LINEAR ALGEBRA

UNIT 5: EIGEN VALUES AND EIGEN VECTORS

Objectives: By the end of this unit you should be able to:

Find eigenvalues of a matrix and the corresponding eigenvectors.

Find eigen values and eigenvectors of a linear transformation

Find a characteristic polynomial.
5.1 EIGEN VALUES AND EIGEN VECTORS OF A MATRIX
Definition: For an (nxn) matrix A, find all scalars λ such that the equation Ax = λx has a non
zero solution, x ( x is a column non zero vector). Such a scalar is called an eigenvalues of A; any
(nx1) non zero vector x satisfying the equation is called eigenvector corresponding to λ.
Note that: For a square matrix A and X ≠ 0 (0 = the zero column matrix), λ is uniquely
determined, since AX = λ1 X = λ2 X
⇒ (λ1 − λ 2 ) X = 0
⇒ λ1 − λ 2 = 0
⇒ λ1 = λ 2
Definition Let
be an n × n matrix and let be an eigenvalue of A. The set of all n-vectors x
such that Ax = λx is called the eigenspace for for the eigevalue λ and is denoted by E λ .
{
That is, E λ = x ∈ R n : Ax = λx}
From Ax = λx ⇒ ( A − λ I ) x = 0, x ≠ 0
 is non zero Hence A − λI is singular if and only if det( A − λI ) = 0
 4 − 1
Example 5.1 . Find the eigen value and the eigen vector of A =  
 6 − 1
Solution: From equation ( A − λI ) x = 0, x ≠ 0
⇒ A − λI = 0
4−λ −1
=0
6 −1− λ
⇒ (4-λ) (-1- λ) + 6 = 0
⇒ λ2 -3 λ +2 = 0
(λ − 1)(λ − 2) = 0 λ1= 1 ⇒ and λ2 =2 are eigen values.
and the corresponding eigenvectors
3 x1 − x 2 = 0
 4 − 1 − 1  x1  
For λ1= 1,    =0 ⇒ 6 x1 − 2 x 2 = 0
 6 − 1 − 1 x2 

Take x1 = 1 & x 2 = 3
1
x = (1 3) t =  
3

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1
 =   ∶  ∈ ℝ ∖ 0 is the corresponding eigen vector
3
4 − 2 − 1   x1 
For λ2 = 2,    
 6 − 1 − 2   x2 
2 x1 − x 2 = 0

6 x1 − 3x 2 = 0
Take x1 = 1 & x 2 = 2
1
 =   ∶  ∈ \0 is the corresponding eigen vector
2
5.2 THE CHARACTERISTIC POLYNOMIAL

Definition Let A be a square matrix of order n over a field K

 a11 a12 K a1n 
a a 22 K a 2 n 
i.e A =  21
. Then
 M 
 
a n1 a n 2 K a nn 
1. The matrix A − λI is called the characteristic matrix of A.
a11 − λ a12 K a1n 
 a a 22 − λ K a 2 n 
i.e A − λI =  21
, where I = identity square matrix
 M 
 
 a n1 an 2 K a nn − λ 
of order n and λ is an eigen value of A.
2. The determinant det( A − λI ) , which is a polynomial in λ , is called the characteristic
Polynomial of A.
3. The equation det( A − λI ) = A − λI = 0 is called the characteristic equation of A.
Notation: PA (λ ) = det( A − λI ) is the characteristics polynomial of A and
det ( A − I ) = 0. is the characteristic equation of A.
0 1 0
Example 5. 2. Let A = − 2 1 1 , then its characteristic polynomial is
 
 0 1 2

− λ −1 0
det( A − λI ) = A − λI = − 2 1 − λ 1 = −λ3 + 4λ 2 − 5λ
0 1 2−λ
and − λ3 + 4λ 2 − 5λ = 0 is its characteristic equation.

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 3 3 − 4
Example 5.3.Find the characteristic polynomial of A = 1 1 − 1 .
2 1 − 3
3−λ 3 −4
Solution: p (λ ) = det( A − λI ) = 1 1− λ −1
2 1 −3−λ
1− λ −1 1 −1 1 1− λ
= (3 − λ ) −3 + ( − 4)
1 −3−λ 2 −3−λ 2 1
= (3 − λ )[(1 − λ )(−3 − λ ) + 1] − 3[1(−3 − λ ) + 2] − 4[1 − 2(1 − λ )]
= (3 − λ )(λ2 + 2λ − 2) − 3(−3 − λ − 1) − 4(2λ − 1)
= (−λ3 + λ2 + 8λ − 6) + (3λ + 3)(−8λ + 4) = − λ3 + λ2 + 3λ + 1 .

2 −12
Example 5.4. Find the eigen values and the corresponding eigen vector of A.

=  
1 −5

|%& −
|= '% − 2

12
The characterstic polynomial of A is
'
−1 % + 5
= )% − 2*)% + 5* − )−12* = %+ + 3% − 10 + 12
= %+ + 3% + 2 = 0 ⟹ )% + 1*)% + 2* = 0
⇒ % = −1, % = −2 are the eigen values of A.

For %= -1, )
− &%* = 0

To find the corresponding eigen vectors, solving system of linear equations.

3 −12  0
⇒   =  
1 −4 0 0
3 − 120 = 02
1
 − 40 = 0
⇒  = 40
4
Therefore the corresponding eigen vector is  =    ,  ∈ \0}
1
For % = −2, the corresponding eigen vector is
, )
− &%* = 0
4 −12  0
⇒  0  =  
1 −3 0
4 − 120 = 02
1
 − 30 = 0
⇒  = 30
3
Therefore the corresponding eigen vector is  =    ,  ∈ \0}
1

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 − 4 − 4 − 4
Example 5.5 Find the eigenvalues and eigenvectors of A =  6 4 6 .
 2 4 2 
−4−λ −4 −4
Solution: det ( A − λI ) = 6 4−λ 6
2 4 2−λ
4−λ 6 6 6 6 4−λ
= (−4 − λ ) − ( − 4) + ( − 4)
4 2−λ 2 2−λ 2 4
= (−4 − λ )[(4 − λ )(2 − λ ) − 24] + 4[6(2 − λ ) − 12] − 4[24 − 2(4 − λ )]
= (−4 − λ )(λ2 − 6λ − 16) + 4(−6λ ) − 4(2λ + 16)
= (−λ3 + 2λ2 + 40 x + 64) − 24λ + (−8λ − 64)
= − λ3 + 2λ2 + 8λ which is the characteristic polynomial.
Thus ( A − λI ) = 0 implies that
− λ3 + 2λ2 + 8λ = λ (−λ2 + 2λ + 8) = − λ (λ − 4)(λ + 2) = 0.
Hence the eigenvalues are 0, 4 and -2.
− 4 − 4 − 4
For = 0 , the corresponding matrix is A =  6 4 6  and the reduced
 2 4 2 
1 0 1
row echelon form is 0 1 0.
0 0 0

This equivalent to the system of equations 3 y = 0. 2

x+z =0

Taking  = −4,

 − z   − 1 
    
E 0 =  0  : z ∈ IR \ {0} and  0   is a basis for E 0 .
 z    1  
     

− 8 − 4 − 4
For % = 4, the corresponding matrix is A − 4I =  6 0 6 
 2 4 − 2
1 0 1
and the reduced row echelon form is 0 1 − 1.
0 0 0 

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This equivalent to the system of equations

x+z =0
y − z = 0.
 − z   − 1 
    
Thus x = − z and y = z, so E 4 =  z  : z ∈ IR \ {0} and  1   is a basis for E 4 .
 z    1  
     
− 2 − 4 − 4
For % = -2, the corresponding matrix is A + 2I =  6 6 6 
 2 4 4 
1 0 0
and the reduced row echelon form is 0 1 1.
0 0 0
This equivalent to the system of equations
x=0
y + z = 0.
 0   0 
    
Thus x = 0 and y = -z, so E − 2 = − z  : z ∈ IR \ {0} and 1  is a basis for E − 2 .
 z   1 
     

Properties of eigen values

1. The eigen values the diagonal matrix is the diagonal elements.

( A and B are similar means
= 5 67 85 for some invertible matrix P)

2. Two similar matrices A and B have the same eigen values.

3. A t and
have the same eigen value.

4. If the eigen values of
are λ1 , λ2 ,K , λk ,then eigenvalues of 2A are 2λ1 ,2λ 2 , K ,2λ k
5. If A is an upper triangular matrix, the eigenvalues of A are the main or principal diagonal
components (elements) of A.

5.3 EIGENVALUES AND EIGENVECTORS OF A LINEAR TRANSFORMATIONS

Definition Let V be a vector space and let T be a linear transformation from V to V. The real
number λ is an eigenvalue of T if there is a nonzero vector x in V such that T ( x) = λx.
 x  3 x − y 
Example 5.6: Let T be a linear transformation from R 2 to R 2 defined by T   =  . Then
 y  2 y 
find the eigenvalues and eigenvectors of T.
3 − 1
Solution: The matrix of T with respect to the standard basis is M (T ) =  .
0 2 

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3−λ −1
The characteristic polynomial of M (T) is det [M (T ) − xI ] =
0 2−λ
= (3 − λ )(2 − λ ) = λ 2 − 5λ + 6
= (λ − 3)(λ − 2).
Therefore, the eigenvalues are 3 and 2.
To find the corresponding eigen vector.

For % = 3, M (T ) − 3I = 
0 − 1
.
0 − 1
0 − 1  x   0 
0 − 1. y  =  0  ⇒ 0 x − y = 0 ⇒ y = 0
    

1
Thus
9: =    ∶ ; \0 is the eigen vector for M(T) for eigen value 3.
0
For = 2 , M (T ) − 2 I =  .  =   ⟹  = 0
1 − 1 1 − 1  x   0 
. 
0 0  0 0   y   0 
1
9: =    ∶ ; \0 is the eigen vector for M(T) for eigen value 2.
1
 − 5
So the solution is x = -5y. Thus   is an eigenvector for M (T) for the eigenvalue -3.
1
Definition
Let T be a linear transformation from V to V and let λ be an eigenvalue of T. The set of vectors
x in V such that T ( x) = λx is called the eigenspace of T for the eigenvalue λ , and it is denoed
E λ .That is, E λ = {x ∈ V : T ( x) = λx}.
Example 5.7 Let T be the linear transformation from P2 to P2 defined T ( p) = 3 p. Then 3 is an
eigenvalue for T and E 3 = P2 .
EXERCISE 5.1
1. Find the characteristic polynomial, the eigen values and the eigen vectors of the following

2 −1 0
Matrices.
1 2
a.
=   b.
= <3 −2 0=
4 3
0 0 1
 x  − 2 x + 5 y 
2. Let T be a linear transformation from R 2 to R 2 defined by T   =  . Then find
 y  x + 2 y 

3. Let > be a linear transformation from : to : defined as

the characteristic polynomial of T

 2
> ?0@ = < 20 + 54 = , find the eigen value and the eigen vector of T.
4 −0 − 2A

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3 0 0
4. Find the eigenspace (vector) % = 3 , for the matrix A = − 2 − 1 − 2 .


 3 6 6 
5. Find the characteristic polynomial, eigenvalues, and bases for the eigenspaces of the given
linear transformation T.
 x  5x 
a. T : R → R , T  y  =  7 x + 2 y 
3 3   
 z   x + 3 y + 8 z 
4 1
. b. T : M 2×2 → M 2×2 , T ( B ) =   B.
1 4 

UNIT SUMMARY

Let T : V → V be a linear map (operator).Then an element v ∈ V is called an eigenvector of

T if there is a Scalar λ ∈ K such that T (v) = λv , λ is called an eigenvalue of T belonging to the
eigenvector v. We also say that v is an associated eigenvector with eigenvalue λ .

Let T : V → V be a linear map
 If v ≠ 0 (the zero vector in V), then λ is uniquely determined.
 If v1 and v 2 are eigenvectors with eigenvalue λ . Then v1 + v 2 and cv1 are also an
eigenvector with the same eigenvalue λ .
 Let ker T ≠ {0}, 0 = the zero element of V. If v is any non – zero vector in kerT, then T(v) =
0 = 0.v implies v is an eigen vector of T with eigen value 0.

If λ1 , K , λ m are distinct eigenvalues respectively with their corresponding eigenvectors
v1 , K , v m of matrix A, then v1 , K , v m are linearly independent.

Let A be a square matrix of order n over a field K. Then the matrix A − λI , where I = identity
square matrix of order n is called the characteristic matrix of A.
- The determinant det( A − λI ) , which is a polynomial in λ , is called the characteristic
polynomial of A.The equation det( A − λI ) = A − λI = 0 is called the characteristic equation.

Let A be an n × n matrix. A number λ is an eigenvalue of A if and only if λ is a root - If A
is an upper triangular matrix, the eigenvalues of A are the main or principal
diagonal components (elements) of A.

Let V be a vector space and let be a linear transformation from V to V. The real number λ is
an eigenvalue of T if there is a nonzero vector x in V such that T ( x) = λx.
In this case, x is an eigenvector of T (for the eigenvalue λ ).

Let A and B be n × n matrices. A is said to be similar to B if there exists a non
singular matrix S such that B = S −1 AS .

Similar matrices have the same eigen values.

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ANSWERS FOR EXERCISE

1 2 % 0 1−% 2
EXERCISE 5.1
: 1. a.
− &% =  − = 
4 3 0 % 4 3−%
1−% 2
Det  =0
4 3−%
Hence the characterstic polynomial is %+ − 4% − 5 = 0
And eigen values are % = −1, % = 5

2 2  0
And the corresponding eigen vectors are
% = −1, )
− &%* =    =  
4 4 0 0
⇒ 2 + 20 = 0 ⇒  = −0
1
Thus the eigen vector is 967 =   : ; \0
−1
−4 2  0
% = 5, )
− &%* =   0  =  
4 −2 0
⇒ −4 + 20 = 0 ⇒ 0 = 2
1
Thus the eigen vector is 9C =   : ; \0
2
2−% −1 0

− &% = < 3 −2 − % 0 =
0 0 1−%
b.

Det(
− &%* = 0
⇒ )1 − %*)%+ − 1* = 0
Hence the charactersitc polynomial is )1 − %*)%+ − 1* = 0
And the eigen values of the the matrix is % = 1 , % = −1

1 −1 0  0
The corresponding eigen vectors are

E7 , )
− &%* = 0 ⇒ <3 −3 0= ? @ = <0= 0

0 0 0 4 0
⇒  − 0 + 04 = 0
⇒=0
 0 1 0
Thus the corresponding eigen vector is E?@ + <0=F = <1=  + <0= 4: , 4; \0 
0 4 0 1
3 −1 0  0
E67 , )
− &%* = 0 ⇒ <3 −1 0= ?0@ = <0=
0 0 2 4 0
⇒ 3 − 0 = 0 and 4 = 0
⇒ 3 = 0
3 3
Thus the corresponding eigen vector is E<  =F = <1= : ; \0 
0 0
−2− x 5
2.det [M (T ) − xI ] = = (−2 − x)(2 − x) − 5
1 2− x

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= ( x 2 − 4) − 5 = x 2 − 9 which is the characteristic polynomial of T.

1 2 0 0 0 0
3.> <0= = <0= , > <1= = < 2 = , > <0= = < 5 =
0 0 0 −1 1 −2
2 0 0
Hence the standard matrix M(T) = <0 2 5=
0 −1 −2
2−λ 0 0
M)T* − λI = < 0 2−λ 5 =
0 −1 −2 − λ
So the chracterstic polynomial is )2 − %*)%+ + 1* = 0
Thus the only real eigen value is % = 2

)
− &%* = 0
And the corresponding eigen vector is found as

0 0 0  0
<0 0 0
5 = ? @ = <0=
0 −1 −4 4 0
50 = 0 ⇒ 0 = 0, − 0 − 44 = 0 ⇒ 4 = 0

1
So the only non – zero is x.

Hence eigen vector is E<0= , ; \ 0F

0
0 0 0 
4. Compute that A − 3I = − 2 − 4 − 2 . The reduced row echelon form of this

 3 6 3 
1 2 1
matrix is 0 0 0. This matrix corresponds to the system x + 2 y + z = 0. Thus
0 0 0
 − 2 y − z  
  
E3 =  y  : y, z ∈ IR .
 z  
  
5. a. P( x) = − x + 15 x − 66 x + 80.
3 2

 0    − 83   0 
   7     
Eigenvalue 2, − 2  , Eigenvalue 5, − 8   , Eigenvalue 8, 0 
 1    1   1 
        
b. P( x) = ( x 2 − 8 x + 15) 2
− 1 0 0 − 1  1 0 0 1 
Eigenvalue 3,   ,   Eigenvalue 5,  ,  
  1 0  0 1   1 0 0 1 

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CHECK- LIST FOR UNIT 5

Put a tick mark (
) for each of the following questions, if you can do the given activity and if
not put an (X) in the given box.

Can you find the eigenvalues and eigenvectors of a square matrix?

Can you describe characterstic polynomial of a matrix?

Can you find eigenvalues and the corresponding eigenvectors of a given matix?

Can you identify properties of eigenvalues?

Can you find the eigen values and eigen vectors of a linear transformation?

If all your responses are positive, go to the following self-test exercise. Otherwise, please revise
the section until all your responses are positive.

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REFERENCES

The materials you have received are adopted from different books. The following books can be
consulted as references.

1. Larson Edwards: Eementary linear Algebra.

2. Bill Jacob; Linear Functions and Matrix Theory
3. Daniel Zelinsky; A First Course in Linear Algebra
4. D.C.Saneheti V.K.Kapoor; Business Mathematics
5. Dr.r.p Mishra; A text Book of Engineering Mathematics
6. Franz E.Hohn; Elementary Matrix Algebra (Third edition)
7. Howerd Anton; Application of Linear Algebra.
8. Lslie Hogben; Elementary Linear Algebra,USA, 1987.
9. Serg Lang; Introduction to Linear Algebra (Second edition), USA, 1971
10. Seymour Lipschutz; Theory and Problems of Linear Algebra (Schaum’s Outline
series),New York, 1991.

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