Content

1. Introduction
2. Definition
3. Characteristics Equation
4. Finding Eigenvalues
5. Finding Eigenvectors
6. Diagonalization
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  4  2  2
Given A    and X    , determine AX.
1 1  1

 4  2   2  6   2
Solution : AX 
1 1  1   3  31   3 X
      
REMARK : AX=3X ,
3 is the eigenvalue of matrix A
X is the eigenvector corresponds to 3

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 AX=3X
which means that the matrix transformation
 4  2  has the effect of stretching the
A   
1 1 
 2
eigenvector X    by a factor of 3 (eigenvalue)
1

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In general, we can write :

AX  X
• A scalar  is called an eigenvalue of square
matrix A if it satisfies  A  I  X  0 or AX  X
where X is called eigenvector, X  0

•To find  we solve the :

characteristics equation A  I  0

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 AX  X
which means the matrix A takes the vector X
into a scalar multiple of itself

(i) If  1 then matrix A has the effect of

stretching x by a factor of 

AX  X

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 AX  X
which means the matrix A takes the vector X
into a scalar multiple of itself

(ii) If 0    1 then matrix A has the effect of

shrinks x by a factor of 

AX  X

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 AX  X
which means the matrix A takes the vector X
into a scalar multiple of itself

(iii) If 0 the effects are the direction of

AX is reversed

AX  X

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 Characteristics

Eigenvalues
Eigenvectors
Use to define the unique nature of a
specific transformation

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 Linear transformations (rotation,
reflection, stretching, compression,
shear or any combination of these) of a
vector space may be visualized by the
effect they produce on vectors.

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 Definition
Given a linear transformation A, a non-zero
vector X is defined to be an eigenvector of
the transformation if it satisfies the
eigenvalue equation for some scalar .
Eigenvalue of A corresponding to
the eigenvector X

AX  λX
Eigenvector

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 Geometric Definition
Y Eigenvalue equation means
that under the transformation A,
eigenvectors experience only
y changes in magnitude. The
AX = X direction of AX is the same as
that of X. The
y
eigenvalue  is simply the
X
amount of “stretch” or ”shrink”
X
to which a vector is subjected
O x x
when transformed by A.

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 Characteristic Equation
Eigenvalue
equation AX  λX
A X  λ IX Remember !!
IX  X

A X  λI X  0
Can be arranged to: Must be non-zero

 A - λI  X  0 HOW???

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 Characteristic Equation
Make sure the inverse of  A - λI  doesn’t
exist by allowing:

det  A - λI   0
Characteristic Equation

Where: P λ   det  A - λI 
Characteristic Polynomial

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 Finding Eigenvalues

Step 1: Find the matrix A - λI

Step 2: Determine the characteristic equation

det  A - λI   0
Step 3: Solve the characteristic equation

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 Example 1

Find the eigenvalues of the following matrix

2 1
A   
1 2

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 Example 1…solution
 2 - λ1  1 λ 1 0 0 
A - λ I     λ    
 1 1 2  2 - λ0 0 λ 1 
Characteristic Equation

det  A - λ I   0
2λ 1
0
1 2λ
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 Example 1…solution
2λ 1
 2 - λ  2  λ   1  0
1 2λ
4 -λ4λ4λ
2
λ 31  0
2

 λ - 1 λ - 3  0
The eigenvalues are:
λ1  1 and λ2  3
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 Example 2
If one of the eigenvalues of matrix

 2 0 1
 
 -1 2 3 
 1 0 2
 
is λ3 , find the other eigenvalues.

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 Example 2…solution
 22- λ 0 10   λ11 00 00 
    
A - λ I   - 1- 1 2 2 3- λ  λ030 λ1 00 
 11 0 02  20-0λ 00 λ1 
    
Characteristic Equation det  A - λ I   0
2λ 0 1
1 2λ 3 0
1 0 2λ
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 Example 2…solution
2λ 0 1
 2  λ 3 1  2  λ
 2  λ  1 2  
λ 0  13  0 0
0  2  λ 1 0
12 0 2λ
 2 - λ 2 2λ λ 2 λ1 00  0     2  λ    0
2

 2  λ  2  λ  1 2  λ  1  0 x  a   x  a  x  a 
2
Remember !!
2

 2 - λ 1  λ  3  λ   0
The eigenvalues are: λ1  2 , λ 2  1, λ 3  3

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 Factoring
Cubic Polynomial

Please refer to
ATTACHMENT -factoring cubic poly.pdf

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 Example 3
Find the characteristic equation of the
following matrix.

2 0 1
 
A   - 1 4 - 1
 -1 2 0 
 

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 Example 3…solution
Characteristic Equation: det  A  λI   0
2λ 0 1
1 4  λ 1  0
1 2 0λ
 2  λ  24λλ λ λ 4λ
2
 2 20  21 λ2  0 4  λ    0
 2  λ   λ  4λ  3  0
2

The characteristic equation is:

λ  6λ  11λ  6  0
3 2

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 Finding Eigenvectors

Step 1: Determine the eigenvalues

Step 2: Determine the general form of the

eigenvector for each eigenvalue by solving

AX  λX

OR  A - λI  X  0
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 Example 4

Determine the eigenvectors corresponding

to each eigenvalue for

2 1
A   
1 2

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 Example 4…solution
From example 1:
1 λ1  1 and λ 2  3
For λ1  1
Solving
 2 1  x1   x1 
 A X   1λX 
 1 2  x 2   x 2 

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 Example 4…solution
2xx1 1xx2 2x01 ... (3)
(1)
x1 x1 2x
 x2 2x02 ...
...(4)
(2)
Either equation (3) or (4) gives: x1   x 2
The general eigenvector corresponding to
λ1  1 is of the form  x1    t   - 1
      t  
Let x 2  t  x2   t   1 
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 Example 4…solution

For λ2  3
Solving
 2 1  x1   x1 
 A X   3λX 
 1 2 x
 2   x2 


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 Example 4…solution
2x1- x1x2 x23x10 ......(1)
(3)
x1 x12x
 2x 
2 
3x02 ......(4)
(2)
Either equation (3) or (4) gives: x1  x 2
The general eigenvector corresponding to
λ 2  3 is of the form  x1   t  1
      t  
Let x 2  t  x 2   t  1
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 Example 5
Determine the eigenvectors corresponding
to each eigenvalue for

2 0 1
 
A   - 1 4 - 1
 -1 2 0 
 
From example 3:
3 λ1  1 , λ 2  2 , λ 3  3
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 Example 5…solution
For λ1  1
Solving  2 0 1  x1   x1 
 A X  λ  X 
 - 1 4 - 1 x 2   1 x 2 
 - 1 2 0  x   x 
  3   3 
2x1  0  x 3  x1 (1)
 x1  4x 2  x 3  x 2 (2)
 x1  2x 2  0  x 3 (3)
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 Example 5…solution
x1  x 3  0 (1)
 x1  3x 2  x 3  0 (2)
 x1  2x 2  x 3  0 (3)

Equation (2) – (3): x2  0

From Equation (1): x1   x 3

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 Example 5…solution
Let x3  t
The general eigenvector corresponding to
λ1  1 is of the form
 x1    t    1
     
 x2    0   t 0
x   t  1
 3    
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 Example 5…solution

Repeat the same steps for:

 2
 
λ2  2 The general eigenvector is t  1 
0
 
1
 
λ3  3 The general eigenvector is t  2 
1
 

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 Alternative way to
obtain eigenvectors.
Please refer to
ATTACHMENT 8-eigenvector 2by2-ERO.pdf
ATTACHMENT 9-eigenvector 3by3-ERO.pdf

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 Definition
Suppose that A is a square matrix and
further suppose that there exists an
invertible matrix P (of the same size as A)
such that P-1AP is a diagonal matrix, D.
1
P AP  D
In such a case we call A diagonalizable
and say that P diagonalizes A.

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 Steps to diagonalize a matrix

Step 1: Find the eigenvalues for the matrix

Step 2: For each eigenvalue find the
corresponding eigenvector
Step 3: Use the eigenvectors to form matrix P
Step 4: Find the determinant of matrix P
• If det(P)=0, P does not diagonalize the matrix
• If det(P)≠0, P diagonalizes the matrix

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Steps to diagonalize a matrix

Step 5: The diagonalized form of the matrix is

given by matrix D

 λ1 0  0 
 
 0 λ2 0 0 
D
   
 
0 0  λ 
 n

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 Example 6
2 0 1
 
Given A   - 1 4 - 1
 -1 2 0 
 

Is A diagonalizable?

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 Example 6…solution

The eigenvalues for the matrix and the

corresponding eigenvectors are

λ1  1 , λ2  2, λ3  3
  1  2 1
     
0 1  2
1 0 1
     

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 Example 6…solution
 1 2 1 
 
Therefore Matrix P is  0 1 2 
 1 0 1
 
Where the determinant of P is 2
Therefore P diagonalizes the matrix and
1 0 0
 
The diagonal matrix is D   0 2 0 
 0 0 3
 
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 Example 6…solution

Proving:
1 2 3  2 0 1   1 2 1 
1    
P AP 
1
2  2 2   1 4  1 0 1 2 
2  1
 2  1  1 2 0  1 0 1 
 1  2 3   1 2 1 
1   
  4  4 4  0 1 2
2  1 0 1
3 
6  3  


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 Example 6…solution
 1  2 3   1 2 1 
1 1  
P A P   4  4 4  0 1 2
2
  3 6  3   1 0 1 
 

 2 0 0 1 0 0
1   
P A P   0 4 0   0 2 0  D
1

2   0 0 3
 0 0 6    proven !!
Therefore matrix A is diagonalizable
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 words of the day

Success is the sum of

small efforts, repeated
day in and day out

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