1

7.1 Eigenvalues And

3 0 1 3
3
8 1 2 6
A
( ( (
= = =
( ( (

x x
4
To find the eigenvalues of an nn matrix A we
rewrite Ax=x as
Ax=Ix
or equivalently,
(I-A)x=0 (1)
For to be an eigenvalue, there must be a nonzero
solution of this equation. However, by Theorem 6.4.5,
Equation (1) has a nonzero solution if and only if
det (I-A)=0
This is called the characteristic equation of A; the scalar
satisfying this equation are the eigenvalues of A.
When expanded, the determinant det (I-A) is a
polynomial p in called the characteristic polynomial
of A.
5
Example 2
Eigenvalues of a 33 Matrix (1/3)
Find the eigenvalues of



Solution.
The characteristic polynomial of A is




The eigenvalues of A must therefore satisfy the cubic equation
0 1 0
0 0 1
4 17 8
A
(
(
=
(
(

3 2
1 0
det( ) det 0 1 8 17 4
4 17 8
I A

(
(
= = +
(
(


3 2
8 17 4 0 (2) + =
6
Example 2
Eigenvalues of a 33 Matrix (2/3)
To solve this equation, we shall begin by searching for
integer solutions. This task can be greatly simplified
by exploiting the fact that all integer solutions (if
there are any) to a polynomial equation with integer
coefficients

n
+c
1

n-1
++c
n
=0
must be divisors of the constant term c
n
. Thus, the only
possible integer solutions of (2) are the divisors of -4,
that is, 1, 2, 4. Successively substituting these
values in (2) shows that 4 is an integer solution.
As a consequence, -4 must be a factor of the left
side of (2). Dividing -4 into
3
-8
2
+17-4 show that
(2) can be rewritten as
(-4)(
2
-4+1)=0
7
Example 2
Eigenvalues of a 33 Matrix (3/3)
Thus, the remaining solutions of (2) satisfy the
quadratic equation

2
-4+1=0
which can be solved by the quadratic formula.
Thus, the eigenvalues of A are

4, 2 3, 2 3 = = + =
8
Example 3
Eigenvalues of an Upper Triangular
Matrix (1/2)
Find the eigenvalues of the upper triangular matrix




Solution.
Recalling that the determinant of a triangular matrix is
the product of the entries on the main diagonal
(Theorem 2.2.2), we obtain
11 12 13 14
22 23 24
33 34
44
0
0 0
0 0 0
a a a a
a a a
A
a a
a
(
(
(
=
(
(
(

9
Example 3
Eigenvalues of an Upper Triangular
Matrix (2/2)
Thus, the characteristic equation is
(-a
11
)(-a
22
) (-a
33
) (-a
44
)=0
and the eigenvalues are
=a
11
, =a
22
, =a
33
, =a
44

which are precisely the diagonal entries of A.
11 12 13 14
22 23 24
33 34
44
11 22 33 44
0
det( ) det
0 0
0 0 0
( )( )( )( )
a a a a
a a a
I A
a a
a
a a a a

(
(

(
=
(

(

(

=
10
Theorem 7.1.1
If A is an nn triangular matrix (upper
triangular, low triangular, or diagonal),
then the eigenvalues of A are entries on
the main diagonal of A.
11
Example 4
Eigenvalues of a Lower Triangular
Matrix
By inspection, the eigenvalues of the lower
triangular matrix



are =1/2, =2/3, and =-1/4.
1/ 2 0 0
1 2/ 3 0
5 8 1/ 4
A
(
(
=
(
(


12
Theorem 7.1.2
Equivalent Statements
If A is an nn matrix and is a real number,
then the following are equivalent.
a) is an eigenvalue of A.
b) The system of equations (I-A)x=0 has
nontrivial solutions.
c) There is a nonzero vector x in R
n
such that
Ax=x.
d) is a solution of the characteristic equation
det(I-A)=0.
13
Finding Bases for Eigenspaces
The eigenvectors of A corresponding to
an eigenvalue are the nonzero x that
satisfy Ax=x. Equivalently, the
eigenvectors corresponding to are the
nonzero vectors in the solution space of
(I-A)x=0. We call this solution space
the eigenspace of A corresponding to .
14
Example 5
Bases for Eigenspaces (1/5)
Find bases for the eigenspaces of




Solution.
The characteristic equation of matrix A is
3
-5
2
+8-4=0,
or in factored form, (-1)(-2)
2
=0; thus, the
eigenvalues of A are =1 and =2, so there are two
eigenspaces of A.
0 0 2
1 2 1
1 0 3
A

(
(
=
(
(

15
Example 5
Bases for Eigenspaces (2/5)
By definition,



Is an eigenvector of A corresponding to if and only if
x is a nontrivial solution of (I-A)x=0, that is, of



If =2, then (3) becomes
1
2
3
x
x
x
(
(
=
(
(

x
1
2
3
0 2 0
1 2 1 0 (3)
1 0 3 0
x
x
x

( ( (
( ( (
=
( ( (
( ( (


16
Example 5
Bases for Eigenspaces (3/5)
Solving this system yield
x
1
=-s, x
2
=t, x
3
=s
Thus, the eigenvectors of A corresponding to =2 are the
nonzero vectors of the form



Since
1
2
3
2 0 2 0
1 0 1 0
1 0 1 0
x
x
x
( ( (
( ( (
=
( ( (
( ( (

0 1 0
0 0 1
0 1 0
s s
t t s t
s s

( ( ( ( (
( ( ( ( (
= = + = +
( ( ( ( (
( ( ( ( (

x
1 0
0 and 1
1 0

( (
( (
( (
( (

17
Example 5
Bases for Eigenspaces (4/5)
are linearly independent, these vectors form a basis for
the eigenspace corresponding to 2.
If 1, then (3) becomes





Solving this system yields
x
1
=-2s, x
2
=s, x
3
=s
1
2
3
1 0 2 0
1 1 1 0
1 0 2 0
x
x
x
( ( (
( ( (
=
( ( (
( ( (


18
Example 5
Bases for Eigenspaces (5/5)
Thus, the eigenvectors corresponding to 1
are the nonzero vectors of the form




is a basis for the eigenspace corresponding to
1.


2 2 -2
1 so that 1
1 1
s
s s
s

( ( (
( ( (
=
( ( (
( ( (

19
Theorem 7.1.3
If k is a positive integer, is an
eigenvalue of a matrix A, and x is
corresponding eigenvector, then
k
is an
eigenvalue of A
k
and x is a
corresponding eigenvector.
20
Example 6
Using Theorem 7.1.3 (1/2)
In Example 5 we showed that the eigenvalues of



are =2 and =1, so from Theorem 7.1.3 both =2
7
=128
and =1
7
=1 are eigenvalues of A
7
. We also showed that



are eigenvectors of A corresponding to the eigenvalue =2,
so from Theorem 7.1.3 they are also eigenvectors of A
7

corresponding to =2
7
=128. Similarly, the eigenvector
0 0 2
1 2 1
1 0 3
A

(
(
=
(
(

1 0
0 and 1
1 0

( (
( (
( (
( (

21
Example 6
Using Theorem 7.1.3 (2/2)
of A corresponding to the eigenvalue =1 is
also eigenvector of A
7
corresponding to
=1
7
=1.
2
1
1

(
(
(
(

22
Theorem 7.1.4
A square matrix A is invertible if and
only if =0 is not an eigenvalue of A.
23
Example 7
Using Theorem 7.1.4
The matrix A in Example 5 is invertible
since it has eigenvalues =1 and =2,
neither of which is zero. We leave it for
reader to check this conclusion by
showing that det(A)0
24
Theorem 7.1.5
Equivalent Statements (1/3)
If A is an nn matrix, and if T
A
: R
n
R
n
is
multiplication by A, then the following are
equivalent.
a) A is invertible.
b) Ax=0 has only the trivial solution.
c) The reduced row-echelon form of A is I
n
.
d) A is expressible as a product of elementary matrix.
e) Ax=b is consistent for every n1 matrix b.
f) Ax=b has exactly one solution for every n1 matrix
b.
g) det(A)0.
25
Theorem 7.1.5
Equivalent Statements (2/3)
h) The range of T
A
is R
n
.
i) T
A
is one-to-one.
j) The column vectors of A are linearly
independent.
k) The row vectors of A are linearly
independent.
l) The column vectors of A span R
n
.
m) The row vectors of A span R
n
.
n) The column vectors of A form a basis for R
n
.
o) The row vectors of A form a basis for R
n
.

26
Theorem 7.1.5
Equivalent Statements (3/3)
p) A has rank n.
q) A has nullity 0.
r) The orthogonal complement of the
nullspace of A is R
n
.
s) The orthogonal complement of the
row space of A is {0}.
t) A
T
A is invertible.
u) =0 is not eigenvalue of A.

27
7.2 Diagonalization
28
Definition
A square matrix A is called
diagonalizable if there is an invertible
matrix P such that P
-1
AP is a diagonal
matrix; the matrix P is said to
diagonalize A.
29
Theorem 7.2.1
If A is an nn matrix, then the
following are equivalent.
a) A is diagonalizable.
b) A has n linearly independent
eigenvectors.
30
Procedure for Diagonalizing a
Matrix
The preceding theorem guarantees that an nn
matrix A with n linearly independent eigenvectors is
diagonalizable, and the proof provides the following
method for diagonalizing A.
Step 1. Find n linear independent eigenvectors of A,
say, p
1
, p
2
, , p
n
.
Step 2. From the matrix P having p
1
, p
2
, , p
n
as its
column vectors.
Step 3. The matrix P
-1
AP will then be diagonal with
1
,

2
, ,
n
as its successive diagonal entries, where
i

is the eigenvalue corresponding to p
i
, for i=1, 2, ,
n.
31
Example 1
Finding a Matrix P That Diagonalizes
a Matrix A (1/2)
Find a matrix P that diagonalizes



Solution.
From Example 5 of the preceding section we found the
characteristic equation of A to be
(-1)(-2)
2
=0
and we found the following bases for the eigenspaces:




0 0 2
1 2 1
1 0 3
A

(
(
=
(
(

1 2 3
1 0 2
2: 0 , 1 =1: 1
1 0 1


( ( (
( ( (
= = = =
( ( (
( ( (

p p p
32
Example 1
Finding a Matrix P That Diagonalizes
a Matrix A (2/2)
There are three basis vectors in total, so the matrix A is
diagonalizable and



diagonalizes A. As a check, the reader should verify
that
1 0 2
0 1 1
1 0 1
P

(
(
=
(
(

1
1 0 2 0 0 2 1 0 2 2 0 0
1 1 1 1 2 1 0 1 1 0 2 0
1 0 1 1 0 3 1 0 1 0 0 1
P AP

( ( ( (
( ( ( (
= =
( ( ( (
( ( ( (


33
Example 2
A Matrix That Is Not Diagonalizable
(1/4)
Find a matrix P that diagonalize



Solution.
The characteristic polynomial of A is

1 0 0
1 2 0
3 5 2
A
(
(
=
(
(

2
1 0 0
det( ) 1 2 0 ( 1)( 2)
3 5 2
I A

= =

34
Example 2
A Matrix That Is Not Diagonalizable
(2/4)
so the characteristic equation is
(-1)(-2)
2
=0
Thus, the eigenvalues of A are =1 and =2. We leave
it for the reader to show that bases for the
eigenspaces are



Since A is a 33 matrix and there are only two basis
vectors in total, A is not diagonalizable.
1 2
1/ 8 0
1: 1/ 8 2: 0
1 1

( (
( (
= = = =
( (
( (

p p
35
Example 2
A Matrix That Is Not Diagonalizable
(3/4)
Alternative Solution.
If one is interested only in determining whether a matrix
is diagonalizable and is not concerned with actually
finding a diagonalizing matrix P, then it is not
necessary to compute bases for the eigenspaces; it
suffices to find the dimensions of the eigenspaces.
For this example, the eigenspace corresponding to
=1 is the solution space of the system




The coefficient matrix has rank 2. Thus, the nullity of
this matrix is 1 by Theorem 5.6.3, and hence the
solution space is one-dimensional.
1
2
3
0 0 0 0
1 1 0 0
3 5 1 0
x
x
x
( ( (
( ( (
=
( ( (
( ( (


36
Example 2
A Matrix That Is Not Diagonalizable
(4/4)
The eigenspace corresponding to =2 is the
solution space system



This coefficient matrix also has rank 2 and nullity 1,
so the eigenspace corresponding to =2 is also
one-dimensional. Since the eigenspaces produce
a total of two basis vectors, the matrix A is not
diagonalizable.
1
2
3
1 0 0 0
1 0 0 0
3 5 0 0
x
x
x
( ( (
( ( (
=
( ( (
( ( (

37
Theorem 7.2.2
If v
1
, v
2
, v
k
, are eigenvectors of A
corresponding to distinct eigenvalues
1
,

2
, ,
k
, then{v
1
, v
2
, v
k
} is a
linearly independent set.
38
Theorem 7.2.3
If an nn matrix A has n distinct
eigenvalues, then A is diagonalizable.
39
Example 3
Using Theorem 7.2.3
We saw in Example 2 of the preceding section that



has three distinct
eigenvalues, . Therefore, A
is diagonalizable. Further,



for some invertible matrix P. If desired, the matrix P can
be found using method shown in Example 1 of this
section.
0 1 0
0 0 1
4 17 8
A
(
(
=
(
(

4, 2 3, 2 3 = = + =
1
4 0 0
0 2 3 0
0 0 2 3
P AP

(
(
= +
(
(

40
Example 4
A Diagonalizable Matrix
From Theorem 7.1.1 the eigenvalues of a
triangular matrix are the entries on its main
diagonal. This, a triangular matrix with
distinct entries on the main diagonal is
diagonalizable. For example,




is a diagonalizable matrix.
1 2 4 0
0 3 1 7
0 0 5 8
0 0 0 2
A

(
(
(
=
(
(

41
Theorem 7.2.4
Geometric and Algebraic Multiplicity
If A is a square matrix, then :
a) For every eigenvalue of A the
geometric multiplicity is less than or
equal to the algebraic multiplicity.
b) A is diagonalizable if and only if the
geometric multiplicity is equal to the
algebraic multiplicity for every
eigenvalue.
42
Computing Powers of a Matrix
(1/2)
There are numerous problems in applied
mathematics that require the computation of
high powers of a square matrix. We shall
conclude this section by showing how
diagonalization can be used to simplify such
computations for diagonalizable matrices.
If A is an nn matrix and P is an invertible
matrix, then
(P
-1
AP)
2
=P
-1
APP
-1
AP=P
-1
AIAP=P
-1
A
2
P
More generally, for any positive integer k
(P
-1
AP)
k
=P
-1
A
k
P (8)
43
Computing Powers of a Matrix
(2/2)
It follows form this equation that if A is diagonalizable,
and P
-1
AP=D is a diagonal matrix, then
P
-1
A
k
P=(P
-1
AP)
k
=D
k
(9)
Solving this equation for A
k
yields
A
k
=PD
k
P
-1
(10)
This last equation expresses the kth power of A in terms
of the kth power of the diagonal matrix D. But D
k
is
easy to compute; for example, if


1
1
2 k 2
0 ... 0
0 ... 0
0 ... 0
0 ... 0
, and D
: : :
: : :
0 0 ...
0 0 ...
k
k
k
n
n
d
d
d
d
D
d
d
(
(
(
(
(
(
= =
(
(
(
(
(
(


44
Example 5
Power of a Matrix (1/2)
Using (10) to find A
13
, where



Solution.
We showed in Example 1 that the matrix A is diagonalized by



and that
0 0 2
1 2 1
1 0 3
A

(
(
=
(
(

1 0 2
0 1 1
1 0 1
P

(
(
=
(
(

1
2 0 0
0 2 0
0 0 1
D P AP

(
(
= =
(
(

45
Example 5
Power of a Matrix (2/2)
Thus, form (10)
13
13 13 1 13
13
1 0 2 2 0 0 1 0 2
0 1 1 0 2 0 1 1 1
1 0 1 0 0 2 1 0 1
8190 0 16382
8191 8192 8191 (13)
8191 0 16383
A PD P

(
( (
(
( (
= =
(
( (
(
( (



(
(
=
(
(

46
7.3 Orthogonal
Diagonalization
47
The Orthogonal
Diagonalization Matrix Form
Given an nn matrix A, if there exist an
orthogonal matrix P such that the
matrix P
-1
AP=P
T
AP, then A is said to be
orthogonally diagonalizable and P is
said to orthogonally diagonalize A.
48
Theorem 7.3.1
If A is an nn matrix, then the
following are equivalent.
a) A is orthogonally diagonalizable.
b) A has an orthonormal set of n
eigenvectors.
c) A is symmetric.
49
Theorem 7.3.2
If A is a symmetric matrix, then:
a) The eigenvalues of A are real
numbers.
b) Eigenvectors from different
eigenspaces are orthogonal.
50
Diagonalization of Symmetric
Matrices
As a consequence of the preceding theorem
we obtain the following procedure for
orthogonally diagonalizing a symmetric matrix.
Step 1. Find a basis for each eigenspace of A.
Step 2. Apply the Gram-Schmidt process to
each of these bases to obtain an orthonormal
basis for each eigenspace.
Step 3. Form the matrix P whose columns are
the basis vectors constructed in Step2; this
matrix orthogonally diagonalizes A.
51
Example 1
An Orthogonal Matrix P That
Diagonalizes a Matrix A (1/3)
Find an orthogonal matrix P that diagonalizes



Solution.
The characteristic equation of A is





4 2 2
2 4 2
2 2 4
A
(
(
=
(
(

2
4 2 2
det( ) det 2 4 2 ( 2) ( 8) 0
2 2 4
I A

(
(
= = =
(
(


52
Example 1
An Orthogonal Matrix P That
Diagonalizes a Matrix A (2/3)
Thus, the eigenvalues of A are =2 and =8. By the
method used in Example 5 of Section 7.1, it can be
shown that



form a basis for the eigenspace corresponding to =2.
Applying the Gram-Schmidt process to {u
1
, u
2
}
yields the following orthonormal eigenvectors:

1 2
1 1
1 and 0
0 1

( (
( (
= =
( (
( (

u u
1 2
1/ 2 1/ 6
1/ 2 and 1/ 6
0
2/ 6
( (

( (
= =
( (
( (
( (

v v
53
Example 1
An Orthogonal Matrix P That
Diagonalizes a Matrix A (3/3)
The eigenspace corresponding to =8 has



as a basis. Applying the Gram-Schmidt process to {u
3
} yields



Finally, using v1, v2, and v3 as column vectors we obtain




which orthogonally diagonalizes A.
3
1
1
1
(
(
=
(
(

u
3
1/ 3
1/ 3
1/ 3
(
(
= (
(
(

v
1/ 2 1/ 6 1/ 3
1/ 2 1/ 6 1/ 3
0 2/ 6 1/ 3
P
(

(
= (
(
(