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eigenvalues
eigenvalues
Hoang Hai Ha
HCMUT-OISP
Email: hoanghaiha@hcmut.edu.vn
d et (A − λI ) = 0.
d et (A − λI ) = 0.
D EFINITION 1.2
If A is an n × n matrix, then λ is an eigenvalue of A if and only if
χ A (λ) = d et (A − λI ) = 0. This is called the characteristic equation of
A. The polynomial χ A (λ) = d et (A − λI ) is called the characteristic
polynomial.
Let A be an n × n matrix
An eigenvalue of A is a scalar λ such that: d et (A − λI ) = 0
Let A be an n × n matrix
An eigenvalue of A is a scalar λ such that: d et (A − λI ) = 0
The eigenvectors of A corresponding to λ are the nonzero
solutions X of the homogeneous system: (A − λI )X = 0.
Solution.
¯1 − λ
¯ ¯
0 ¯¯
Solve the equation ¯ = λ2 − 1 = 0 ⇒ the matrix has
−1 − λ¯
¯
0
2 eigenvalues λ = 1, λ = −1.
Find eigenvectors corresponding
µ ¶ to λ = 1 ⇒ Solve the
0 0
homogeneous system X = 0, the general solution of this
0 −2
α
µ ¶
system is X = , α ∈ R: eigenvectors associated to λ = 1.
0
µ ¶ µ ¶
2 0 0
With λ = −1 ⇒ Solve: X =0⇒ X = α ∈ R:
0 0 α
eigenvectors associated to λ = −1.
Solution
Solve |A − λI | = 0 ⇒ λ = 1 + 2i , λ = 1 − 2i .
Solution
Solve |A − λI | = 0 ⇒ λ = 1 + 2i , λ = 1 − 2i .
µ ¶ µ ¶
−2i 2 −i
With λ = 1 + 2i we solve X =0⇒ X =α , α ∈ R.
−2 −2i 1
Solution
Solve |A − λI | = 0 ⇒ λ = 1 + 2i , λ = 1 − 2i .
µ ¶ µ ¶
−2i 2 −i
With λ = 1 + 2i we solve X =0⇒ X =α , α ∈ R.
−2 −2i 1
µ ¶ µ ¶
2i 2 i
With λ = 1 − 2i we solve X =0⇒ X =α , α ∈ R.
−2 2i 1
Solution
Solve |A − λI | = 0 ⇒ λ = 2.
Solution
Solve |A − λI | = 0 ⇒ λ = 2.
0 1 0
With λ = 2, find the eigenvectors by solving 0 0 0 X = 0
0 0 0
Solution
Solve |A − λI | = 0 ⇒ λ = 2.
0 1 0
With λ = 2, find the eigenvectors by solving 0 0 0 X = 0
0 0 0
α
− (M 11 + M 22 + M 33 ) λ + d et (A)
where t r (A) = a 11 + a 22 + a 33 is called the trace of A.
Solution.
Solve |A −λI | = −λ3 +10λ2 −(10+8+10)λ+24 = 0 ⇒ λ = 2, λ = 6.
Solution.
Solve |A −λI | = −λ3 +10λ2 −(10+8+10)λ+24 = 0 ⇒ λ = 2, λ = 6.
The eigenspace F 1 corresponding to λ = 2 is F 1 = nul l (A − 2I ).
Solution.
Solve |A −λI | = −λ3 +10λ2 −(10+8+10)λ+24 = 0 ⇒ λ = 2, λ = 6.
The eigenspace F 1 corresponding to λ = 2 is F 1 = nul l (A − 2I ).
1 1 1 1 1 1
A − 2I = 2 2 2 → 0 0 0 .
1 1 1 0 0 0
Solution.
We have
AX = λX (1)
⇒ Multiply both sides with A
A AX = λAX = λ2 X (2)
D EFINITION 2.1
If A and B are square matrices, then we say that B is similar to A if
there is an invertible matrix S such that B = S −1 AS.
D EFINITION 2.1
If A and B are square matrices, then we say that B is similar to A if
there is an invertible matrix S such that B = S −1 AS.
D EFINITION 2.2
A square matrix A is said to be diagonalizable if it is similar to some
diagonal matrix D, that is, if there exists an invertible matrix S such
that S −1 AS = D. Diagonalize A means to find diagonal matrix D and
invertible matrix S such that A = SDS−1 .
λ1 0 . . . 0
a 11 a 12 . . . a 1n
a 21 a 22 . . . a 2n 0 λ2 . . . 0
A=
... ...
,D =
... ... ... ... ... ...
a n1 a n2 . . . a nn 0 0 . . . λn
s 11 s 12 . . . s 1n
s 21 s 22 . . . s 2n ¡ ¢
S = = S ∗1 S ∗2 . . . S ∗n
... ... ... ...
s n1 s n2 . . . s nn
λ1 0 . . . 0
s 11 s 12 . . . s 1n
s 21 s 22 . . . s 2n 0 λ2 . . .
SD =
...
... ... ... ... ... ... ...
s n1 s n2 . . . s nn 0 0 . . . λn
λ1 S ∗1 λ2 S ∗2 . . . λn S ∗n
¡ ¢
=
λ1 0 . . . 0
s 11 s 12 . . . s 1n
s 21 s 22 . . . s 2n 0 λ2 . . .
SD =
...
... ... ... ... ... ... ...
s n1 s n2 . . . s nn 0 0 . . . λn
λ1 S ∗1 λ2 S ∗2 . . . λn S ∗n
¡ ¢
=
Therefore,
Solution.
Solution.
The eigenvalues : 2, −2, −3
Solution.
The eigenvalues : 2, −2, −3
Find a basis of the eigenspace to λ = 2, let
corresponding
13 −18 −16
F 1 = nul l (A 1 ), where A 1 = 9 −14 −8 → a basis of F 1 is
4 −4 −8
{e 1 = (−4, −2, 1)}.
Solution.
The eigenvalues : 2, −2, −3
Find a basis of the eigenspace to λ = 2, let
corresponding
13 −18 −16
F 1 = nul l (A 1 ), where A 1 = 9 −14 −8 → a basis of F 1 is
4 −4 −8
{e 1 = (−4, −2, 1)}.
Find a basis of the eigenspace to λ = −2, let
corresponding
17 −18 −16
F 2 = nul l (A 2 ), where A 2 = 9 −10 −8 → a basis of F 2 is
4 −4 −4
{e 2 = (2, 1, 1)}.
Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 19 / 1
E XAMPLE 2.1
15 −18 −16
Let A = 9 −12 −8 . Find a matrix S that diagonalizes A.
4 −4 −6
Solution.
The eigenvalues : 2, −2, −3
Find a basis of the eigenspace to λ = 2, let
corresponding
13 −18 −16
F 1 = nul l (A 1 ), where A 1 = 9 −14 −8 → a basis of F 1 is
4 −4 −8
{e 1 = (−4, −2, 1)}.
Find a basis of the eigenspace to λ = −2, let
corresponding
17 −18 −16
F 2 = nul l (A 2 ), where A 2 = 9 −10 −8 → a basis of F 2 is
4 −4 −4
{e 2 = (2, 1, 1)}.
Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 19 / 1
Find a basis of the eigenspace to λ = −3, let
corresponding
18 −18 −16
F 3 = nul l (A 3 ), where A 3 = 9 −9 −8 → a basis of F 3 is
4 −4 −2
{e 3 = (1, 1, 0)}.
Then the matrix D is
2 0 0
D = 0 −2 0 .
0 0 −3
The matrix S is
−4 2 1
S = −2 1 1.
1 1 0
Then A = SDS −1 .
Solution.
The eigenvalues: 2, 2, 6.
Solution.
The eigenvalues: 2, 2, 6.
A basis of eigenspace nul l (A − 2I ): e 1 = (−1, 1, 0), e 2 = (−1, 0, 1).
Solution.
The eigenvalues: 2, 2, 6.
A basis of eigenspace nul l (A − 2I ): e 1 = (−1, 1, 0), e 2 = (−1, 0, 1).
A basis of eigenspace nul l (A − 6I ): e 3 = (1, 2, 1).
We form D and S as follows:
2 0 0
D = 0 2 0
0 0 6
Solution.
The eigenvalues: 2, 2, 6.
A basis of eigenspace nul l (A − 2I ): e 1 = (−1, 1, 0), e 2 = (−1, 0, 1).
A basis of eigenspace nul l (A − 6I ): e 3 = (1, 2, 1).
We form D and S as follows:
2 0 0
D = 0 2 0
0 0 6
−1 −1 1
S = 1 0 2.
0 1 1
Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 21 / 1
E XAMPLE 2.3
2 1 0
Diagonalize the matrix A = 0 2 0 (See example (??)).
0 0 2
Solution.
The eigenvalue λ = 2(the multiplicity is 3).
Solution.
The eigenvalue λ = 2(the multiplicity is 3). Thus, D is formed by
2 0 0
D = 0 2 0.
0 0 2
Solution.
The eigenvalue λ = 2(the multiplicity is 3). Thus, D is formed by
2 0 0
D = 0 2 0.
0 0 2
S −1 AS = D = d i g (λ1 , λ2 , . . . , λn ) ⇒ (S −1 AS)k = D k , k ∈ N
⇒ S −1 A(S.S −1 )AS. . . . .S −1 AS = S −1 A k S = D k ⇒ A k = SD k S −1 .
S −1 AS = D = d i g (λ1 , λ2 , . . . , λn ) ⇒ (S −1 AS)k = D k , k ∈ N
⇒ S −1 A(S.S −1 )AS. . . . .S −1 AS = S −1 A k S = D k ⇒ A k = SD k S −1 .
Therefore,
λk1 0 . . . 0
0 λk2 . . . 0
k −1
A =S S .
... ... ... ...
0 0 . . . λkn
¯ 2−λ
¯ ¯
0 0 ¯
χ A (λ) = |A − λI | = ¯¯ 0 4−λ
¯ ¯
0 ¯ = 0.
¯
¯ 1 0 2−λ ¯