EIGENVALUES AND EIGENVECTORS

ELECTRONIC VERSION OF LECTURE

HCMC — 2020.

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OUTLINE

1 DIAGONALIZATION

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OUTLINE

1 DIAGONALIZATION

2 MATL AB

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DEFINITION 0.1
If A is an n × n matrix, then a nonzero vector
X ∈ Rn , X 6= 0 is called an eigenvector of A if AX = λ.X
for some scalar λ.

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DEFINITION 0.1
If A is an n × n matrix, then a nonzero vector
X ∈ Rn , X 6= 0 is called an eigenvector of A if AX = λ.X
for some scalar λ. The scalar λ is called an eigenvalue
of A and X is said to be an eigenvector corresponding
to λ.

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DEFINITION 0.1
If A is an n × n matrix, then a nonzero vector
X ∈ Rn , X 6= 0 is called an eigenvector of A if AX = λ.X
for some scalar λ. The scalar λ is called an eigenvalue
of A and X is said to be an eigenvector corresponding
to λ.

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If λ is an eigenvalue of A ⇔ ∃X 6= 0 : AX = λ.X
⇔ AX − λX = 0 ⇔ (A − λI ).X = 0.

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If λ is an eigenvalue of A ⇔ ∃X 6= 0 : AX = λ.X
⇔ AX − λX = 0 ⇔ (A − λI ).X = 0.
This homogeneous linear system has non-zero
solution X 6= 0, thus d et (A − λI ) = 0

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If λ is an eigenvalue of A ⇔ ∃X 6= 0 : AX = λ.X
⇔ AX − λX = 0 ⇔ (A − λI ).X = 0.
This homogeneous linear system has non-zero
solution X 6= 0, thus d et (A − λI ) = 0
DEFINITION 0.2
If A is an n × n matrix, then λ is an eigenvalue of A if
and only if χ A (λ) = d et (A − λI ) = 0. This is called the
characteristic equation of A. The polynomial
χ A (λ) = d et (A − λI ) is called the characteristic
polynomial.

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FINDING EIGENVALUES AND EIGENVECTORS

Let A be an n × n matrix
An eigenvalue of A is a scalar λ such that:
d et (A − λI ) = 0

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FINDING EIGENVALUES AND EIGENVECTORS

Let A be an n × n matrix
An eigenvalue of A is a scalar λ such that:
d et (A − λI ) = 0
The eigenvectors of A corresponding to λ are the
nonzero solutions of homogenous system:
(A − λI )x = 0

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EXAMPLE 0.1
µ ¶
1 0
Find eigenvalues and eigenvectors of A =
0 −1

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EXAMPLE 0.2
µ ¶
1 2
Find eigenvalues and eigenvectors of A =
−2 1

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EXAMPLE 0.3
Find the
 eigenvalues
 and corresponding eigenvectors
2 1 0
of A = 0 2 0
 
0 0 2

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THEOREM 0.1
 
a 11 a 12 a 13
If A =  a21 a22 a23  , then
 
a 31 a 32 a 33

χ A (λ) = |A − λI | = −λ3 + t r (A)λ2 −

− (M 11 + M 22 + M 33 ) λ + d et (A)
where t r (A) = a11 + a22 + a33 is called the trace of A.

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 Eigenspace corresponding to the eigenvalue

DEFINITION 0.3
The eigenvetors corresponding to the eigenvalue λ,
together with the zero vector, form the null space of
the matrix (A − λI ). This subspace is called the
eigenspace corresponding to the eigenvalue λ.

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 Geometric and Algebraic Multiplicity

DEFINITION 0.4
If λ0 is an eigenvalue of an n × n matrix A, then the
dimension of the eigenspace corresponding to λ0 is
called the geometric multiplicity of λ0 , and the
number of times that λ − λ0 appears as a factor in the
characteristic polynomial of A is called the algebraic
multiplicity of λ0 .

THEOREM 0.2
For every eigenvalue of A , the geometric multiplicity
É the algebraic multiplicity.

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 Geometric and Algebraic Multiplicity

EXAMPLE 0.4
 
3 1 1
Let A =  2 4 2 . Find all eigenvalues of the matrix
 
1 1 3
and determine its geometric and algebraic
multiplicity.

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 Diagonalization Definition

DEFINITION 1.1
If A and B are square matrices, then we say that B is
similar to A if there is an invertible matrix S such
that B = S −1 AS.
DEFINITION 1.2
A square matrix A is said to be diagonalizable if it is
similar to some diagonal matrix D, that is, if there
exists an invertible matrix S such that S −1 AS = D .
Diagonlaize A means find diagonal matrix D and
invertible matrix S such that A = SDS−1 .

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 Diagonalization Definition

We have S −1 AS = D = d i g (λ1 , λ2 , . . . , λn ). It follows that

AS = SD
λ1 0 . . . 0
   
a 11 a 12 . . . a 1n
 a
 21 a 22 . . . a 2n   0 λ2 . . . 0 
A= ,D = 
  
 ... ... ... ... ... ... ... ...

  
a n1 a n2 . . . a nn 0 0 . . . λn
 
s 11 s 12 ... s 1n
 s s 22 ... s 2n  ¡
 21 ¢
S =  = S ∗1 S ∗2 . . . S ∗n

 ... ... ... ... 
s n1 s n2 ... s nn

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 Diagonalization Definition

   
a 11 a 12 . . . a 1n s 11 s 12 ... s 1n
 a
 21 a 22 . . . a 2n   s 21 s 22 ... s 2n
  
AS =  .

 ... ... ... ...   ... ... ... ...


a n1 a n2 . . . a nn s n1 s n2 ... s nn
¡ ¢ ¡ ¢
= A S ∗1 S ∗2 . . . S ∗n = AS ∗1 AS ∗2 . . . AS ∗n

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 Diagonalization Definition

   
a 11 a 12 . . . a 1n s 11 s 12 ... s 1n
 a
 21 a 22 . . . a 2n   s 21 s 22 ... s 2n
  
AS =  .

 ... ... ... ...   ... ... ... ...


a n1 a n2 . . . a nn s n1 s n2 ... s nn
¡ ¢ ¡ ¢
= A S ∗1 S ∗2 . . . S ∗n = AS ∗1 AS ∗2 . . . AS ∗n

λ1 0 . . . 0
  
s 11 s 12 ... s 1n
 s 21 s 22 ... s 2n  0 λ ... 
2
SD = 
  
... ... ... ...  ... ... ... ...
 
 
s n1 s n2 ... s nn 0 0 . . . λn
λ1 S ∗1 λ2 S ∗2 . . . λn S ∗n
¡ ¢
=
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 Diagonalization Definition

Therefore,

(AS)∗i = AS ∗i = (SD)∗i = λi S ∗i , (i = 1, 2, . . . , n).

So, S ∗i is the eigenvector corresponding to

eigenvalue λi (i = 1, 2, . . . , n) of A.
Form the matrix S whose column vectors are the n
basis eigenvectors of A.

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 Diagonalization Definition

EXAMPLE 1.1
 
15 −18 −16
Let A =  9 −12 −8  . Find a matrix S that
 
4 −4 −6
diagonalizes A.

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 Diagonalization Computing Powers of a Matrix

COMPUTING POWERS OF A MATRIX

Suppose A is diagonalizable, that is

S −1 AS = D = d i g (λ1 , λ2 , . . . , λn ) ⇒ (S −1 AS)k = D k , k ∈ N
⇒ S −1 A(S.S −1 )AS. . . . .S −1 AS = S −1 A k S = D k
⇒ A k = SD k S −1 .

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 Diagonalization Computing Powers of a Matrix

COMPUTING POWERS OF A MATRIX

Suppose A is diagonalizable, that is

S −1 AS = D = d i g (λ1 , λ2 , . . . , λn ) ⇒ (S −1 AS)k = D k , k ∈ N
⇒ S −1 A(S.S −1 )AS. . . . .S −1 AS = S −1 A k S = D k
⇒ A k = SD k S −1 .
Therefore,
λk1 0 . . . 0
 

k
 0 λk2 . . . 0 
 −1
A =S S

 ... ... ... ... 
0 0 . . . λkn

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 Diagonalization Computing Powers of a Matrix

EXAMPLE 1.2
 
0 −8 6
Let A =  −1 −8 7  . Find A k , k ∈ N.
 
1 −14 11

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 Diagonalization Computing Powers of a Matrix

EXAMPLE 1.2
 
0 −8 6
Let A =  −1 −8 7  . Find A k , k ∈ N.
 
1 −14 11
¯ ¯
¯ −λ
¯ −8 6 ¯¯
χ A (λ) = |A − λI | = ¯ −1 −8 − λ 7 ¯=0
¯ ¯
−14 11 − λ ¯
¯ ¯
¯ 1
⇔ −(λ − 2)(λ + 2)(λ − 3) = 0 ⇔ λ1 = −2 (AM=1), λ2 = 2
(AM=1), λ3 = 3 (AM=1).

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 Diagonalization Computing Powers of a Matrix

 the case where λ1 = −2 (AM=1),

In  we have
 2x 1 − 8x 2 + 6x 3 = 0
 1
−x 1 − 6x 2 + 7x 3 = 0 ⇒ X 1 = α  1  , α 6= 0.
 

 x − 14x + 13x = 0
1 2 3 1

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 Diagonalization Computing Powers of a Matrix

 the case where λ2 = 2 (AM=1),

In  we
 have
 −2x 1 − 8x 2 + 6x 3 = 0
 1
−x 1 − 10x 2 + 7x 3 = 0 ⇒ X 2 = β  2  , β 6= 0.
 

 x − 14x + 9x = 0
1 2 3 3

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 Diagonalization Computing Powers of a Matrix

 the case where λ3 = 3 (AM=1),

In  we have
 −3x 1 − 8x 2 + 6x 3 = 0
 2
−x 1 − 11x 2 + 7x 3 = 0 ⇒ X 3 = γ  3  , γ 6= 0.
 

 x − 14x + 8x = 0
1 2 3 5

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 Diagonalization Computing Powers of a Matrix

 
1 1 2
A matrix S that diagonalizes A is S =  1 2 3 
 
1 3 5
   
1 1 −1 −2 0 0
−1
⇒ S =  −2 3 −1  , D =  0 2 0  . Therefore,
   
1 −2 1 0 0 3
k k −1
A = SD S  =
  
1 1 2 (−2)k 0 0 1 1 −1
 1 2 3  0 2k 0   −2 3 −1 
   
1 3 5 0 0 3k 1 −2 1

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 Diagonalization Recognizing Diagonalizability

THEOREM 1.1
The square matrix A is diagonalizable if and only if
the geometric multiplicity of every eigenvalue is
equal to the algebraic multiplicity.

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 Diagonalization Recognizing Diagonalizability

THEOREM 1.1
The square matrix A is diagonalizable if and only if
the geometric multiplicity of every eigenvalue is
equal to the algebraic multiplicity.

EXAMPLE 1.3
 
2 0 1
Let A =  1 1 1  . Diagonalize A if A is
 
−2 0 −1
diagonalizable.

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 Diagonalization Recognizing Diagonalizability

Step 1. Find eigenvalues, eigenvectors of A.

¯ ¯
¯ 2−λ 0 1 ¯
¯ ¯
χ A (λ) = |A − λI | = ¯ 1 1−λ 1 ¯=0
¯ ¯
−1 − λ
¯ ¯
¯ −2 0 ¯

⇔ −λ(λ − 1)2 = 0
⇔ λ1 = 0 (AM=1), λ2 = 1 (AM=2).

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 Diagonalization Recognizing Diagonalizability

 the case where λ1 = 0 (AM=1),

In  we
 have

 2x 1 + x 3 = 0 1
x 1 + x 2 + x 3 = 0 ⇒ X 1 = α  1  , α 6= 0.
 

 −2x − x = 0
1 3 −2

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 Diagonalization Recognizing Diagonalizability

 the case where λ2 = 1 (AM=2), we have

In

 x1 + x3 = 0
x1 + x3 = 0

 −2x − 2x
1 3 = 0
     
α 1 0
⇒ X2 =  β  = α  0  + β  1  , α + β2 6= 0.
      2
−α −1 0

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 Diagonalization Recognizing Diagonalizability

Step 2. The matrix

 that diagonalizes A is
1 0 1
S = 1 1 0 
 
−2 0 −1
 
−1 0 −1
−1
Then S =  1 1 1 
 
2 0 1
 
0 0 0
−1
D = S AS =  0 1 0
 
0 0 1

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 Diagonalization Recognizing Diagonalizability

EXAMPLE 1.4
 
2 0 0
Let A =  0 4 0  . Diagonalize A if A is
 
1 0 2
diagonalizable.

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 Diagonalization Recognizing Diagonalizability

Step 1. Find eigenvalues, eigenvectors of A.

¯ ¯
¯ 2−λ 0 0 ¯
¯ ¯
χ A (λ) = |A − λI | = ¯ 0 4−λ 0 ¯=0
¯ ¯
2−λ
¯ ¯
¯ 1 0 ¯

⇔ −(λ − 4)(λ − 2)2 = 0

⇔ λ1 = 4 (AM=1), λ2 = 2 (AM=2).

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 Diagonalization Recognizing Diagonalizability

In the case where λ1 = 4 (AM=1),

  we have
½ 0
−2x 1 = 0
⇒ X 1 = α  1  , α 6= 0.
 
x 1 − 2x 3 = 0
0

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 Diagonalization Recognizing Diagonalizability

In the case where λ2 

= 2 (AM=2),
 we have
½ 0
2x 2 = 0
⇒ X 2 = β  0  , β 6= 0.
 
x1 = 0
1

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 Diagonalization Recognizing Diagonalizability

In the case where λ2 

= 2 (AM=2),
 we have
½ 0
2x 2 = 0
⇒ X 2 = β  0  , β 6= 0.
 
x1 = 0
1
Step 2. Since the algebraic multiplicity =2>
geometric multiplicity=1 then A is not
diagonalizable.

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 Diagonalization Recognizing Diagonalizability

LESLEI MODEL

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 Diagonalization Recognizing Diagonalizability

LESLEI MODEL

Group the population into age classes of equal

duration, if the maximum span of a member is L
years, the the·age ¶classes ¶are represented by the n
L
·
2L
intervals are 0, , L, ....
n n
The number of population members in each age
class in year k is presentedbythe age
x1
x 
 2
contribution vector X (k) =  .. , where x i is the
.
xn
th
number of individuals in i age class.
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 Diagonalization Recognizing Diagonalizability

Let p i (i = 1, 2, ..n − 1): the probability that a

member of the i t h age class will survive to
become a member of the (i + 1)t h age class
b i (i = 1, 2, .., n) the average number of offspring
produced by a member of the i t h age class
These numbers can be written in matrix form (
which
 called age transition matrix  )
b1 b2 b3 . . . b n−1 b n
p 1 0 0 ... 0 0
 
 
 0 p2 0
A= ... 0 0
 .. .. .. .. .. 

. . . . .
0 0 0 . . . p n−1 0
The age distribution vector in year k + 1: X (k+1) = AX (k)
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 Diagonalization Recognizing Diagonalizability

EXAMPLE 1.5
A population of rabbits raised in a research
laboratory has the characteristics listed below.
A( )
Half of the rabbits survive their first year. Of those,
half survive their second year. The maximum life
span is 3 years.
( )
B
During the first year, the rabbits produce no
offspring. The average number of offspring is 6
during the second year and 8 during the third year.
The laboratory population now consists of 24 rabbits
in the first age class, 24 in the second, and 20 in the
third. How many rabbits whose age from 1 to 2 after
10 years.
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 Diagonalization Recognizing Diagonalizability

SOLUTION

 
24
The current age distribution vector is: X (1) = 24
 
20
 
0 6 8
The age transition matrix is : A = 0.5 0 0
 
0 0.5 0
The age distribution after k + 1 year is : X (k+1) = A k X (k)

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 Diagonalization Recognizing Diagonalizability

We need to know A 10 .
Eigenvalues are 2, −1, −1.

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 MatLab

MATL AB

1
Finding the characteristic polynomial of A :
p = pol y(A)

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 MatLab

MATL AB

1
Finding the characteristic polynomial of A :
p = pol y(A)
2
Finding the roots of characteristic equation of
A : r oot s(p)

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 MatLab

MATL AB

1
Finding the characteristic polynomial of A :
p = pol y(A)
2
Finding the roots of characteristic equation of
A : r oot s(p)
3
Finding eigenvalues and eigenvectors of of A :
[V, D] = ei g (A)

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 MatLab

THANK YOU FOR YOUR ATTENTION

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