Example 2

Consider the matrix 

1 2
A=
0 1
which has characteristic polynomial

1 2
=( 1)2
0 1

What are its eigenvalues and eigenspaces?

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Multiplicity of eigenvalue

The algebraic multiplicity of a particular eigenvalue k is m if

det(A I) = · · · (k )m · · ·

The geometric multiplicity of a particular eigenvalue k is the

dimension of the eigenspace Ek .

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Back to Example 2

Consider the matrix 

1 2
A=
0 1

Algebraic multiplicity=

Geometric multiplicity=

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Algebraic vs Geometric

For any eigenvalue:

1 6 geometric multiplicity 6 algebraic multiplicity

I The algebra tells us the maximum possible multiplicity

I The geometry tells us the actual multiplicity

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Diagonalisable

A linear transformation f : Rn ! Rn is diagonalisable if there is

a basis B for Rn such that [f ]BB is a diagonal matrix.

A matrix A is called diagonalisable if the corresponding linear

transformation is diagonalisable.

This happens exactly if we can find a basis for Rn consisting of

eigenvectors for A.

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Diagonalisability test

A matrix A is diagonalisable if and only if

I It has all real eigenvalues (no complex)
I Every eigenvalue has the maximum possible geometric
multiplicity

In other words, each eigenvalue has geometric multiplicity equal

to its algebraic multiplicity.

Special case: if the matrix has n distinct eigenvalues, then it is

diagonalisable.

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Example

What are the eigenvalues and eigenvectors of

2 3
1 1 1
A = 4 0 1 1 5?
0 1 1

Find characteristic polynomial:

1 1 1
det(A I) = 0 1 1
0 1 1
= ( 1)( 2)

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Working

Solve three systems of linear equations:

I Ax = 0x has solutions S = {t(0, 1, 1) : t 2 R}
I Ax = 1x has solutions S = {t(1, 0, 0) : t 2 R}
I Ax = 2x has solutions S = {t(2, 1, 1) : t 2 R}

So B = {(0, 1, 1), (1, 0, 0), (2, 1, 1)} is a basis for Rn of

eigenvectors.

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Working: Change of basis

The matrix 2 3
0 1 2
P = PSB = 4 1 0 1 5
1 0 1
and 2 3
0 0 0
P 1 AP = 4 0 1 0 5
0 0 2

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Summary

To diagonalise a matrix A
I Find the eigenvalues 1 , 2, . . ., k and their multiplicities
If some has geometric multiplicity too low then fail.
I Find a basis for each eigenspace E 1 , E 2 , . . . , E k
.
I Put the basis vectors into the columns of P
Note that P is a square matrix.

Then P 1 AP = D where D is the diagonal matrix of

eigenvalues.

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High powers

What is A5 , if A is diagonalisable?

A5 = (P DP 1
)(P DP 1
)(P DP 1
)(P DP 1
)(P DP 1
)
1 1 1 1 1
= P D(P P )D(P P )D(P P )D(P P )DP
1
= P DIDIDIDIDP
= P D5 P 1

If 2 3 2 3
0 0 5 0 0
1 1
D=4 0 2 0 5 D5 = 4 0 5
2 0 5
0 0 0 0 5
3 3

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Special Case

A matrix is symmetric if A = AT .

If A is a symmetric matrix, then

I Each eigenvalue of A is real
I Each eigenvalue has geometric multiplicity equal to
algebraic multiplicity
I Eigenvectors from distinct eigenspaces are orthogonal

In other words, symmetric matrices are diagonalisable.

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Applications

There are lots of applications of eigenvalues/eigenspaces to

I engineering (stress tensors)
I physics (mechanics)
I study of graphs (Google Page Rank)
I data analysis
I computer graphics (image compression)
This concludes our study of Linear Algebra.

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