Eigen values and Eigen vectors

Prerequisite knowledge for the lecture:

 Basic Matrix Operations
 Types of matrices
Solution of Homogeneous system.

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Revision

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Do we ever have the
case where AX=λX,
where λ is some
scalar?

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 Learning outcomes (2-3)

By the end of this topic students will be able to:

• Understand the concept of Eigen values and Eigen vectors

• Find Eigen values and Eigen vectors
• Apply this concepts in diagonalization of the matrices

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 Definitions
Characteristic Polynomial: Let A be an 𝑛 × 𝑛 matrix. The characteristic
polynomial of A is the nth degree polynomial 𝑝(𝜆) = det(𝐴 – 𝜆𝐼).

Characteristic Equation: Let A be an 𝑛 × 𝑛 matrix. The characteristic equation

of A is given by 𝑝(𝜆) = 0 i.e., det(𝐴 – 𝜆𝐼) = 0.

Eigen Values: The roots of characteristic equation det(𝐴 – 𝜆𝐼) = 0 of 𝑛 ×

𝑛 matrix A are the Eigen values of A.

Eigen Vectors: The non zero solution of homogeneous system (A – λI)𝑋 = 0

corresponding to Eigen value λ.

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 Example: Find the Eigen values of A, and for each Eigen value, find the Eigen
−3 15
vector, where A= .
3 9

Solution:

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 Answer:

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 Verification of our Findings

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Example:

Solution:

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 To find the Eigen vector for λ= 5

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 Similarly, we can find Eigen vector for λ= -1.
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 Activity-1
• Find the Eigen values and Eigen vectors of the matrix:

• Obtain the Eigen values and corresponding Eigen

vectors of the matrix

• Find the characteristic roots of the matrix

• Prove that if A is a diagonal matrix, then its Eigen

values are the diagonal elements of A.

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 Question Time

Can two different matrices

have same Eigen values
and same Eigen vectors?
Construct new convergent,
divergent and oscillatory
sequences?

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 Properties of Eigen Values and Eigen Vectors
1. The Eigen values of triangular matrix are just the diagonal elements of the
matrix.
2. If 𝜆 is Eigen value of matrix A , then 1/𝜆 is an Eigenvalue of A-1 and
corresponding Eigen vectors are same.
3. The Eigen values of A and AT are the same, but Eigen vectors are different.
4. The sum of Eigen values of a matrix A is equal to 𝑇𝑟(𝐴), the trace of matrix A.
i.e.,
5. The product of Eigen values of matrix A is equal to det(𝐴), the determinant of A.
i.e.,
6. The matrix A is singular if and only if 0 is an Eigen value of A.

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 Example:
Solution:

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Algebraic Multiplicity (AM):

The algebraic multiplicity of an Eigen value λ𝑖 of a matrix A is the number of

times λ𝑖 appears as a root of the characteristic equation:
𝐴 − 𝐼 = 0.

It is the power to which the factor (λ𝑖 −λ) appears in the factorization of
the characteristic polynomial.

If an Eigen value appears 𝑚 times in the characteristic polynomial, its

algebraic multiplicity is 𝑚.

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Geometric Multiplicity (GM):

The geometric multiplicity of an Eigen value λ is the dimension of the eigen space
associated with λ. The Eigen space is the set of all Eigen vectors corresponding to λ,
along with the zero vector, i.e., the null space of 𝐴 − 𝜆𝐼 :

Eigen space 𝐸λ = X∈𝑅 𝑛 : (A−λI)X=0

Geometrically, this is the number of linearly independent Eigen vectors associated

with λ.
The geometric multiplicity is always less than or equal to the algebraic multiplicity.
i.e. Algebraic multiplicity (AM) ≥ Geometric multiplicity (GM) for any Eigen value.

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Example: Find the AM and GM of the given matrix:
−1 0 1
3 0 −3
1 0 −1

Solution: The Eigen values of above matrix are

𝜆 = 0,0, −2

For the given matrix,

AM for 𝜆 = 0 is 2 and AM for 𝜆 = −2 is 1.

G.M for 𝜆 = 0 is 2 and GM for 𝜆 = −2 is 1.

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 Similarity of Matrices
Definition: Let A and B be square matrices of the same size. B is said to be similar to A
if there exists an invertible matrix C such that B = C–1AC.

Example: Consider the following matrices A and C with C is invertible. Find matrix B
similar to the matrix A.
7  10  2 5
A  C 
 3  4   1 3
Solution: 1
1  2 5 7  10 2 5 6  10 2 5
B  C AC  
1 3 3  4  1 3  1 2  1 3
 3  5 7  10 2 5 2 0
 B
 1 2  3  4  1 3 0 1
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 Similarity of Matrices
Theorem: Let A and B be 𝑛 × 𝑛 matrices, and A is similar to B then the
following results hold:

 det(𝐴) = det(𝐵)
 𝑇𝑟(𝐴) = 𝑇𝑟(𝐵)
 A is invertible ⟺ B is invertible
 A and B have same rank
 A and B have same characteristic polynomial
 A and B have same Eigen values

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 Diagonalization
Definition
A square matrix A is said to be diagonalizable if there exists a matrix C such that D =
C-1AC is a diagonal matrix.

Theorem
Here, 1/1 is called the first term, 1/2 is the second term, and so on. We call a(n) = 1/n the general term, since it gives a general
formula be an 𝑛𝑛
LetforAcomputing matrix.
all the terms of the sequence.
(a) If A has n linearly independent Eigen vectors, it is diagonalizable. The matrix C whose
columns consist of n linearly independent. Eigen vectors can be used in a similarity
transformation C–1AC to give a diagonal matrix D. The diagonal elements of D will be
the Eigen values of A.
(b) If A is diagonalizable, then it has n linearly independent Eigen vectors.

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 Diagonalization
Theorem: If A is an 𝑛 × 𝑛 matrix with 𝑛 distinct Eigen values then 𝐴 is
diagonalizable.
Theorem: If A is an 𝑛 × 𝑛 matrix then A is diagonalizable ⟺ the algebraic
multiplicity of each Eigen values equal to its geometric multiplicity.
Here, 1/1 is called the first term, 1/2 is the second term, and so on. We call a(n) = 1/n the general term, since it gives a general
Example:
formula for computingDetermine
all the terms of whether
the sequence.A is diagonalizable and if so, then find an

invertible matrix C and a diagonal matrix D such that

C-1AC=D
5 2
where A= .
2 5
Solution: Eien values of 𝐴 − λ𝐼 =0
λ= 7, 3
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 Diagonalization
Since both the Eigen values are distinct therefore the given matrix A is diagonalizable.
Eigen vector for λ=7
𝐴 − 7𝐼 𝑋 = 0
» Eigen vector for λ=7 is 1 1 .
Eigen vector for λ=3
Here, 1/1 is called the first term, 1/2 is the second term, and
𝐴 −so3𝐼
on.𝑋
We=call
0 a(n) = 1/n the general term, since it gives a general
formula for computing all the terms of the sequence.
» Eigen vector for λ=3 is 1 −1 .
1 1
The invertible matrix C= .
1 −1
1 1 1
The inverse of C is: C-1=
2 1 −1

-1 1 1 1 5 2 1 1 7 0
Now C AC= =
2 1 −1 2 5 1 −1 0 3
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Example:
  4  6
(a) Show that the matrix A    is diagonalizable.
3 5
(b) Find a diagonal matrix D that is similar to A.
(c) Determine the similarity transformation that diagonalizes A.
Solution:
(a) The Eigen values and corresponding Eigen vector of this matrix are

 1  2 
1  2, X1  r   2  1, and X 2  s  
 1  1
Since A, a 2  2 matrix, has two linearly independent Eigen vectors, hence it is diagonalizable.

(b) A is similar to the diagonal matrix D, which has diagonal elements 1

= 2 and 2 = –1. Thus
 4  6 2 0 
A  is similar to D  
 3 5  0  1
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(c) Select two convenient linearly independent Eigen vectors, say
 1  2 
X 1    and X 2   
 1  1
Let these vectors be the column vectors of the diagonalizing matrix C.
 1  2
C 
 1 1 


1
1   1  2   4  6   1  2
C AC     3 5  1 1 
 1 2    
 1 2    4  6   1  2  2 0 
        D
 1  1  3 5   1 1  0  1

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Activity-2 (Think-Pair-
Share)

Is every square matrix

diagonalizable?

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 Power of Matrix by Similarity Transformation
If A is similar to a diagonal matrix D under the transformation C–1AC, then it can be shown
that Ak = CDkC–1. This result can be used to compute Ak. Let us derive this result and then
apply it.
Here, 1/1 is called the kfirst term,
1 1/2 iskthe second
1 term, and so on.We
1 call a(n) =11/nk the general term, since it gives a general
D allthe (Cterms
ACof) the sequence.
(C AC )  (C AC )  C A C
formula for computing  
k times

This leads to

Ak  CD k C 1

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Example: Compute A9 for the following matrix A.
Solution: A is the matrix of the previous example. Use the values of
C and D from that example, we get

9
2 0  29 0  512 0
D 
9
  9

0 1 0 (1)   0 1

A9  CD 9C 1
1
  1  2 512 0   1  2   514  1026
 
 1    
1   0  1  1 1  513 1025
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 Activity-3 (Group
Activity)
(1) Show that the Eigen values of idempotent
matrix are either 1 or 0.
5 −3
(2) Show that the matrix A= is not
3 −1
diagonalizable.
(3) Reduce the following matrices to
diagonal form by similarity transformation
(i) (ii)

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 Summary
• A matrix also behaves like an operator over the set of vectors i.e., AX=Y.
• If Y =λX for AX=Y, then λ is Eigen values and X is Eigen vector.
• Similar matrices have same Eigen values.
• For a triangular matrix (whether upper or lower triangular), the Eigen values are
simply the elements on the main diagonal.
• The sum of the Eigen values of a matrix A is equal to the trace of the matrix A.
• The product of the Eigen values of a matrix A is equal to the determinant of the
matrix.
• A real symmetric matrix has only real Eigen values and is always diagonalizable by
an orthogonal matrix.
• The Eigen values of skew-symmetric matrix are either zero or purely imaginary.
• Eigen vectors corresponding to distinct Eigen values of a matrix are linearly
independent.
• A matrix of order 𝑛 is diagonalizable if it has 𝑛 linearly independent Eigen vectors.
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 Practice Questions
2 1 1
1. Find the Eigen values of the matrix: 1 2 1 .
0 0 1
−5 2
2. Find the Eigen values and corresponding Eigen vectors of the matrix 𝐴 = .
2 −2

3 1 4
3. Obtain the Eigen values and corresponding Eigen vectors of the matrix 𝐴 = 0 2 6 .
0 0 5
3 0
4. Find the Eigen values of , hence find the Eigen value of 𝐴15 and 𝐴 + 2𝐼.
8 −1

3 0
5. Find the Eigen values of , hence find the Eigen value of 𝐴15 and 𝐴 + 2𝐼.
8 −1
−9 4 4
6. Show that the matrix −8 3 4 is diagonalizable and also find the diagonal form and diagonalizing
−16 8 7
matrix P.
7. If A and B are similar matrices then show that A and B have the same determinant and characteristic
polynomials.
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