Chapter 5 Eigenvalues and Eigenvectors


5.1 Eigenvalues and Eigenvectors

5.2 Diagonalization

5.3 Symmetric Matrices and Orthogonal
Diagonalization

7-1
 5.1 Eigenvalues and Eigenvectors

Eigenvalue problem:
If A is an nn matrix, do there exist nonzero vectors x in Rn
such that Ax is a scalar multiple of x ？


Eigenvalue and eigenvector:

A ： an nn matrix
 ： a scalar 
Geometrical Interpretation
x ： a nonzero vector in Rn

Eigenvalue

Ax  x
Eigenvector
7-2

Ex 1: (Verifying eigenvalues and eigenvectors)
2 0  1 0 
A  x1    x2   
 0  1 0  1 
Eigenvalue
 2 0  1   2  1
Ax1          2    2 x1
0  1 0 0 0 
Eigenvector

Eigenvalue
 2 0  0   0  0 
Ax2          1   (1) x2
0  1 1  1 1

Eigenvector
7-3

Thm 5.1: (The eigenspace of A corresponding to )
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 Rn. This subspace is called the eigenspace of  .
Pf:
x1 and x2 are eigenvectors corresponding to 
(i.e. Ax1  x1 , Ax2  x2 )
(1) A( x1  x2 )  Ax1  Ax2  x1  x2   ( x1  x2 )
(i.e. x1  x2 is an eigenvector corresponding to λ)
(2) A(cx1 )  c( Ax1 )  c(x1 )   (cx1 )
(i.e. cx1 is an eigenvector corresponding to  )
7-4

Ex 3: (An example of eigenspaces in the plane)
Find the eigenvalues and corresponding eigenspaces of
 1 0
A 
 0 1 
Sol:
If v  ( x, y )
  1 0  x    x 
Av       
 0 1  y   y 
For a vector on the x-axis Eigenvalue 1  1
  1 0  x    x   x
 0 1 0   0   10 
      

7-5
For a vector on the y-axis Eigenvalue 2  1
  1 0  0   0   0 
 0 1  y    y   1 y 
      

Geometrically, multiplying a vector (x,

y) in R2 by the matrix A corresponds to a
reflection in the y-axis.

The eigenspace corresponding to 1  1 is the x-axis.

The eigenspace corresponding to 2  1 is the y-axis.

7-6

Thm 5.2: (Finding eigenvalues and eigenvectors of a matrix AMnn )
Let A is 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:
Ax  x  (I  A) x  0 (homogeneous system)
If (I  A) x  0 has nonzero solutions iff det(I  A)  0.

Characteristic polynomial of AMnn:

det( I  A)  ( I  A)   n  cn 1 n 1  L  c1  c0


Characteristic equation of A:
det(I  A)  0
7-7

Ex 4: (Finding eigenvalues and eigenvectors)
2  12
A 
 1  5 

Sol: Characteristic equation:

  2 12
(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  (1I  A) x       
  1 4   x2  0 
 x1  4t  4
 x    t   t 1  , t  0
 2    

 4 12  x1  0
(2)2  2  (2 I  A) x       
  1 3   x2   0 
 x1  3t  3
 x    t   t 1, t  0
 2    

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 A corresponding to   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
       
x
 3   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.

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
Eigenvalue:1  1, 2  2, 3  3
7 - 13
(1)1  1 0 0 0 0   x1  0
0 0  5 10   x2  0
 (1I  A) x   
 1 0  1 0   x3  0
    
 1 0 0  2   x4   0 
 x1   2t  0    2 
x   s  1   0 
 2     s    t   , s, t  0
 x3   2t  0   2 
       
x
 4  t  0   1 
 0    2 
    
 1   0  
 ,  is a basis for the eigenspace
0  2   of A corresponding to   1
0  1  
 
7 - 14
(2)2  2 1 0 0 0   x1  0
 0 1  5 10   x  0
 (2 I  A) x    2    
 1 0 0 0   x3  0
    
 1 0 0  1  x4  0
 x1   0  0
 x  5t  5
 2      t  , t  0
 x3   t  1
     
 x4   0  0 
 0  
  
 5  
   is a basis for the eigenspace
1  of A corresponding to   2
0 
 
7 - 15
(3)3  3  2 0 0 0   x1  0
 0 2  5 10  x  0
 (3 I  A) x    2    
 1 0 1 0   x3  0
    
  1 0 0 0   x4   0 
 x1   0   0 
 x   5t   5
 2     t  , t  0
 x3   0   0 
     
x
 4  t  1
 0  
  
   5 
  is a basis for the eigenspace
 0   of A corresponding to   3
 1  
7 - 16

Thm 5.3: (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 diagonal and triangular matrices)
  1 0 0 0 0
2 0 0  0 2 0 0 0
(a ) A   1 1 0  (b) A   0 0 0 0 0
 0 0 0  4 0
 5 3  3  0 0 0 0 3
Sol:  2 0 0
( a ) I  A  1  1 0  (  2)(  1)(  3)
5 3  3
1  2, 2  1, 3  3
(b) 1  1, 2  2, 3  0, 4  4, 5  3
7 - 17

Eigenvalues and eigenvectors of linear transformations:

A number  is called an eigenvalue of a linear transformation

T : V  V if there is a nonzero vector x such that T (x)  x.
The vector x is called an eigenvector of T corresponding to  ,
and the setof all eigenvectors of  (with the zero vector) is
called the eigenspace of .

7 - 18

Ex 8: (Finding eigenvalues and eigenspaces)
Find the eigenvalues and corresponding eigenspaces
1 3 0 
A  3 1 0 .
 
0 0  2
Sol:   1  3 0 
I  A    3   1 0   (  2) 2 (  4)
 
 0 0   2
eigenvalues 1  4, 2  2
The eigenspaces for these two eigenvalues are as follows.
B1  {(1, 1, 0)} Basis for 1  4
B2  {(1,  1, 0), (0, 0, 1)} Basis for 2  2
7 - 19

Notes:
(1) Let T:R 3  R 3 be the linear transformation whose standard matrix
is A in Ex. 8, and let B' be the basis of R 3 made up of three linear
independent eigenvectors found in Ex. 8. Then A' , the matrix of T
relative to the basis B' , is diagonal.
4 0 0
A'  0  2 0 
B '  {(1, 1, 0), (1,  1, 0), (0, 0, 1)}  
 0 0  2 
Eigenvectors of A Eigenvalues of A

(2) The main diagonal entries of the matrix A' are the eigenvalues of A.

7 - 20
 Keywords in Section 5.1:

eigenvalue problem: 特徵值問題

eigenvalue: 特徵值

eigenvector: 特徵向量

characteristic polynomial: 特徵多項式

characteristic equation: 特徵方程式

eigenspace: 特徵空間

multiplicity: 重數

7 - 21
 5.2 Diagonalization

Diagonalization problem:
For a square matrix A, does there exist an invertible matrix P
such that P-1AP is diagonal?

Diagonalizable matrix:
A square matrix A is called diagonalizable if there exists an
invertible matrix P such that P-1AP is a diagonal matrix.
(P diagonalizes A)

Notes:
(1) If there exists an invertible matrix P such that B  P 1 AP,
then two square matrices A and B are called similar.
(2) The eigenvalue problem is related closely to the
diagonalization problem.
7 - 22

Thm 5.4: (Similar matrices have the same eigenvalues)
If A and B are similar nn matrices, then they have the
same eigenvalues.
Pf:
A and B are similar  B  P 1 AP

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 1 P I  A
 I  A
Thus A and B have the same eigenvalues.

7 - 23

Ex 1: (A diagonalizable matrix)
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 - 24
 1 0 
(2)  2  the eigenvector p2   1, p3  0
   
0
  1
1 1 0 
P  [ p1 p2 p3 ]  1  1 0 ，
0 0 1
4 0 0
such that P 1 AP  0  2 0 
0 0  2

Note: If P  [ p2 p1 p3 ]
 1 1 0  2 0 0 
   1 1 0  P 1 AP   0 4 0 
   
 0 0 1   0 0  2 
7 - 25

Thm 5.5: (Condition for diagonalization)
An nn matrix A is diagonalizable if and only if it has n
linearly independent eigenvectors.
Pf:
() A is diagonalizable
there exists an invertible P such that D  P 1 AP is diagonal
Let P  [ p1 p2 L pn ] and D  diag (1 , 2 , L , n )
 1 0 L 0 
0  L 0
PD  [ p1 p2 L pn ]  2 
 M M O M
 
 0 0 L n 
 [1 p1 2 p2 L n pn ]
7 - 26
 Q AP  [ Ap1 Ap2 L Apn ]
 AP  PD
Api  i pi , i  1, 2,K , n
( i .e . the column vector pi of P are eigenvectors of A)
Q P is invertible  p1 , p2 , L , pn are linearly independent.
 A has n linearly independent eigenvectors.
( ) A has n linearly independent eigenvectors p1 , p2 , L pn
with corresponding eigenvalues 1 , 2 , L n

Api  i pi , i  1, 2, K , n

Let P  [ p1 p2 L pn ]

7 - 27
AP  A[ p1 p2 L pn ]  [ Ap1 Ap2 L Apn ]
 [1 p1 2 p2 L n pn ]
 1 0 L 0
0 2 L 0 
 [ p1 p2 L pn ]   PD
M M O M
 
0 0 L n 

Q p1 , p1 ,L , pn are linearly independent  P is invertible

 P 1 AP  D
 A is diagonalizable

7 - 28

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

 0 2   0 1  1
I  A  I  A    ~   eigenvector p1   
 0 0   0 0  0
A does not have two linearly independent eigenvectors,
so A is not diagonalizable.
7 - 29

Steps for diagonalizing an nn square matrix:

Step 1: Find n linearly independent eigenvectors

p1 , p2 , L pn for A with corresponding eigenvalues.

Step 2: Let P  [ p1 p2 L pn ]

Step 3:  1 0 L 0
0 2 L 0 
P 1 AP  D  
M M O M
 
0 0 L n 
where, Api  i pi , i  1, 2, K , n

7 - 30

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

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1  2  1 1 1  1 0 1
 1I  A   1  1  1 ~ 0 1 0
   
 3  1 3  0 0 0
 x1   t   1
 x    0   eigenvector p   0 
 2   1  
 x3   t   1 
2  2
 3 1 1  1 0  14 
 2 I  A    1  5  1 ~ 0 1 14 
   
 3  1  1 0 0 0 
 x1   14 t  1
 x    1 t   eigenvector p   1
 2  4  2  
 x3   t   4 
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3  3  2 1 1  1 0 1 
 3I  A   1 0  1 ~ 0 1  1
   
 3  1 4   0 0 0 
 x1   t   1
 x    t   eigenvector p   1 
 2   3  
 x3   t   1 
 1 1  1
P  [ p1 p2 p3 ]   0  1 1  ，
 1 4 1 
2 0 0
s.t. P 1 AP  0  2 0
0 0 3

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
Notes:
 d1 0 L 0  d1k 0 L 0
0  
d2 L 0  0 d k
L 0
(1) D    Dk   2
M M O M  M M O M
   k
0 0 L dn   0 0 L d n 

(2) D  P 1 AP  D k  P 1 Ak P
Ak  PD k P 1

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
Thm 5.6: (Sufficient conditions for diagonalization)
If an nn matrix A has n distinct eigenvalues, then the corresponding
eigenvectors are linearly independent and A is diagonalizable.


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
These three values are distinct, so A is diagonalizable.

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
Ex 8: (Finding a diagonalizing 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 ,  3 x1  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 A is diagonalizable. Thus, the three
linearly independent eigenvectors found in Ex. 5 can be used
to form the basis B. That is
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 B  {(1, 0, 1), (1,  1, 4), (1, 1, 1)}

The matrix for T relative to this basis is

D  T [v1 ]B T [v2 ]B T [v3 ]B 

 [ Av1 ]B [ Av 2 ]B [ Av 3 ]B 
 2 0 0
 0  2 0
0 0 3

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 Keywords in Section 5.2:

diagonalization problem: 對角化問題

diagonalization: 對角化

diagonalizable matrix: 可對角化矩陣

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5.3 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

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
Thm 5.7: (Eigenvalues of symmetric matrices)

If A is an nn symmetric matrix, then the following properties

are true.
(1) A is diagonalizable.
(2) All eigenvalues of A are real.
(3) If  is an eigenvalue of A with multiplicity k, then  has k
linearly independent eigenvectors. That is, the eigenspace
of  has dimension k.

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
Ex 2:
Prove that a 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 quadratic in , this polynomial has a discriminant of
(a  b) 2  4(ab  c 2 )  a 2  2ab  b 2  4ab  4c 2
 a 2  2ab  b 2  4c 2
 (a  b) 2  4c 2  0
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(1) (a  b) 2  4c 2  0

 a  b, c  0
a 0 
A  is a matrix of diagonal.
0 a 

(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.
Thus, A is diagonalizable.

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
Orthogonal matrix:
A square matrix P is called orthogonal if it is invertible and
P 1  P T

Thm 5.8: (Properties of orthogonal matrices)

An nn matrix P is orthogonal if and only if its column vectors

form an orthogonal set.

Thm 5.9: (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.
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
Ex 5: (An orthogonal matrix)
 13 2
3
2
3

 2 
P 5 1
5
0
 2 4 5 
3 5 3 5 3 5

Sol: If P is a orthogonal matrix, then P 1  P T  PP T  I

 1 2 2   13 2 2  1 0 0 
 32 3 3
 2 5 3 5
  I
PP   5
T 1
0  3 1 4

  0 1 0
5 5 3 5

 3 25 4 5  2
0 5   0 0 1 
 3 5 3 5  3 3 5 
 13   23   23 
Let p1   25 , p2   15 , p3   0 
 325   345   3 5 5 
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produces
p1  p2  p1  p3  p2  p3  0
p1  p2  p3  1
{ p1 , p2 , p3} is an orthonormal set.

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
Thm 5.10: (Fundamental theorem of symmetric matrices)
Let A be an nn matrix. Then A is orthogonally diagonalizable
and has real eigenvalue if and only if A is symmetric.

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.
(2) For each eigenvalue of multiplicity 1, choose a unit eigenvector.
(3) For each eigenvalue of multiplicity k2, find a set of k linearly
independent eigenvectors. If this set is not orthonormal, apply Gram-
Schmidt orthonormalization process.
(4) The composite of steps 2 and 3 produces an orthonormal set of n
eigenvectors. Use these eigenvectors to form the columns of P. The
1 T
matrix P AP  P AP  D will be diagonal.

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
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
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
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 , 32 , 23 )
v1
(3) 2  3, v2  (2, 1, 0), v3  (2, 0, 1)

Linear Independent
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Gram-Schmidt Process:
v3  w2
w2  v2  (2, 1, 0), w3  v3  w2  ( 52 , 54 , 1)
w2  w2
w2 w3
u2   ( 5 , 5 , 0), u3 
2 1
 ( 3 25 , 3 4 5 , 3 5 5 )
w2 w3

 13 2 2    6 0 0
 2 5 3 5
  P 1 AP   0 3 0
P3 1 4

5 3 5  
 23 0 5   0 0 3 
 3 5 

7 - 49
 Keywords in Section 5.3:

symmetric matrix: 對稱矩陣

orthogonal matrix: 正交矩陣

orthonormal set: 單範正交集

orthogonal diagonalization: 正交對角化

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