3 Matrices

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Now … the basic principle Discussion point

of modern mathematics  2 0
is to achieve a complete ➜ The mapping defined by the diagonal matrix  is easy to visualise. It
 0 3 
fusion [of] ‘geometric’ represents a stretch with scale factor 2 parallel to the x-axis and a stretch
and ‘analytic’ ideas. with scale factor 3 parallel to the y-axis. The mapping defined by the matrix
Jean Dieudonné,  1 1
M=  is not as straightforward to visualise. Explain why it represents a
1906–1992  −2 4   1
stretch with scale factor 2 in the direction of u =   and a stretch with scale
   1
factor 3 in the direction of v =  1  . Compute Mu, Mv and M(u+ v ) for example.
2

Note Some linear transformations of the plane or 3-D space, such as rotations and
Recall that a linear reflections, are easy to visualise. Others appear to have no obvious interpretation.
transformation is a However, you can sometimes describe a linear transformation in terms of
mapping that can be stretches (or contractions) in certain directions. Such a direction corresponds to
defined by a matrix. an eigenvector of the associated matrix, with the scale factor of the stretch its
corresponding eigenvalue. Knowing the eigenvectors and eigenvalues of a matrix
provides a deeper understanding of the corresponding linear transformation.

1 Eigenvalues and eigenvectors

2 × 2 matrices
Every point on the mirror line of a reflection maps to itself. The line may be
described as a line of invariant points, since every point on the line is itself
invariant.
A line of invariant points is a special case of an invariant line in which the image
Copyright 2018. Hodder Education Group.

of every point on the line is itself on the line, but is not necessarily the original
point. As an example, think about the lines through the origin in an enlargement,
with a scale factor 2, centred on the origin. Each point on the line in Figure 3.1
maps to another point on the line, but the origin maps to itself. Every line through
the origin is an invariant line, but the origin is the only invariant point.

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 y
P’1

P1
3

Chapter 3 Matrices
O x

P2

P’2

Figure 3.1
This idea is now developed in terms of matrices, restricted to lines that pass through
the origin.
4 2
Look at the effect of the transformation with matrix M =   . Since
1 3
 4 2 1  6 
    =   , the transformation defined by pre-multiplying position
 1 3 1  4   1  6  k
vectors by matrix M maps the vector   to   . Similarly the image of  k  is
 1  4  
 6k 
 4k  .
Each point on the line y = x can be represented by a position vector of the form
 k  6k  2
 k  and the points with position vectors  4k  form the line y = 3 x . This means
that under the transformation represented by the matrix M, the image of the
4 21 8
line y = x is the line y = 2 x . Similarly since     =   , the image of the
3 1 32 7
7
line y = 2x is the line y = 8 x.

ACTIVITY 3.1
(i) Find the images of the following position vectors under the transformation given
4 2
by M =  .
1 3

           
(a)  1  (b)  2  (c)  0  (d)  −1  (e) −1 (f)  −2 
0 1 1  2  1  1
(ii) Use your answers to part (i) to find the equation of the image of each line.
1
(a) y = − x (b) y = − 2 x (c) y = x
2
y = − 1x
(d) 2 (e) y = 0 (f) x = 0

The information you gathered in Activity 3.1 is represented in Figure 3.2; the
object lines are shown on the left and the images are shown on the right.

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 Eigenvalues and eigenvectors
The German word for
‘characteristic’ is eigen:
eigenvectors are also
known as characteristic
vectors; eigenvalues
are also known as
characteristic values.
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9781510403628.indb 44
M
y y
y = 12 x y = 12 x
x x
y = –x y = –x
Figure 3.2
Figure 3.3 shows all the information on one diagram; (parts of) the object lines are
shown at the centre of the diagram and (parts of) the corresponding image lines
are shown in the outer sector of the diagram.
y
y = 12 x
y = –x
Figure 3.3
The shaded part of the diagram is not directly relevant but shows lines connecting
1
each object to its image. Notice that there are two invariant lines, y = x and
2
y = − x , that map to themselves under this transformation. The other lines appear
1
to crowd towards y = 2 x , moving away from y = − x . This diagram prompts several
questions.
• Are there other invariant lines?
1
• Why does y = x attract and y = − x repel?
2
• Do all transformations behave like this?
• How can such lines be found efficiently?
Terminology
To answer these questions you need suitable terminology.
If s is a non-zero vector such that Ms =λ s, where M is a matrix and λ is a scalar
(which may be zero), then s is called an eigenvector of M. The scalar λ is known
as an eigenvalue.
It is straightforward to test whether a given vector is an eigenvector of a particular
matrix. For example, since
 4 2   2   10  2
   =   = 5 
 1 3  1   5  1
20/07/18 4:55 PM

For a square matrix A, the
matrix equation Ax = 0
has non-zero solutions x
if and only if det A = 0. Be
careful, 0 (in bold) denotes
a matrix (or vector) of
zeros, 0 is the number
zero.
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9781510403628.indb 45
and
 4 2   −1   −2 
  =
 1 3   1  2 
 −1 
 = 2 
 1
3
 2  −1 4 2
 1  and  1 are eigenvectors of the matrix M=  1 3  . The corresponding
Chapter 3 Matrices
 
eigenvalues are 5 and 2 respectively. It will become evident that these are the only
two eigenvalues of M.
Properties of eigenvectors
Eigenvectors have three important properties.
 2  −1
1 All non-zero scalar multiples of   and   are also eigenvectors of M, with
 
1  1
(respectively) the same eigenvalues.
2 Under the transformation, the eigenvector is enlarged by a scale factor equal to
its eigenvalue.
3 The direction of an eigenvector is unchanged by the transformation. (If the
eigenvalue is negative, the sense of the eigenvector will be reversed.)
Finding eigenvectors
Although establishing whether or not a vector is an eigenvector can be achieved
by direct multiplication, finding them for a given matrix M requires algebra.You
need to find non-zero vectors s, and corresponding scalars λ, such that Ms = λ s,
or equivalently, Ms − λ s = 0. At this point it is tempting to ‘take out the common
factor’ and write ( M − λ )s = 0, but M is a matrix and λ is a number so the
expression M − λ is not defined. Notice, however, that s = Is (where I is the
identity matrix), so λ s = λ Is and the expression ( M − λ I) is defined. Hence
Ms = λ s
⇔ Ms − λ s = 0
⇔ Ms − λ Is = 0
⇔ ( M − λ I) s = 0.
Clearly s = 0 is a solution for any square matrix M and scalar λ (this is why
eigenvectors are required to be non-zero). For non-zero solutions s you require
det( M − λ I) = 0.
The expression det( M − λ I) is a polynomial in λ; this polynomial is known as the
characteristic polynomial of M. The equation det( M − λ I) = 0 is known
as the characteristic equation of M.
The steps for finding eigenvectors are listed below and illustrated in Example 3.1.
Step 1 Form the characteristic equation det( M − λ I) = 0.
Step 2 Solve the characteristic equation to find the eigenvalues, λ.
Step 3 For each eigenvalue, λ, find a corresponding eigenvector s by finding a
non-zero solution to ( M − λ I)s = 0.
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 Eigenvalues and eigenvectors

Example 3.1 4 2
Find the eigenvectors of the matrix M =  .
1 3

Solution
Step 1 Form the characteristic equation det( M − λ I)= 0.
4 2 1 0 4−λ 2 
M − λI =   − λ = 
1 3 0 1  1 3−λ 

So

4−λ 2
det( M − λ I) = 0 ⇔ =0
1 3−λ
⇔ (4 − λ )(3 − λ ) − 2 = 0
⇔ λ 2 − 7λ + 10 = 0

Step 2 Solve the characteristic equation to find the eigenvalues, λ.

λ − 7λ + 10 = 0 ⇔ (λ − 2)( λ − 5) = 0
2

⇔ λ = 2 or 5
Step 3 Find a corresponding eigenvector, s, for each eigenvalue, λ, by solving
(M − λ I) s = 0.
When λ = 2:
2 2x  0 x
( M − λ I)s = 0 ⇔     =   ,where s =  
1 1  0
y y
⇔x+y =0
 −k   −1 
⇔ s =   = k  .
 k  1

When λ = 5:
 −1 2   x   0 
( M − λ I)s = 0 ⇔   = 
 1 −2   y   0 
⇔ −x + 2 y = 0
 2k  2
⇔ s =   = k  .
 k 1

 −1  2
Thus the eigenvectors are   and   or any non-zero scalar multiples of
 1  1
these vectors.

 −1  2
Expressing vectors in terms of the eigenvectors s 1 =   and s 2 =   explains
 1  1
1
why the line y = x attracts and the line y = − x repels under the transformation
2
4 2
defined by the matrix M =   . Since s1 and s2 are non-zero and non-parallel,
1 3

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 you can express any position vector p as α s 1 + β s 2 . You can do this by setting
 x
p =   and solving a matrix equation to find the values of α and β .
 y
3
The fact that s1 and s2  x   −1 2   α 
p = αs1 + β s 2 ⇔   =   
are non-zero and non-
 y   1 1  β 

Chapter 3 Matrices
parallel ensures that
−1
this coefficient matrix is α   −1 2   x 
invertible. ⇔  =    .
β   1 1  y 

Then:
Mp = M(α s 1 + β s 2 )
= α Ms 1 + β Ms 2
= 2α s 1 + 5β s 2
This shows that the image of p is attracted towards the eigenvector with the
numerically larger eigenvalue.

ACTIVITY 3.2
Choose three vectors and express them in terms of the eigenvectors s1 and s2 of the
4 2
matrix M =   found in Example 3.1. Draw an accurate diagram showing s1 and s2,
1 3
your vectors and the images of your vectors under the transformation defined by M.
You should see that the images of your vectors are attracted to the eigenvector of M
with the numerically larger eigenvalue.

3 × 3 matrices
The definitions of eigenvalue and eigenvector apply to all square matrices. The
characteristic equation of matrix M is det( M − λ I) = 0. When M is a 2 × 2 matrix,
the characteristic equation is quadratic and may or may not have real roots. When
M is a 3 × 3 matrix of real elements, the characteristic equation is cubic with real
coefficients; this must have at least one real root. This proves that every real 3 × 3
matrix has at least one real eigenvector, and so every linear transformation of three-
dimensional space has at least one invariant line.
You use the same process to find the eigenvalues and eigenvectors of a 3 × 3 matrix
as you do for a 2 × 2 matrix, although the work will generally be lengthy.
Example 3.2
 3 1 1 
Find the eigenvectors of the matrix M =  1 3 1 .
 1 1 3 

Solution
Step 1 Form the characteristic equation det( M − λ I) = 0.
 3 1 1   1 0 0   3−λ 1 1 
M − λI =  1 3 1 −λ  = 
   0 1 0   1 3 − λ 1 
 1 1 3   0 0 1   1 1 3−λ 

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 Eigenvalues and eigenvectors

So
3−λ 1 1
det( M − λ I) = 1 3−λ 1 =0
1 1 3−λ
⇔ (3 − λ )((3 − λ )(3 − λ ) − 1) − ((3 − λ ) − 1) + (1 − (3 − λ )) = 0
⇔ −( λ 3 − 9λ 2 + 24 λ − 20) = 0

Step 2 Solve the characteristic equation to find the eigenvalues, λ.

−( λ − 9λ 2 + 24 λ − 20) = 0 ⇔ − ( λ − 5)( λ − 2) 2 = 0
3

⇔ λ = 5 or 2 (repeated root).
Step 3 Find a corresponding eigenvector, s, for each eigenvalue, λ, by solving
( M − λ I ) s = 0.
When λ = 5:

 −2 1 1   x   0
( M − λ I)s = 0 ⇔  1 −2 1   y  = 0
 1 1 −2     
 z   0
−2x + y + z = 0
⇔ x − 2y + z = 0
x + y − 2z = 0
⇔ x = y = z = k say,

 k  1
so that s =  k  = k  1 , k ≠ 0, is an eigenvector, with eigenvalue 5.
   1
 k

When λ = 2, a repeated root:

1 1 1 x   0 
 y
( M − λ I)s = 0 ⇔  1 1 1
  
    =  0 
1 1 1 z   0 
⇔x+y+z =0

i.e. any non-zero vector in the plane x + y + z = 0 is an eigenvector, with

eigenvalue 2.
 p 
A general vector in that plane is s =  q .
 
 − p − q 

 1  p 
Thus the eigenvectors are k  1  , k ≠ 0, and  q  , p and q not both zero.
 1   
 − p − q 

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 Evariste Galois (1811–32)
proved that there is
no general formula
for solving polynomial
equations of degree 5 or
higher.
This sum is known as the
trace of the matrix M,
tr(M).
Recall that positive angles
are taken anticlockwise
when looking towards the
origin from the positive
side of the axis of rotation.
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The ideas above also apply to larger square matrices. However if M is n × n , its
characteristic equation is of degree n, and solving polynomial equations of higher
degree is generally not straightforward. 3
Note
Chapter 3 Matrices
Eigenvalues and eigenvectors have many practical applications. They are used in
the Google PageRank algorithm, in tests for stability in mechanical engineering and
architecture, and for dimensionality reduction in multivariate statistics. For large
matrices, eigenvectors and values are found using numerical methods.
ACTIVITY 3.3
The 3 × 3 matrix M has three eigenvalues, λ1, λ2 , λ 3, which are the roots of the
polynomial equation det ( M − λ I) = 0.
(i) Factorise the polynomial det (M − λ I) into linear factors, and hence show that
the product of the three eigenvalues is det M.
(ii) By considering the coefficient of the term in λ in the polynomial det( M − λ I ),
2
show that the sum of the three eigenvalues is the sum of the elements on the
leading diagonal of M.
These properties also hold for n × n matrices.
Rotations and reflections in 2-D and 3-D space
 
The matrix R θ =  cos θ − sin θ  rotates the points in the xy-plane anticlockwise
 sin θ cos θ 
through an angle of θ about the origin. Two special cases occur when θ = 0 and
θ = π . R 0 is the identity matrix, for which every non-zero vector is an eigenvector
 −1 0 
with corresponding eigenvalue 1, and R π =   for which every non-zero
 0 −1 
vector is an eigenvector with corresponding eigenvalue −1. For any other value of
θ in the range 0  θ < 2π , R θ has no eigenvectors.
The situation is different in three dimensions: every rotation of three-dimensional
space has an axis of rotation. For rotations defined by a matrix, this axis will pass
through the origin and any non-zero vector on this line will be an eigenvector of
the matrix with corresponding eigenvalue 1. The simplest cases occur when one of
the x, y or z-axes is also the axis of rotation. For example, the matrix
 cos θ − sin θ 0 
 
R =  sin θ cos θ 0 
 0 0 1 

represents an anticlockwise rotation about the z-axis through an angle of θ . Clearly
0
  is an eigenvector of R with eigenvalue 1.
 0 
1
If the 2 × 2 matrix M represents a reflection in a mirror line passing through the
origin (in 2-D), then any non-zero vector on this line is an eigenvector of M
corresponding to the eigenvalue 1. Any non-zero vector on the line through the
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 Eigenvalues and eigenvectors

origin and perpendicular to this mirror line is an eigenvector of M corresponding

to the eigenvalue −1.
If the 3 × 3 matrix M represents a reflection in a plane (in 3-D), then every vector in
the plane is an eigenvector corresponding to the eigenvalue 1, and vectors through
the origin and perpendicular to this plane are eigenvectors of M with corresponding
eigenvalue -1. There are two ways to find the plane of reflection:
•  ou can find an eigenvector v with eigenvalue -1, and the plane of reflection is
Y
then the plane through the origin for which v is a normal vector.
• You can use the repeated eigenvalue of 1 to find the equation of the plane directly.

Example 3.3 You are given that the matrices

 1 3   6 2 3
 2 2 0  7 −7 −7 
   
R =  -3 3 1
and M =  −2 3 −6 
 4 4 2  7 7 7
 3 1 3  −3 −6 −2 
 4 -4   7 7 7
 2   
represent a rotation and a reflection in 3-D space respectively.
(i) Find a vector equation for the axis of the rotation defined by R.
(ii) Find a Cartesian equation for the plane of reflection defined by M.

Solution
(i) To find the axis of rotation, you need to find an eigenvector corresponding
x
to the eigenvalue 1. It follows that the axis consists of the vectors  y  that
 
z
 
 
− 1 3 0 
 2 2 x 0
 3 3 1    
satisfy  − −1 y = .
4 4 2     0 
 z 0
 3 −1 3 − 1
 4 4 2 
 
From the first row you obtain x = 3y. Setting y = 1 gives x =
3 and then
Using the third row with  3 
y = 1 and x = 3 also gives the second row gives z = 2 + 3 , giving the vector equation r = t  1  .
1 = 2 + 3.  
z=  2 + 3
2− 3

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 3
(ii) Method 1
Because M represents a reflection in a plane through the origin, the
eigenvalues of M are ±1, and the plane of
a 
reflection is ax + by + cz = 0, where  b  is an eigenvector of M with

Chapter 3 Matrices
eigenvalue −1. c 
To find such an eigenvector you solve ( M − λ I)x = 0 with λ = −1.

 13 2 3
 7 -7 − 7 
 a 0
 - 2 10 − 6   b  =  0 
 7 7 7    
3 6 5 c  0
 - - 
 7 7 7
⇔ 13a − 2b − 3c = 0
−2a + 10b − 6c = 0
−3a − 6b + 5c = 0
Rearranging the second equation gives a = 5b − 3c . After substituting for
a, the remaining equations both simplify to 3b = 2c . Setting c = 3, gives
b = 2 and a = 5b − 3c = 1. So the equation of the plane of reflection of M is
x + 2y + 3z = 0.
 6 2 3
 7 −7 −7 
 1 1
As a check, you can verify that  − 2 3 − 6   2  = −  2  as required.
 7 7 7   3   
3
 − 3 − 6 − 2 
 7 7 7
Method 2
Because M represents a reflection in a plane through the origin, the
eigenvalues of M are ±1, and the plane of reflection consists of the origin
and all of the eigenvectors of M with eigenvalue 1. These vectors are the
solutions of the equation
 6 2 3
 7 −7 −7 
 2 3 6   x   x 
− −  y = y
 7 7 7   z   x 
 − 3 − 6 − 2 
 7 7 7

or equivalently
 − 1 − 2 − 3
 7 7 7   x   0
 2 4 6  
 − 7 − 7 − 7   y  =  0 
   z  0
 −3 −6 −9
 7 7 7

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 Eigenvalues and eigenvectors

All three rows give the equation x + 2y + 3z = 0. The eigenvectors of M with

eigenvalue 1 are exactly the non-zero solutions x + 2y + 3z = 0 so this is the
equation of the plane of reflection of M.

Exercise 3.1
① Find the eigenvalues and corresponding eigenvectors of these 2 × 2 matrices.
Check that the sum of the eigenvalues is the trace of the matrix.
 5 3  7 2 1 2 
(i) (ii) (iii)  
 2 4   −12 −4  1 1 

 1 −1   1.1 −0.4   p 0
(iv)  1 3  (v)  0.2 0.2  (vi)  0 q , p ≠ q
 
② Find the eigenvalues and corresponding eigenvectors of these 3 × 3 matrices.
Check that the sum of the eigenvalues is the trace of the matrix.
 3 0 0   1 1 2  1 1 2
     
 4 2 −3   5 −2 1 
(i)
0 2 1 (ii) (iii)

 0 0 −1   4 2 3 1 1 2

 0 1 −4   1 −3 −3 
 0 0 2 
    (vi)  −8 6 −3 
(iv)
 −10 7 −20  (v)
 0 3 0   
 −2 1 −2   8 −2 7 
 2 0 0 
③ Vector s is an eigenvector of matrix A with eigenvalue α, and an eigenvector
of matrix B with eigenvector β. Prove that s is an eigenvector of:
(i) A+B
s is an eigenvector of (ii) AB
M ⇔ Ms = λ s, s ≠ 0.
and find the corresponding eigenvalues.
 −2   7 4 −4 
 
④ (i) Show that r =  0  is an eigenvector of A =  4 1 8  and determine
 1  
   −4 8 1 
the corresponding eigenvalue.
(ii) State two other eigenvectors of A that, together with r, give three mutually
perpendicular eigenvectors and state the corresponding eigenvalues.
(iii) What is the value of det A? [O&C]
⑤ (i) Show that if λ is an eigenvalue of the square matrix M and s is a
corresponding eigenvector, then:
λ2 is an eigenvalue of M2
λ3 is an eigenvalue of M3
λn is an eigenvalue of Mn, n ∈ 
λ-1 is an eigenvalue of M-1 (provided M-1 exists).
(ii) Show that s is the corresponding eigenvector in all cases.

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