Unit-II A8001 (MAC) Handout (Eigen Values and Eigen Vectors)
Unit-II A8001 (MAC) Handout (Eigen Values and Eigen Vectors)
(AUTONOMOUS)
Affiliated to JNTUH, Approved by AICTE, Accredited by NAAC with A++ Grade, ISO 9001:2015 Certified
Kacharam, Shamshabad, Hyderabad – 501218, Telangana, India
Linear Transformation:
Consider a set of n linear equations,
Then set of n equations (1) can be represented as Y AX ...(2) , which transforms the set of n variables
( x1 , x2 ,.., xn ) into the set of n variables ( y1 , y2 ,..., yn ). Thus (2) is a transformation which transforms X into
Y . Here A is known as the matrix of the transformation.
y3 1 0 2 x3
2 1 1
Since A 1 1 2 1 0, Y AX is a regular transformation.
1 0 2
Characteristic equation:
If is an eigen value of A corresponding to the eigen vector X , then AX X
AX IX
AX IX 0
(A I)X 0
Thus A I 0 is known as the characteristic equation of A.
Note: 1) The roots of characteristic equation of A are the eigen values of A.
2) If all the n eigen values of A are distinct, then there correspond n distinct linearly independent eigen
vectors.
3) The algebraic multiplicity of an eigen value is its order as a root of the characteristic equation
(i.e., if is repeated m times then its algebraic multiplicity is m ).
4) The geometric multiplicity of is the number of linearly independent eigen vectors corresponding
to .
x 34k k 4
From equation (1), we get 3 x 4k 0 x 4 K
3 3
y k 3
4
is the eigen vector when 2
3
#2. Eigen Values and Eigen Vectors Page 3 of 28
8 6 2
Example.4. Find the characteristic roots and characteristic vectors of the matrix A 6 7 4
2 4 3
8 6 2
Solution. The characteristic equation of given matrix is A I 0 6 7 4 0
2 4 3
7 4 8 2 8 6
3 (8 7 3) 2 det( A) 0
4 3 2 3 6 7
3 18 2 (5 20 20) 0 0
3 18 2 45 0
15,3, 0 are the Eigen values of A
x
Eigen vectors when 15 : For this, we have to solve ( A 15 I ) X 0, where X y
z
7 6 2 x 0
6 8 4 y 0 x
y
z
x
y
z
x
y z
8 4 6 4 6 8 80 80 40 2 2 1
2 4 12 z 0 4 12
2 12 2 4
x 2
y 2 is the eigen vector when 15
z 1
x
Eigen vectors when 3 : For this, we have to solve ( A 3I ) X 0, where X y
z
5 6 2 x 0
6 4 4 y 0 x
y
z
x
y
z
x
y z
4 4 6 4 6 4 16 8 16 2 1 2
2 4 0 z 0
4 0 2 0 2 4
x 2
y 1 is the eigen vector when 3
z 2
x
Eigen vectors when 0 : For this, we have to solve ( A 0 I ) X 0, where X y
z
8 6 2 x 0
6 7 4 y 0 x
y
z
x y
z
x y z
7 4 6 4 6 7 5 10 10 1 2 2
2 4 3 z 0
4 3 2 3 2 4
x 21
k k2 k1 k2 1 1 1 1
2
2 2 k1 k 2 0 2 and 0 are eigen vectors when 2
y k1 k1 0 2
0 k 2 0 2 0 2
z k 2 2 2
8 4 8 2
0 2 10 24 0 0 2 10 24 0
2 2 4 2
The eigen values of A are =4,6 The eigen values of AT are =4,6
Any square matrix A and its transpose AT have the same eigen values.
Property 2: The eigen values of a triangular matrix are just the diagonal elements of the matrix.
1 3 4
Example.2. Let A 0 2 5 The characteristic equation of A is A I 0
0 0 3
1 3 4
0 2 5 0 (1 )(2 )(3 ) 0 1, 2,3
0 0 3
The eigen values of a triangular matrix are just the diagonal elements of the matrix.
Property 3: The eigen values of a diagonal matrix are its diagonal elements
3 0 0
Example.3. Let A 0 5 0 The characteristic equation of A is A I 0
0 0 2
3 0 0
0 5 0 0 (3 )(5 )(2 ) 0 3,5, 2
0 0 2
1 1 3
Example.4. Let A 1 5 1 The characteristic equation of A is A I 0
3 1 1
1 1 3
1 5 1 0 ( 2)( 3)( 6) 0 2,3, 6
3 1 1
5 4 1 2 4
Example.6. A and A1
1 2 6 1 5
5 4 2 64
0 7 6 0 1, 6
2 6
0 6 2 7 1 0 1, 16
1 2 16 5
6
Property 7: If is an eigen value of an orthogonal matrix A then 1 is also its eigen value.
cos sin
Example.7. Let A is an orthogonal matrix since AAT AT A I
sin cos
cos sin
The characteristic equation of A is A I 0 0
sin cos
Property 8: If 1 , 2 ,..., n are the eigen values of the matrix A then Am has the eigen values
1 1 3 41 63 49
Example.8. Let A 1 5 1 and A 63 153 63
3
3 1 1 49 63 41
1 1 3 41 63 49
1 5 1 0 63 153 63 0
3 1 1 49 63 41
( 2)( 3)( 6) 0 3 235 2 3888 46656 0
2,3, 6 8, 27, 216 (2)3 , (3)3 , (6)3
1m , 2 m ,..., n m
Property 9: If 1 , 2 ,..., n are the eigen values of matrix A then 1 k , 2 k ,..., n k are the eigen
values of A kI .
1 1 3 3 1 3
Example.9. Let A 1 5 1 and A 2 I 1 7 1
3 1 1 3 1 3
1 1 3 3 1 3
1 5 1 0 1 7 1 0 3 13 2 40 0
3 1 1 3 1 3
If 1 , 2 ,..., n are the eigen values of matrix A then 1 k , 2 k ,..., n k are the eigen values
of A kI .
A
Property 10: If is an eigen value of a non singular matrix A, then is an eigen value of the
matrix adj A .
5 2 0 38 14 4
Example.10. Let A 2 6 2 which is non-singular (det A 162) and adj A 14 35 10
0 2 7 4 10 26
5 2 0 38 14 4
2 6 2 0 14 35 10 0
0 2 7 4 10 26
cos sin
The characteristic equation of A is A I 0 0
sin cos
2 3 4i
The characteristic equation of A is A I 0 0
3 4i 2
(2 )2 (9 16i 2 ) 0 2 4 21 0 3, 7
The eigen values of a Hermitian matrix are real.
Property 13: The eigen values of a Skew-Hermitian matrix are either zero or purely imaginary.
i 0 0
Example.13. Let A 0 0 i is a Skew-Hermitian matrix since A A
0 i 0
i 0 0
The characteristic equation of A is A I 0 0 0
i 0 i 2 1 0
0 i 0
Property 14: The eigen values of an unitary matrix have absolute value 1.
i 0 0
Example.14. Let A 0 0 i is a unitary matrix since AA A A I
0 i 0
The eigen values of A are i, i, i which have absolute value 1 since i i 1
2 3 4
1) Find the eigen values of adj ( A) and A 2 A I , where A 0 4 2 .
2
0 0 3
2 2 1
2) Two eigen values of the matrix A 1 3 1 are equal to 1 each, find the eigen values of A1 .
1 2 2
3 1 4
3) Find the sum and product of the eigen values of A 0 2 6
0 0 5
6 2 2
4) The product of two eigen values of A 2 3 1 is 16, find the third eigen value.
2 1 3
3 1 1
5) Two eigen values of A 1 5 1 are 3 & 6 , find the eigen values of A1 .
1 1 3
2 2 1
6) Two eigen values of A 1 3 1 are equal and they are
1
times the third, find them.
5
1 2 2
Answers.
1) Eigen values of adj ( A) are 12, 6,8 and Eigen values of A2 2 A I are 1,9, 4
D is known as the spectral matrix of A . Since similar matrices have the same eigen values, the diagonal
elements of D are the eigen values of A .
Theorem: A square matrix A of order n is diagonalizable if and only if it has n linearly independent eigen
vectors.
Note:
1) A square matrix A of order n has always n linearly independent eigen vectors when its eigen values are
distinct.
2) For every eigen value of a matrix A, the geometric multiplicity ( ) algebraic multiplicity ( ).
3) A square matrix A is diagonalizable if and only if the geometric multiplicity is equal to the algebraic
multiplicity for every eigen value of A.
Procedure to diagonalization and calculation of powers:
1) Find the eigen values and the corresponding eigen vectors of A .
2) If the geometric multiplicity is equal to the algebraic multiplicity for every eigen value of A, then form
the modal P by taking the eigen vectors as columns.
3) Calculate P 1.
4) Find the spectral matrix D P 1 AP (i)
5) Pre-multiplying (i) by P and post-multiplying (i) by P 1 , we get PDP 1 A (ii)
Similarly, A3 PD 3 P 1 , A4 PD 4 P 1 ,....
5 5 1 2
Example.1. Examine whether A is similar to B, where A and B
2 0 3 4
Solution. The given matrices are similar if there exists a non-singular matrix P such that PA BP
a b 5 5 1 2 a b
i.e.,
c d 2 0 3 4 c d
5a 2b 5a a 2c b 2d
5c 2d 5c 3a 4c 3b 4d
Equating the corresponding elements, we obtain
5a 2b a 2c 4a 2b 2c 0 . . . (i) ; 5a b 2d 5a b 2d 0 . . . (ii ) ;
5c 2d 3a 4c 3a c 2d 0 . . .iii) ; 5c 3b 4d 3b 5c 4d 0 . . .(iv)
Solving the above equations, we get a 1, b 1, c 1, d 2.
1 1
P , which is a non-singular matrix.
1 2
Hence the matrices A and B are similar.
19 7
Example.2. Reduce the matrix A to the diagonal form.
42 16
19 7
Solution. The characteristic equation is A I 0 0
42 16
2 3 10 0 2, 5
21 7 x1 0
When 2 : The system ( A I ) X O becomes
42 14 x2 0
21 7 x1 0
Applying R2 R2 R1 , 21x1 7 x2 0 3x1 x2
0 0 x2 0
x1 k 1
Choose x2 k then x1 k . Thus 3 k
3 3
x2 k 3
1
X 1 is the eigen vector corresponding to the eigen value 2
3
14 7 x1 0
When 5 : The system ( A I ) X O becomes
4 21 x2 0
Applying R2 R2 3R1 ,
14 7 x1 0
0 0 x 0 14 x1 7 x2 0 2 x1 x2
2
x1 k 1
Choose x2 k then x1 k . Thus 2 k
2 2
x2 k 2
1 0 1
Example.3. Reduce the matrix A 1 2 1 to the diagonal form and hence calculate A .
4
2 2 3
1 0 1
Solution: The characteristic equation of A is A I 0 1 2 1 0
2 2 3
3 6 2 11 6 0 1, 2,3
0 0 1 x1 0
When 1 : The system ( A I ) X O becomes 1 1 1 x2 0
2 2 2 x3 0
x1 x2 x x x x
3 1 2 3
0 1 0 1 0 0 1 1 0
1 1 1 1 1 1
1
Thus X 1 1 is the eigen vector corresponding to the eigen value 1
0
1 0 1 x1 0
When 2 : The system ( A I ) X O becomes 1 0 1 x2 0
2 2 1 x3 0
x1 x2 x x x x
3 1 2 3
0 1 1 1 1 0 2 1 2
2 1 2 1 2 2
2
Thus X 2 1 is the eigen vector corresponding to the eigen value 2
2
2 0 1 x1 0
When 3 : The system ( A I ) X O becomes 1 1 1 x2 0
2 2 0 x3 0
1
Thus X 3 1 is the eigen vector corresponding to the eigen value 3
2
1 2 1 0 1 1
2
The modal matrix is P X X X 3 1 1 1 P 1 1 0
1
1 2
0 2 2 1 1 1
2
1 1 1 2 2 3 0 2 2 0 0 3
2
1 2 1 1 0 0 0 1 12
Hence A4 PD 4 P 1 1 1 1 0 16 0 1 1 0
0
2 2 0 0 81 1 1 12
49 50 40
65 66 40
130 130 81
3 10 5
Example.4. Is the matrix A 2 3 4 diagonalizable?
3 5 7
3 10 5
Solution. The characteristic equation of A is A I 0 2 3 4 0
3 5 7
3 7 2 16 12 0 2, 2,3
When 2 : The system ( A I ) X O becomes
1 10 5 x1 0
2 5 4 x 0
2
3 5 5 x3 0
Applying R2 R2 2 R1 , R3 R3 3R1
Applying R3 3R3 5 R2
1 10 5 x1 0
0 15 6 x 0
2
0 0 0 x3 0
15 x2 6 x3 0 . . . (i ) and x1 10 x2 5 x3 0 . . . (ii )
x1 k 5
Thus x2 2 k 2 k
5 5
x3 k 5
5
X 1 2 is the eigen vector corresponding to the repeated eigen value 2
5
Since the algebraic multiplicity of the eigen value 2 is not equal to its geometric multiplicity, A is not
diagonalizable.
Example.5. The eigen values of a 3 3 matrix A corresponding to the eigen values 1, 1, 3 are
1 0 1 1 0 0
and the spectral matrix is
The modal matrix is P X 1 X 2 X 3 0 1 1 D 0 1 0
1 1 0 0 0 3
1 1 1
1 1 1
1 1
P
2
1 1 1
1 0 1 1 0 0 1 1 1
Therefore, A PDP 1 1
0 1 1 0 1 0 1 1 1
2
1 1 0 0 0 3 1 1 1
2 1 1
1 2 1
0 0 1
0 0 0 1 0 0
8 0
1. a) D b) D 0 3 0 c) D 0 3 0
0 2 0 0 15 0 0 4
6 5 7 9 18 45
2. a) A PDP 1 0 1
1
b) A PDP 1 0 0 0
1
8
3 3 4 3 6 15
An k1 An 1 ..... k n 2 A2 kn 1 A k n I O
2 1 1
Example.1. Verify Cayley-Hamilton theorem for the matrix A 1 2 1 . Hence find A1 and A4 .
1 1 2
Solution: The characteristic equation of A is given by A I 0
2 1 1
i.e., 1 2 1 0
1 1 2
2 1 2 1 2 1
3 (2 2 2) 2 det A 0
1 2 1 2 1 2
3 6 2 9 4 0
Verification:
To verify Cayley-Hamilton theorem, we have to show that A3 6 A2 9 A 4 I O (1)
6 5 5 22 21 21
A2 A. A 5 6 5 and A3 A2 . A 21 22 21
5 5 6 21 21 22
22 21 21 6 5 5 2 1 1 1 0 0
Now A 6 A 9 A 4 I 21 22 21 6 5 6 5 9 1 2 1 4 0 1 0
3 2
21 21 22 5 5 6 1 1 2 0 0 1
0 0 0
0 0 0 O
0 0 0
Hence Cayley-Hamilton theorem is verified.
To find A 1 : Multiplying (1) with A1 on both sides, we get
A2 6 A 9I 4 A1 0
4 A1 A2 6 A 9 I
6 5 5 2 1 1 1 0 0
4 A 5 6 5 6 1 2 1 9 0 1 0
1
5 5 6 1 1 2 0 0 1
3 1 1
4 A 1 3 1
1
1 1 3
86 85 85
A 85 86 85
4
85 85 86
Example.2. Using Cayley-Hamilton theorem, express A5 4 A4 7 A3 11A2 A 10 I as a linear
1 4
polynomial in A, where A
2 3
Solution: The characteristic equation of A is given by A I 0
1 4
i.e., 0
2 3
(1 )(3 ) 8 0
2 4 5 0
By Cayley-Hamilton theorem, we must have A 4 A 5I O
2
(1)
A 4 A 7 A 11A A 10 I A ( A 4 A 5I ) 2 A 11A2 A 10 I
5 4 3 2 3 2 3
Exercise
1). Verify Cayley-Hamilton theorem for the following matrices. Hence find A1 and A4
1 0 3 4 6 6 1 1 3 2 1 1
a) A 2 1 1
b) A 1 3 2
c) A 1 3 3 d) A 0 1 0
1 1 1 1 4 3 2 4 4 1 1 2
Answers:
1)
0 3 3 7 30 42 1 6 6 256 306 306
1 1
1 4 1
a) A 3 2 7 ; A 18 13 46 b) A 1 6 2 ; A 85 103 102
4
9 4
3 1 1 6 14 17 1 10 6 85 102 101
12 4 6 88 168 264 2 1 1 41 40 40
1 4 4
c) A 5 1 3 ; A 192 416 144 d) A 1 0 3 0 ; A 0 1 0
1 1
4 3
1 1 1 56 72 472 1 1 2 40 40 41
1 3 2 1 6 6 1 18 18
1 1 1
2 , A 5 10 6 and
2 1
2) A 3 3 1 3) A 1 6
4 16
2 1 0 1 10 6 5 6 22
1 78 78 1 0 0 4 11 5
1
26
1
4) A 25 1 0
3 1
A 21 90 50
5) A 1 6 25
64 35
21 154 90 25 0 1 6 1 10
2 1 1 8 5 5
1 1
6) A 0 3 0 & A 5 A 7 A 3 A A 5 A 8 A 2 A I A A I 0 3 0
8 7 6 5 4 3 2 2
3
1 1 2 5 5 8
A homogeneous expression of second degree in n( 2) variables is called a quadratic form. i.e., An
n n
expression of the form Q a x x
i 1 j 1
ij i j ... (1), where aij a ji are real, is called a quadratic form in n
variables x1 , x2 ,..., xn .
Every quadratic form corresponding to a symmetric matrix A can be expressed in matrix form as
The real symmetric matrix A of the QF X T AX a11 x12 a22 x22 a33 x32 a12 x1 x2 a23 x2 x3 a13 x1 x3 is
Example.1. Write down the symmetric matrix of the following quadratic forms:
a) x 2 4 xy 5 y 2 b) x12 3 x2 2 2 x32 2 x1 x2 6 x1 x3 4 x2 x3
Solution: a) Let X T AX x 2 4 xy 5 y 2
1 2
The matrix of the quadratic form is A
2 5
b) Let X T AX x12 3 x2 2 2 x32 2 x1 x2 6 x1 x3 4 x2 x3
1 1 3
The matrix of the quadratic form is A 1 3 2
3 2 2
Example.2. Write down the quadratic form corresponding to the following symmetric matrices:
1 3 5
1 2
a) A b) A 3 2 0
2 3
5 0 4
1 2 x1
Q X T AX x1 x2 x12 3 x2 2 4 x1 x2
2 3 x2
1 3 5 x1
Q X T AX x1 x2 x3 3 2 0 x2 x12 2 x2 2 4 x32 6 x1 x2 10 x1 x3
5 0 4 x3
2 1 2
The matrix of the quadratic form is A 1 2 2
2 2 3
2 1 2
i.e., 1 2 2 0
2 2 3
3 7 2 7 1 0 1,3 8,3 8
The eigen values of A are 1, 0.1715, 3.1715.
Rank 3 ; Index 3 ; Signature 3 0 3 ; Nature = Positive definite
b) Let X T AX 8 x 2 7 y 2 3 z 2 12 xy 4 xz 8 yz
8 6 2
The matrix of the quadratic form is A 6 7 4
2 4 3
8 6 2
i.e., 6 7 4 0
2 4 3
3 18 2 45 0
0,3,15
The eigen values of A are 0, 3, 15
Rank 2 ; Index 2 ; Signature 2 0 2 ; Nature = Positive semi-definite
c) Let X T AX 2 x1 x2 2 x1 x3 2 x2 x3
0 1 1
The matrix of the quadratic form is A 1 0 1
1 1 0
1 1
The characteristic equation of A is A I 0 i.e., 1 1 0
1 1
3 3 2 0
2, 1, 1
The eigen values of A are 2, 1, 1
Rank 3 ; Index 1 ; Signature 1 2 1 ; Nature = Indefinite
Note:
1) The norm or length of a vector X [ x1 , x2 , . . . , xn ]
T
is denoted by X and is defined as
3) The LI eigen vectors corresponding to the distinct eigen values of a symmetric matrix A are always pair
wise orthogonal.
Exercise
1. Identify the nature, rank, index and signature of the following quadratic forms:
i) x 2 2 y 2 3 z 2 2 xy 2 yz 2 zx ii) 2 x12 2 x2 2 2 x32 2 x1 x3
v) x12 4 x2 2 x32 4 x1 x2 4 x2 x3 2 x1 x3
1 0 3
Find the characteristic equation of the matrix A 2 1 1
2.
1 1 1
If 3 5 2 13 9 0 is the characteristic equation of A33 then write the equation A1 in terms of A using
3.
Cayley-Hamilton theorem
4. If x cos y sin , x sin y cos , write the matrix A of transformation and prove that A1 AT
0 c b
If A c 0 a then the characteristic equation of A is
b a 0
5.
A) ( a b c ) 0 B) 3 ( a 2 b 2 c 2 ) 0
3 2 2 2
C) 3 ( a 2 b 2 c 2 ) 0 D) 3 ( a 2 b 2 c 2 ) 0
2 1 1
If two eigen values of A 1 1 2 are 1, 2 then find the third eigen value.
6.
1 2 1
2 3
7. If A then find the eigen values of A1
1 4
2 3 4
Find the eigen values of Adj ( A) , where A 0 4 2
8.
0 0 3
1 3 5
Write down the quadratic form X AX corresponding to the symmetric matrix A 3 2 0
T
9.
5 0 4
10. If 1, 2 are eigen values of a matrix A33 such that det( A) 4 then, find the third eigen value of A
1 2 3
If A 0 2 5 , then find the eigen values of 2 A 3I
12.
0 0 3
13. If the eigen values of the matrix A are 6, 1, 4 then find eigen values of adj A
2 2
The eigen values of the matrix are
14. 2 2
A) 2 2 B) 2 5 C) 2 6 D) 2 7
1 -6 -4
The eigen values of the matrix 0 4 2 are
16.
0 0 -3
A) 0,1, 2 B) 0,1, 1 C) 1, 4, 3 D) 0, 1, 2
2 2
The eigen values of the matrix are
17. 2 2
A) 2 2 B) 2 5 C) 2 6 D) 2 7
The sum of the characteristic roots of a matrix A is equal to the
18. A) Square of the principal diagonal elements of A B) Trace of the matrix A
C) Product of the principal diagonal elements of A D) Determinant of matrix A
If 1,-5,3 are eigen values of a matrix A33 then det( A) .............
19.
A) 1 B) 1 C) 15 D) 5
6 -2 -2
If the product of two eigen values of the matrix -2 3 -1 is 16 then the third eigen value is
20.
2 -1 3
A) 1 B) 2 C) 2 D) - 1
If is an eigen value of a square matrix A, then the eigen value of the matrix kA when k 0 is
T
21. k
A) B) C) k D) 0
k
If is an eigen value of a non-singular matrix A , then the eigen value of the matrix Adj A is
22. A
A) 2 A B) C) A D)
A
23.
If one of the eigen values of a matrix A is 0 then det A ........
A) 0 B) 2 C) -2 D) 21
If λ1 ,λ 2 ,λ3 are eigen values of a non-singular matrix A, then the eigen values of A3 are
24. 1 1 1 1 1 1
A) λ1 ,λ 2 ,λ3 B) , , C) 3 , 3 , 3 D) λ13 ,λ 32 ,λ 33
λ1 λ 2 λ 3 λ1 λ 2 λ 3
1 0 0
If A= 2 3 0 then the quadratic form X T AX is
25.
4 2 0
A) Positive definite B) Positive semi definite C) Negative definite D) Indefinite
T
26.
If the eigen values of A are 0,0,6 then the Rank of the quadratic form X AX is
A) 0 B) 1 C) 2 D) 3\
If the canonical form of a quadratic form X AX is 3 y1 2 y2 7 y3 then the signature of the
T 2 2 2