MA2201

LINEAR ALGEBRA AND BOUNDARY

VALUE PROBLEMS

LINEAR TRANSFORMATION & DIAGONALIZATION

Eigen values and Eigen vectors

Eigen values and Eigen vectors
Eigen values and Eigen vectors are useful in the study of canonical form of a matrix such
as diagonalisation and in the study of quadratic forms. It is also used in the study of differential
equations and continuous dynamical systems. They provide critical information in engineering
design.
Eigen values and Eigen vectors of a transformation
Let 𝑉 be a finite dimensional vector space over 𝐹 and let 𝑇: 𝑉 → 𝑉 be a linear
transformation. A non zero vector 𝑣 ∈ 𝑉 is called an eigen vector of 𝑇 if there exist a scalar 𝜆
such that 𝑇 𝑣 = 𝜆𝑣. The scalar 𝜆 is called the eigen value corresponding to the eigen vector 𝑣.

MA2201 – UNIT 2- Linear Transformation and Diagonalization

Characteristic polynomial of the transformation
Let 𝑇 be a linear operator on an n – dimensional vector space 𝑉(𝐹) with an ordered basis 𝑆
= 𝑣1, 𝑣2, … , 𝑣𝑛 . The characteristic polynomial of 𝑇 is defined as the characteristic polynomial of the
matrix 𝐴 = [𝑇]𝑆 .
(ie) the characteristic polynomial of 𝑇 is 𝐴 − 𝜆𝐼𝑛
Note
1. The scalar 𝜆 is an eigen value of 𝑇 ⟺ 𝜆 is an eigen value of 𝐴 = [𝑇]𝑆 .
2. Eigen vector of 𝑇 on V are the eigen vectors of 𝐴 = [𝑇]𝑆 .
Eigen values and Eigen vectors of a Matrix
Let 𝐴 be a square matrix over 𝐹. A non zero column vector 𝑋 is called an eigen vector of 𝐴 if
there exist a scalar 𝜆 ∈ 𝐹 such that 𝐴𝑋 = 𝜆𝑋. Then 𝜆 is called an eigen value of 𝐴 and 𝑋 is called the
corresponding eigen vector of 𝐴.
MA2201 – UNIT 2- Linear Transformation and Diagonalization
Eigen space
Let 𝑇 be a linear operator on an n – dimensional vector space 𝑉(𝐹) and let 𝜆 be an eigen value of
𝑇. The set of all eigen vectors corresponding to an eigen value 𝜆 is called the eigen space of 𝑇
corresponding to 𝜆 and it is denoted by 𝐸𝜆 .
Method of finding eigen values and eigen vectors of a matrix.
Let 𝐴 be a square matrix of order 3. Then the characteristic equation of 𝐴 is
𝜆3 − 𝑠1𝜆2 + 𝑠2𝜆 − 𝑠3 = 0 where
𝑠1 = Sum of the leading diagonal elements of 𝐴.
𝑠2 = Sum of the minors of the leading diagonal elements of 𝐴.
𝑠3 = 𝐴 = determinant of 𝐴.
To solve the characteristic equation we have 3 values for 𝜆 and these are called the eigen values
of 𝐴. For each eigen value of 𝐴 we have to find the corresponding non zero eigen vector of 𝐴.
MA2201 – UNIT 2- Linear Transformation and Diagonalization
Note
Suppose 𝐴 is a square matrix of order 2. Then the characteristic equation of 𝐴 is
𝜆2 − 𝑠1𝜆 + 𝑠2 = 0 where
𝑠1 = Sum of the leading diagonal elements of 𝐴.
𝑠2 = 𝐴 = determinant of 𝐴.
To solve the characteristic equation we have 2 values for 𝜆 and these are called the eigen values
of 𝐴. For each eigen value of 𝐴 we have to find the corresponding non zero eigen vector of 𝐴.
Remark
1.Eigen value is also known as characteristic value or proper value. An eigen vector is also known as
characteristic vector or proper vector
2.Eigen vector corresponding to an eigen value 𝜆 is not unique.
3.Corresponding to a given eigen vector there is only one eigen value.
MA2201 – UNIT 2- Linear Transformation and Diagonalization
4. Eigen vectors corresponding to different eigen values are linearly independent.
5. Eigen vectors corresponding to equal eigen values (repeated eigen values) are linearly independent or
dependent.
Properties of eigen values
1.For a triangular matrix, the eigen values are its leading diagonal elements.
2.Sum of the eigen values is equal to the sum of the diagonal elements.
3.Product of the eigen values is equal to the determinant of the matrix value.
4.For any square matrix 𝐴, 𝐴 and 𝐴′ have same set of eigen values.
5.The eigen values of a real symmetric matrix are all real.
6.If 𝜆1, 𝜆2, 𝜆3 are the eigen values of A, then
(i) The eigen values of 𝐴𝑛 are 𝜆1𝑛, 𝜆2𝑛, 𝜆3𝑛 .
−1 1 1 1
(ii) The eigen values of 𝐴 are 𝜆1
, 𝜆2
, 𝜆3
.
MA2201 – UNIT 2- Linear Transformation and Diagonalization
(iii) The eigen values of 𝑘𝐴 are 𝑘𝜆1, 𝑘𝜆2, 𝑘𝜆3 .
(iv)The eigen values of 𝐴 + 𝑘𝐼 are 𝜆1 + 𝑘, 𝜆2 + 𝑘, 𝜆3 + 𝑘 .
(v)The eigen values of 𝐴 − 𝑘𝐼 are 𝜆1 − 𝑘, 𝜆2 − 𝑘, 𝜆3 − 𝑘 .

Problems on properties of eigen values

1 2 3
1. Find the sum and product of the eigen values for 𝐴 = −1 2 1 .
2 0 1 1 1 1
2. If two of the eigen values of the matrix 0 2 0 are 1 and 2, then what is the third
1 0 2
eigen value.
1 0 0
3. Find the eigen values of 𝐴2 if 𝐴 = 2 8 0 .
3 1 3
4 6 6
4. If two eigen values of 𝐴 = 1 3 2 are equal and they are twice(double) the
−1 −5 −2
third, then find the eigen values of 𝐴.
MA2201 – UNIT 2- Linear Transformation and Diagonalization
 3 10 5
5. If 2 and 3 are the eigen values of 𝐴 = −2 −3 −4 find the eigen values of 𝐴−1, 2𝐴2
3 3 5 7
and 𝐴 .
3 5 3
6. Find the eigen values of 𝑎𝑑𝑗 𝐴, if 𝐴 = 0 4 6 .
3 0 −1
0 1
7. If 𝛼 and 𝛽 are the eigen values of form the matrix whose eigen values are
3 3 −1 5
𝛼 and 𝛽
2 0 1
8. If product of two eigen values of the matrix 0 2 0 is 6. Then what is the third eigen
1 0 2
value of the given matrix.

MA2201 – UNIT 2- Linear Transformation and Diagonalization