Eigen value and Eigen Vectors

How to find Eigen Values

Characteristics matrix is A   I

Characteristics equation is A  I  0

Characteristics roots are Eigen values.

Find the Eigen values of

3 2
A=
−1 0
Solution:

Characteristic matrix is,

 3 2  1 0 
 A  I        
 1 0   0 1 
  3 2  0
 A  I      
 1 0   0 
3   2 
 A  I    
 1  
 3 2
A  I 
1 
A  I  0
3 2
0
1 
 3    2  0
2

 (  2)  1(  2)  0
(  2)(  1)  0
  2,   1
Eigen values are 1 and 2.
Question:

Find the Eigen values of

8 −6 2
−6 7 −4
2 −4 3
Solution:

Characteristics matrix is
 8 6 2   0 0
 6   0 0
 A   I  
 7  4    

 2 4 3   0 0 

8   6 2 
 6 
 A   I  
 7    4 

 2 4 3 
Characteristics equation is

8 6 2
A   I  6 7 4
2 4 3
A  I  0
 (8   ) (7   )(3   )  16  6 6  3     (8)   2  24  2(7   )   0
 3  18 2  45  0
 ( 2  18  45)  0
    15 (  3)  0
  0,   15,   3
Eigen values are 0, 15 and 3
Example:

Find Eigen values and Eigen vectors

of
6 2 −2
A= 2 5 0
−2 0 7
Solution:
Characteristic equation of A is

AI 0

6−𝜆 2 −2
2 5−𝜆 0 =0
−2 0 7−𝜆
6 − 𝜆 (5 − 𝜆) 7 − 𝜆 -2 2 7 − 𝜆 − 0 +(-2)[0+2(5- 𝜆)] = 0

6 − 𝜆 [35-5 𝜆-7 𝜆+ 𝜆2 ]-28+4 𝜆-20+4 𝜆=0

210 − 72𝜆 + 6𝜆2 − 35 𝜆 +12𝜆2 − 𝜆3 -28+8 𝜆 -20=0

− 𝜆3 +18𝜆2 -99 𝜆+162=0

𝜆3 − 18𝜆2 +99 𝜆 −162=0

𝜆3 -3 𝜆2 -15 𝜆2 + 45 𝜆+ 54 𝜆-162=0

𝜆2 (𝜆-3)-15 𝜆(𝜆-3)+54(𝜆-3)=0

(𝜆-3)(𝜆2 -15 𝜆 +54)=0

(𝜆-3)(𝜆-6) (𝜆-9)=0
Therefore Eigen values are 3, 6, 9.
Let 𝜆1 = 3, 𝜆2 = 6 and 𝜆3 = 9.

Now, matrix equation of A in 𝜆 is ,

6−𝜆 2 −2 𝑥1 0
2 5−𝜆 0 𝑥2 = 0
−2 0 7 − 𝜆 𝑥3 0

……………………………(1)
Case:1
Substitute 𝜆 = 3 in equation (1),

3 2 −2 𝑥1 0
2 2 0 𝑥2 = 0
−2 0 4 𝑥3 0

by𝑅1 , 3𝑥1 + 2𝑥2 − 2𝑥3 = 0

by𝑅2 , 2𝑥1 + 2𝑥2 + 0𝑥3 = 0
We use Cramer’s rule to find Eigen-
vector:
By Cramer’s rule,

𝑥1 𝑥2 𝑥3
=− =
4 4 2
𝑥1 𝑥2 𝑥3
i.e. = =
4 −4 2

𝑥1 𝑥2 𝑥3
i.e. = =
2 −2 1
 2
∴ 𝑋1 = −2
1
Case:2
Substitute 𝜆 = 6 in equation (1),

0 2 −2 𝑥1 0
2 −1 0 𝑥2 = 0
−2 0 1 𝑥3 0

0𝑥1 + 2𝑥2 − 2𝑥3 = 0

2𝑥1 − 𝑥2 + 0𝑥3 = 0
We use Cramer’s rule to find Eigen-
vector:
By Cramer’s rule,

𝑥1 𝑥2 𝑥3
=− =
−2 4 −4
𝑥1 𝑥2 𝑥3
i.e. = =
−2 −4 −4

𝑥1 𝑥2 𝑥3
i.e. = =
1 2 2
 1
∴ 𝑋2 = 2
2
Case:3
Substitute 𝜆 = 9 in equation (1),

−3 2 −2 𝑥1 0
2 −4 0 𝑥2 = 0
−2 0 −2 𝑥3 0

−3𝑥1 + 2𝑥2 − 2𝑥3 = 0

2𝑥1 − 4𝑥2 + 0𝑥3 = 0
We use Cramer’s rule to find Eigen-
vector:
By Cramer’s rule,

𝑥1 𝑥2 𝑥3
=− =
−8 4 8
𝑥1 𝑥2 𝑥3
i.e. = =
−8 −4 8

𝑥1 𝑥2 𝑥3
i.e. = =
2 1 −2
 2
∴ 𝑋3 = 1
−2
 2 1 2
∴ 𝑋1 = −2 , 𝑋2 = 2 , 𝑋3 = 1 are
1 2 −2
Eigen vectors, corresponding to the
Eigen values 𝜆1 = 3, 𝜆2 = 6 and
𝜆3 = 9 respectively.
HOMEWORK:
Find Eigen Values and Eigen vectors of
1 0 0
A= 2 4 0
6 4 2

ANSWER:
𝜆1 = 1, 𝜆2 = 2, 𝜆1 = 4 are Eigen
values of A.
 3 0 0
∴ 𝑋1 = −2 , 𝑋2 = 0 , 𝑋3 = 1 are
10 −4 2
Eigen vectors, corresponding to the
Eigen values 𝜆1 = 1, 𝜆2 = 2 and
𝜆3 = 4 respectively.
HOMEWORK:
Find Eigen Values and Eigen vectors of
2 0 −2
A= 0 0 −2
−2 −2 1

ANSWER:
𝜆1 = 1, 𝜆2 = 4, 𝜆1 = −2 are Eigen
values of A.
 −2 2 1
∴ 𝑋1 = 2 , 𝑋2 = 1 , 𝑋3 = 2 are
−1 −2 2
Eigen vectors, corresponding to the
Eigen values 𝜆1 = 1, 𝜆2 = 4 and
𝜆3 = −2 respectively.
Example:

Find Eigen values and Eigen vectors

of
4 −2 3
A= −2 1 6
1 2 2
Solution:
Characteristic equation of A is

AI 0

4−𝜆 −2 3
−2 1−𝜆 6 =0
1 2 2−𝜆
4−𝜆 1 − 𝜆 2 − 𝜆 − 12 +2 −2 2 − 𝜆 − 6 +(3)[-4-1(1- 𝜆)] = 0

After simplification,

− 𝜆3 +7𝜆2 + 5𝜆 − 75=0

𝜆3 − 7𝜆2 − 5 𝜆 + 75=0

𝜆3 +3 𝜆2 -10 𝜆2 − 30 𝜆+ 25 𝜆 + 75=0

𝜆2 (𝜆 +3)-10 𝜆(𝜆 +3)+25(𝜆 +3)=0

(𝜆 +3)(𝜆2 -10 𝜆 +25)=0

(𝜆-3)(𝜆-5) (𝜆-5)=0
 Therefore Eigen values are -3, 5, 5.
Let 𝜆1 = −3, 𝜆2 = 5 and 𝜆3 = 5.
Here, 𝜆2 = 𝜆3 = 5 is repeated twice it
has algebraic multiplicity =2

Now, matrix equation of A in 𝜆 is ,

4−𝜆 −2 3 𝑥1 0
−2 1 − 𝜆 6 𝑥2 = 0
1 2 2 − 𝜆 𝑥3 0

……………………………(1)
Case:1
Substitute 𝜆 = −3 in equation (1),

7 −2 3 𝑥1 0
−2 4 6 𝑥2 = 0
1 2 5 𝑥3 0

by𝑅1 , 7𝑥1 − 2𝑥2 + 3𝑥3 = 0

by𝑅2 , −2𝑥1 + 4𝑥2 + 6𝑥3 = 0
We use Cramer’s rule to find Eigen-
vector:
By Cramer’s rule,

𝑥1 𝑥2 𝑥3
=− =
−24 48 24
𝑥1 𝑥2 𝑥3
i.e. = =
1 2 −1
 1
∴ 𝑋1 = 2
−1
 Case:2
Substitute 𝜆 = 5 in equation (1),

−1 −2 3 𝑥1 0
−2 −4 6 𝑥2 = 0
1 2 −3 𝑥3 0

Applying ~𝑅2 − 2𝑅1

~𝑅2 − 2𝑅1
−1 −2 3 𝑥1 0
0 0 0 𝑥2 = 0
0 0 0 𝑥3 0

−𝑥1 − 2𝑥2 + 3𝑥3 =0

Let 𝑥2 =𝑘1 and 𝑥3 = 𝑘2

∴ 𝑥1 =−2𝑘1 + 3𝑘2
 −2𝑘1 + 3𝑘2
∴𝑋= 𝑘1
𝑘2
−2 3
∴ 𝑋 = 𝑘1 1 +𝑘2 0
0 1

−2 3
∴Two Eigen Vectors are 1 and 0
0 1
Example: (Homework)

Find Eigen values and Eigen vectors

of
3 0 12
A= −6 3 0
9 6 3