: ::: :::
an1 an2 ::: ann
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For each eigenvalue of A; the solution space of the homogeneous system
( In A)x = 0
is an eigenspace associated with the eigenvalue :
The vectors in the basis if this space are eigenvectors associated with the
eigenvalue
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Examples:
1. Find the eigenvalues and eigenvectors of the matrix
2 2
A=
3 1
Step 1: Find the eigenvalues of A:
0 2 2 2 2
I2 A = =
0 3 1 3 1
The Characteristic polynomial of A:
2 2
pA ( ) = det( I2 A) = =( 2)( 1) 6 = 2 3 4
3 1
The eigenvalues of A are solutions of 2 3 4=0: ( 4)( + 1) = 0
The eigenvalues of A are 1 = 4; 2 = 1
Step 2: Find the eigenvectors of A:
Take 1 = 4: Solve the Homogeneous system (4I2 A)x = 0 :

1
 4 2 2 x 0 2 2 x 0
= or =
3 4 1 y 0 3 3 y 0
2 2 1 1 1
The coe¢ cient matrix 2 R1 ! R1 ; 3R1 + R2 ! R2
3 3 ! 0 0
We have x y = 0: Take y = s 2 R: Then x = s:
s
The solutions of this system are j s2R R2
s
and this is called the eigenspace associated with the eigenvalue 1 = 4:
1
A basis for this space is
1
1
An eigenvector associated with the eigenvalue 1 = 4 is x1 = :
1
Take 2 =
1: Solve the Homogeneous system ( I2 A)x = 0 :
1 2 2 x 0
= :
3 1 1 y 0
2
3 2 1
The coe¢ cient matrix is R1 + R2 ! R2 ; 31 R1 ! R1 3
3 2 ! 0 0
We have x + 23 y = 0: Take y = s 2 R: Then x = 32 s:
2
The solutions of the system are 3s j s2R R2
s
and this space is the eigenspace associated with the eigenvalue 2 = 1:
2
A basis a for this space is 3 :
1
2
An eigenvector associated with the eigenvalue = 1 is x2 = 3 :
2
1
The eigenvalues and eigenvetors os the matrix A are
1
1 = 4, x1 =
1
2
= 1, x2 = 3
2
1
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2. Find
2 the eigenvalues
3 and eigenvectors of the matrix
2 3 4
A=4 0 1 0 5
0 3 2

Step 1: Find
2 the eigenvalues
3 2of A: 3 2 3
0 0 2 3 4 2 3 4
I3 A = 4 0 0 5 4 0 1 0 5=4 0 1 0 5
0 0 0 3 2 0 3 2
The Characteristic polynomial is
2 3 4
pA ( ) = 0 1 0
0 3 2
1 0
=( 2) =( 2)( 1)( 2) = ( 2)2 ( 1)
3 2

2
The eigenvalues of A are 1 = 2; 2 = 1:
Step 2: Find the eigenvectors of A:
Take
2 1 = 2: Solve
3 2 the 3 system
2 3(2I3 A)x = 0
0 3 4 x 0
4 0 1 0 54 y 5 = 4 0 5
0 3 0 z 2 0 3 2 3
0 3 4 0 1 0
The coe¢ cient matrix 4 0 1 0 5 R1 ! R2 4 0 3 4 5
!
0 3 0 0 3 0
2 3 2 3
0 1 0 0 1 0
3R1 + R2 ! R2 4
0 0 4 5 14 R2 ! R2 4 0 0 1 5
3R1 + R3 ! R3 ! 0 0 0
! 0 0 0
The system is y = 0
z=0
x is free variable,
82 take 3 x = s92 R:
< s =
The solutions of the system 4 0 5 js 2 R
: ;
0
and is the eigenspace associated with 1 = 2: 2 3
1
An eigenvector associated with 1 = 2 is x1 = 4 0 5
0
Take
2 2 = 1 : Solve
32 (I3 2
3 A)x =
3 0
1 3 4 x 0
4 0 0 0 54 y 5 = 4 0 5
0 3 1 z 0
2 3 2 3
1 3 4 1 0 3
The coe¢ cient matrix 4 0 0 0 5, row echelon form: 4 0 1 1
3
5
0 3 1 0 0 0
Then the system becomes: x + 3z = 0
y 31 z = 0
1
Let z = s 2 R: Then 82x = 3s; 3 y = 39 s
< 3s =
The solutions are 4 13 s 5 js 2 R
: ;
s
and this the eigenspace associated with the eigenvalue
2 3 2 = 1:
3
An eigenvector associated with 2 = 1 is x2 = 4 31 5 :
1
The eigenvalues 2 and 3 eigenvectors of A are
1
1 = 2 , x1 =
4 0 5
0
2 3
3
2 = 1, x2 =
4 1 5
3
1

3
3. Find
2 the eigenvalues
3 and eigenvectors of the matrix
0 1 2
A=4 2 0 0 5
1 0 0
Step 1: Find the eigenvalues of A :
The Characteristic polynomial
1 2
1 2 1
pA ( ) = det( I3 A) = 2 0 = +
0 2
1 0
= (0 + 2 ) + ( 2 2)
= 2 + 3 2
= 3 4 = ( 2)( + 2)
The eigenvalues of the matrix A are 1 = 0; 2 = 2; 3 = 2
Step 2: Find the eigenvectors of A:
Take
2 1 = 0 : Solve3 2 (0I33 A)x 2 =30 or Ax = 0
0 1 2 x 0
4 2 0 0 54 y 5 = 4 0 5
1 0 0 z 0
The
2 augmented matrix
3 is 2 3
0 1 2 0 1 0 0 0
4 2 0 R ! R
0 0 5 3 3 4 2 0 0 0 5
R3 ! R1
1 0 0 0 ! 3 0 1 2 0
2 2 3
1 0 0 0 1 0 0 0
2R1 + R2 ! R2 4
0 1 2 0 5 R2 ! R2 4 0 1 2 0 5
R3 ! R2 !
! 0 0 0 0 0 0 0 0
The system : x = 0
y + 2z = 0
Here x; y are basic, z is free variable.
Take z = s; then 8 y2= 2s; x3 = 0: 9
< 0 =
The solution are 4 2s 5 j s 2 R
: ;
s
and form the eigenspace associated with 1 = 0: 2 3
0
An eigenvector associated with 1 = 0 is x1 = 4 2 5
1
Take
2 2 = 2 : Sove
32 the system
3 2 (2I
33 A)x = 0
2 1 2 x 0
4 2 2 0 54 y 5 = 4 0 5
1 0 2 z 0
2 3 2 3
2 1 2 1 0 2
The coe¢ cient matrix 4 2 2 0 5, row echelon form: 4 0 1 2 5
1 0 2 0 0 0
Then x; y are basic, z is free variable and the system is x 2z = 0; y 2z = 0
Take z = s 2 R; and then x = 2s; y = 2s:

4
 82 3 9
< 2s =
The solution are 4 2s 5 j s 2 R
: ;
s
and form the eigenspace associated with 2 = 2:
2 3
2
An eigenvector associated with 2 = 2 is x2 = 4 2 5 :
1
Take
2 3 = 2 : Solve
32 the system
3 2 (
3 2I 3 A)x = 0
2 1 2 x 0
4 2 2 0 54 y 5 = 4 0 5
1 0 2 z 2 0 3 2 3
2 1 2 1 0 2
The coe¢ cient matrix is 4 2 2 0 5, row echelon form: 4 0 1 2 5
1 0 2 0 0 0
Here x; y are basic, z is free variable. The system is x + 2z = 0; y 2z = 0
Take z = s 2 R: Then x = 2s; y8= 2 2s: 3 9
< 2s =
The solutions of the system are 4 2s 5 j s 2 R
: ;
s
and form the eigenspace associated with 3 = 2: 2 3
2
An eigenvector associated with 3 = 2 is x3 = 4 2 5 :
1
Summary: The 2 eigenvalues
3 and eigenvectors of A are
0
1 = 0, x1 =
4 2 5
2 1 3
2
2 = 2, x2 =
4 2 5
21 3
2
3 = 2, x3 = 4 2 5
1