Chapter 4: Eigenvalues & Eigenvectors
We will cover sections: 4.1, 4.2, 4.3Prght?
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anutied!Section 4.1: Eigenvalues &
Eigenvectors
e Question: For a square matrix A can we find a non-
zero vector x such that Ax is scalar multiple of x?
e Example: 4b
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S¥-b6Definition: Eigenvalue & Eigenvector
e Let A be an nxn matrix.
e Ascalar } is called en eigenvalue of A if there is a
non-zero vector x such that
Ay =%x
e Such a vector x is called an eigenvector for A
corresponding to 0.9Example
e Show that x is an eigenvector of A. Find the
eigenvalue corresponding to x, where
fellExample
e Show that 5 is an eigenvalue of A and find all the
eigenvectors corresponding to 5.
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Geakat mnmttipls [2Definition: Eigenspace
e Let A be an nxn matrix and let be an eignevalue for
A.
e The set of all eigenvectors for 4, together with the zero
vector is called the eigenspace of i.
\as* Donat “ E,
Ey Es = Lely {etyExample
e Show that -1 is an eigenvalue of A. Find the
eigenspace.
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Show (A- WD Y= 0
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=( 15 an CignvallExample
e Find the eigenvalues of A geometrically.Example
e Find the eigenvalues and associated eigenvectors for
the matrix A.
4-1
A=
[P|
we hackleSection 4.2: Determinants
e We saw earlier that for a 2x2 matrix, we can compute
that determinant.
e We will now learn how to compute determinants for
nxn matrices for n>2.3x3 Matrices
e For a 3x3 matrix A, the determinant of A is a scalar,
denoted as det A or |A| and is calculated in the
following way: Fo
G3 Ay By
_ Gre Ars —On. Gry Oir5
\Al= A ier Gx Cai Gay
Aw AW
Ay G3
LO3x3 Matrices
e For a 3x3 matrix A, the determinant of A is a scalar,
denoted as det A or |A]. It can also be expressed as:
4, Ay Us
A=|@, a a;
G3 Ay By
Ast A = Ay AAA, “An det A wt
e det A, is called the (i,j)-minor of A Q i) ive \ V3Example 4=|2 3 ]
e Find det A 3 1 0
tech = (Veet 3.) —Co) wet 5 | +!
= &Y -~O+ EW)
=a -VhThe 3x3 Matrix Determinant Shortcut
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—A-\4(D=-\LDeterminants of nxn Matrices
e Let A=[a,] be an nxn matrix, where n>2. Then the
determinant of A is the scalar
ded A =O detAy ~Gn det Ay CN On,
{| het HAs
W I+
= 3 Ou dk (Avs J
J=lDefinition: cofactor
e The (i,j)-cofactor of a matrix A is
Crys 1 dt Ay
e This means we can express the determinant of A as
akA=F dis C,,
j=)Theorem 1: Laplace Expansion
Theorem
e The determinant of an nxn matrix A=[a,]. where n>2
can be computed as
dt A= HC
e This is called the cofactor expansion along the i-th rowTheorem 1: Laplace Expansion
Theorem (continued)
e The determinant of A can also be computed as
n
daa A =o y Q., Ce,
Le \
e This is called the cofactor expansion along the j-th
columnExample
e Use cofactor expansion to compute the determinant of
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det A= oe ely)
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“LioExample
e Use cofactor expansion to compute the determinant of= C0") di
=(-9)(-%)
is 0
Oye
Ou-\Another Short Cut!
e The determinant of a triangular matrix is the product of
its entries on the main diagonal!
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e Ex: 0477 779 21
003-7 -9 1 47 8 98 56
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0000 011987
0000 002 10 2
0000 000223
0000 0 00 03 10
0000 00000 4
AGH = 126Theorem 3: Properties of
Determinants
e Let A be a square matrix.
a) IfA has a zero row or column det A=0
>) IfB is obtained by interchanging two rows (column) of A
then det B=—det A
c) IfA has two identical rows (columns) det A=0
d) IfB is obtained by multiplying a row (column) of A by a
scalar k then det B=k det A
e) IfB is obtained by adding a multiple of one row (column)
of A to another then det B= det A| can use that Theorem
to find determinants?
e Now we can take a matrix A, turn it into a triangular matrix
and using Theorem 3, easily compute the determinant!
e Example: Find det A |
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\A\Invertible Matrices
e A square matrix is invertible if and only if
baAA +0
e IfA is invertible then the following holds
ao (8 \= VeenSome Interesting Determinant Facts
e IfA is an nxn matrix and ka scalar then
did eA) = B dUACA)
e If A and B are nxn matrices and AB their product, then
OLA CAR) = Ata (AY dtt(8 )
e For any square matrix A, det A= det ATExample
e Suppose for a 3x3 square matrix A we know that
det A =-3
e Compute the followin,
. det 2A = Dada? EB2- LT
o det AT= 7 3
edettAt= 4 134
e det AB where ale 1 /
0 06
tor AB Addl )=9C-L=AYNow for Something Completely
Different
e Okay, we can compute determinants. Awesome.
e All term we have been trying to solve And now
tl has Ax=b for somethi
systems such as AX™D. completely different...
e Lets put this determinant stuff to
good use!Cramer’s Rule
e Let A be an invertible nxn matrix
and let b be a vector in R”
e Then the unique solution x of the
system Ax=b is given by:
det A
(bo — re placin column cof A
Pe ) ° wih 1Example
e Use Cramer’s Rule to solve
e xt2y=2 \= \ L b -
e -x+4y=1 E Uy ~
(DF ind AAA = 4 — Enis 6
O Find det A, L2))
da[e | =Find AACA, U2)
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OA
Lb)Definition: adjoint
e The adjoint of a matrix A is
Cu Ca, . Cry buhwmo
Cu Cay Cav Cy Gee ah
Cn Gan - Can Cofactor
HAExample 27
e Find the adjoint of the matrix a 8 ;
an = 0 0
C2) or ~ (s) 2 20
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Qa-4\ yo = _
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Gy. = -my-fe@7) ab
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ew
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STheorem 12
e Let A be an nxn matrix, then
4 oa \_ ool A
dothExample
e Find the inverse of A using the adjoint method.
27
A=|0 8
0 0
1
meSection 4.3: Eigenvalues &
Eigenvectors of MatricesEigenvalues of Matrices
e The eigenvalues of a square matrix are the solutions 4
of the equation
det (A-%L)= 0
e The characteristic polynomial of A is
oles (A - XI )
and the characteristic equation is
AeHA-WN=OExample
e Find the ry polynomial for a 2x2 ~
SP ETES
hak M= (a-®\ 4-0) ~ (bier)
== (abd\Y + ad-6CProcedure for finding Eigenspace
e Let A be an nxn matrix
1) Compute the characteristic polynomial of A
2) Find the eigenvalues ofA (so find the roots of the
characteristic polynomial)
3) For each eigenvalue A, find the null space of the matrix
A- XI. This is the eigenspace E, , the non-zero vectors
of which are the eigenvectors ofA corresponding to d.
4) Find a basis for each eigenspace.
~Example
e Find the eigenvalues and corresponding eigenspaces of
10 00
A= ail- Als
0 3 ou |
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a)Definition: Multiplicity
e The algebraic multiplicity of an eigenvalue is its
multiplicity as a root of the characteristic equation.
e The geometric multiplicity of an eigenvalue is the
dimension of its corresponding eigenspace.Example
e Find the eigenvalues and corresponding eigenspaces of
A. State the algebraic and geometric multiplicity of
each eigenvalue.
-1 0 1
A=|3 0 -3
1 0 -1Triangular Matrices are so Nice!
e We saw that for triangular matrices we can multiply
the entries on the diagonal to get the determinant.
e To find the eignevalues of a triangular matrix, we can
obtain them from the main diagonal also!
e Theorem 15: The eigenvalues of a triangular matrix are
the entries on its main diagonal.Theorem 16: Invertible Matrices &
Eigenvalues
e A square matrix A is invertible if and only if 0 is not
an eigenvalue of A.
e Proof: seo (VY
p90 ICTheorem 18:
e Let A be a square matrix with eigenvalue ) and
eigenvector x.
a) For any positive integer, n, 4” is an eigenvalue of A”
with corresponding eigenvector x
b) IfA is intertible then 1/A is an eigenvalue of A“with
eigenvector x
c) IfA is javertiExample
e Compute A!°x where a-|
01
x
12Theorem 20
e Let A be an nxn matrix and },, 4,,.., 0, be distinct
p Ag»
eigenvalues of A with corresponding eigenvectors
v,,V,,-. V_. Then v,, v,,.., V_ are linearly independent.
m m
vp Vor vp VorProblem Solving Time
e Let A be a 3x3 matrix with eigenvectors
1 1 1
v= v,=|l]}v;=
0 0 1
and corresponding eigenvalues -1/3, 1/3, and 1,
respectively.
e Can we write v, as a linear combination of v, and v,?