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Lecture #4: Eigenvalues and eigenvectors

Definition:
Let A be a square matrix, then a non-zero vector v is called an eigenvector of A if and only if
there exists a number (real or complex) such that
v v A =
If such a number exists, it is called an eigenvalue of A. The vector v is called eigenvector associated to
the eigenvalue .
Remark:
The eigenvector v must be non-zero since we have
0 0 0 = = A
for any number . For example
let
(


=
0 1
2 3
A ,
(

=
1
2
1
v and
(

=
2
3
2
v find if v
1
and v
2
are an eigenvectors of A.
Solution:


v
1
is and eigenvector of A with an associate eigenvalue =2.



v
2
is not an eigenvector of A because Av
2
is not a multiple of v
2
.



(

=
(

=
(


=
2
3
3
13
2
3
0 1
2 3
2
Av
(

=
(

=
(


=
1
2
2
2
4
1
2
0 1
2 3
2
Av
Calculating Eigenvalues and Eigenvectors of a matrix
The eigenvalue equation
v v A =
for a matrix A can be express as
0 = I v v A

Where
I
is the identity matrix, and can be rearrange to
0 ) ( = v I A

Because the eigenvector must not be zero, the determinant of ) ( I A must be zero. In Linear Algebra
this is called the characteristic equation of a square matrix A.
0 ) det( = I A
The solutions of the characteristic equation are precisely the eigenvalues of the matrix A. The
polynomial which results from evaluating the determinant is the characteristic polynomial of the matrix.
The eigenvectors associated to a specific eigenvalue () can be found by solving
0 ) ( = v I A .

Example #1:

Let
(

=
2 2
2 5
A compute the eigenvalues and the associated eigenvectors
1) To calculate the eigenvalues ( ) we must solve determinant of ( A- I )=0, where I is the
identity matrix.

(

=
(

2 2
2 5
1 0
0 1
2 2
2 5

0 6 7
0 4 ) 2 )( 5 (
0
2 2
2 5
2
= +
= =
=


Solving for we have =6 and =1.

2) To compute the eigenvectors v we solve (A- I )v = 0.

Case =6

(

=
(

=
(

0
0
4 2
2 1
0
0
6 2 2
2 6 5
2
1
2
1
v
v
v
v


Solving for v
1
and v
2
we have

2 1 2 1
2 0 2 v v v v = = +
If 2 1
1 2
= = v then v

(

=
(

1
2
2
1
v
v


Case =1

(

=
(

=
(

0
0
1 2
2 4
0
0
1 2 2
2 1 5
2
1
2
1
v
v
v
v


1 2 2 1
2 0 2 4 v v v v = = +

If 2 1
2 1
= = v then v

Solving for v1 and v
2

(

=
(

2
1
2
1
v
v







Example #2:

Let
(
(
(



=
1 1 0
1 2 1
0 1 1
A compute the eigenvalues and the associated eigenvectors

We solve det ( A- I )=0

| | | |
| |
| |
3 0 1
0 ) 3 )( )( 1 ( 3 ) 1 (
0 2 ) 1 )( 2 ( ) 1 (
0 0 ) 1 ( 1 1 ) 1 )( 2 ( ) 1 (
0
1 0
2 1
0
1 0
1 1
1
1 1
1 2
) 1 (
0
1 1 0
1 2 1
0 1 1
2
= = =
= =
=
= + +
=


Solving for we have =1, =0 and =3.

Case =1:

(
(
(

=
(
(
(

(
(
(

(
(
(

=
(
(
(

(
(
(




0
0
0
0 1 0
1 1 1
0 1 0
0
0
0
) 1 1 ( 1 0
1 ) 1 2 ( 1
0 1 ) 1 1 (
3
2
1
3
2
1
v
v
v
v
v
v



3 1 3 2 1 3 2 1
2
0
0
v v v v v v v v
v
= = = +
=

(
(
(

=
1
0
1
v

Case =0:

(
(
(

=
(
(
(

(
(
(

(
(
(

=
(
(
(

(
(
(




0
0
0
1 1 0
1 2 1
0 1 1
0
0
0
) 0 1 ( 1 0
1 ) 0 2 ( 1
0 1 ) 0 1 (
3
2
1
3
2
1
v
v
v
v
v
v




(
(
(

=
1
1
1
v

Case =3:

(
(
(

=
(
(
(

(
(
(

(
(
(

=
(
(
(

(
(
(




0
0
0
2 1 0
1 1 1
0 1 2
0
0
0
) 3 1 ( 1 0
1 ) 3 2 ( 1
0 1 ) 3 1 (
3
2
1
3
2
1
v
v
v
v
v
v





(
(
(

=
1
2
1
v
2 1 3 3 2 1
2 1 2 1
2 0 2
1 0
v v v v v v
v v v v
+ = = +
= = =
2 1 3 3 2 1
1 2 2 1
0
2 0 2
v v v v v v
v v v v
= =
= = +