Eigen Values
&
Eigen Vectors
Let A be n x n matrix.
λ is eigen value of A
if there exists a nonzero vector
x ∈ R such that Ax = λx
n
x is called an eigen vector of A
associated with λ
Eigen value / proper value /
characteristic value /
latent value
eigen vector / proper vector /
characteristic vector /
latent vector.
NOTE:
0 can not be an eigenvector
but 0 can be an eigenvalue.
A may have many different
eigenvectors associated with an
eigenvalue λ , since rx , r ≠ 0 is
also an eigenvector if x is an
eigenvector of A.
Ex.1 : Let A = I n .
Find it’s eigenvalues
and corresponding eigenvectors.
Sol. : Eigenvalue : λ = 1
Eigenvector : every nonzero
vector x ∈ R n
Ex.2 : Let
3 1
A=
6 2
Find the eigenvalues of A
and associated eigenvectors.
Sol. : Eigenvalue : λ = 0, 5
Eigenvectors associated with λ = 0 :
r 1
− 3 r , r ≠ 0 ,
In particular, − 3
Eigenvectors associated with λ = 5 :
r 1
2 r , r ≠ 0 , In particular, 2
Definition :
Let An×n = [aij ] . Then
λ − a11 − a12 − a1n
− a 21 λ − a 22 − a 2 n
f (λ ) =| λ I n − A | =
− a n1 − a n 2 λ − a nn
is characteristic polynomial of A
and
| λ I n − A |= 0
is characteristic equation of A.
Th 8.1 :
An×n is singular iff
0 is an eigenvalue of A.
Th 8.2 :
The eigenvalue of A are the
real roots of the
characteristic polynomial of A.
Ex3/354 Let
1 2 1
A = 0 1 2
− 1 3 2
Find characteristic polynomial of A.
Sol. :
f (λ ) = | λ I 3 − A | = λ − 4λ + 7
3 2
Ex.2 : Let
3 2 4
A= 2 0 2
4 2 3
Find the eigenvalues and associated
eigenvectors of A.
Sol. : Characteristic equation is
λ − 6λ − 15λ − 8 = 0
3 2
Eigenvalue : λ = −1, − 1, 8
Eigenvectors associated with λ = −1 :
1 0
− 2 , − 2
(IMP)
0 1
Eigenvectors associated with λ = 8 :
2
1
2
Rref= 1 0 -1; 0 1 -1/2; 0 0 0
Ex: Let
1 0 0
A= 2 1 0
3 2 0
Find the eigenvalues and associated
eigenvectors of A.
Sol. : Characteristic equation is
λ (λ − 1) (λ − 1) = 0
Eigen values : λ = 1, 1, 0
Eigenvectors associated with λ = 1 :
0
1
2
Eigenvectors associated with λ = 0 :
0
0
(IMP)
1
Ex:Find eigen values and eigen vectors
for the matrix
1 1 3
A = 1 5 1
3 1 1
Sol: Characteristic equation
| A - λ I | =0
(λ+2)(λ-3)(λ-6)=0
Eigen values λ = -2, λ = 3, λ = 6
Let X = [ x, y, z ] be eigen vector
corresponding to λ
Then ( A – λ I ) X = 0
1 − λ 1 3 x
1 5−λ 1 y = 0
3 1 1 − λ z
For λ = -2
We have
3 x + y + 3z = 0
x + 7y + z = 0
3x + y + 3z =0
Hence x = -1, y = 0, z = 1
X1 = ( -1, 0, 1 ) is eigen vector
corresponding to λ = -2
Eigen vector corresponding to λ = 3 is
(1, -1, 1)
Eigen vector corresponding to λ = 6 is
(1, 2, 1)
NOTE:
All non-zero multiple of X1 is an eigen
vector corresponding to λ = -2
EIGEN SPACE
Let A be n x n matrix
Let λ be an eigen value of A
Let V = { x | ( A – λ I ) x = 0 } U { 0 }
Then V is a subspace of Rn
V = Eigen space of A corresponding
to eigen value λ
Ex:
Find eigen values and eigen vectors
for the matrix
− 9 4 4
A = − 8 3 4
− 16 8 7
Sol: Characteristic equation
| A - λ I | =0
(λ+1)(λ+1)(λ-3)=0
Eigen values λ = -1, λ = -1, λ = 3
Let X = [ x, y, z ] be eigen vector
corresponding to λ
Then ( A – λ I ) X = 0
− 9 − λ 4 4 x
− 8 3−λ 4 y = 0
− 16 8 7 − λ z
For λ = 3
We have
12 x + 4y + 4z = 0
-8x + 0 y + 4z = 0
-16 x + 8y + 4 z = 0
Hence -x + y = 0
-2y + z = 0
Hence x = y = z / 2
Let z = 2
X1 = ( 1, 1, 2 ) is eigen vector
corresponding to λ =3
For λ = -1
We have
-8 x + 4y + 4z = 0
-8x + 4 y + 4z = 0
-16 x + 8y + 8 z = 0
Hence -2x + y + z = 0
Hence Eigen space of λ = -1 is
{ (x, y, z) | -2x + y + z = 0 }
= { (x, y, z) | y = 2 x - z }
= { (x, 2 x - z, z) | x, z € R }
= { (x, 2 x, 0) + ( 0, -z, z ) | x, z € R }
= { x(1, 2, 0) + z( 0, -1, 1 ) | x, z €
R}
= [ { (1, 2, 0), ( 0, -1, 1 ) } ]
Hence set of eigen vectors are
{ (1, 2, 0), ( 0, -1, 1 ) } – { ( 0, 0, 0, )}
Ex17/354 : Let
2 1 0
A= 1 2
1 , λ = 2.
0 1 2
Find a basis for the eigenspace
associated with λ .
Sol. : Eigenvectors associated with
λ = 2 : [( 1, 0, − 1 )] ~ ( 0, 0, 0 )
and hence, a basis is {(1, 0, − 1)} .
