Eigenvalues and Eigenvectors

1 Eigen values and Eigenvectors

2 Diagonalization
3 Symmetric Matrices and Orthogonal Diagonalization
4 Application of Eigenvalues and Eigenvectors
5 Principal Component Analysis
7.1
 1 Eigenvalues and Eigenvectors
 Eigenvalue problem (one of the most important problems in the
linear algebra):
n
If A is an nn matrix, do there exist nonzero vectors x in R
such that Ax is a scalar multiple of x?
(The term eigenvalue is from the German word Eigenwert, meaning
“proper value”)

 Eigenvalue and Eigenvector :

A: an nn matrix
: a scalar (could be zero) ※ Geometric Interpretation
y
x: a nonzero vector in Rn Ax =  x

Eigenvalue

Ax   x
x

Eigenvector
x 7.2
 Ex 1: Verifying eigenvalues and eigenvectors
2 0  1  0 
A  x1    x 2   
 0  1 0 1 
Eigenvalue
 2 0  1   2  1 
Ax1          2    2x1
 0 1 0   0  0
Eigenvector

Eigenvalue
 2 0  0   0  0 
Ax 2          1    (1)x 2
 0 1 1   1 1 

Eigenvector
7.3
 Thm. 1: The eigenspace corresponding to  of matrix A
If A is an nn matrix with an eigenvalue , then the set of all
eigenvectors of  together with the zero vector is a subspace
of R . This subspace is called the eigenspace of 
n

Proof:
x1 and x2 are eigenvectors corresponding to 
(i.e., Ax1  x1 , Ax2  x2 )
(1) A(x1  x 2 )  Ax1  Ax 2   x1   x 2   (x1  x 2 )
(i.e., x1  x 2 is also an eigenvector corresponding to λ)
(2) A(cx1 )  c( Ax1 )  c( x1 )   (cx1 )
(i.e., cx1 is also an eigenvector corresponding to  )
Since this set is closed under vector addition and scalar
multiplication, this set is a subspace of Rn .
7.4
Ex 3: Examples of eigenspaces on the xy-plane
For the matrix A as follows, the corresponding eigenvalues
are 1 = –1 and 2 = 1:
  1 0
A 
 0 1 
Sol:
For the eigenvalue 1 = –1, corresponding vectors are any vectors on the x-axis

 x   1 0   x    x   x  ※ Thus, the eigenspace

A           1   corresponding to  = –1 is the x-
0  0 1 0  0  0 axis, which is a subspace of R2

For the eigenvalue 2 = 1, corresponding vectors are any vectors on the y-axis

 0   1 0   0   0   0  ※ Thus, the eigenspace

A           1  corresponding to  = 1 is the y-
 y   0 1  y   y   y  axis, which is a subspace of R2
7.5
※ Geometrically speaking, multiplying a vector (x, y) in R2 by the matrix A
corresponds to a reflection to the y-axis, i.e., left multiplying A to v can
transform v to another vector in the same vector space

 x   x 0    x 0
Av  A    A         A    A  
 y  0  y   0  y
 x  0   x
 1    1     
0  y   y 

7.6
 Thm. 2: Finding eigenvalues and eigenvectors of a matrix AMnn
Let A be an nn matrix.
(1) An eigenvalue of A is a scalar  such that det( I  A)  0
(2) The eigenvectors of A corresponding to  are the nonzero
solutions of ( I  A)x  0
 Note: follwing the definition of the eigenvalue problem
Ax  x  Ax   Ix  ( I  A)x  0 (homogeneous system)
( I  A)x  0 has nonzero solutions for x iff det( I  A)  0
(The above iff results comes from the equivalent conditions on Slide 4.101)

 Characteristic equation of A:
det( I  A)  0
 Characteristic polynomial of AMnn:
det( I  A)  ( I  A)   n  cn 1 n 1    c1  c0
7.7
 Ex 4: Finding eigenvalues and eigenvectors

2  12
A 
 1  5 

Sol: Characteristic equation:

 2 12
det( I  A) 
1  5
  2  3  2  (  1)(  2)  0
   1,  2

Eigenvalue: 1  1, 2  2

7.8
  3 12   x1  0 
(1) 1  1  (1 I  A)x       
 1 4   x2  0 
 3 12  G.-J. E. 1 4 
    
 1 4   0 0 
 x1   4t   4
       t  , t  0
 x2   t  1 

 4 12   x1  0 
(2) 2  2  (2 I  A)x       
 1 3   x2  0
 4 12 G.-J. E. 1 3
    
 1 3   0 0 
 x1  3s  3
       s , s  0
 x2   s  1 7.9
 Ex 5: Finding eigenvalues and eigenvectors
Find the eigenvalues and corresponding eigenvectors for
the matrix A. What is the dimension of the eigenspace of
each eigenvalue?

2 1 0
A  0 2 0 
 
 0 0 2 
Sol: Characteristic equation:
  2 1 0
I  A  0  2 0  (  2)3  0
0 0  2
Eigenvalue:   2
7.10
The eigenspace of λ = 2:
0 1 0  x1  0
( I  A)x  0 0 0  x2   0
0 0 0  x3  0
 x1   s  1 0
 x 2    0   s  0   t 0  , s , t  0
       
 x3   t  0 1
 1   0  
     
 s 0  t 0 s, t  R  : the eigenspace of A corresponding to   2
  0  1  
     

Thus, the dimension of its eigenspace is 2

7.11
 Notes:
(1) If an eigenvalue 1 occurs as a multiple root (k times) for
the characteristic polynominal, then 1 has multiplicity k
(2) The multiplicity of an eigenvalue is greater than or equal
to the dimension of its eigenspace. (In Ex. 5, k is 3 and
the dimension of its eigenspace is 2)

7.12
 Ex 6：Find the eigenvalues of the matrix A and find a basis
for each of the corresponding eigenspaces
1 0 0 0 
0 1 5  10
A 
1 0 2 0 
1 0 0 3 

Sol: Characteristic equation:

 1 0 0 0
0   1 5 10
I  A 
1 0  2 0
1 0 0  3
 (  1) 2 (  2)(  3)  0
Eigenvalues: 1  1, 2  2, 3  3
7.13
 0 0 0 0   x1   0
0 0 5 10   x2   0
(1) 1  1  (1 I  A)x   
 1 0 1 0   x3  0 
    
 1 0 0 2   x4  0 
 x1   2t  0   2 
   s 
G.-J.E. x 1   0 
  2      s    t   , s, t  0
 x3   2t  0   2 
       
 4  
x t 0   1 
 0    2  
    
1  0  
 ,  is a basis for the eigenspace
0  2   corresponding to 1  1
0  1  

※The dimension of the eigenspace of λ1 = 1 is 2

7.14
 1 0 0 0   x1   0
0 1 5 10   x2   0
(2) 2  2  (2 I  A)x   
 1 0 0 0   x3  0 
    
 1 0 0 1  x4  0 

 x1   0   0 
  5t  5 
G.-J.E. x
  2     t  , t  0
 x3   t  1 
     
 x4   0   0 
 0  
  
5  is a basis for the eigenspace
 
1  corresponding to 2  2
0 

※The dimension of the eigenspace of λ2 = 2 is 1

7.15
 2 0 0 0   x1   0
0 2 5 10  x2   0
(3) 3  3  (3 I  A)x   
 1 0 1 0   x3  0 
    
 1 0 0 0   x4  0 
 x1   0   0 
   5t   5
G.-J.E. x
  2     t  , t  0
 x3   0   0 
     
 x4   t   1 

 0  
  
 5  is a basis for the eigenspace
 
  0   corresponding to 3  3
 1  
※The dimension of the eigenspace of λ3 = 3 is 1
7.16
 Thm. 3: Eigenvalues for triangular matrices
If A is an nn triangular matrix, then its eigenvalues are
the entries on its main diagonal
 Ex 7: Finding eigenvalues for triangular and diagonal matrices
 1 0 0 0 0
0 0 
2 0 0  2 0 0
(a) A   1 1 0  (b) A   0 0 0 0 0
 
 5 3 3 0 0 0 4 0
 0 0 0 0 3 
Sol:
 2 0 0
(a)  I  A  1   1 0  (  2)(  1)(  3)  0
5 3   3
 1  2, 2  1, 3  3
(b) 1  1, 2  2, 3  0, 4  4, 5  3 7.17
 Ex 8: Finding eigenvalues and eigenvectors for standard matrices
Find the eigenvalues and corresponding eigenvectors for
1 3 0  ※ A is the standard matrix for T(x1, x2,
A   3 1 0  x3) = (x1 + 3x2, 3x1 + x2, –2x3) (see
Slides 7.19 and 7.20)
0 0 2
Sol:
  1  3 0 
I  A    3   1 0   (  2) (  4)  0
2
 
 0 0   2
 eigenvalues 1  4, 2  2

For 1  4, the corresponding eigenvector is (1, 1, 0).

For 2  2, the corresponding eigenvectors are (1,  1, 0)
and (0, 0, 1). 7.18
 Transformation matrix A ' for nonstandard bases
Suppose B is the standard basis of R n . Since the coordinate matrix of a vector
relative to the standard basis consists of the components of that vector, i.e.,
for any x in R n , x = [x]B .

T (x)  Ax  T (x)B  A  xB , where A  T (e1 ) B T (e2 ) B T (en ) B 

is the standard matrix for T or the matrix of T relative to the standard
basis B
The above theorem can be extended to consider a nonstandard basis B ', which
consists of {v1 , v 2 , , v n }

T (x)B '  A ' xB ' , where A '  T ( v1 )B ' T ( v 2 )B ' T ( v n )B ' 
is the transformation matrix for T relative to the basis B '

7.19
 2 Diagonalization
 Diagonalization problem :
For a square matrix A, does there exist an invertible matrix P
such that P–1AP is diagonal?
 Diagonalizable matrix :
Definition 1: A square matrix A is called diagonalizable if
there exists an invertible matrix P such that P–1AP is a
diagonal matrix (i.e., P diagonalizes A)
Definition 2: A square matrix A is called diagonalizable if A
is similar to a diagonal matrix
※ In Sec. 6.4, two square matrices A and B are similar if there exists an invertible
matrix P such that B = P–1AP.
 Notes:
This section shows that the eigenvalue and eigenvector problem
is closely related to the diagonalization problem
7.20
 Thm. 4: Similar matrices have the same eigenvalues
If A and B are similar nn matrices, then they have the
same eigenvalues
Pf:
1 For any diagonal matrix in the
A and B are similar  B  P AP form of D = λI, P–1DP = D

Consider the characteristic equation of B:

 I  B   I  P 1 AP  P 1 IP  P 1 AP  P 1 ( I  A) P
 P 1  I  A P  P 1 P  I  A  P 1P  I  A
 I  A
Since A and B have the same characteristic equation,
they are with the same eigenvalues
※ Note that the eigenvectors of A and B are not necessarily identical 7.21
 Ex 1: Eigenvalue problems and diagonalization programs
1 3 0 
A  3 1 0 
 
 0 0  2 
Sol: Characteristic equation:
  1 3 0
 I  A  3  1 0  (  4)(  2) 2  0
0 0 2

The eigenvalues : 1  4, 2  2, 3  2

1 
 
(1)   4  the eigenvector p1  1 
0 
7.22
 1 0
  1 , p  0 
(2)   2  the eigenvector 2  
p 3  
 0  1 
1 1 0  4 0 0 
P  [p1 p 2 p3 ]  1 1 0 , and P 1 AP   0 2 0 
0 0 1  0 0 2
 Note: If P  [p 2 p1 p 3 ]
 1 1 0  2 0 0 
  1 1 0   P 1 AP   0 4 0 
 0 0 1   0 0 2 

7.23
 Thm. 5: Condition for diagonalization
An nn matrix A is diagonalizable if and only if it has n
linearly independent eigenvectors
※ If there are n linearly independent eigenvectors, it does not imply that there are n distinct
eigenvalues. In an extreme case, it is possible to have only one eigenvalue with the
multiplicity n, and there are n linearly independent eigenvectors for this eigenvalue

※ On the other hand, if there are n distinct eigenvalues, then there are n linearly
independent eigenvectors, and thus A must be diagonalizable

7.24
 Ex 4: A matrix that is not diagonalizable
Show that the following matrix is not diagonalizable
1 2 
A 
 0 1 
Sol: Characteristic equation:
  1 2
I  A   (  1) 2  0
0  1
The eigenvalue 1  1, and then solve (1I  A)x  0 for eigenvectors

0 2 1 
1 I  A  I  A     eigenvector p1   
0 0  0

Since A does not have two linearly independent eigenvectors,

A is not diagonalizable
7.25
 Steps for diagonalizing an nn square matrix:

Step 1: Find n linearly independent eigenvectors p1 , p2 ,pn

for A with corresponding eigenvalues 1 , 2 ,, n

Step 2: Let P  [p1 p2  pn ]

Step 3: 1 0  0
1
 0 2  0
P AP  D   
   
 0 0  n 
where Api  ipi , i  1, 2,, n

7.26
 Ex 5: Diagonalizing a matrix
 1  1  1
A 1 3 1
 
 3 1  1
Find a matrix P such that P 1 AP is diagonal.

Sol: Characteristic equation:

 1 1 1
 I  A  1  3 1  (  2)(  2)(  3)  0
3 1  1
The eigenvalues : 1  2, 2  2, 3  3

7.27
 1 1 1 1 0 1   x1  0
1  2  1 I  A  1 1 1  G.-J. E.
 0 1 0  x2   0
 3 1 3  0 0 0  x3  0
 x1   t   1
 x    0   eigenvector p   0 
 2   1  
 x3   t   1 

 3 1 1  1 0  14   x1  0
2  2  2 I  A   1 5 1 
G.-J. E.
 0 1 14   x2   0
 3 1 1 0 0 0   x3  0

 x1   14 t  1
 x     1 t   eigenvector p   1
 2  4  2  
 x3   t   4 
7.28
 2 1 1 1 0 1   x1  0
3  3  3 I  A  1 0 1  G.-J. E.
 0 1 1  x2   0
 3 1 4  0 0 0   x3  0
 x1   t   1
 x    t   eigenvector p   1 
 2   3  
 x3   t   1 

 1 1 1
P  [p1 p 2 p 3 ]   0 1 1  and it follows that
 1 4 1 
2 0 0
P 1 AP  0 2 0 
0 0 3
7.29
 Note: a quick way to calculate Ak based on the diagonalization
technique

1 0  0 1k 0  0
0    
 0  0 2k  0
(1) D   2
 D 
k
        
   k
0 0  n   0 0  n 

(2) D  P 1 AP  D k  
P 
1
AP P 1
AP
    P 1
AP  P 1 k
AP
repeat k times

1k 0  0
 
k 1  0 2k  0
A  PD P , where D 
k k
    
 k
 0 0  n  7.30
 Thm. 6: Sufficient conditions for diagonalization
If an nn matrix A has n distinct eigenvalues, then the
corresponding eigenvectors are linearly independent and
thus A is diagonalizable.

7.31
 Ex 7: Determining whether a matrix is diagonalizable
1  2 1 
A  0 0 1
 
0 0  3

Sol: Because A is a triangular matrix, its eigenvalues are

1  1, 2  0, 3  3

According to Thm. 6, because these three values are

distinct, A is diagonalizable

7.32
 Ex 8: Finding a diagonalized matrix for a linear transformation
Let T : R 3  R 3 be the linear transformation given by
T (x1 ,x2 ,x3 )  (x1  x2  x3 , x1  3x2  x3 ,  3x1  x2  x3 )
Find a basis B ' for R 3 such that the matrix for T relative
to B ' is diagonal
Sol:
The standard matrix for T is given by
 1 1 1
A   1 3 1 
 3 1 1
From Ex. 5 you know that λ1 = 2, λ2 = –2, λ3 = 3 and thus A is
diagonalizable.

7.33
B '  {v1 , v2 , v3}  {(1, 0, 1),(1,  1, 4),( 1, 1, 1)}

The matrix for T relative to this basis is

A '  [T ( v1 )]B ' [T (v 2 )]B ' [T (v 3 )]B ' 

2 0 0
  0 2 0 
 0 0 3

7.34
3 Symmetric Matrices and Orthogonal Diagonalization
 Symmetric matrix :
A square matrix A is symmetric if it is equal to its transpose:
A  AT

 Ex 1: Symmetric matrices and nonsymetric matrices

 0 1  2
A 1 3 0  (symmetric)
 
  2 0 5 
4 3
B  (symmetric)
 3 1 
3 2 1
C  1  4 0 (nonsymmetric)
 
1 0 5
7.35
 Thm 7: Eigenvalues of symmetric matrices
If A is an nn “symmetric” matrix, then the following
properties are true
(1) A is diagonalizable (symmetric matrices (except the
matrices in the form of A = aI, in which case A is already
diagonal) are guaranteed to have n linearly independent
eigenvectors and thus be diagonalizable)
(2) All eigenvalues of A are real numbers
(3) If  is an eigenvalue of A with the multiplicity to be k, then
 has k linearly independent eigenvectors. That is, the
eigenspace of  has dimension k
※ The above theorem is called the Real Spectral Theorem, and the set of
eigenvalues of A is called the spectrum of A
7.36
 Ex 2:
Prove that a 2 × 2 symmetric matrix is diagonalizable
a c 
A
 c b 

Pf: Characteristic equation:

 a c
I  A   2  (a  b)  ab  c 2  0
c  b
As a function in , this quadratic polynomial function has a
nonnegative discriminant as follows
(a  b)2  4(1)(ab  c 2 )  a 2  2ab  b 2  4ab  4c 2
 a 2  2ab  b2  4c 2
 (a  b)2  4c 2  0  real-number solutions
7.37
(1) (a  b) 2  4c 2  0

 a  b, c  0
a c  a 0 
A    itself is a diagonal matrix
 c b 0 a
※ Note that in this case, A has one eigenvalue, a, whose multiplicity is 2,
and the two eigenvectors are linearly independent

(2) (a  b)2  4c 2  0
The characteristic polynomial of A has two distinct real roots,
which implies that A has two distinct real eigenvalues.
According to Thm. 6, A is diagonalizable
7.38
 Orthogonal matrix :
A square matrix P is called orthogonal if it is invertible and
P1  PT (or PPT  PT P  I )
 Thm. 8: Properties of orthogonal matrices
An nn matrix P is orthogonal if and only if its column vectors
form an orthonormal set
Pf: Suppose the column vectors of P form an orthonormal set, i.e.,
P  p1 p 2  p n  , where pi  p j  0 for i  j and p i  pi  1
 p1T p1 p1T p 2  p1T p n   p1  p1 p1  p 2  p1  p n 
 T  
 p p p T
2 p2  p 2T p1  p 2  p1 p 2  p 2  p 2  p1 
P P
T 2 1
  In
           
 T   
p n p1 p n p 2
T
 p n p n  p n  p1 p n  p 2
T
 pn  pn 

It implies that P–1 = PT and thus P is orthogonal 7.39

 Ex 5: Show that P is an orthogonal matrix.
 13 2 2 
 2 
3 3

P 5 1
5
0
 2 4 5 
3 5 3 5 3 5

Sol: If P is a orthogonal matrix, then P1  PT  PPT  I

 1 2 2  1 2 2 
1 0 0
   
3 3 3 3 5 3 5

PPT   25  0 1 0   I
1
0   2
3
1 4
 
 2   
5 5 3 5
 0 1 
 3 5 3 5 3 5   3 0 3 5  0
4 5 2 5

7.40
  1   2   2 
 3   3  
3

Moreover, let p1   5  , p 2   5  , and p3   0  ,
2 1

 2   4   5 
 3 5   3 5  3 5 
we can produce p1  p 2  p1  p3  p 2  p3  0 and p1  p1 
p 2  p 2  p3  p3  1

So, {p1 , p2 , p3 } is an orthonormal set.

7.41
 Thm. 9: Properties of symmetric matrices
Let A be an nn “symmetric” matrix. If 1 and 2 are distinct
eigenvalues of A, then their corresponding eigenvectors x1 and x2
are orthogonal.

Pf:
1 (x1  x2 )  (1x1 )  x2  ( Ax1 )  x2  ( Ax1 )T x2  (x1T AT )x2
because A is symmetric
 (x1T A)x2  x1T ( Ax2 )  x1T (2 x2 )  x1  (2x2 )  2 (x1  x2 )
The above equation implies (1  2 )(x1  x 2 )  0, and because
1  2 , it follows that x1  x 2  0. So, x1 and x 2 are orthogonal
※ For distinct eigenvalues of a symmetric matrix, their corresponding
eigenvectors are orthogonal and thus linearly independent to each other
※ Note that there may be multiple x1’s and x2’s corresponding to 1 and 2
7.42
 Orthogonal diagonalization :
A matrix A is orthogonally diagonalizable if there exists an
orthogonal matrix P such that P–1AP = D is diagonal

 Thm. 10: Fundamental theorem of symmetric matrices

An nn matrix A is orthogonally diagonalizable and has real
eigenvalues if and only if A is symmetric
Pf:
()
A is orthogonally diagonalizable
 D  P 1 AP is diagonal, and P is an orthogonal matrix s.t. P 1  PT
 A  PDP 1  PDPT  AT  ( PDPT )T  ( PT )T DT PT  PDPT  A

7.43
 Orthogonal diagonalization of a symmetric matrix:
Let A be an nn symmetric matrix.
(1) Find all eigenvalues of A and determine the multiplicity of each
※ According to Thm. 9, eigenvectors corresponding to distinct eigenvalues are
orthognoal
(2) For each eigenvalue of multiplicity 1, choose the unit eigenvector
(3) For each eigenvalue of the multiplicity to be k  2, find a set of k
linearly independent eigenvectors. If this set {v1, v2, …, vk} is not
orthonormal, apply the Gram-Schmidt orthonormalization process
It is known that G.-S. process is a kind of linear transformation, i.e., the
produced vectors can be expressed as c1 v1  c2 v 2    ck v k (see Slide 5.55),
i. Since Av1   v1 , Av 2   v 2 , , Av k   v k ,
 A(c1 v1  c2 v 2    ck v k )   (c1 v1  c2 v 2    ck v k )
 The produced vectors through the G.-S. process are still eigenvectors for 
ii. Since v1 , v 2 , , v k are orthogonal to eigenvectors corresponding to other
different eigenvalues (according to Thm. 7.9), c1 v1  c2 v 2    ck v k is also
orthogonal to eigenvectors corresponding to other different eigenvalues. 7.44
(4) The composite of steps (2) and (3) produces an orthonormal set of
n eigenvectors. Use these orthonormal and thus linearly
independent eigenvectors as column vectors to form the matrix P.
i. According to Thm. 8, the matrix P is orthogonal
ii. Following the diagonalization process , D = P–1AP is diagonal
Therefore, the matrix A is orthogonally diagonalizable

7.45
 Ex 7: Determining whether a matrix is orthogonally diagonalizable
Symmetric Orthogonally
matrix diagonalizable
1 1 1
A1  1 0 1
 
1 1 1
 5 2 1
A2   2 1 8
 
  1 8 0 
 3 2 0
A3  
2 0 1
0 0 
A4  
0  2
7.46
 Ex 9: Orthogonal diagonalization
Find an orthogonal matrix P that diagonalizes A.
 2 2 2
A   2 1 4 
 2 4 1
Sol:
(1) I  A  (  3) 2 (  6)  0

1  6, 2  3 (has a multiplicity of 2)

v1
(2) 1  6, v1  (1,  2, 2)  u1   ( 13 , 2
3 , 2
3 )
v1
(3) 2  3, v2  (2, 1, 0), v3  (2, 4, 5)

orthogonal
7.47
Rolle’s Theorem and the Mean
Value Theorem
Rolle’s Theorem
If you connect from f (a) to
f (b) with a smooth curve, f(a)=f(b)
there will be at least one a b
place where f ’(c) = 0
 Rolle’s Theorem
Rolle's theorem is an important
basic result about differentiable
functions. Like many basic
results in the calculus it seems
very obvious. It just says that
between any two points where
the graph of the differentiable
function f (x) cuts the horizontal
line there must be a point where
f '(x) = 0. The following picture
illustrates the theorem.
 Rolle’s Theorem
If two points at the same height
_______ are
connected by a continuous,
differentiable function, then there has
to be ________
at least one place between those
two points where the derivative, or
zero
slope, is _____.
Rolle’s Theorem
If 1) f (x) is continuous on [a, b],
2) f (x) is differentiable on (a, b), and
3) f (a) = f (b)

then there is at least one value of x on (a, b),

call it c, such that f is continuous on [a, b]
f ’(c) = 0. differentiable on (a, b)
f(a) = f(b)

a b
Example
Example 1 f ( x)  x 4  2 x 2 on [2, 2]
( f is continuous and differentiable)
f (2)  8  f (2)

Since , then Rolle’s Theorem applies…

f ' ( x)  4x3  4x  4x( x 2 1)  0
then, x = –1 , x = 0, and x = 1
Rolle’s Theorem
Does Rolle’s Theorem apply?
If not, why not?
If so, find the value of c.
Example 2 f ( x)  4  x 2
[2, 2]
Rolle’s Theorem
Does Rolle’s Theorem apply?
If not, why not?
If so, find the value of c.
Example 3 f ( x)  x  x
3
[1, 1]
Example
Example 4  x, x  0
f ( x) | x |  on [1, 1]
 x , x  0
(Graph the function over the interval on your calculator)

continuous on [-1, 1]
not differentiable at 0
not differentiable on (-1, 1)
f(-1) = 1 = f(1)

Rolle’s Theorem Does NOT apply since

Rolle’s Theorem
Does Rolle’s Theorem apply?
If not, why not?
If so, find the value of c.
x 4
2
Example 5 f ( x)  2
[2, 2]
x
Note
When working with Rolle’s make sure you
1. State f(x) is continuous on [a, b] and differentiable
on (a, b).
2. Show that f(a) = f(b).
3. State that there exists at least one x = c in (a, b)
such that f ’(c) = 0.
This theorem only guarantees the existence of an
extrema in an open interval. It does not tell you
how to find them or how many to expect. If YOU
can not find such extrema, it does not mean that it
can not be found. In most of cases, it is enough to
know the existence of such extrema.
Mean Value Theorem- MVT
The Mean Value Theorem is one of the most important
theoretical tools in Calculus. It states that if f(x) is defined
and continuous on the interval [a,b] and differentiable on
(a,b), then there is at least one number c in the interval (a,b)
(that is a<c<b) such that
f (b)  f (a)
f ' (c ) 
ba
In other words, there exists a point in the interval (a,b) which
has a horizontal tangent. In fact, the Mean Value Theorem
can be stated also in terms of slopes. Indeed, the number
f (b)  f (a)
ba
is the slope of the line passing through (a, f(a)) and (b, f(b)). So
the conclusion of the Mean Value Theorem states that there
exists a point such that the tangent line is parallel to the line
passing through (a, f(a)) and (b, f(b)).
(see Picture)

The special case, when f(a) = f(b) is known as Rolle's Theorem.

In this case, we have f '(c) =0.
Mean Value Theorem- MVT
f
If: f is continuous on [a, b],
differentiable on (a, b)
Then: there is a c in (a, b) such
a b that

f (b)  f (a)
f ' (c ) 
ba
Example
Example 6 f ( x)  x3  x 2  2x on [-1,1]
(f is continuous and differentiable)

f ' ( x)  3x  2 x  2
2 MVT applies

20
f ' (c)   1
1  (1)
3c 2  2c  2  1
(3c  1)(c  1)  0
1
c   , c 1
3
Mean Value Theorem- MVT

Note:

f '( x)  0 on (a, b) 
f is increasing on (a, b)

( ) The graph of f is rising

a b
Mean Value Theorem- MVT

Note:

f '( x)  0 on (a, b) 
f is decreasing on (a, b)

( ) The graph of f is falling

a b
Mean Value Theorem- MVT

Note:

f is constant on (a, b)

( ) The graph of f is level

a b
Example
Example 7 f ( x)  x 2  6x  12
f ' ( x)  2 x  6
 2( x  3)
 0 iff x  3
Finding a Tangent Line
Example 8 Find all values of c in the open interval (a,
b) such that f (b)  f (a)
f '(c) 
ba
x 1 1
f ( x)  , [ 2 , 2]
x
f (2)  f (1 / 2) 3 / 2  3
  1
2 1/ 2 3/ 2
d  1 1
f ' ( x )  1     2
dx  x x
1
f ' (c)   2  1
c
c=1
Application of MVT
Example 9 When an object is removed from a furnace
and placed in an environment with a constant
temperature of 90o F, its core temperature is 1500o F. Five
hours later the core temperature is 390o F. Explain why
there must exist a time in the interval when the
temperature is decreasing at a rate of 222o F per hour.
Solution
Let g(t) be the temperature of the object.

Then g(0) = 1500, g(5) = 390

g (5)  g (0) 390  1500
Avg. Temp.    222
50 5
By MVT, there exists a time 0 <to <5, such that g’(to) = –222o F
Application of MVT
Two stationary patrol cars equipped with radar are 5 miles apart
on a highway. As a truck passes the first patrol car, its speed is
clocked at 55 mph. Four minutes later, when the truck passes
the second patrol car, its speed is clocked at 50 mph. Prove
that the truck must have exceeded the speed limit of 55 mph at
some time during the 4 minutes.
Cauchy’s Mean Value Theorem

Let the functions f(x) and g(x) be continuous on an

interval [a, b], differentiable on (a, b), and g′(x)≠0 for
all x∈(a, b). Then there is a point x=c in this interval
such that
[f(b)−f(a)]/[g(b)−g(a)] = f′(c)/g′(c).
Geometric meaning

Suppose that a curve γ is described by the parametric equations

x=f(t), y=g(t), where the parameter t ranges in the interval [a,b].
When changing the parameter t, the point of the curve in Figure
given below runs from A(f(a),g(a)) to B(f(b),g(b)). According to
the theorem, there is a point (f(c),g(c)) on the curve γ where the
tangent is parallel to the chord joining the ends A and B of the
curve.
DEFINITE INTEGRALS
TECHNIQUES OF INTEGRATION


b
In defining a definite integral f ( x) dx ,
a
we dealt with a function f defined on a finite
interval [a, b] and we assumed that f does
not have an infinite discontinuity
 Improper Integrals

In this section, we will learn:

How to solve definite integrals
where the interval is infinite and
where the function has an infinite discontinuity.
IMPROPER INTEGRALS

In this section, we extend the concept

of a definite integral to the cases where:

 The interval is infinite

 f has an infinite discontinuity in [a, b]

IMPROPER INTEGRALS

In either case, the integral is called

an improper integral.
TYPE 1—INFINITE INTERVALS

Consider the infinite region S that lies:

 Under the curve y = 1/x2

 Above the x-axis

 To the right of the line x = 1

INFINITE INTERVALS

You might think that, since S is infinite

in extent, its area must be infinite.

 However, let’s take a closer look.

INFINITE INTERVALS

The area of the part of S that lies to the left

of the line x = t (shaded) is:
t
1 1 1
A(t )  
t
dx     1 
 Notice that
1 x 2
x 1 t
A(t) < 1 no
matter how
large t is
chosen.
INFINITE INTERVALS

We also observe that:

 1
lim A(t )  lim 1    1
t  t 
 t
INFINITE INTERVALS

The area of the shaded region approaches

1 as t → ∞.
INFINITE INTERVALS

So, we say that the area of the infinite

region S is equal to 1 and we write:

 1 t 1
1 x 2
dx  lim  2 dx  1
t  1 x
INFINITE INTERVALS

Using this example as a guide, we define

the integral of f (not necessarily a positive
function) over an infinite interval as the limit
of integrals over finite intervals.
IMPROPER INTEGRAL OF TYPE 1 Definition 1 a


t
If f ( x) dx exists for every number t ≥ a,
a
then

 f ( x) dx  lim  f ( x) dx
t

a t  a

provided this limit exists (as a finite number).

IMPROPER INTEGRAL OF TYPE 1 Definition 1 b


b
If f ( x) dx exists for every number t ≤ a,
t
then

 f ( x) dx  lim  f ( x) dx
b b

 t  t

provided this limit exists (as a finite number).

CONVERGENT AND DIVERGENT Definition 1 b

The improper integrals  f ( x) dx and
a


b
f ( x) dx are called:


 Convergent if the corresponding limit exists.

 Divergent if the limit does not exist.

IMPROPER INTEGRAL OF TYPE 1 Definition 1 c

 f ( x) dx and 
a
If both f ( x) dx are
a 
convergent, then we define:

 
 f ( x) dx   f ( x) dx   f ( x) dx
a

  a

 Here, any real number a can be used.

IMPROPER INTEGRALS OF TYPE 1

Any of the improper integrals

in Definition 1 can be interpreted
as an area provided f is a positive
function.
IMPROPER INTEGRALS OF TYPE 1

For instance, in case (a), suppose f(x) ≥ 0


and the integral a
f ( x) dx is convergent.

 Then, we define the area of the region

S = {(x, y) | x ≥ a, 0 ≤ y ≤ f(x)} in the figure as:

A( S )   f ( x) dx
a
IMPROPER INTEGRALS OF TYPE 1

This is appropriate because  f ( x) dx
a
is the limit as t → ∞ of the area under
the graph of f from a to t.
IMPROPER INTEGRALS OF TYPE 1 Example 1

Determine whether the integral


1
(1/ x) dx

is convergent or divergent.
IMPROPER INTEGRALS OF TYPE 1 Example 1

According to Definition 1 a,
we have:  t
1 t 1
 dx  lim  dx  lim ln x 
1 x t  1 x t  1
 lim(ln t  ln1)
t 

 lim ln t  
t 

 The limit does not exist as a finite number.

 So, the integral is divergent.
IMPROPER INTEGRALS OF TYPE 1

Let’s compare the result of Example 1 with

the example at the beginning of the section:

 1  1
1 x 2
dx converges 1 x
dx diverges

 Geometrically, this means the following.

IMPROPER INTEGRALS OF TYPE 1

The curves y = 1/x2 and y = 1/x look very

similar for x > 0.
However, the region under y = 1/x2 to the right
of x = 1 has finite area, but the corresponding
region under y = 1/x has infinite area.
IMPROPER INTEGRALS OF TYPE 1

Note that both 1/x2 and 1/x approach 0 as

x → ∞, but 1/x2 approaches faster than 1/x.

 The values of 1/x don’t decrease fast enough

for its integral to have a finite value.
IMPROPER INTEGRALS OF TYPE 1 Example 2

Evaluate  xe dx
0
x


 Using Definition 1 b,
we have: 0
 xe dx  lim  xe dx
0
x x
 t  t
IMPROPER INTEGRALS OF TYPE 1 Example 2

 We integrate by parts with u = x,

dv = ex dx so that du = dx, v = ex:

 xe dx  xe    e dx
0 0 0
x x x
t t t

 te  1  e
t t
IMPROPER INTEGRALS OF TYPE 1 Example 2

 We know that et → 0 as t → -∞,

and, by l’Hospital’s Rule,
we have: t
lim te  lim
t
t
t  t  e
1
 lim t
t  e

 lim (e )t
t 

0
IMPROPER INTEGRALS OF TYPE 1 Example 2

 Therefore,


0
xe dx  lim (te  1  e )
x t t
 t 

 0  1  0
 1
IMPROPER INTEGRALS OF TYPE 1 Example 3
 1
Evaluate
 1  x 2
dx

 It’s convenient to choose a = 0 in Definition 1 c:

 1 1  1
 1  x2 dx   1  x2 dx  0 1  x2 dx
0
IMPROPER INTEGRALS OF TYPE 1 Example 3

We must now evaluate the integrals

on the right side separately—as
follows.
IMPROPER INTEGRALS OF TYPE 1 Example 3

1
 1  x 2 dx
 0
1
0 1  x 2 dx
0 dx
 lim 
t dx
 lim 
t  t 1  x 2
t  0 1  x 2
0
 lim tan x 
1
t
 lim tan x 
1
t
t  0 t 

1
 lim(tan t  tan 0) 1  lim (tan 1 0  tan 1 t )
t 
t 

 lim tan 1 t  
t 
 0 
 2

 
2 
2
IMPROPER INTEGRALS OF TYPE 1 Example 3

Since both these integrals are convergent,

the given integral is convergent and

 1  
 1  x2 dx  
2 2
 
IMPROPER INTEGRALS OF TYPE 1 Example 3

As 1/(1 + x2) > 0, the given improper integral

can be interpreted as the area of the infinite
region that lies under the curve y = 1/(1 + x2)
and above the x–axis.
IMPROPER INTEGRALS OF TYPE 1 Example 4

For what values of p is the integral

 1

1 x p
dx convergent?

 We know from Example 1 that, if p = 1,

the integral is divergent.

 So, let’s assume that p ≠ 1.

IMPROPER INTEGRALS OF TYPE 1 Example 4

Then,
 1
 dx  lim  x dx
t
p
p t  1
1 x
x t
x 
 p 1
 lim 
t   p  1
 x 1
1  1 
 lim  1
t  1  p  t  
 
p 1
IMPROPER INTEGRALS OF TYPE 1 Example 4

If p > 1, then p – 1 > 0.

p-1 p-1
So, as t → ∞, t → ∞ and 1/t → 0.

 1 1
 Therefore, 
1 x p
dx 
p 1
if p  1

 So, the integral converges.

IMPROPER INTEGRALS OF TYPE 1 Example 4

However, if p <1, then p – 1 < 0.

1 1 p
So,
p 1
 t   as t  
t

 Thus, the integral diverges.

IMPROPER INTEGRALS OF TYPE 1 Definition 2

We summarize the result of Example 4

for future reference:

 1

1 x p
dx is:

 Convergent if p > 1

 Divergent if p ≤ 1
TYPE 2—DISCONTINUOUS INTEGRANDS

Suppose f is a positive continuous

function defined on a finite interval [a, b)
but has a vertical asymptote at b.
DISCONTINUOUS INTEGRANDS

Let S be the unbounded region under

the graph of f and above the x-axis
between a and b.

 For Type 1 integrals, the regions extended

indefinitely in a horizontal direction.

 Here, the region is infinite in a vertical direction.

DISCONTINUOUS INTEGRANDS

The area of the part of S between a and t

(shaded region) is:
A(t )   f ( x) dx
t

a
DISCONTINUOUS INTEGRANDS

If it happens that A(t) approaches a definite

-
number A as t → b , then we say that the area
of the region S is A and we write:

 f ( x) dx  lim  f ( x) dx
b t

a t b a
DISCONTINUOUS INTEGRANDS

We use the equation to define an improper

integral of Type 2 even when f is not a positive
function—no matter what type of discontinuity
f has at b.
IMPROPER INTEGRAL OF TYPE 2 Definition 3 a

If f is continuous on [a, b) and is discontinuous

at b, then

 f ( x) dx  lim  f ( x) dx
b t

a t b a

if this limit exists (as a finite number).

IMPROPER INTEGRAL OF TYPE 2 Definition 3 b

If f is continuous on (a, b] and is discontinuous

at a, then

 f ( x) dx  lim  f ( x) dx
b b

a t a t

if this limit exists (as a finite number).

IMPROPER INTEGRAL OF TYPE 2 Definition 3 b

Definition 3 b is illustrated for the case

where f(x) ≥ 0 and has vertical asymptotes
at a and c, respectively.
IMPROPER INTEGRAL OF TYPE 2 Definition 3 b

The improper integral  f ( x) dx

b

a
is called:

 Convergent if the corresponding limit exists.

 Divergent if the limit does not exist.

IMPROPER INTEGRAL OF TYPE 2 Definition 3 c

If f has a discontinuity at c, where a < c < b,

 
c b
and both f ( x) dx and f ( x) dx are
a c
convergent, then we define:

 f ( x) dx   f ( x) dx   f ( x) dx
b c b

a a c
IMPROPER INTEGRAL OF TYPE 2 Definition 3 c

Definition 3 c is illustrated for the case

where f(x) ≥ 0 and has vertical asymptotes
at a and c, respectively.
IMPROPER INTEGRALS OF TYPE 2 Example 5
1

5
Find dx
2
x2

 First, we note that the given integral is improper

because f ( x)  1/ x  2 has the vertical asymptote
x = 2.
IMPROPER INTEGRALS OF TYPE 2 Example 5
 The infinite discontinuity occurs at the left end-point
of [2, 5].
 So, we use Definition 3 b:
dx dx
  lim 
5 5

2
x  2 t 2 t x  2
5
 lim 2 x  2 
t 2 t

 lim 2( 3  t  2)
t 2

2 3
 Thus, the given improper integral is convergent.
IMPROPER INTEGRALS OF TYPE 2 Example 5

 Since the integrand is positive,

we can interpret the value of the integral
as the area of the shaded region here.
IMPROPER INTEGRALS OF TYPE 2 Example 6
 2
Determine whether

0
sec x dx
converges or diverges.

 Note that the given integral is improper

because:
lim  sec x  
x ( / 2)
IMPROPER INTEGRALS OF TYPE 2 Example 6
 Using Definition 2 a, we have:

 /2
  sec x dx
t
sec x dx  lim 
0 x ( / 2) 0
t
 lim  ln sec x  tan x 
x ( / 2)  0
 lim   ln(sec t  tan t )  ln1  
x ( / 2)
 This is because sec t → ∞ and tan t → ∞ as t → (π/2)-.

 Thus, the given improper integral is divergent.

IMPROPER INTEGRALS OF TYPE 2 Example 7
dx if possible.

3
Evaluate
0 x 1

 Observe that the line x = 1 is a vertical asymptote

of the integrand.
IMPROPER INTEGRALS OF TYPE 2 Example 7
 As it occurs in the middle of the interval [0, 3],
we must use Definition 3 c with c = 1:
dx 1 dx 3 dx
  
3

0 x 1 0 x 1 1 x 1
where t
dx t dx
  lim   lim x  1 
1

0 x  1 t 1 0 x  1 t 1 0
 lim(ln

t  1  ln 1)
t 1

 lim ln(1  t )  
t 1

 This is because 1 – t → 0+ as t → 1-.

IMPROPER INTEGRALS OF TYPE 2 Example 7

Thus,  dx /( x  1) is divergent.
1


3
This implies that dx /( x  1) is divergent.
0


3
 We do not need to evaluate dx /( x  1).
1
WARNING

Then, we might have made the following

erroneous calculation: 3
dx

3
 ln x  1 
0 x 1 0

 ln 2  ln1
 ln 2

 This is wrong because the integral is improper

and must be calculated in terms of limits.
WARNING

From now, whenever you meet the symbol


b
f ( x) dx , you must decide, by looking at
a
the function f on [a, b], whether it is either:

 An ordinary definite integral

 An improper integral
IMPROPER INTEGRALS OF TYPE 2 Example 8

Evaluate  ln x dx
1

 We know that the function f(x) = ln x has

a vertical asymptote at 0 since lim ln x   .
x 0

 Thus, the given integral is improper,

and we have: 1
 ln x dx  lim  ln x dx
1

0 t  0 t
IMPROPER INTEGRALS OF TYPE 2 Example 8

 Now, we integrate by parts with u = ln x,

dv = dx, du = dx/x, and v = x:

 ln x dx  x ln x    dx
1 1 1

t t t

 1ln1  t ln t  (1  t )
 t ln t  1  t
IMPROPER INTEGRALS OF TYPE 2 Example 8

 To find the limit of the first term,

we use l’Hospital’s Rule:
ln t
lim t ln t  lim
t 0 t 0 1/ t

1/ t
 lim
t 0 1/ t
2

 lim( 
 t )
t 0

0
IMPROPER INTEGRALS OF TYPE 2 Example 8

 Therefore,


1
ln x dx  lim(

t ln t  1  t )
0 t 0

 0  1  0
 1
IMPROPER INTEGRALS OF TYPE 2 Example 8

The geometric interpretation

of the result is shown.

 The area of the shaded

region above y = ln x
and below the x-axis is 1.
A COMPARISON TEST FOR IMPROPER INTEGRALS

Sometimes, it is impossible to find the exact

value of an improper integral and yet it is
important to know whether it is convergent
or divergent.

 In such cases, the following theorem is useful.

 Although we state it for Type 1 integrals,

a similar theorem is true for Type 2 integrals.
COMPARISON THEOREM

Suppose f and g are continuous functions

with f(x) ≥ g(x) ≥ 0 for x ≥ a.

 
a. Ifa
f ( x) dx is convergent, then 
a
g ( x) dx
is convergent.
 

b. If a g ( x) dx is divergent, then 
a
f ( x) dx
is divergent.
COMPARISON THEOREM

We omit the proof of the theorem.

However, the figure makes it seem

plausible.
COMPARISON THEOREM

If the area under the top curve y = f(x)

is finite, so is the area under the bottom
curve y = g(x).
COMPARISON THEOREM

If the area under y = g(x) is infinite,

so is the area under y = f(x).
COMPARISON THEOREM

Note that the reverse is not necessarily

true:

 

 If a g ( x) dx is convergent, a
f ( x) dx may
or may not be convergent.
 

 If a f ( x) dx is divergent, a
g ( x) dx may
or may not be divergent.
COMPARISON THEOREM Example 9


 x2
Show that e dx is convergent.
0

 We can’t evaluate the integral directly.

 The antiderivative of e-x2 is not an elementary function

(as explained in Section 7.5).
COMPARISON THEOREM Example 9

We write:
 
 dx   e dx   e
1
 x2  x2  x2
e dx
0 0 1

 We observe that the first integral on the right-hand side

is just an ordinary definite integral.
COMPARISON THEOREM Example 9

 In the second integral, we use the fact that,

for x ≥ 1, we have x2 ≥ x.

2
 So, –x2 ≤ -x and, therefore, e -x ≤ e-x.
COMPARISON THEOREM Example 9

The integral of e-x is easy to evaluate:


 e dx  lim  e dx
t
x x
1 t  1
1 t
 lim(e  e )
t 
1
e
COMPARISON THEOREM Example 9
2
Thus, taking f(x) = e-x and g(x) = e-x


 x2
in the theorem, we see that e dx
1
is convergent.



 x2
 It follows that e dx is convergent.
0
COMPARISON THEOREM


 x2
In Example 9, we showed that e dx
0
is convergent without computing its value.

 In Exercise 70, we indicate how to show

that its value is approximately 0.8862

 In probability theory, it is important to know

the exact value of this improper integral.

 Using the methods of multivariable calculus,

it can be shown that the exact value is  / 2.
COMPARISON THEOREM

The table illustrates the definition of

an improper integral by showing how
e
t
 x2
the (computer- generated) values of dx
0
approach  / 2 as t becomes large.

 In fact, these values

converge quite quickly
because e-x2 → 0 very
rapidly as x → ∞.
COMPARISON THEOREM Example 10
x
The integral 1 e  is divergent by
1 x dx x
1  e 1
the Comparison Theorem since 
x x



1
(1/ x) dx is divergent by Example 1 or
by Definition 2 with p = 1.
COMPARISON THEOREM

The table illustrates the divergence of

the integral in Example 10.

 It appears the values

are not approaching
any fixed number.