Linear Algebra and Differential Equations

Lecture 15
More about Eigenvalues and Eigenvectors

July 12, 2016

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Eigenvalues and Eigenvectors for a 3 3 Matrix

Find the eigenvalues and eigenvectors of the matrix

1 1 1
A= 0 2 1
1 1 3
The characteristic equation is

 1
1
1

2
1
0 =  0
 1
1 3

 2
1
= (1 ) 
1 3
= (1 )(2 )(3 )











 1

1
 + 1


 2 1 

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The eigenvectors are non trivial solutions of

(A I)v = 0
For = 1 this becomes

0 1 1
a1
0
0 1 1 a2 = 0
1 1 2
a3
0

This implies

a2 + a3 = 0
a1 a2 + 2a3 = 0

3
v1 = 1
1

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For = 2 this becomes

1 1 1
b1
0
0
0 1 b2 = 0
1 1 1
b3
0
This implies

b3 = 0
b1 b2 = 0

1
v2 = 1
0

For = 3 this becomes

2 1 1
c1
0
0 1 1 c2 = 0
c3
0
1 1 0
This implies

c2 = c3
c1 = c2

1
v2 = 1
1

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So if we form the change of basis matrix using the eigenvectors as columns

3 1 1
P= 1 1 1
1 0 1
then we can diagonalize the original matrix as

1 0 0
P1 AP = 0 2 0
0 0 3

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Repeated Eigenvalues
Consider the matrix

1 4 2
A= 0 2 0
1 5 4

The characteristic equation is


 1
4
2

 0
2

0

 1
5
4




=0



For = 3 the eigenvector is given by

2 4 2
a1
0
0 1 0 a2 = 0
1
5
1
a3
0

( 3)( 2)2 = 0

1
v3 = 0
1

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For = 2 the eigenvector is

1 4 2
0 0 0
1 5 2

given by

a1
0
a2 = 0
a3
0

2
v2 = 0
1

We are still short a vector for the change of basis matrix. The solution is
to introduce a generalised eigenvector or power eigenvector as a solution
to the equation
(A 2I)2 w = 0
One obvious solution is v2 , another solution is given by
(A 2I)w = v2

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1 4 2
b1
2
0 0 0 b2 = 0
1 5 2
b3
1
This gives the equations
b1 + 4b2 2b3 = 2

b1 + 5b1 + 2b3 = 1

Which leads to a possible w and change of basis matrix P

0
1
2
0
0
1/9
w = 1/9
P= 0
7/9
1 1 7/9
P doesnt quite diagonalize the original matrix

3 0 0
P1 AP = 0 2 1
0 0 2

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Another example
Consider the matrix

2
0 0
A = 2 0 2
3 3 5

The characteristic equation is




2 

0 = (2 ) 
= (2 )(2 5 + 6) = ( 2)2 ( 3)
3 5 
For = 3 the eigenvector is given by

1 0 0
a1
0
2 3 2 a2 = 0
3 3 2
a3
0

0
v3 = 2
3

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For = 2 the eigenvector is given by

0
0 0
v1
0
2 2 2 v2 = 0
3 3 3
v3
0
This is only one equation
v1 + v2 v3 = 0
So there are two free variables and we can pick
vectors to span the subspace

1
v2 = 0
v2? =
1

two linearly independent

0
1
1

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The change of basis matrix and its inverse are

1 0 0
1
0
0
3 2
P= 0 1 2
P1 = 2
1 1 3
1 1 1
and

2 0 0
P1 AP = 0 2 0
0 0 3

so repeated eigenvalues dont always lead to problems with diagonalization.

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When is a matrix diagonalizable?

An n n matrix is diagonalizable if and only if its has n linearly
independent eigenvectors.
Suppose our matrix is A and it has n linearly independent basis vectors
v1 , v2 , , vn . Construct the change of basis matrix P as a row of these
P = [v1

v2

vn ]

Now
AP = [Av1

Av2

Avn ] = [1 v1

2 v2

n vn ]

because the vs are eigenvectors of A.

Lets define a new matrix, D, a diagonal matrix with the eigenvalues along
the main diagonal.

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D=

1 0
0 2
..
.. . .
.
.
.
0 0

0
0
..
.

But
PD = [1 v1

2 v2

n vn ]

and so
PD = AP
or
D = P1 AP
and our original matrix has been diagonalized.

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Distinct eigenvalues Linear independence

Let the eigenvectors of a matrix A be v1 , v2 , , vn . Clearly v1 is linearly
independent by itself. Now if
1 v1 + 2 v2 = 0
then
(A 1 I)(1 v1 + 2 v2 ) = 2 (2 1 )v2 = 0
and 2 = 0. Suppose the first k vectors are linearly independent and
suppose
1 v1 + 2 v2 + + k vk + k+1 vk+1 = 0
0 = (A k+1 I)(1 v1 + 2 v2 + + k vk + k+1 vk+1 )
= 1 (1 k+1 )v1 + 2 (2 k+1 )v2 + + k (k k+1 )vk

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But the eigenvalues are distinct and the vectors v1 , v2 , , vk are linearly
independent
1 = 2 = = k = 0

k+1 = 0

The cases of k = 1 and k = 2 are true and so by induction all the vectors
have to be linearly independent.
The space spanned by the eigenvectors is called the eigenspace so another
way of stating the previous theorem about diagonalization is that a matrix
is diagonalizable if the eigenspace of the matrix is the whole space.

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Functions of matrices
If a matrix A is diagonalizable then if can be expressed in the form
A = PDP1
for a change of basis matrix P and a diagonal
easy to compute
m
1
0
0 m
2

Dm = .
..
..
..
.
.
0
0

matrix D. Powers of D are

0
0
..
.
m
n

To calculate Am
Am = (PDP1 )m = (PDP1 )(PDP1 ) (PDP1 ) = PDm P1

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So for any function that can be expressed

function of a diagonalizable matrix by

f (1 )
0
0
f (2 )

f (A) = P .
..
..
.
0

as a power series we find the

..
.

0
0
..
.

f (n )

1
P

For example
A2
+
eA = I + A +
2!
e 1 0
0 e 2

= P .
..
..
..
.
.
0
0

0
0
..
.
e n

1
P

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An Example
Find B1/2 if


B=

The eigenvalues are given by


 6
5

 3
4

6 5
3 4



=0


= 1, 9

For = 1


5 5
3 3



a1
a2



b1
b2

0
0

0
0

v1 =

1
1

For = 9


3 5
3 5

v9 =

5
3

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The diagonal matrix, the change of basis matrix and its inverse are






1 3 5
1 0
1 5
1
D=
P=
P =
0 9
1 3
8 1 1
Since
D = P1 BP

B = PDP1

then
1/2 1
B1/2 = PD
P 

 

1 5
1 0 1 3 5
=
1 3
0 3 8 1 1


1 9 5
=
4 3 7

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What if the matrix isnt diagonalizable?

By using power (generalized) eigenvectors we can
reduce to the form

1 1 0
0 1 1

P1 AP = 0 0 1
..
..
.. . .
.
.
.
.
0 0 0

almost do it. We can

0
0
0
..
.

with the eigenvalues on the diagonal and ones on the diagonal above the
main diagonal in the submatrix containing the repeated root(s). Let us
write it in the form
A = P(D + N)P1

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Where D is the diagonal matrix

0 1 0
0 0 1

N= 0 0 0
.. .. ..
. . .

and N has the form

0
0

0
N2 = 0
.
..
. ..
0 0 0 0

Am = P(D + N)m P1




m
m
m
m1
= P(D +
D
N+
Dm2 N2 + )P1
1
2
= P(Dm + mDm1 N)P1
m
1 mm1
0

1
m1
m
0
1
m1

m
0
0

= P
1
.
.
.
..
..
..
..
.
0
0
0

0
0
0
..
.
m
n

1
P

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An example
Find A50 if


A=

3
1
4 1

The characteristic equation is

2 2 = 1 = 0
The eigenvector is given by


  
v1
0
2
1
=
4 2
v2
0

=1

v1 =

1
2

To get another vector for our change of basis matrix we need to solve


 

 
2
1
v1
1
1
?
=
v1 =
4 2
v2
2
1

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then


P=

A50 =

1
1
2 1


=

1 1
2
1

50 

1
1
2 1



1 1
0 1

1
1
2 1



101
50
200 99

1 50
0 1


=
=



1 1
2
1
1 1
2
1




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