EIGENVECTORS AND EIGENVALUES
EIGENVALUE PROBLEM CONTINUED…
By Dr. Rabia Kamra
Assistant Professor (Mathematics)
JK Lakshmipat University, Jaipur
E-mail: karma.rabia@gmail.com, rabia.karma@jklu.edu.in
Webpage: https://jklu.edu.in/institute/faculty/dr-rabia-kamra/
CONTENT
Spectrum, spectral radius
Eigenspace and its basis
Algebraic and geometric multiplicities
Diagonalization
Content is taken from the following Books:
Linear Algebra and its Applications by David C. Lay, 5th Edition.
Elementary Linear Algebra with Applications by Kolman and Hill, 9th Edition.
SPECTRUM, SPECTRAL RADIUS, AM, AND GM
The spectrum of a matrix is the set of its eigenvalues.
The spectral radius of a matrix is the largest absolute value of its eigenvalues.
The order of an eigenvalue 𝜆 as a root of the characteristic equation is called the algebraic
multiplicity (AM) of 𝜆.
The sum of all the algebraic multiplicities must equal 𝑛.
The number of linearly independent eigenvectors corresponding to 𝜆 is called the geometric
multiplicity (GM) of 𝜆. OR GM of 𝜆 is the dimension of the eigenspace corresponding to 𝜆.
The geometric multiplicity can never exceed the algebraic multiplicity.
If for every eigenvalue of 𝐴, the GM = AM, then 𝐴 is said to be diagonalizable. (discussed later)
LINEAR INDEPENDENCE OF EIGENVECTORS
FIND A BASIS FOR THE EIGENSPACE CORRESPONDING TO AN
EIGENVALUE OR FIND GM
Question: What is the geometric multiplicity of 𝜆 = 2?
Question: Given that the GM of 𝜆 = 2 is 2, what can you conclude about the AM of 𝜆 = 2?
Question: Given one eigenvalue of the matrix, find the rest of the eigenvalues without writing the
characteristic equation.
Problem: Compute the eigenvalues and associated eigenvectors of
1 2 −1 0 0 3
a. 𝐴 = 1 0 1 b. 𝐴 = 1 0 −1
4 −4 5 0 1 3
Solution a.
Characteristic Equation of 𝐴: det 𝐴 − 𝜆 𝐼3 = 0 𝑜𝑟 det 𝜆 𝐼3 − 𝐴 = 0
Char Eq: 𝜆3 − 6𝜆2 + 11𝜆 − 6 = 0
Roots of Equation: Hit and trail for first root.
Observe:
Put 𝜆 = 0, and conclude.
1 2 −1
𝐴= 1 0 1 . Char Eq: 𝜆3 − 6𝜆2 + 11𝜆 − 6 = 0
4 −4 5
Roots of Equation: Give it a try!!
1 2 −1
𝐴= 1 0 1 . Char Eq: 𝜆3 − 6𝜆2 + 11𝜆 − 6 = 0
4 −4 5
𝑛 det
Roots of Equation: 𝑎𝑛 = −1 𝐴 , here 𝑎3 = −6, det 𝐴 = 6
Product of eigenvalues = Product of roots = 6
Try only the integer factors of 𝑎𝑛 as possible rational roots of char eq. Note: It might have
irrational roots or complex roots as well.
The possible integer roots of 𝑝 𝜆 = 0 are ±1, ±2, ±3 and ±6.
𝑝 𝜆 = 𝜆3 − 6𝜆2 + 11𝜆 − 6 = 0
Check 𝑝 1 = 0. (𝜆 − 1) is a factor of 𝑝 𝜆 . Dividing 𝑝 𝜆 by 𝜆 − 1 , we obtain
𝑝 𝜆 = 𝜆 − 1 𝜆2 − 5𝜆 + 6
𝑝 𝜆 = 𝜆−1 𝜆−2 𝜆−3 .
Eigenvalues of 𝐴 are 𝜆1 = 1, 𝜆2 = 2, and 𝜆3 = 3.
A.M. of 𝜆1 = 1, 𝜆2 = 2, and 𝜆3 = 3 is 1. (Sum of A.M. of all the roots = order of 𝐴)
Find associated eigenvectors corresponding to each eigenvalue.
1 2 −1
𝐴= 1 0 1 . Eigenvalues of 𝐴 are 𝜆1 = 1, 𝜆2 = 2, and 𝜆3 = 3.
4 −4 5
Solve the linear system 𝐴 − 𝜆 𝐼3 𝑋 = 0
0 2 −1 𝑥1 0 −1 2 −1 𝑥1 0 −2 2 −1 𝑥1 0
1 −1 1 𝑥2 = 0 1 −2 1 𝑥2 = 0 1 −3 1 𝑥2 = 0
4 −4 4 𝑥3 0 4 −4 3 𝑥3 0 4 −4 2 𝑥3 0
−1 −2 −1
𝑋= 1 𝑋= 1 𝑋= 1
2 4 4
−1 −2 −1
Eigen space: 1 𝑘, 𝑘 ∈ 𝑹 Eigen space: 1 𝑘, 𝑘 ∈ 𝑹 Eigen space: 1 𝑘, 𝑘 ∈ 𝑹
2 4 4
G.M. of each of the eigenvalues is 1. Also, eigenvectors corresponding to distinct eigenvalues are L.I. (verify!).
0 0 3
Problem: Compute the eigenvalues and associated eigenvectors of 𝐴 = 1 0 −1 .
0 1 3
Characteristic Equation of 𝐴: det 𝐴 − 𝜆 𝐼3 = 0 𝑜𝑟 det 𝜆 𝐼3 − 𝐴 = 0
𝜆3 − 3𝜆2 + 𝜆 − 3 = 0
Roots of Equation: Hit and trail. Check 𝑝 3 = 0. (𝜆 − 3) is a factor of 𝑝 𝜆 .
𝑝 𝜆 = 𝜆 − 3 𝜆2 + 1
𝑝 𝜆 = 𝜆−3 𝜆−𝜄 𝜆+𝜄
Eigenvalues of 𝐴 are 𝜆1 = 3 𝜆2 = 𝜄, and 𝜆3 = −𝜄.
Find associated eigenvectors corresponding to each eigenvalue.
No Real eigenvectors corresponding to complex eigenvalues. Revise: 𝐿: 𝑹𝑛 /𝑪𝑛 → 𝑹𝑛 /𝑪𝑛
0 0 3
𝐴 = 1 0 −1 . Eigenvalues of 𝐴 are 𝜆1 = 3 𝜆2 = 𝜄, and 𝜆3 = −𝜄.
0 1 3
Solve the linear system 𝐴 − 𝜆 𝐼3 𝑋 = 0
−3 0 3 𝑥1 0 −𝜄 0 3 𝑥1 0 𝜄 0 3 𝑥1 0
1 −3 𝑥
−1 2 = 0 𝑥2 = 0
1 −𝜄 −1 1 𝜄 −1 𝑥2 = 0
0 1 0 𝑥3 0 0 1 3−𝜄 𝑥3 0 0 1 3 + 𝜄 𝑥3 0
1 −3𝜄 −3𝜄
𝑋= 0 𝑋 = 𝜄−3 𝑋 = −𝜄 − 3
1 1 1
1 −3𝜄 −3𝜄
Basis for Eigenspace: 0 Basis for Eigenspace: 𝜄−3 Basis for Eigenspace: −𝜄 − 3
1 1 1
PROPERTIES OF EIGENVALUES
CAYLEY-HAMILTON THEOREM
DIAGONALIZATION
1 2 −1 −1 −2 −1 1 0 0
𝐴= 1 0 1 𝑃= 1 1 1 𝑃−1 𝐴𝑃 = 𝐷 = 0 2 0
4 −4 5 2 4 4 0 0 3
SIMILARITY TRANSFORMATION, DIAGONALIZATION
Two n by n matrices A and B are called similar if there exists an invertible n by
n matrix P such that
𝐵 = 𝑃−1 𝐴𝑃
A transformation A ↦ P−1AP is called a similarity transformation
DIAGONALIZATION – SUFFICIENT CONDITION
Here, A has two distinct
eigenvalues, still A is
diagonalizable. Reason:
Sum of GM is 3.
The matrix A is diagonalizable if and only if the sum of the dimensions of the eigenspaces equals n.
ANSWER THE FOLLOWING
ANSWER THE FOLLOWING
Practice Problems
Do relevant problems of Exercise 7.2
- from Elementary Linear Algebra with Applications by Kolman and Hill, 9th Edition.
Thanks for your attention!
