Matrices and Basic Calculus

for Non-Majors – MT161

Idrissa S. A.
Amour.Idrissa@udsm.ac.tz

Eigenvalues and Eigenvectors

Department of Mathematics - UDSM
December 11, 2023
Eigenvalues and Eigenvectors
Let A be an n × n matrix. The real number λ is called
an eigenvalue of A if there exists a nonzero vector x
in IRn such that

Ax = λx (1)

A nonzero x satisfying (1) is an eigenvector of A

associated with the eigenvalue λ.
Example: If A = In , then the only eigenvalue is λ = 1;
every nonzero vector in IRn is an eigenvector of A
associated with the eigenvalue λ = 1.

In x = 1x
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 1
0 2 ],
Example: Let A = [ 1 then
2 0
1 0 1 1 1 1 1
A [ ] = [ 1 2 ] [ ] = [ 21 ] = [ ]
1 2 0
1 2 2 1
1
Ô⇒ x1 = [ ] is an eigenvector of A associated with the
1
eigenvalue λ1 = 12 ,
1 0 1 1 −1 1 1
A[ ] = [ 1 2 ] [ ] = [ 21 ] = − [ ]
2 0 2 −1
−1 −1 2

1
Ô⇒ x2 = [ ] is an eigenvector of A associated with
−1
the eigenvalue λ2 = − 12
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 1 1 T
Let A = [ ]. Let the eigenvector x = [x1 x2 ] is
−2 4
associated with the eigenvalue λ, then x must satisfy

1 1 x1 x
[ ] [ ] = λ [ 1]
−2 4 x2 x2

x1 + x2 = λx1
Ô⇒
−2x1 + 4x2 = λx2
⎧
⎪(λ − 1)x1 − x2
⎪ =0
Ô⇒ ⎨
⎪ 2x + (λ − 4)x2 = 0
⎩ 1
⎪
This is homogeneous equation, which has nontrivial
solution iff the determinant of its coefficient is zero;
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 λ − 1 −1
∣ ∣ = 0 Ô⇒ (λ − 1)(λ − 4) + 2 = 0
2 λ−4
Ô⇒ λ1 = 2, λ2 = 3

we then solve the linear system Ax = λx

when λ = λ1 = 2, we have

1 1 x1 x
[ ] [ ] = 2 [ 1]
−2 4 x2 x2

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This gives
⎧ ⎧
⎪x1 + x2
⎪ = 2x1 ⎪x 1 − x 2
⎪ =0
⎨ Ô⇒ ⎨ Ô⇒ x1 = x2
⎪
⎪ −2x1 + 4x2 = 2x2 ⎪
⎪ 2x1 − 2x2 = 0
⎩ ⎩
Let x2 = t ∈ IR, then all eigenvectors associated with
t
λ1 = 2 are given by [ ]. In particular, choose t = 1;
t

1
x1 = [ ]
1
when λ = λ2 = 3, we have
1 1 x1 x
[ ] [ ] = 3 [ 1]
−2 4 x2 x2
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This gives
⎧ ⎧
⎪x 1 + x 2
⎪ = 3x1 ⎪2x1 − x2
⎪ =0 1
⎨ Ô⇒ ⎨ Ô⇒ x1 = x2
⎪ −2x1 + 4x2 = 3x2 ⎪ 2x − x =0 2
⎪
⎩ ⎩ 1 2
⎪

Let x2 = r ∈ IR, then all eigenvectors associated with

1
r
λ2 = 3 are given by [ 2 ]. In particular, choose r = 2;
r

1
x2 = [ ]
2

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Practical method for λ and x
We need to solve for x in linear system Ax = λx, or

(λIn − A)x = 0

This is a homogeneous system which has nontrivial

solution iff
∣λIn − A∣ = 0
Definition: Let A be an n × n matrix. The determinant
f (λ) = ∣λIn − A∣ is called the characteristic
polynomial of A. The characteristic equation of A is

f (λ) = ∣λIn − A∣ = 0

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Example: Find the eigenvalues and eigenvectors of
⎡1 2 −1⎤
⎢ ⎥
⎢ ⎥
matrix A = ⎢ 1 0 1 ⎥
⎢ ⎥
⎢4 −4 5⎥
⎣ ⎦
The characteristic equation is
RRRλ − 1 −2 1 RRRR
RRR
f (λ) = ∣λIn −A∣ = RRR −1 λ − 0 −1 RRRRR = λ3 −6λ2 +11λ−6 = 0
RRR −4 4 λ − 5RRRR
R
Ô⇒ (λ − 1)(λ − 2)(λ − 3) = 0 Ô⇒ λ1 = 1, λ2 = 2, λ3 = 3
To find eigenvector we form a hom. system
⎡λ − 1 −2 1 ⎤ ⎡x ⎤ ⎡0⎤
⎢ ⎥ ⎢ 1⎥ ⎢ ⎥
⎢ ⎥⎢ ⎥ ⎢ ⎥
(λIn − A)x = 0 Ô⇒ ⎢ −1 λ −1 ⎥ ⎢x2 ⎥ = ⎢0⎥
⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢ −4 4 λ − 5⎥ ⎢x3 ⎥ ⎢0⎥
⎣ ⎦⎣ ⎦ ⎣ ⎦
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when λ = λ1 = 1, the augmented matrix with row
equivalences
⎡ 0 −2 1 0 ⎤ ⎡ 1 −1 1 0 ⎤ ⎡ 1 −1 1 0 ⎤
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ −1 1 −1 0 ⎥ ∼ ⎢ 0 −2 1 0 ⎥ ∼ ⎢ 0 −2 1 0 ⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ −4 4 −4 0 ⎥ ⎢ −4 4 −4 0 ⎥ ⎢ 0 0 0 0 ⎥
⎣ ⎦ ⎣ ⎦ ⎣ ⎦
We have x3 as free variable, let x3 = t ∈ IR, then
−2x2 + x3 = 0 Ô⇒ x2 = 21 t and
x1 − x2 + x3 = 0 Ô⇒ x1 = x2 − x3 = 12 t − t = − 12 t
T
The eigenvectors are x1 = [− 12 t 12 t t] . In particular,
choose t = 2, we have
⎡−1⎤
⎢ ⎥
⎢ ⎥
x1 = ⎢ 1⎥
⎢ ⎥
⎢ 2⎥
⎣ ⎦
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when λ = λ2 = 2, the augmented matrix with row
equivalences
⎡ 1 −2 1 0 ⎤ ⎡ 1 −2 1 0 ⎤ ⎡ 1 −2 1 0 ⎤
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ −1 2 −1 0 ⎥ ∼ ⎢ 0 0 0 0 ⎥ ∼ ⎢ 0 −4 1 0 ⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ −4 4 −3 0 ⎥ ⎢ 0 −4 1 0 ⎥ ⎢ 0 0 0 0 ⎥
⎣ ⎦ ⎣ ⎦ ⎣ ⎦
We have x3 as free variable, let x3 = t ∈ IR, then
−4x2 + x3 = 0 Ô⇒ x2 = 41 t and
1 1
x1 − 2x2 + x3 = 0 Ô⇒ x1 = 2x2 − x3 = t − t = − t
2 2
T
The eigenvectors are x2 = [− 12 t 14 t t] . In particular,
⎡−2⎤
⎢ ⎥
⎢ ⎥
choose t = 4, we have x2 = ⎢ 1⎥
⎢ ⎥
⎢ 4⎥
⎣ ⎦
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 T
Similarly when λ = λ3 = 3, we have x3 = [− 14 t 14 t t] ,
⎡−1⎤
⎢ ⎥
⎢ ⎥
t ∈ IR. Choose t = 4 Ô⇒ x3 = ⎢ 1⎥ (verify!!)
⎢ ⎥
⎢ 4⎥
⎣ ⎦

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