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# Eigenvalues, Eigenvectors

and Eigenspaces
Diagonalizable Matrices
Eigenvalues, Eigenvectors and Eigenspaces of the
Linear Operators
Eigenvalue:
Let T be a linear operator on a vector space V over the eld F.
An eigenvalue (or characteristic value) of T is a scalar in F
such that there is a non-zero vector v in V such that Tv = v.
Eigenvector:
If is an eigenvalue of T then any vector v satisfying Tv = v
is called an eigenvector of T associated with the eigenvalue .
Eigenspace:
If is an eigenvalue of T then the collection of all vectors v in V
such that Tv = v is called the eigenspace associated with the
eigenvalue .
Other Terminologies for Eigenvalues:
Eigenvalue
Characteristic Value
Characteristic root
Latent root
Proper value
Spectral value
Note: The zero vector obviously satises T0 = 0 = 0.
Find an eigenvector v associated with the eigenvalue means,
you should nd a non-zero vector v such that Tv = v.
Example
Let T : R
2
R
2
be the linear operator dened by
T
_
x
y
_
=
_
23 12
40 21
_ _
x
y
_
.
Observe that T(3, 5) = 3(3, 5) and T(1, 2) = (1)(1, 2).
Therefore, 3 and 1 are eigenvalues of T.
Corresponding to the eigenvalue 3, (3, 5) is an eigenvector and
{(3k, 5k) : k R} is the eigenspace.
Corresponding to the eigenvalue 1, (1, 2) is an eigenvector
and {(k, 2k) : k R} is the eigenspace.
Example of a linear operator on innite dimensional
space having no eigenvalues
Let C[R] be the vector space (over the eld R) that consists of
continuous, real valued functions on R. Let T be the linear
operator on C[R] dened by
(Tf) (x) =
_
x
0
f(t) dt .
Then, T has no eigenvalues.
Note:
If T is a linear operator on a nite dimensional vector space V
over the complex eld C then T has an eigenvalue.
Theorem (for a linear operator on nite dimensional
vector space)
Theorem:
Let T be a linear operator on a nite dimensional vector space
V . Then, the following are equivalent.
1
is an eigenvalue of T.
2
The operator (T I) is singular (not invertible).
3
Determinant of (T I) = 0.
How to nd eigenvalues?
If B is an ordered basis for V and A = [T]
B
, then
(T I) is singular if and only if (AI) is singular
Eigenvalues, Eigenvectors, Eigenspaces of the square
matrices
Eigenvalue: Let A be an n n matrix over the eld F. An
eigenvalue (or characteristic value) of A is a scalar in F such
that the matrix (AI) is singular.
Eigenvector: If is an eigenvalue of A then any vector v
satisfying Av = v is called an eigenvector of A associated with
the eigenvalue .
Eigenspace: If is an eigenvalue of A then the collection of all
vectors v in V such that Av = v is called the eigenspace
associated with the eigenvalue .
Denote the eigenspace of the matrix A associated with the
eigenvalue by E

(A).
Results:
is an eigenvalue of A if and only if (AI) is singular if and
only if the determinant of (AI) = 0 if and only if (I A) is
singular if and only if the determinant of (I A) = 0.
Eigenspace of A associated with the eigenvalue is
= {v V : Av = v}
= {v V : (AI)v = 0}
= Null space of (AI)
= Set of all solutions of linear system (AI)v = 0
= Null space of (I A)
= Set of all solutions of linear system (I A)v = 0
Eigenspaces are invariant subspaces
Denition: Let T be a linear operator on a vector space V . A
subspace U of V is said to be invariant (or T-invariant) under
the linear map T if Tu U for each u U.
Result: Let T be a linear operator on a vector space V . If is
an eigenvalue of T then the eigenspace E

(T) of T associated
with the eigenvalue is an invariant subspace of V .
Example
Find the eigenvalues of the matrix A =
_
_
1 2 1
1 0 1
4 4 5
_
_
. Find the
eigenspace and the basis & dimension of the eigenspace
associated with each eigenvalue of A.
Step 1: Finding eigenvalues
Solving the equation det (I A) = 0.
0 = det (I A) =
_
_
( 1) 2 1
1 ( 0) 1
4 4 ( 5)
_
_
0 =
3
6
2
+ 11 6 = ( 1)( 2)( 3) .
Eigenvalues of A are 1, 2 and 3.
Example (continuation)
Step 2(a): Corresponding to the eigenvalue 1, nding
eigenvector and eigenspace
When = 1, to nd an eigenvector, we need to solve the
equation (I A)v = (1 I A)v = (I A)v = 0.
Equivalently, solving the homogeneous system Bv = 0 where
B = (I A).
B =
_
_
0 2 1
1 1 1
4 4 4
_
_
R =
_
_
1 0
1
2
0 1
1
2
0 0 0
_
_
.
So, the solution set is
_
k
_
1
2
,
1
2
, 1
_
: k R
_
.
Eigenspace of A associated to the eigenvalue 1 is
E
1
(A) =
_
k
_
1
2
,
1
2
, 1
_
: k R
_
.
The vector
_
1
2
,
1
2
, 1
_
is a basis for the eigenspace E
1
(A) and
the dimension of E
1
(A) is 1.
Example (continuation)
Step 2(b): Corresponding to the eigenvalue 2, nding
eigenvector and eigenspace
When = 2, to nd an eigenvector, we need to solve the
equation (I A)v = (2 I A)v = (2I A)v = 0.
Equivalently, solving the homogeneous system Bv = 0 where
B = (2I A).
B =
_
_
1 2 1
1 2 1
4 4 3
_
_
R =
_
_
1 0
1
2
0 1
1
4
0 0 0
_
_
.
So, the solution set is
_
k
_
1
2
,
1
4
, 1
_
: k R
_
.
Eigenspace of A associated to the eigenvalue 1 is
E
2
(A) =
_
k
_
1
2
,
1
4
, 1
_
: k R
_
.
The vector
_
1
2
,
1
4
, 1
_
is a basis for the eigenspace E
2
(A) and
the dimension of E
2
(A) is 1.
Example (continuation)
Step 2(c): Corresponding to the eigenvalue 3, nding
eigenvector and eigenspace
When = 3, to nd an eigenvector, we need to solve the
equation (I A)v = (3 I A)v = (3I A)v = 0.
Equivalently, solving the homogeneous system Bv = 0 where
B = (3I A).
B =
_
_
2 2 1
1 3 1
4 4 2
_
_
R =
_
_
1 0
1
4
0 1
1
4
0 0 0
_
_
.
So, the solution set is
_
k
_
1
4
,
1
4
, 1
_
: k R
_
.
Eigenspace of A associated to the eigenvalue 1 is
E
3
(A) =
_
k
_
1
4
,
1
4
, 1
_
: k R
_
.
The vector
_
1
4
,
1
4
, 1
_
is a basis for the eigenspace E
3
(A) and
the dimension of E
3
(A) is 1.
Eigenvalues relation to the determinant and the trace
of the matrix
Theorem: If A is an n n matrix with the eigenvalues
1
,
2
,
,
n
(repeated according to multiplicity) then
Det (A) =
1

2

n
.
Tr (A) =
1
+
2
+ +
n
.
If
A =
_
_
3 1 1
2 2 1
2 2 0
_
_
then the eigenvalues of A are the roots the equation

3
5
2
+ 8 4 = ( 1)( 2)
2
= 0 .
The determinant of A is 1 2 2 = 4 and the trace of A is
1 + 2 + 2 = 5.
Some Results
Theorem: Let
1
,
2
, ,
k
be distinct eigenvalues of a matrix
A and v
1
, v
2
, , v
k
be corresponding (non-zero) eigenvectors.
Then v
1
, v
2
, , v
k
are linearly independent.
Theorem: Let
1
,
2
, ,
k
be distinct eigenvalues of a matrix
A and E

1
(A), E

2
(A), , E

k
(A) be the corresponding
eigenspaces. Then, E

1
(A) +E

2
(A) + +E

k
(A) is direct.
Theorem: If A and B are two n n square matrices then AB
and BA have the same eigenvalues.
Theorem: If is an eigenvalue of a square matrix A then is
an eigenvalue for the transpose matrix A
t
of the matrix A.
Theorem: If is an eigenvalue of a square matrix A which is
invertible then
1

## is an eigenvalue for the inverse matrix A

1
of
the matrix A.
Theorem: Let A be an n n matrix. Then 0 is an eigenvalue of
A iff A is singular.
Theorem: Let A be an n n matrix. If is an eigenvalue of A
then
n
is an eigenvalue of A
n
for each n N. If v = 0 is an
eigenvector associated with the eigenvalue , then v is an
eigenvector of A
n
associated with the eigenvalue
n
for each
n N.
Characteristic Polynomial
Denition: If A is an n n matrix then the polynomial
M(x) = Det (xI A) is called a characteristic polynomial of A.
Note: The polynomial P(x) = Det (AxI) is also a
characteristic polynomial of A.
Clearly, the roots of the characteristic polynomial are the
eigenvalues of A. Therefore, the eigenvalues are also called
as the characteristic roots or characteristic values of A.
A polynomial is said to be a monic polynomial if the coefcient
of the highest degree is 1.
Note: The characteristic polynomial M(x) = Det (xI A) is a
monic polynomial.
Result on Eigenvalues of Similar Matrices
Theorem: Similar matrices have the same characteristic
polynomial and hence they have same eigenvalues. But the
eigenvectors need not be the same.
Proof: If B = P
1
AP then
det (xI B) = det (xI P
1
AP)
= det (xP
1
P P
1
AP)
= det (xP
1
IP P
1
AP)
= det (P
1
xIP P
1
AP)
= det (P
1
(xI A)P)
= det (P
1
) det (xI A) det (P)
= det (xI A) det (P
1
) det (P)
= det (xI A) det (P
1
P) = det (xI A) det (I)
= det (xI A)
Some Results
Theorem: Let V be a nite dimensional vector space over the
eld F and let T be a linear operator on V .
If B is an ordered basis for V and A = [T]
B
, then
the eigenvalues of T are the roots of the characteristic
polynomial of A which lie in the eld F.
Theorem: A square matrix A and its transpose A
t
have the
same characteristic polynomial.
Algebraic multiplicity and Geometric multiplicity of
Eigenvalues
Denition (Algebraic multiplicity):
An eigenvalue of the matrix A has algebraic multiplicity k if
(x )
k
is the highest power of (x ) that divides the
characteristic polynomial of A.
That is, the power of the term (x ) in the characteristic
polynomial is the algebraic multiplicity of .
Denition (Geometric multiplicity):
The geometric multiplicity of an eigenvalue of the matrix A is
the dimension of the eigenspace associated with the
eigenvalue of A.
Result and Denition
Result: The geometric multiplicity of an eigenvalue does not
exceed its algebraic multiplicity.
Denition: An eigenvlaue of A is said to be regular if the
geometric multiplicity of is equal to its algebraic multiplicity.
Example (from Section 6.2 of Hoffman & Kunze)
A =
_
_
3 1 1
2 2 1
2 2 0
_
_
The characteristic polynomial of A is given by
x
3
5x
2
+ 8x 4 = (x 1)(x 2)
2
.
The algebraic multiplicity of the eigenvalue 2 is 2.
The geometric multiplicity of the eigenvalue 2 is 1.
Reason: Basis for E
2
(A) is (1, 1, 2).
The algebraic multiplicity of the eigenvalue 1 is 1.
The geometric multiplicity of the eigenvalue 1 is 1.
Reason: Basis for E
1
(A) is (1, 0, 2).
Minimal Polynomial
Denition: If A is an n n matrix then the minimal polynomial
of A is the monic polynomial m(x) of smallest degree such that
m(A) = 0.
Denition: If T is a linear operator on a nite dimensional vector
space V then the minimal polynomial of T is the minimal
polynomial of a matrix A = [T]
B
for any ordered basis B of V .
Let A =
_
_
1 2 1
1 0 1
4 4 5
_
_
. Observe that
(AI)(A2I)(A3I) = 0. That is,
m(A) = (A1 I)(A2 I)(A3 I) = 0.
Therefore, the minimal polynomial of A is
m(x) = (x 1)(x 2)(x 3).
Examples
Let A =
_
_
1 0 0
0 0 0
0 0 0
_
_
.
Note that A(AI) = 0 and A
2
(AI) = 0.
The characteristic polynomial of A is x
2
(x 1) = 0.
The minimal polynomial of A is x(x 1) = 0.
Let B =
_
_
1 0 0
0 0 1
0 0 0
_
_
.
Note that B(B I) = 0 and B
2
(B I) = 0.
The characteristic polynomial of B is x
2
(x 1) = 0.
The minimal polynomial of B is x
2
(x 1) = 0.
Some Results
Result: Similar matrices have the same minimal polynomial.
Result: A square matrix A and its transpose A
t
have the same
minimal polynomial.
Result: A square matrix A is non-singular iff the constant term
in the minimal polynomial of A is non-zero.
Some Examples
The matrices A =
_
_
1 0 0
0 0 0
0 0 0
_
_
and B =
_
_
1 0 0
0 0 1
0 0 0
_
_
have the
same characteristic polynomial but different minimal
polynomials. The characteristic polynomial of A and B are
x
2
(x 1) = 0. The minimal polynomial of A is x(x 1) = 0 and
the minimal polynomial of B is x
2
(x 1) = 0.
The matrices A =
_
_
1 1 0
0 2 0
0 0 1
_
_
and B =
_
_
2 0 0
0 2 2
0 0 1
_
_
have the
same minimal polynomial but different characteristic
polynomials (and so are not similar). The minimal polynomial of
A and B are (x 1)(x 2) = 0. The characteristic polynomial
of A is (x 1)
2
(x 2) = 0 and the characteristic polynomial of
B is (x 1)(x 2)
2
= 0.
Main Theorem
Cayley-Hamilton Theorem: Let A be an n n matrix and let
M(x) be the characteristic polynomial of A. Then, M(A) = 0.
In other words, the minimal polynomial divides the
characteristic polynomial of A.
Note: The roots of the minimal and characteristic polynomials
are same, though their multiplicities may differ.
Cayley-Hamilton Theorem: Let T be a linear operator on a nite
dimensional vector space V and let M(x) be the characteristic
polynomial of T. Then, M(T) = 0. In other words, the minimal
polynomial divides the characteristic polynomial of T.
Diagonalizable
Denition: Let T be a linear operator on a nite dimensional
vector space V . We say that T is diagonalizable if there is a
basis B for V such that each vector of B is an eigenvector of T.
If B is an ordered basis for V consisting of only eigenvectors of
T, then the matrix representation of T relative to the basis B is
a diagonal matrix.
Example
Let T : R
2
R
2
be the linear operator dened by
T
_
x
y
_
=
_
1 2
3 2
_ _
x
y
_
.
Observe that T(2, 3) = 4(2, 3) and T(1, 1) = (1)(1, 1).
The set B = {v
1
= (2, 3), v
2
= (1, 1)} consisting of
eigenvectors is an ordered basis for R
2
.
Then,
[T]
B
=
_
4 0
0 1
_
which is a diagonal matrix.
Generalization of previous slide example
Let T be an linear operator on an n-dimensional vector space
V . Let B = {v
1
, v
2
, , v
n
} be an ordered basis for V in which
each v
i
is an eigenvector of T, then the matrix of T in the
ordered basis B is diagonal. If Tv
i
=
i
v
i
then
[T]
B
=
_

1
0 0
0
2
0
.
.
.
.
.
.
.
.
.
0 0
n
_

_
.
Note: We dont require that the scalars
1
, ,
n
be distinct.
We need only n-distinct eigenvectors that form a basis for V .
Result: Let V be a nite dimensional vector space over the eld
F. Let T be a linear operator on V and let A be its associated
matrix relative to some basis B of V . Then,
T (or A) is diagonalizable in F if and only if there exists an
invertible matrix P in F such that P
1
AP is a diagonal matrix,
that is, A is similar to a diagonal matrix.
Example
Let T : R
2
R
2
be the linear operator dened by T(X) = AX
for X = (x, y) R
2
where
A =
_
1 2
3 2
_
.
Observe that T(2, 3) = 4(2, 3) and T(1, 1) = (1)(1, 1).
Construct a matrix P whose column vectors are eigenvectors.
Set P =
_
2 1
3 1
_
. Then, P
1
=
_
1
5
1
5
3
5
2
5
_
. Then,
B =
_
4 0
0 1
_
= P
1
AP
which is a diagonal matrix. Therefore T (or A) is diagonalizable.
When T (or A) is diagonalizable?
Theorem: Let V be a nite dimensional vector space V with
dim V = n. Let T be a linear operator on V and let A be its
associated matrix relative to some basis B of V . Let
1
,
2
, ,

k
be the distinct eigenvalues of T. Let W
i
= E

i
(A) denote the
eigenspace associated with the eigenvalue
i
for i = 1, , k.
Then, the following are equivalent.
1
T (or A) is diagonalizable.
2
The characteristic polynomial for T is
f(x) = (x
1
)
d
1
(x
2
)
d
2
(x
k
)
d
k
and dim W
i
= d
i
. That is, the geometric multiplicity of each
eigenvalue is equal to its algebraic multiplicity (i.e.,
regular).
3
dim W
1
+ dim W
2
+ + dim W
k
= n = dim V .
Example of Diagonalizable Matrix (Sec. 6.2 of H-K)
A =
_
_
5 6 6
1 4 2
3 6 4
_
_
The characteristic polynomial of A is given by
x
3
5x
2
+ 8x 4 = (x 1)(x 2)
2
.
The algebraic multiplicity of the eigenvalue 1 is 1. The
geometric multiplicity of the eigenvalue 1 is 1 (Reason: Basis
for E
1
(A) is (3, 1, 3)).
The algebraic multiplicity of the eigenvalue 2 is 2. The
geometric multiplicity of the eigenvalue 2 is 2 (Reason: Basis
for E
2
(A) is (2, 1, 0) and (2, 0, 1)).
Set P =
_
_
3 2 2
1 1 0
3 0 1
_
_
. Then P
1
AP = D =
_
_
1 0 0
0 2 0
0 0 2
_
_
.
Example of Non-Diagonalizable Matrix
A =
_
1 1
0 1
_
The characteristic polynomial of A is given by
(x 1)
2
.
The eigenspace E
1
(A) has a basis (1, 0) and the dimension of
E
1
(A) = 1.
But dim V = dim R
2
= 2 > 1. Therefore, A is not
diagonalizable.