Session 12-13
Eigenvalues and Eigenvectors
Acknowledgement
Chapter 5
Learning Objectives
LO 6 : Calculate eigenvalues and
eigenvectors of matrix and their
applications.
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The Definition
Definition
If A is an n x n matrix, then a nonzero vector x in Rn is called an
eigenvector of A if Ax is a scalar multiple of x; that is,
Ax = x
for some scalar . The scalar is called an eigenvalue of A, and
x is said to be an eigenvector corresponding to .
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Example
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Finding Eigenvalues and
Eigenvectors of a Matrix
Characteristic Equations
Our next objective is to obtain a general procedure for finding
eigenvalues and eigenvectors of an n x n matrix A. We will begin
with the problem of finding the eigenvalues of A. Note first that
the equation Ax = x can be rewritten as Ax = Ix, or equivalently,
as
(I A)x = 0
For to be an eigenvalue of A this equation must have a nonzero
solution for x. But since invertibility of the matrix I A implies
that x = 0, which contradicts the definition of eigenvector, so I
A must be not invertible, i.e. has a zero determinant.
Theorem
If A is an n x n matrix, then is an eigenvalue of A if and only if it
satisfies the equation
det(I A) = 0
This is called the characteristic equation of A.
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Example (1)
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Example (2)
Find the eigenvalues of
Solution
The characteristic polynomial of A is
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Finding Eigenvectors and Bases
for Eigenspaces
Now that we know how to find the eigenvalues of a matrix, we will
consider the problem of finding the corresponding eigenvectors.
Since the eigenvectors corresponding to an eigenvalue of a
matrix A are the nonzero vectors that satisfy the equation
(I A)x = 0
These eigenvectors are the nonzero vectors in the null space of
the matrix I A. We call this null space the eigenspace of A
corresponding to . Stated another way, the eigenspace of A
corresponding to the eigenvalue is the solution space of the
homogeneous system (I A)x = 0.
Solution
From previous example we have found that the eigenvalues of A
are = 3 and = -1. Thus, there are two eigenspaces of A, one
corresponding to each of these eigenvalues.
By definition,
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Example (Cont.)
or in matrix form
Using similar way, we can also show that is a basis for the
eigenspace corresponding to = -1.
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More Example
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More Example (Cont.)
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More Example (Cont.)
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Matrix Diagonalization
Diagonalizable Matrix
Definition
A square matrix A is said to be diagonalizable if there exists an
invertible matrix P such that P-1AP is diagonal. In this case the
matrix P is said to diagonalize A.
Theorem
If A is an n x n matrix, the following statements are equivalent.
(a) A is diagonalizable.
(b) A has n linearly independent eigenvectors.
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Procedure for Diagonalizing
a Matrix
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Example (Cont.)
There are three basis vectors in total, so the matrix
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Matrix That Is Not
Diagonalizable (Cont.)
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Computing Power of Matrix
If a matrix A is diagonalizable, then there exists an invertible
matrix P such that P-1AP = D, where D is a diagonal matrix. Let :
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Computing Power of
a Matrix (Cont.)
More generally, if k is a positive integer, then a similar
computation will show that
and that
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References