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E IGENVALUE -E IGENVECTOR

Hoang Hai Ha

HCMUT-OISP
Email: hoanghaiha@hcmut.edu.vn

September 17, 2023

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 1/1


O UTLINE

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 2/1


D EFINITION 1.1
If A is an n × n matrix, then a nonzero vector X ∈ Rn , X ̸= 0 is called an
eigenvector of A if AX = λ.X for some scalar λ.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 3/1


D EFINITION 1.1
If A is an n × n matrix, then a nonzero vector X ∈ Rn , X ̸= 0 is called an
eigenvector of A if AX = λ.X for some scalar λ. The scalar λ is called
an eigenvalue of A and X is said to be an eigenvector corresponding
to λ.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 3/1


D EFINITION 1.1
If A is an n × n matrix, then a nonzero vector X ∈ Rn , X ̸= 0 is called an
eigenvector of A if AX = λ.X for some scalar λ. The scalar λ is called
an eigenvalue of A and X is said to be an eigenvector corresponding
to λ.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 3/1


If λ is an eigenvalue of A ⇔ ∃X ̸= 0 : AX = λ.X
⇔ AX − λX = 0 ⇔ (A − λI ).X = 0.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 4/1


If λ is an eigenvalue of A ⇔ ∃X ̸= 0 : AX = λ.X
⇔ AX − λX = 0 ⇔ (A − λI ).X = 0.
This homogeneous linear system has non-zero solution X ̸= 0, thus

d et (A − λI ) = 0.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 4/1


If λ is an eigenvalue of A ⇔ ∃X ̸= 0 : AX = λ.X
⇔ AX − λX = 0 ⇔ (A − λI ).X = 0.
This homogeneous linear system has non-zero solution X ̸= 0, thus

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.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 4/1


F INDING EIGENVALUES AND EIGENVECTORS

Let A be an n × n matrix
An eigenvalue of A is a scalar λ such that: d et (A − λI ) = 0

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 5/1


F INDING EIGENVALUES AND EIGENVECTORS

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.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 5/1


E XAMPLE 1.1
µ ¶
1 0
Find eigenvalues and eigenvectors of A = .
0 −1

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 6/1


E XAMPLE 1.1
µ ¶
1 0
Find eigenvalues and eigenvectors of A = .
0 −1

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.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 6/1


E XAMPLE 1.2
µ ¶
1 2
Find eigenvalues and eigenvectors of A = .
−2 1

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 7/1


E XAMPLE 1.2
µ ¶
1 2
Find eigenvalues and eigenvectors of A = .
−2 1

Solution
Solve |A − λI | = 0 ⇒ λ = 1 + 2i , λ = 1 − 2i .

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 7/1


E XAMPLE 1.2
µ ¶
1 2
Find eigenvalues and eigenvectors of A = .
−2 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

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 7/1


E XAMPLE 1.2
µ ¶
1 2
Find eigenvalues and eigenvectors of A = .
−2 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

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 7/1


E XAMPLE 1.3
Findthe eigenvalues
 and corresponding eigenvectors of
2 1 0
A = 0 2 0.
0 0 2

Solution
Solve |A − λI | = 0 ⇒ λ = 2.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 8/1


E XAMPLE 1.3
Findthe eigenvalues
 and corresponding eigenvectors of
2 1 0
A = 0 2 0.
0 0 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

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 8/1


E XAMPLE 1.3
Findthe eigenvalues
 and corresponding eigenvectors of
2 1 0
A = 0 2 0.
0 0 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
α
 

The eigenvectors associated with λ = 2 are X = 0 ,



β
α, β ∈ R, α + β ̸= 0.
2 2

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 8/1


T HEOREM 1.1
 
a 11 a 12 a 13
If A =  a 21 a 22 a 23  , then
a 31 a 32 a 33

χ A (λ) = |A − λI | = −λ3 + t r (A)λ2 −

− (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.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 9/1


D EFINITION 1.3
The eigenvetors corresponding to the eigenvalue λ, together with the
zero vector, form the null space of the matrix (A − λI ). This subspace is
called the eigenspace corresponding to the eigenvalue λ.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 10 / 1


E XAMPLE 1.4
 
3 1 1
Let A =  2 4 2 . Find all eigenvalues of the matrix, dimension
1 1 3
and a basis of all eigenspaces of it.

Solution.
Solve |A −λI | = −λ3 +10λ2 −(10+8+10)λ+24 = 0 ⇒ λ = 2, λ = 6.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 11 / 1


E XAMPLE 1.4
 
3 1 1
Let A =  2 4 2 . Find all eigenvalues of the matrix, dimension
1 1 3
and a basis of all eigenspaces of it.

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 ).

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 11 / 1


E XAMPLE 1.4
 
3 1 1
Let A =  2 4 2 . Find all eigenvalues of the matrix, dimension
1 1 3
and a basis of all eigenspaces of it.

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

Then, dim F 1 = 2 and a basis of F 1 is e 1 = (−1, 1, 0), e 2 = (−1, 0, 1).

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 11 / 1


The eigenspace F 2 corresponding to λ = 6 is F 2 = nul l (A − 6I ).
   
−3 1 1 −3 1 1
A − 6I =  2 −2 2  −−−−−−−−→  0 −4 8  .
r →3r +2r
1 1 −3 r23 →3r23 +r 11 0 4 −8

Thus, dim F 2 = 1, a basis of F 2 is {e 3 = (1, 2, 1)}.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 12 / 1


E XAMPLE 1.5
Let λ be an eigenvalue of a square matrix A order n and vector X ∈ Rn
be its corresponding eigenvector. Show that λk is an eigenvalue of A k
and X is its corresponding eigenvector of A k .

Solution.
We have
AX = λX (1)
⇒ Multiply both sides with A

A AX = λAX = λ2 X (2)

Thus, λ2 is an eigenvalue of A 2 and X is a eigenvector


corresponding to λ2 . Repeat the process, this holds for all k ∈ N.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 13 / 1


E XAMPLE 1.6
Let A be an invertible matrix and λ, X be an eigenvalue and
eigenvector of A. Show that:
I) λ ̸= 0.
1
II ) and X are an eigenvalue and eigenvector of A −1 .
λ

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 14 / 1


D IAGONALIZATION

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.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 15 / 1


D IAGONALIZATION

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 .

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 15 / 1


We have S −1 AS = D = d i g (λ1 , λ2 , . . . , λn ). It follows that AS = SD

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

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 16 / 1


   
a 11 a 12 . . . a 1n s 11 s 12 . . . s 1n
 a 21 a 22 . . . a 2n   s 21 s 22 . . . s 2n 
AS = 
 ... ...
. 
... ...   ... ... ... ... 
a n1 a n2 . . . a nn s n1 s n2 . . . s nn
¡ ¢ ¡ ¢
= A S ∗1 S ∗2 . . . S ∗n = AS ∗1 AS ∗2 . . . AS ∗n

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 17 / 1


   
a 11 a 12 . . . a 1n s 11 s 12 . . . s 1n
 a 21 a 22 . . . a 2n   s 21 s 22 . . . s 2n 
AS = 
 ... ...
. 
... ...   ... ... ... ... 
a n1 a n2 . . . a nn s n1 s n2 . . . s nn
¡ ¢ ¡ ¢
= A S ∗1 S ∗2 . . . S ∗n = AS ∗1 AS ∗2 . . . AS ∗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
¡ ¢
=

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 17 / 1


   
a 11 a 12 . . . a 1n s 11 s 12 . . . s 1n
 a 21 a 22 . . . a 2n   s 21 s 22 . . . s 2n 
AS = 
 ... ...
. 
... ...   ... ... ... ... 
a n1 a n2 . . . a nn s n1 s n2 . . . s nn
¡ ¢ ¡ ¢
= A S ∗1 S ∗2 . . . S ∗n = AS ∗1 AS ∗2 . . . AS ∗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,

(AS)∗i = AS ∗i = (SD)∗i = λi S ∗i , (i = 1, 2, . . . , n).

So, S ∗i is the eigenvector corresponding to eigenvalue


λi (i = 1, 2, . . . , n) of A.
Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 17 / 1
S UMMARY
We form the diagonal matrix D and invertible matrix S as follows:
The diagonal entries of D are all eigenvalues of A(the
multiplicity is counted).

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 18 / 1


S UMMARY
We form the diagonal matrix D and invertible matrix S as follows:
The diagonal entries of D are all eigenvalues of A(the
multiplicity is counted).
Columns of S are corresponding vectors in a basis of eigenspace
of A.(S must be associated with D).

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 18 / 1


E XAMPLE 2.1
 
15 −18 −16
Let A =  9 −12 −8  . Find a matrix S that diagonalizes A.
4 −4 −6

Solution.

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

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)}.

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
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 .

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 20 / 1


E XAMPLE 2.2
 
3 1 1
Diagonalize the matrix A = 2 4 2 (See example (??)).
1 1 3

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 21 / 1


E XAMPLE 2.2
 
3 1 1
Diagonalize the matrix A = 2 4 2 (See example (??)).
1 1 3

Solution.
The eigenvalues: 2, 2, 6.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 21 / 1


E XAMPLE 2.2
 
3 1 1
Diagonalize the matrix A = 2 4 2 (See example (??)).
1 1 3

Solution.
The eigenvalues: 2, 2, 6.
A basis of eigenspace nul l (A − 2I ): e 1 = (−1, 1, 0), e 2 = (−1, 0, 1).

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 21 / 1


E XAMPLE 2.2
 
3 1 1
Diagonalize the matrix A = 2 4 2 (See example (??)).
1 1 3

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

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 21 / 1


E XAMPLE 2.2
 
3 1 1
Diagonalize the matrix A = 2 4 2 (See example (??)).
1 1 3

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

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 22 / 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).

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 22 / 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). Thus, D is formed by
 
2 0 0
D = 0 2 0.
0 0 2

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 22 / 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). Thus, D is formed by
 
2 0 0
D = 0 2 0.
0 0 2

A basis of eigenspace associated to λ = 2 is {(1, 0, 0), (0, 0, 1)} ⇒ it


is impossible to form S, the the matrix A is not diagonalizable.

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 22 / 1


C OMPUTING P OWERS OF A M ATRIX

Suppose that A is diagonalizable, that is

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 .

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 23 / 1


C OMPUTING P OWERS OF A M ATRIX

Suppose that A is diagonalizable, that is

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

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 23 / 1


E XAMPLE 2.4
 
0 −8 6
Let A =  −1 −8 7  . Find A k , k ∈ N.
1 −14 11

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 24 / 1


E XAMPLE 2.4
 
0 −8 6
Let A =  −1 −8 7  . Find A k , k ∈ N.
1 −14 11
¯ ¯
−λ ¯ −8 6 ¯
−1 −8 − λ
χ A (λ) = |A − λI | = ¯¯
¯ ¯
7 ¯=0
¯
1 ¯ −14 11 − λ ¯
⇔ −(λ − 2)(λ + 2)(λ − 3) = 0 ⇔ λ1 = −2 , λ2 = 2 (AM=1), λ3 = 3 .

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 24 / 1



 2x 1 − 8x 2 + 6x 3 = 0
In the case where λ1 = −2 (AM=1), we have −x 1 − 6x 2 + 7x 3 = 0
x 1 − 14x 2 + 13x 3 = 0

 
1
⇒ X 1 = α  1  , α ̸= 0.
1

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 25 / 1



 −2x 1 − 8x 2 + 6x 3 = 0
In the case where λ2 = 2 , we have −x 1 − 10x 2 + 7x 3 = 0
x 1 − 14x 2 + 9x 3 = 0

 
1
⇒ X 2 = β  2  , β ̸= 0.
3

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 26 / 1



 −3x 1 − 8x 2 + 6x 3 = 0
In the case where λ3 = 3 , we have −x 1 − 11x 2 + 7x 3 = 0
x 1 − 14x 2 + 8x 3 = 0

 
2
⇒ X 3 = γ  3  , γ ̸= 0.
5

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 27 / 1


 
1 1 2
A matrix S that diagonalizes A is S = 1
 2 3 
1 3 5
   
1 1 −1 −2 0 0
⇒ S −1 =  −2 3 −1  , D =  0 2 0  . Therefore,
1 −2 1 0 0 3
(−2)k 0
   
1 1 2 0 1 1 −1
k k −1
A = SD S =  1 2 3   0 2k 0   −2 3 −1 
1 3 5 0 0 3k 1 −2 1

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 28 / 1


E XAMPLE 2.5
 
2 0 0
Let A =  0 4 0  . Diagonalize A if A is diagonalizable.
1 0 2

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 29 / 1


Step 1. Find eigenvalues, eigenvectors of A.

¯ 2−λ
¯ ¯
0 0 ¯
χ A (λ) = |A − λI | = ¯¯ 0 4−λ
¯ ¯
0 ¯ = 0.
¯
¯ 1 0 2−λ ¯

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 30 / 1


M AT L AB

1 Finding the characteristic polynomial of A: p = pol y(A)

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 31 / 1


M AT L AB

1 Finding the characteristic polynomial of A: p = pol y(A)


2 Finding the roots of characteristic equation of A: r oot s(p)

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 31 / 1


M AT L AB

1 Finding the characteristic polynomial of A: p = pol y(A)


2 Finding the roots of characteristic equation of A: r oot s(p)
3 Finding eigenvalues and eigenvectors of of A: [V, D] = ei g (A)

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 31 / 1


THANK YOU FOR YOUR ATTENTION

Hoang Hai Ha (HCMUT) Eigenvalue-Eigenvector September 17, 2023 32 / 1

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