SMA3013 LINEAR ALGEBRA
SEMESTER 1 2020/2021
CHAPTER 5
EIGENVALUES &
EIGENVECTORS
5.1 INTRODUCTION TO EIGENVALUES &
EIGENVECTORS
Definition ( Eigenvalue & Eigenvector)
Let A be a nxn matrix. A scalar is called an eigenvalue of A if
there is a nonzero vector x such that
Ax = x .
Such vector x is called an eigenvector of A corresponding to .
Example
Show that is an eigenvector of and find
the corresponding eigenvalue.
5.1 INTRODUCTION TO EIGENVALUES &
EIGENVECTORS (CONT.)
Example
(a) Show that is an eigenvector of
corresponding to eigenvalue = 2.
(b) Show that 5 is an eigenvalue of and
determine all eigenvectors corresponding to the eigenvalue.
(c) Let . Show that and
are eigenvectors of A and find the corresponding eigenvalues.
(d) Let . Show that and are
eigenvectors of A and find the corresponding eigenvalues.
5.1 INTRODUCTION TO EIGENVALUES &
EIGENVECTORS (CONT.)
Definition (Eigenspace)
Let A be nxn matrix and let be an eigenvalue of A. The collection of
all eigenvectors corresponding to , together with zero vector, is called
the eigenspace of and denoted by E .
Example (refer to previous example(b))
(a) Show that 5 is an eigenvalue of and find a basis for
its eigenspace.
(b) Show that = 6 is an eigenvalue of
and find a basis for its eigenspace.
5.1 INTRODUCTION TO EIGENVALUES &
EIGENVECTORS (CONT.)
Note:
is an eigenvalue of A
if and only if
det(A - I) = 0 (for 2x2 matrices at least)
Example.
(a) Find all the eigenvalues of the matrix
(b) Find the eigenvalues of
(i) Over R
(ii) Over the complex numbers
5.1 INTRODUCTION TO EIGENVALUES &
EIGENVECTORS (CONT.)
Example.
Let v be a nonzero eigenvector of linear transformations S and T. Show that v
is an eigenvector of (S + T ).
2015/2016
SMA3013 LINEAR ALGEBRA SEM 1
Solution:
Let v be a nonzero eigenvector of linear transformations S and T.
Then,
T(v) = Av = 1v
and,
S(v) = Bv = 2v
To show that v is an eigenvector of (S + T ).
(S + T)(v) = S(v) + T(v) since S & T are Linear transformation
= B(v) + A(v)
= 2v + 1v
= (2 + 1)v
Then,
v is an eigenvector of (S + T ).
5.2 EIGENVALUES & EIGENVECTORS OF NXN
MATRICES
Summary:
The eigenvalues of a square matrix A are precisely the solutions of
of the equation
det(A – I ) = 0
Note:
- Expand det(A – I)
will get a polynomial in , called the characteristic
polynomial of A.
- The equation det(A – I) = 0 is called the characteristic
equation of A.
5.2 EIGENVALUES & EIGENVECTORS OF NXN
MATRICES (CONT.)
Example.
If , its characteristic polynomial is,
and its characteristic equation;
5.2 EIGENVALUES & EIGENVECTORS OF NXN
MATRICES (CONT.)
To find the eigenvalues and eigenvectors (eigenspaces) of a
matrix (the procedure)
1. Compute the characteristic polynomial det(A – I) of A.
2. Find the eigenvalues by solving the characteristic equations
det(A – I ) = 0 for .
3. For each eigenvalue , find the space of the matrix A – I .
This is the eigenspace E , the nonzero vectors of which are the
eigenvectors of A corresponding to .
4. Find a basis for each eigenspace.
5.2 EIGENVALUES & EIGENVECTORS OF NXN
MATRICES (CONT.)
Example.
(a) Find the eigenvalues and the correponding eigenspace of
(b) Find the eigenvalues and the corresponding eigenspaces of
(c) Find the eigenvalues and the corresponding eigenspaces of
5.2 EIGENVALUES & EIGENVECTORS OF NXN
MATRICES (CONT.)
Theorem
The eigenvalues of a triangular matrix are the entries on its main
diaogonal.
Example.
The eigenvalues of are,
1 = 2, 2 = 1, 3 = 3 and 4 = -2 (by theorem)
Note: the characteristic polynomial;
( - 2)( - 1)( - 3)( + 2).
