Eigenvalues and Eigenvectors:

Additional Notes
1 2 1
6 1 0
1 2 1
A


!



1 2 3
1 1 2
6 , 2 , 3 ,
13 1 2
C C C


! ! !



1 2 3
0 4 6
0 , 8 , 9 ,
0 4 6
AC AC AC


! ! !



1 1 2 2 3 3
0 , 4 , 3 , AC C AC C AC C = = =
Example. Consider the matrix
Consider the three column matrices
We have
In other words, we have
0,4 and 3 are eigenvalues of A, C
1
,C
2
and C
3
are eigenvectors
Ac c !
1 1 2
6 2 3
13 1 2
P


=



1
7 0 7
1
27 24 9
84
32 12 8
P

!



1
7 0 7 1 2 1 1 1 2 0 0 0
1
27 24 9 6 1 0 6 2 3 0 4 0
84
32 12 8 1 2 1 13 1 2 0 0 3
P AP

! !



1
0 0 0
0 4 0
0 0 3
P AP

=



Consider the matrix P for which the columns are C
1
, C
2
, and C
3
, i.e.,
we have det(P) = 84. So this matrix is invertible. Easy calculations give
Next we evaluate the matrix P
-1
AP.
In other words, we have
1
0 0 0
0 4 0
0 0 3
P AP

!



1
0 0 0
0 4 0
0 0 3
A P P

=



1
0 0 0
0 4 0
0 0 3
for 1, 2,...
n n
n
A P P
n

!



!
In other words, we have
Using the matrix multiplication, we obtain
which implies that A is similar to a diagonal matrix. In particular, we have
. AC C P =
0 0 0 (0 is a zero vector) A ! !
Definition. Let A be a square matrix. A non-zero vector C is called an
eigenvector o A i and only i there exists a number (real or complex)
such that
I such a number exists, it is called an eigenvalue o A. The vector C
is called eigenvector associated to the eigenvalue .
Remark. The eigenvector C must be non-zero since we have
or any number .
1 2 1
6 1 0
1 2 1
A


!



1 1 2 2 3 3
0 , 4 , 3 , AC C AC C AC C ! ! !
1 2 3
1 1 2
6 , 2 , 3 ,
13 1 2
C C C

! ! !



Example. Consider the matrix
We have seen that
where
So C
1
is an eigenvector o A associated to the eigenvalue 0.
C
2
is an eigenvector o A associated to the eigenvalue -4
while C
3
is an eigenvector o A associated to the eigenvalue 3.
AC C !
( ) 0
n
A I C P =
n
A I P
det( ) 0.
n
A I {
Computation of Eigenvalues
For a square matrix A o order n, the number is an eigenvalue
i and only i there exists a non-zero vector C such that
Using the matrix multiplication properties, we obtain
This is a linear system or which the matrix coe icient is
Since the zero-vector is a solution and C is not the zero vector, then we must have
We also know that this system has one solution i and only i the matrix coe icient is
invertible, i.e.
det( ) 0.
n
A I !
1 2
2 0
A

+
=

' '
det( ) 0.
n
A I !
1 2
(1 )(0 ) 4 0
2 0

! !

2
4 0 !
1 17 1 17
, and
2 2

+
! !
Example. Consider the matrix
The equation
translates into
which is equivalent to the quadratic equation
Solving this equation leads to (use quadratic ormula)
In other words, the matrix A has only two eigenvalues.
In general, or a square matrix A o order n, the equation
det( ) 0.
n
A I P =
will give the eigenvalues o A.
This equation is called the characteristic equation or characteristic polynomial o A.
It is a polynomial unction in o degree n. There ore this equation will not
have more than n roots or solutions.
So a square matrix A o order n will not have more than n eigenvalues.
0 0 0
0 0 0
.
0 0 0
0 0 0
a
b
D
c
d
+


!


' '
0 0 0
0 0 0
det( ) ( )( )( )( ) 0
0 0 0
0 0 0
n
a
b
D I a b c d
c
d

! ! !

Example. Consider the diagonal matrix

Its characteristic polynomial is
So the eigenvalues o D are a, b, c, and d, i.e. the entries on the diagonal.
Remark. Any square matrix A has the same eigenvalues as its transpose A
T
det( ) det( ) det( )
T T
n n n
A I A I A I ! !
a b
A
c d
+
!

' '
) )
2
( ) 0
a b
a d bc a d ad bc
c d

! ! + + !

For any square matrix o order 2, A, where

the characteristic polynomial is given by the equation
2
( ) det( ) 0 tr A A P P =
The number (a+d) is called the trace o A (denoted tr(A)), and
the number (ad-bc) is the determinant o A.
So the characteristic polynomial o A can be rewritten as
Theorem. Let A be a square matrix o order n. I is an eigenvalue o A, then:
-1
1. is an eigenvalue o , or 1, 2,...
1
2. I A is invertible, then is an eigenvalue o .
3. A is not invertible i and only i 0 is an eigenvalue o A.
4. I is any number, then is
m m
A m
A
P
P
P
E P E
=
=
an eigenvalue o .
5. I and are similar, then they have the same characteristic
polynomial (which implies they also have the same eigenvalues).
n
A I
A B
E
Computation of Eigenvectors
or ( ) 0
n
AX X A I X ! !
n
A I
Let A be a square matrix o order n and one o its eigenvalues.
Let X be an eigenvector o A associated to . We must have
This is a linear system or which the matrix coe icient is
Since the zero-vector is a solution, the system is consistent.
Remark. Note that i X is a vector which satis ies AX= X ,
then the vector Y = c X ( or any arbitrary number c) satis ies the
same equation, i.e. AY- Y.
In other words, i we know that X is an eigenvector, then cX is also
an eigenvector associated to the same eigenvalue.
1 2 1
6 1 0
1 2 1
A


!



3
det( ) 0. A I P =
1 2 1
6 1 0 0
1 2 1
P
P
P

=

6 1 1 2
( 1 ) 0
1 2 6 1
P P
P
P

=

( 4)( 3) 0 P P P =
Example. Consider the matrix
First we look or the eigenvalues o A. These are given by the characteristic equation
I we develop this determinant using the third column, we obtain
By algebraic manipulations, we get
which implies that the eigenvalues o A are 0, -4, and 3.
EIGENVECTORS ASSOCIATED WITH EIGENVALUES
? A
0 AX !
2 0
6 0
2 0
x y z
x y
x y z
+ + !

6
13
y x
z x
!

1. Case =0. : The associated eigenvectors are given by the linear system
which may be rewritten by
The third equation is identical to the irst. From the second equation,
we have y = 6x, so the irst equation reduces to 13x + z = 0.
So this system is equivalent to
1
6 6
13 13
x x
X y x x
z x
+ + +

! ! !



' ' ' ' ' '
1
6 ,
13
X c
+

!

' '
So the unknown vector X is given by
There ore, any eigenvector X o A associated to the eigenvalue 0 is given by
where c is an arbitrary number.
3
4
or ( 4 ) 0
AX X
A I X
!
+ !
5 2 0
6 3 0
2 3 0
x y z
x y
x y z
=
|

=
|
3
[ 4 0] A I
5 2 1 0
6 3 0 0
1 2 3 0
+




' '
2. Case =-4: The associated eigenvectors are given by the linear system
which may be rewritten by
We use elementary operations to solve it.
First we consider the augmented matrix
1 2 3 0
5 2 1 0
6 3 0 0
+



' '
1 2 3 0
0 8 16 0
0 9 18 0
+

' '
Then we use elementary row operations to reduce it to a upper-triangular orm.
First we interchange the irst row with the irst one to get
Next, we use the irst row to eliminate the 5 and 6 on the irst column.
We obtain
1 2 3 0
0 1 2 0
0 1 2 0
+

' '
1 2 3 0
0 1 2 0
0 0 0 0
+

' '
I we cancel the 8 and 9 rom the second and third row, we obtain
Finally, we subtract the second row rom the third to get
1
2 2
1
x c
X y c c
z c

+ + +

! ! !


' ' ' ' ' '
1
2
1
X c

+

=


' '
Next, we set z = c. From the second row, we get
y = 2z = 2c. The irst row will imply x = -2y+3z = -c. Hence
There ore, any eigenvector X o A associated to the eigenvalue -4 is given by
where c is an arbitrary number.
Case =3: Using similar ideas as the one described above, one may easily
show that any eigenvector X o A associated to the eigenvalue 3
is given by
2
3
2
X c
+

!


' '
where c is an arbitrary number.
Summary: Let A be a square matrix. Assume is an
eigenvalue of A. In order to find the associated eigenvectors,
we do the following steps:
1. Write down the associated linear system
( ) 0
n
AX X
or A I X

!
!
2. Solve the system.
3. Rewrite the unknown vector X as a linear combination
o known vectors.