Section 5.

Eigenvectors & Eigenvalues

The basic concepts presented here - eigenvectors and eigenvalues - are useful throughout pure and applied mathematics. Eigenvalues are also used to study difference equations and continuous dynamical systems. They provide critical information in engineering design, and they arise naturally in such fields as physics and chemistry. 0 2 2 1 1 1 1

4 under multiplication by A. Solution Au 

EXAMPLE: Let A 

,u 

, and v 

. Examine the images of u and v

0 2 4 Av  2

1 1 0 2 4 2

2 2 1 1 

 2

1 1 v

 2u

2 6

u is called an eigenvector of A. v is not an eigenvector of A since Av is not a multiple of v.

x2 6 5 4 3 2 1

2 1

1 2

x1

Au  2u, but Av v DEFINITION An eigenvector of an n n matrix A is a nonzero vector x such that Ax  x for some scalar . A scalar  is called an eigenvalue of A if there is a nontrivial solution x of Ax  x; such an x is called an eigenvector corresponding to . 1

EXAMPLE: Show that 4 is an eigenvalue of A  eigenvectors.

0 2 4 2

and find the corresponding

Solution: Scalar 4 is an eigenvalue of A if and only if Ax  4x has a nontrivial solution. Ax 4x  0 Ax 4____ x  0 A4I x  0. To solve A4I x  0, we need to find A4I first: A4I  Now solve A4I x  0: 4 2 0 4 2 0 1
1 2

0 2 4 2

4 0 0 4

4 2 4 2

0 0 0

x

1 2

x2

x2

 x2

1 2

Each vector of the form x 2

1 2

is an eigenvector corresponding to the eigenvalue   4.

x2 4 3 2 1 x1

2 1.5 1 0.5 1

0.5

Eigenspace for   4 Warning: The method just used to find eigenvectors cannot be used to find eigenvalues. The set of all solutions to AI x  0 is called the eigenspace of A corresponding to . 2

2 0 0 EXAMPLE: Let A  1 3 1 . An eigenvalue of A is   2. Find a basis for the 1 1 3 corresponding eigenspace. Solution: 2 0 0 A2I  1 3 1 1 1 3 2 ___ 0  1 1 Augmented matrix for A2I x  0: 0 0 0 0 1 1 1 0 0 0 0 0 1  ____ 1 0  ____ 0 0 0 0 1 0 1 1 0  3 ___ ___ 0 0 0 ___ 0 ___ 1 1 0 0 ___ 0 ___ 1 0 1 ___

3 ___ 1

1 1 1 0 1 1 1 0 x1 x x2 x3  x2  x3 x2 x3

So a basis for the eigenspace corresponding to   2 is 1 1 0 , 1 0 1

x3

x3

Effects of Multiplying Vectors in Eigenspaces for   2 by A EXAMPLE: Suppose  is eigenvalue of A. Determine an eigenvalue of A 2 and A 3 . In general, what is an eigenvalue of A n ? Solution: Since  is eigenvalue of A, there is a nonzero vector x such that Ax  x. Then ___Ax  ___x A 2 x  Ax A 2 x  ___x A2x  2x Therefore  2 is an eigenvalue of A 2 . Show that  3 is an eigenvalue of A 3 : ___A 2 x  ___ 2 x A 3 x   2 Ax A3x  3x Therefore  3 is an eigenvalue of A 3 . In general, ______ is an eigenvalue of A n .

THEOREM 1 The eigenvalues of a triangular matrix are the entries on its main diagonal. Proof for the 3 3 Upper Triangular Case: A Let a 11 a 12 a 13 0 a 22 a 23 0 and then a 11 a 12 a 13 A I  0 a 22 a 23 0 a 11   0 0 a 33 a 12  0 0 0  0 0 0  a 13 a 23 . 0 a 33 .

0 a 22 

0 a 33 

By definition,  is an eigenvalue of A if and only if A I x  0 has a nontrivial solution. This occurs if and only if A I x  0 has a free variable. When does this occur?

THEOREM 2 If v 1 , , v r are eigenvectors that correspond to distinct eigenvalues  1 , ,  r of an n n matrix A, then v 1 , , v r is a linearly independent set. See the proof on page 307.