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Eigenvalues and Eigenvectors Explained

This module introduces the calculation of eigenvalues and eigenvectors of matrices. The key steps are: 1) Form the characteristic matrix A - xIn by subtracting the identity matrix multiplied by a scalar x from the original matrix A. 2) Calculate the characteristic polynomial by taking the determinant of the characteristic matrix. 3) Solve the characteristic polynomial to find the eigenvalues x. 4) Find the eigenvectors by solving the system (A - xIn)v = 0. An example calculates the eigenvalues (3, 2) and corresponding eigenvectors (1, 2), (1, 1) of the 2x2 matrix provided.

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0% found this document useful (0 votes)
299 views8 pages

Eigenvalues and Eigenvectors Explained

This module introduces the calculation of eigenvalues and eigenvectors of matrices. The key steps are: 1) Form the characteristic matrix A - xIn by subtracting the identity matrix multiplied by a scalar x from the original matrix A. 2) Calculate the characteristic polynomial by taking the determinant of the characteristic matrix. 3) Solve the characteristic polynomial to find the eigenvalues x. 4) Find the eigenvectors by solving the system (A - xIn)v = 0. An example calculates the eigenvalues (3, 2) and corresponding eigenvectors (1, 2), (1, 1) of the 2x2 matrix provided.

Uploaded by

Myla Velasco
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

SEd Math 311 Linear Algebra

Module 6: Eigenvalues and Eigenvectors

Introduction

This module introduces the calculation of eigenvalues and eigenvectors. The eigenvalue
and eigenvector problem has a wide range of theoretical applications including solving
systems of differential equations, analyzing population growth models, and calculating
powers of matrices in order to define the exponential matrix. As a future secondary
mathematics teacher, it is important that you can at least acquire the skill of sharing how
to solve for eigenvalues and eigenvectors of matrices. Some students might choose to
specialize in physics, sociology, biology, economics, statistics, and other areas that have
considerable attention to eigenvalues and eigenvectors.

Learning Outcomes

At the end of the module, you are expected to be able to solve for the eigenvalues and
eigenvectors of a matrix and form the eigenspace of the matrix.

Contents

Definitions. Let A be n  n matrix. A scalar x is called an eigenvalue of A if there is a


nonzero vector v such that Av = xv. Such a vector v is called an eigenvector of A
corresponding to eigenvalue x. The set of all eigenvectors v  R n corresponding to x is a
 
subspace of R n , denoted by S x   v  R n  A  xI n v  0 , called the eigenspace of A
corresponding to x. That is, all eigenvectors corresponding to x form a vector space.

To solve for the eigenvalues xi and the corresponding eigenvectors v of n  n matrix A,


we need to solve for the following:

1. Characteristic matrix A  xI n i. e. multiply an n  n identity matrix by the scalar


and subtract the result from matrix A
2. Characteristic polynomial of A i. e. the determinant of matrix A  xI n .
3. Characteristic values x that satisfy the equation det  A  xI n   0 (eigenvalues)
4. Corresponding vector to each eigenvalue (eigenvector)

 1 1
Example 6. 1. Consider A   .
  2 4

Step 1: Solve for the characteristic matrix of A:

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SEd Math 311 Linear Algebra

A  xI n
1 1 1 0
   x 
 2 4 0 1 
1  x 1 

4  x 
.
 2

Step 2: Find the determinant of A  xI n :

det  A  xl n 
 1  x 4  x    21
 x 2  5x  6
Step 3: Equate the polynomial to zero i. e. x 2  5x  6  0 then solve for x:

x 2  5x  6  0
x  3x  2  0
x  3; x  2

Since 2 and 3 are real numbers, the two eigenvalues, x  3 and x  2.

Step 4: Find for the corresponding eigenvectors.

(4a) Find first the eigenvector that corresponds to eigenvalue of 3. By substituting


this value in A  xI n , you get that

1  x 1  1  3 1   2 1
  2 4  x    2 4  3   2 1.
. 
     

 2 1 a 
Let B    and vector v 1    and solve Bv 1  0 :
 2 1 b 

 2 1 a  0
 2 1 b   0
    

 2 1 0
 
 2 1 0
 2 1 0
  R1  R2  R2
0 0 0

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SEd Math 311 Linear Algebra

In equation this is  2a  b  0 or 2a  b. Let a  q where q is a nonzero real


number. Then 2q   b or b  2q. Therefore, the eigenvector that corresponds to
 q  1
the eigenvalue of 3 is v 1       q.
 2q   2

To determine if the eigenvector is correct, check if the product of matrix A and


v 1 is equal to the product of the eigenvalue and v 1 . Notice that matrix A
multiplied to v 1 is

 1 1  q   q  2q  3q 
 2 4 2q    2q  8q   6q 
      

 q  3q 
Similarly, the eigenvalue multiplied to v 1 is 3    .
 2 q  6 q 

(4b) Proceed to finding the eigenvector of matrix A corresponding to the x  2.


By substituting this value in the characteristic matrix A  xI n ,

1  x 1  1  2 1    1 1
  2 4  x .    2 4  2   2 2.
     

  1 1 a 
Let C    and let the vector v 2    then solve for Cv 2  0 i. e.
  2 2 b 

  1 1 a  0
 2 2 b   0
    

 1 1 0
 
 2 2 0
 1 1 0
  2 R1  R2  R2
0 0 0

 ab  0
ab

Let a = r, then b = r. The eigenvector of matrix A that corresponds to eigenvalue


r  1
of 2 is v 2       r.
r  1

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SEd Math 311 Linear Algebra

 1 1  r  r 
To check this result, test if     is equal to 2  . Notice that
  2 4  r  r 

 1 1   r   r  r   2r   r   2r 
 2 4 r    2r  4r   2r  and 2r   2r .
          


 1  1 

Therefore, the eigenspace S x  of matrix A is   q, 1 r q, r  R except 0

  2  

4  1 3 
Example 2. Determine all the eigenvalues and eigenvectors of A  0 2 1 .
0 0  3
Step 1: Solve for A  xI n .

4  1 3  1 0 0

A  xI n  0 2 1   x 0 1 0

0 0  3 0 0 1
4  x  1 3 

 0 2 x 1 
 0 0  3  x 

Step 2: Solve for the determinant of A  xI n.


4  x 1 3
0 2 x 1  4  x 2  x  3  x 
0 0 3 x

Step 3: Equate the polynomial to zero and then solve for the eigenvalues of A.

4  x 2  x  3  x   0
x  4 x  2 x  3

The eigenvalues are 4, 2 and 3.

Step 4a: Solve for the eigenvector of matrix A corresponding to eigenvalue of 4 i. e. find
a 
that nonzero vector v 1  b  such that  A  4I n v 1 equals the zero vector. So we
 c 
have

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SEd Math 311 Linear Algebra

 A  4 I n v1  0
4  4  1 3   a  0 
 0 24 1  b   0

 0 0  3  4  c  0
0  1 3   a  0 
0  2 1   b   0 
    
0 0  7  c  0

 b  3c  0
 2b  c  0
 7c  0  c  0 and b  0.

Note that if c = 0, b = 0, then a must be any real number q except zero. This
q  1
means that the eigenvector corresponding to eigenvalue of 4 is  0   0 q.
 0  0

Step 4b: Solve for the eigenvector of A corresponding to eigenvalue of 2 i. e. find that
a 
nonzero vector v 2  b  such that  A  2I n v 2  0.
 c 
 A  2 I n v 2  0
4  2  1 3   a  0 
 0 22 1  b   0

 0 0  3  2  c  0
 2  1 3   a  0 
0 0 1  b   0

0 0  5  c  0

2a  b  3c  0
c0
 5c  0  c  0

Let b  r such that r is any nonzero real number. Then by substitution,

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SEd Math 311 Linear Algebra

2a  b  3c  0
2a  r  30   0
2a  r
r
a
2

r / 2 1 / 2
The eigenvector formed is v 2   r    1  r.
 0   0 

Step 4c: Solve for the eigenvector of A that corresponds to eigenvalue of 3 i. e. find that
a 
nonzero vector v 3  b  such that  A   3I n v 3  0.
 c 
 A   3I n v 3  0
4   3 1 3   a  0 
 0 2   3 1   b   0 
    
 0 0  3   3  c  0
7  1 3  a  0 
 0 5 1   b   0 
    
0 0 0  c  0

 7a  b  3c  0
5b  c  0
00

Let c  s where s is any nonzero real number. By substitution,

5b  c  0  5b  s  0
s
b
5

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SEd Math 311 Linear Algebra

 s
7 a  b  3c  0  7 a      3s  0
 5
s
7 a   3s  0
5
16 s
7a  
5
16 s
a
35
 16s / 35  16 / 35
The vector formed is v 3    s / 5     1 / 5  s.
 s   1 

Hence, the eigenspace is

 1 1 / 2  16 / 35 
 0 q,  1  r ,   1 / 5  s q, r , s  R except 0 .
S x          
 0  0   1  
 

Enrichment Activities

Determine all eigenvalues and eigenvectors of the following matrices. Show that each
eigenvector corresponding to an eigenvalue is correct. Finally, form the eigenspace of
each matrix.

7 3 
a.  
 3 1

2 1 3 
 
b.  1 2 3 
 3 3 20 
 

The answers to these activities are available at [Link] and


[Link] respectively.

Page 7
SEd Math 311 Linear Algebra

Assessment Tasks

 2 3 2 
1. Show that v    is an eigenvector of A    corresponding to
1 3  2
eigenvalue   4.

1  2 1 0
   
2. Show that v   0  is an eigenvector of A   1 2 1  corresponding to
  1  0 1 2
   
eigenvalue   2.

3. Find the eigenvalues and eigenvectors of the following matrices:

3 0
a.  
1 2

 2 2 3
 
b.  1 2 1
 2  2 1
 

References

Aguinaldo, C. M. (n. d.). Linear Algebra: A teaching guide in S-Math 26 (Unpublished).


Philippine Normal University-Isabela Campus.

Dr. Trefor Bazzet (2017, June). What eigenvalues and eigenvectors mean geometrically
(youtube video). Available at [Link]

patrickJMT (2014, February). Finding eigenvalues and eigenvectors: 2 2 Matrix


example (youtube video). Available at [Link]

DrBrainWalton (2014, September). Example of 3 3 eigenvalues and eigenvectors


(youtube video). Available at [Link]

Maths with Jay (2016, September). Find eigenvectors of 3 3 matrix. Available at


[Link]

Page 8

Common questions

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After determining eigenvalues by solving n xI A = 0, finding eigenvectors involves substituting each eigenvalue back into the equation (A - λI)v = 0 for each value of λ. The vector v satisfying this equation for each λ is the eigenvector. This involves matrix reduction or solving systems of linear equations to express the vector in terms of free variables. These steps are necessary to explicitly identify directions that preserve the scalar multiplication properties detailed by the eigenvalue, ensuring vectors accurately represent linear transformation behaviors for computations or applications like diagonalization or dynamical systems modeling .

Linear dependence among eigenvectors of a matrix reflects the fact that all eigenvectors corresponding to a single eigenvalue must form a basis for the eigenspace, which inherently includes linearly independent vectors. In any given example, such as with matrix A where eigenvectors are derived for each eigenvalue by solving (A - λI)v = 0, the solution space (eigenspace) will be defined by vectors that are not scalar multiples of each other. This linear independence ensures that the transformations defined by these vectors effectively span the eigenspace and as such can represent any vector in that subspace. Proper vector solutions to these linear equations affirm the independence necessary for valid eigenspace configuration .

An eigenspace for a given eigenvalue is the vector space formed by all eigenvectors associated with that eigenvalue, along with the zero vector. It is essentially the set of all vectors v for which Av = xv, where x is the eigenvalue. The eigenspace is a subspace of the vector space on which the matrix acts and is defined for each specific eigenvalue. For instance, the eigenspace S(x) for eigenvalue x consists of all possible linear combinations of its corresponding eigenvectors. This concept is vital for understanding matrix behavior in multiple dimensions and simplifies many practical computations in fields like quantum mechanics and statistical analysis .

Forming an eigenspace helps in understanding the geometry of a linear transformation because it reveals invariant lines or planes under the transformation, which correspond to the orientations defined by its eigenvectors. Each eigenspace corresponds to an eigenvalue, illustrating how vectors in that space are stretched or compressed by that scalar. This reveals geometric symmetry and behavior, helping visualize effects like rotational scaling or reflection. Thus, eigenspace analysis aids in decomposing complex transformations into comprehensible geometric actions, crucial in fields like computer graphics and structural engineering .

The process of forming the characteristic matrix involves subtracting a scalar multiple of the identity matrix from the square matrix A. Specifically, for an n x n matrix A, the characteristic matrix is n xI A, where x is a scalar (potential eigenvalue) and I is the identity matrix. This transformation sets up the basis for the characteristic polynomial, whose determinant is set to zero to find the eigenvalues. The values of x that satisfy the equation det(n xI A) = 0 are the eigenvalues of the matrix. Solving this determinant involves expanding the polynomial expression to yield scalar values representing possible eigenvalues .

Eigenvalues are scalars associated with a given matrix or linear transformation that, when multiplied by corresponding eigenvectors, still result in a product with the matrix. Specifically, for a matrix A, a scalar x is an eigenvalue if there exists a nonzero vector v (eigenvector) such that Av = xv. The significance of eigenvalues and eigenvectors lies in their wide range of applications: in physics, they can simplify solving systems of differential equations; in economics, they are used in models of population growth and input-output analyses. Their ability to reduce dimensionality and simplify complex matrix operations makes them crucial in various theoretical applications .

Checking matrix eigenvectors by confirming matrix-vector products is important because it validates that the vector is indeed an eigenvector for the given eigenvalue. By calculating the product of matrix A and vector v, and comparing it to the product of the eigenvalue and v, you establish correctness. If Av equals the eigenvalue times v, this confirms v is correctly aligned as an eigenvector. This process ensures that the deduced vector transformations correctly reflect the scalar multiplication properties inherent to eigenvectors and maintains alignment with the theoretical properties expected of linear transformations .

The determinant of the characteristic matrix n xI A is calculated using standard determinant procedures. For a 2x2 matrix, this involves cross-multiplying and subtracting the products. For larger matrices, more complex methods such as cofactor expansion or row reduction are used. Calculating this determinant is critical because setting it to zero yields the characteristic polynomial, the roots of which are the eigenvalues of the matrix. These calculations are essential for identifying the eigenvalues that will act as scalar factors for eigenvectors, confirming key properties of the linear transformation .

To verify if a vector is an eigenvector for a given eigenvalue, multiply the matrix A by the vector v and check if the result is the same as multiplying the eigenvalue by v. If Av equals xv, where x is the eigenvalue and v is the vector, then v is indeed an eigenvector corresponding to the eigenvalue x. For example, for matrix A and vector v = [q 2q], if Av results in a product equal to 3v for eigenvalue 3, then v is confirmed as an eigenvector for eigenvalue 3 .

If all eigenvectors and eigenvalues of a matrix can be found, it implies that the matrix is diagonalizable, meaning it can be represented as a product of matrices where one is diagonal and contains the eigenvalues. This simplifies many matrix operations, particularly raising the matrix to large powers or computing matrix functions, by transforming complex multi-dimensional processes into simpler parallel ones. This information assists in factorization, allowing the initial matrix to be decomposed into its canonical forms, making further analysis or computations more efficient and computationally light, essential in areas like theoretical physics and numerical simulations .

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