Eigenvalues and Eigenvectors

Most of the material so far has been related to solving linear equations. In this chapter we look at eigenvalues
and eigenvectors of matrices which are involved in applications of matrices to problems in dynamics and
optimization.

4.1 The Characteristic Equation for Eigenvalues.

Definition 1. Let A be a square matrix. A vector v is an eigenvector v of A if

v  0

Av = v for some number 

 is called an eigenvalue of A.
20 Av = = 5

Example 1. Let A = . v  =   is an

eigenvector of A since

Av = =
15
=
= 5 = v

with  = 5. So  = 5 is an eigenvalue of A.
u = is not an eigenvector of A since
10

Au =
=  

for any number .

v=
4
Note that v lies along the line through v.
So v is an eigenvector of A if Av lies
1
along the line through v. Geometrically A
compresses or stretches the vector v 1 3 10 15
while possibly reflecting it through the
origin. This is a pretty restrictive requirement so most vectors will not be eigenvectors for a given matrix A.

There is a systematic method for finding the eigenvalues and eigenvectors of a matrix. Note that the
condition for v to be an eigenvector can be rewritten in the following equivalent ways.

Av = Iv

Av - Iv = 0

(1) (A - I)v = 0

Since v is non-zero, this will occur if and only if the matrix is not invertible which occurs precisely if A - I

4.1 - 1
(2) det(A - I) = 0

This is an equation that the eigenvalues of A must satisfy called the characteristic equation.

Example 1 (continued). Find the eigenvalues of A = .

A - I =

In general to form A - I from A one simply subtracts  from the diagonal entries. The characteristic equation
is

0 = det( A - I ) = = (1 - )(2 - ) – (3)(4)

= 2 - 3 + 2 - 12 = 2 - 3 - 10 = ( - 5)( + 2)
So the eigenvalues are

1 = 5 and 2 = - 2

This example illustrates some a general feature of eigenvalues. Suppose A is an nn matrix. Since a
determinant is the sum/difference of products of elements of a matrix where each product has one entry from
each row and column, we see that det( A - I ) is an nth degree polyonomial in  and the equation
det( A - I ) = 0 for the eigenvalues is a nth degree polynomial equation in . So it has n roots although some
may be complex and some may be repeated. So A has n eigenvalues although some may be complex and
some may be repeated. The number of times the eigenvalue is repeated is called the multiplicity of the
eigenvalue.

Once one has found the eigenvalues, then one can find the eigenvectors corresponding to each eigenvalue by
solving the equation (A - I)v = 0.

Example 1 (continued). Find the eigenvectors of A = .

For 1 = 5 one has A - I = A – 5I = . So an eigenvector v = satisfies

= (A - I)v = =
So
- 4x + 3y = 0

4x - 3y = 0

Since the second equation is the negative of the first, any solution to the first equation is also a solution to the
second. So it suffices to solve the first equation. This equation is equivalent to y = . So an eigenvector v for
1 = 5 has the form

v = = =

So any multiple of the vector v1 = is an eigenvector for 1 = 5. In other words the eigenvectors for 1 = 5
consist of the line through . This is the "usual" case, although it is possible for the eigenvectors corresponding
to an eigenvalue to form a line through the origin or a higher dimensional subspace.

For 2 = - 2 one has A - I = A + 2I = . So an eigenvector v = satisfies

4.1 - 2
 = (A - I)v = =
So
3x + 3y = 0

4x + 4y = 0

Since the second equation is a multiple of the first, any solution to the first equation is also a solution to the
second. So it suffices to solve the first equation. This equation is equivalent to y = - x. So an eigenvector v
for 2 = - 2 has the form v = = = x

So any multiple of the vector v2 =  is

an eigenvector for 2 = - 2. In 20 Av1 = = 5

other words the eigenvectors for 2 =

- 2 consist of the line through .

In general, the equation (A - I)v = 15 0

for the eigenvectors for the
eigenvalue  is a homogeneous
system. Since  is an eigenvalue it
has an non-zero solution. The 10
solutions to a homogeneous system
consist of all linear combinations of
some fixed vectors. So the
eigenvectors for an eigenvalue v1 =
4
consist of all linear combinations of Av2 =
=-2
some fixed vectors. In the example
above the eigenvectors for each 1

eigenvector consist of all multiples -2 10 15

of
- 1 v =1 3
a single vector. This will be true if 2

all the eigenvalues of A are distinct.

However if an eigenvalue is
repeated then the eigenvectors for
this eigenvalue can consist of all
linear combinations of more than one vector.

Consider the mapping defined by A = which maps a vector u to Au. There is a nice geometric interpretation
of this mapping in terms of the eigenvalues and eigenvectors. Let L1 be the line through the first eigenvector
v1 = and L2 be the line through the second eigenvector v2 = and consider the coordinate system with axes L1
and L2. Then vectors on L1 are stretched by A by 1 = 5 and vectors on L2 are reflected and stretched by | 2 |
= 2. A general vector u is stretched in the L1 direction by 5 and stretched in the L2 direction by 2 and then
reflected across the L1 axis in the direction defined by L2.

4.1 - 3
As one can see, it normally takes some effort to find the eigenvalues of a matrix since one must solve the
characteristic equation det(A - I) = 0. However, for an upper triangular matrix, the eighenvalues are just the
entries on the main diagonal.

Proposition 1. If A = is an upper triangular matrix then the eigenvalues of A are a11, a22, …, ann.

Proof. The characteristic equation is

0 = det(A - I) = = (a11 - )(a22 - ) … (ann - )

since the determinant of an upper triangular matrix is the product of the entries on the main diagonal. The
proposition follows from this. //

Here is an example with a 33 matrix.

Example 2. Find the eigenvalues and eigenvectors of A = .

Proceeding in Example 1 one has

A - I =

0 = det( A - I ) =
= ( - 1)(- 2) – (2 -  - 2)(1 - )
= ( - 1)(2 + ) = ( - 1)( + 1)

So the eigenvalues are

1 = - 1 and 2 = 0 and 3 = 1

For 1 = - 1 one has A - 1I = A + I = . So an eigenvector v = satisfies

= (A - I)v = =
So
x - y + 2z = 0
2y - 2z = 0
x + y = 0

Solving using the augmented matrix gives

The augmented matrix is now in reduced row echelon form. The corresponding equations are

x + z = 0
y - z = 0
or
x = -z
y = z

So an eigenvector v for 1 = - 1 has the form

4.1 - 4
 v = = = z

So any multiple of the vector v1 = is an eigenvector for 1 = - 1.

For 2 = 0 one has A - I = A = . So an eigenvector v = satisfies

= (A - I)v = =
So
- y + 2z = 0
y - 2z = 0
x + y - z = 0

The first equation is the negative of the second, so any solution to the second and third equation is a solution
to the first. So it suffices to solve the second and third equations. Subtracting the second equation from the
third gives the pair of equations

y - 2z = 0
x + z = 0
or

y = 2z
x = -z

So an eigenvector v for 2 = 0 has the form

v = = = z

So any multiple of the vector v2 = is an eigenvector for 2 = 0.

For 3 = 1 one has A - I = A - I = . So an eigenvector v = satisfies

= (A - I)v = =
So
- x - y + 2z = 0
- 2z = 0
x + y - 2z = 0

The first equation is the negative of the third, so any solution to the second and third equation is a solution to
the first. So it suffices to solve the second and third equations. The third equation is equivalent to z = 0.
Putting this in the third equation gives x + y = 0 or y = x. So an eigenvector v for 3 = 1 has the form

v = = = x

So any multiple of the vector v3 = is an eigenvector for 3 = 1.

Problem 1. Find the eigenvalues and eigenvectors of A = .

Solution. The eigenvalues are 1 = 3, 2 = 2 and 3 = 1. The corresponding eigenvectors are v1 = , v2 =  and
v3 = .

4.1 - 5