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Eigen Values

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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

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.

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