VARDHAMAN COLLEGE OF ENGINEERING, HYDERABAD

An Autonomous Institute Affiliated to JNTUH

A7003– LINEAR ALGEBRA AND OPTIMIZATION

Handout # 9
Properties of Eigen values and Eigen vectors of real and complex matrices
Property 1: Any square matrix A and its transpose AT have the same eigen values.

8 4  8 2
Example 6.1. A    and AT   
2 2   4 2
The characteristic equation of A is A   I  0 The characteristic equation of AT is AT   I  0

8 4 8 2
 0   2  10  24  0  0   2  10  24  0
2 2 4 2

The eigen values of A are  =4,6 The eigen values of AT are  =4,6
 Any square matrix A and its transpose AT have the same eigen values.
Property 2: The eigen values of a triangular matrix are just the diagonal elements of the matrix.

1 3 4 
 
Example6.2. Let A  0 2 5  The characteristic equation of A is A   I  0
 
0 0 3 

1  3 4
 0 2 5  0  (1   )(2   )(3   )  0    1, 2,3
0 0 3
 The eigen values of a triangular matrix are just the diagonal elements of the matrix.
Property 3: The eigen values of a diagonal matrix are its diagonal elements

3 0 0 
 
Example 6.3. Let A  0 5 0  The characteristic equation of A is A   I  0
 
0 0 2 

3 0 0
 0 5 0  0  (3   )(5   )(2   )  0    3,5, 2
0 0 2
 The eigen values of a diagonal matrix are its diagonal elements
Property 4: The sum of the eigen values of matrix A is trace of A (The sum of the principal diagonal elements).

1 1 3
 
Example 6.4. Let A  1 5 1 The characteristic equation of A is A   I  0
 
3 1 1

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 1  1 3
 1 5 1  0  (  2)(  3)(  6)  0    2,3, 6
3 1 1 

Sum of eigen values of A  2  3  6  7 which is equal to Trace( A)  1  5  1  7

Property 5: The product of the eigen values of a matrix A is equal to its determinant.
Example 6.5. From the example 6.4, the product of eigen values is 2  3  6  36

det( A)  1 5  1  11  3  3 1  15   36

 The product of the eigen values of a matrix A is equal to its determinant.
Property 6: If  is an eigen value of a matrix A then 1 is an eigen value of A1 .

5 4  1  2 4
Example 6.6. A   and A1  

1 2  6  1 5 

The characteristic equation of A is A   I  0 The characteristic equation of A1 is A1   I  0

5 4 2   64
  0   2  7  6  0    1, 6  6 1  0  6 2  7  1  0    1, 16
1 2 6 5
6 

 If  is an eigen value of a matrix A then 1 is an eigen value of A1.

Property 7: If  is an eigen value of an orthogonal matrix A then 1 is also its eigen value.

cos   sin  
Example 6.7. Let A   is an orthogonal matrix since AAT  AT A  I
 sin  cos  

cos     sin 
The characteristic equation of A is A   I  0  0
sin  cos   

  2  2 cos   1  0    cos   i sin  , cos   i sin 

   ei , ei and 1  ei , ei

 If  is an eigen value of an orthogonal matrix A then 1 is also its eigen value.

Property 8: If 1 , 2 ,..., n are the eigen values of the matrix A then Am has the eigen values 1m , 2 m ,..., n m (

m being a positive integer)

1 1 3  41 63 49 
  
Example 6.8. Let A  1 5 1 and A  63 153 63
3 
   
3 1 1  49 63 41

The characteristic equation of A is A   I  0 The characteristic equation of A3 is A3   I  0

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 1  1 3 41   63 49
 1 5 1 0  63 153   63  0
3 1 1  49 63 41  
 (  2)(  3)(  6)  0   3  235 2  3888  46656  0
   2,3, 6    8, 27, 216    (2)3 , (3)3 , (6)3

 If 1 , 2 ,..., n are the eigen values of are the eigen values of matrix A then Am has the eigen values

1m , 2m ,..., n m

Property 9: If 1 , 2 ,..., n are the eigen values of matrix A then 1  k , 2  k ,..., n  k are the eigen values of

A  kI .
1 1 3  3 1 3
  
Example 6.9.Let A  1 5 1 and A  2 I  1 7 1

   
3 1 1 3 1 3

The characteristic equation of A is A   I  0 The characteristic equation of A  2 I is

1  1 3 3 1 3
 1 5 1 0  1 7 1  0   3  13 2  40  0
3 1 1  3 1 3

 (  2)(  3)(  6)  0    2,3, 6    0,5,8    2  2, 3  2, 6  2

 If 1 , 2 ,..., n are the eigen values of matrix A then 1  k , 2  k ,..., n  k are the eigen values of A  kI .
A
Property 10: If  is an eigen value of a non singular matrix A, then  is an eigen value of the matrix adj A .

 5 2 0   38 14 4 
  
Example 6.10. Let A  2 6 2 which is non-singular (det A  162) and adj A  14 35 10

   
 0 2 7   4 10 26 

The characteristic equation of A is The characteristic equation of adj A is

5 2 0 38   14 4
 2 6 2 0  14 35   10  0
0 2 7 4 10 26  

  3  18 2  99  162  0    3, 6,9   3  99 2  2916  26244  0

   54, 27,18    162

3
, 162
6
, 162
9

A
 If  is an eigen value of a non singular matrix A, then  is an eigen value of the matrix adj ( A) .

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Property 11: The eigen values of an orthogonal matrix are of unit modulus.
cos   sin  
Example 6.11. Let A    is an orthogonal matrix since AAT  AT A  I
 sin  cos  

cos     sin 
The characteristic equation of A is A   I  0  0
sin  cos   

  2  2 cos   1  0    cos   i sin  , cos   i sin     ei , e i where ei  e i  1

 The eigen values of an orthogonal matrix are of unit modulus.

Property 12: The eigen values of a Hermitian matrix are real.
 2 3  4i  
Example 6.12. Let A    is a Hermitian matrix since A  A
 3  4i 2 
2   3  4i
The characteristic equation of A is A   I  0  0
3  4i 2  

 (2   ) 2  (9  16i 2 )  0   2  4  21  0    3, 7
The eigen values of a Hermitian matrix are real.
Property 13: The eigen values of a Skew-Hermitian matrix are either zero or purely imaginary.

 i 0 0
 
Example 6.13. Let A  0 0 i is a Skew-Hermitian matrix since A   A
 
0 i 0 

i 0 0
The characteristic equation of A is A   I  0  0 0 i  0   i      2  1  0
0 i 0

   i, i, i which are purely imaginary eigen values.

 The eigen values of a Skew-Hermitian matrix are either zero or purely imaginary
Property 14: The eigen values of an unitary matrix have absolute value 1.

 i 0 0
 
Example 6.14. Let A  0 0 i is a unitary matrix since AA  A A  I
 
0 i 0 

The eigen values of A are   i, i, i which have absolute value 1 since i  i  1

Exercise 6

2 3 4

1) Find the eigen values of adj ( A) and A  2 A  I , where A  0 4 2 .
2 
 
 0 0 3 

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 2 2 1 
 
2) Two eigen values of the matrix A  1 3 1 are equal to 1 each, find the eigen values of A1 .
 
1 2 2 

3 1 4

3) Find the sum and product of the eigen values of A  0 2 6

 
0 0 5 

 6 2 2 
 
4) The product of two eigen values of A  2 3 1 is 16, find the third eigen value.
 
 2 1 3 

 3 1 1 
 
5) Two eigen values of A  1 5 1 are 3 & 6 , find the eigen values of A1 .
 
 1 1 3 

2 2 1 
  1
6) Two eigen values of A  1 3 1 are equal and they are times the third, find them.
  5
1 2 2 

Answers.
1) Eigen values of adj ( A) are 12, 6,8 and Eigen values of A2  2 A  I are 1,9, 4

2) The eigen values of A1 are 1,1, 15

3) The sum eigen values is 10 and the product of eigen values is 30

4) The third eigen value is 2
5) The eigen values of A1 are 12 , 13 , 16

6) The eigen values are 1,1,5

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