Eigenvalues and Eigenvectors

Let A be an n n matrix. A scalar (real or complex) is said to an eigenvalue of A if there

exists a nonzero vector X such that
AX X (1)
Any vector X satisfying (1) is called an eigenvector corresponding to the eigenvalue .
Characteristic Equation.
Equation (1) can be written as
(A I)X 0 (2)
Since X is a nonzero vector, from (2) it is clear that ( A I ) 1 does not exist.
Hence det ( A I ) 0 (3)
Equation (3) is called the characteristic equation of the matrix A. Any scalar satisfying (3) is
an eigenvalue of A.
a11 a12  a1n
a 21 a 22  a 2 n
Now, let A then characteristic polynomial of A is
   
a n1 a n 2  a nn
,

a11 a12  a1n

a21 a22  a2 n
det( A I) n n 1
 (4)
    0 1 n

an1 an 2  ann

where 0 ( 1) n , 1 ( 1) n 1 (a11 a22 ..... ann ) , , n det A.

(by putting 0 in (4) we get n det(A). ).
The characteristics equation (3) is written as
n n 1
0 ...... n 0 (5)
The roots of equation (5) are the eigen values of A.
Let 1 , 2 ,......, n be the roots of (5).
Then from (5) it is clear that
1
1 2 ...... n a11 a 22 .......... . a nn Trace( A).
0

1 2  n ( 1) n n
n det( A).
0

2 1 3
Example 1: A 1 2 1
0 0 3
 2 1 3
Characteristic equation 1 2 1 = (3 )[( 2 ) 2 1] 0
0 0 3
(3 ) 2 (1 ) 0

3, 3 1. 1 2
Note that sum of eigen values = sum of diagonal elements of A =7.
Product of eigen values = det (A) = 9.

To Find Eigenvector corresponding to 3

Solve ( A 3I ) X 0 to find the vector X.

1 1 3 x 0
1 1 1 y 0
0 0 0 z 0

x y 3z 0
x y z 0.

z 0, x y.

Here one variable can be chosen arbitrarily. Hence we will get one LI eigenvector.
1
Hence X1 1 is an eigenvector. From the above equation we can obtain only one LI eigenvector
0
even though the eigen value 3 is repeated two times.

Eigen vector for 1

Solve ( A I ) X 0.
1 1 3 x 0 x y 3z 0
1 1 1 y 0 x y z 0 x y
0 0 2 z 0 2z 0

1
1 is an eigen vector for 1
0
 2 1 0
Example 2 A 1 2 0
0 0 3
Here the characteristic equation is same as in the above example.

1 2 3, 3 1.

To find eigen vector for 3

Solve ( A 3 I ) X 0 which gives

x y 0
x y 0

x y and z is arbitrary.
Here y and z are arbitrary and x depends on y .

There are two LI eigen vectors.

1 0
X1 1 ( by taking y 1, z 0) , X2 0 ( by taking y 0, z 1) .
0 1
Eigen vector for 1
Solve ( A I ) X 0 which gives
x y 0
2z 0
x y ,z 0.
Here y is arbitrary. An eigen vector is

1
1 ( taking y 1) .
0

Algebraic multiplicity of an eigen value: The number of times an eigenvalue repeated (as a root of
characteristic equation) is called its algebraic multiplicity.
Geometric multiplicity: The number of linearly independent eigenvectors corresponding to an eigen
value is called its geometric multiplicity.
In example 1 the eigen value 3 has algebraic multiplicity = 2 and geometric multiplicity = 1.
In example 2 the eigen value 3 has algebraic multiplicity 2 and geometric multiplicity = 2.

---------------------------------------------------------------------------------------------------------------------------
From the characteristic equation (3) we can deduce the following:
(1) The eigen value of A and AT are the same.
T
Because det ( A I) 0 det ( A I) 0 det ( AT I) 0.

(2) The eigen value of A and A* are conjugate to each other, where A* AT
T
Because det ( A I) 0 det ( A I) 0 det ( A* I) 0.