Eigenvalues

and
Eigenvectors
20/12/2023 Yihun T. 1
 Eigenvalues and Eigenvectors

• If A is an n x n matrix and λ is a scalar for which Ax = λx has a nontrivial

solution x ∈ ℜⁿ, then λ is an eigen value of A and x is a corresponding
eigenvector of A.
Ax=λx=λIx
(A-λI)x=0
• The matrix (A-λI ) is called the characteristic matrix of a where I is the
Unit matrix.

• The equation det (A-λI )= 0 is called characteristic equation of A and the

roots of this equation are called the eigen values of the matrix A. The
set of all eigen vectors is called the eigen space of A corresponding to
λ. The set of all eigen values of a is called spectrum of A.

20/12/2023 Yihun T. 2
 Characteristic Equation
• If A is any square matrix of order n, we can form
A  λI
the matrix , where is the nth order unit matrix.
• The determinant of this matrix equated to zero,
• i.e.,
a11  λ a12 ... a1n
a 21 a 22  λ ... a 2n
A  λI  0
... ... ... ...
an1 an2 ... ann  λ

is called the characteristic equation of A.

20/12/2023 Yihun T. 3
 Note that we can rewrite the equation Ax   x  ln x as
follows:

ln x  Ax  0 or (ln x  A) x  0.x  0 is the trivial solution. But our

solutions must be non zero vectors called eigen vectors that
correspond to each of the distinct eigen values.
• The roots of this equation are called Characteristic roots

or latent roots or Eigen values of the matrix A.

 x1 
•X = x 2  is called an Eigen vector or latent vector
 ... 
 
x 4 

20/12/2023 Yihun T. 4
Algebraic & Geometric Multiplicity
• If the eigenvalue λ of the equation det(A-λI)=0
is repeated n times then n is called the
algebraic multiplicity of λ. The number of
linearly independent eigenvectors is the
difference between the number of unknowns
and the rank of the corresponding matrix A- λI
and is known as geometric multiplicity of
eigenvalue λ.

20/12/2023 Yihun T. 5
 Cayley-Hamilton Theorem
• Every square matrix satisfies its own characteristic
equation.

• Let A = [aij]n×n be a square matrix then,

 a11 a12 ... a1n 

a a ... a 
A   21 22 2n 
 .... .... .... .... 
 
a n1 a n 2 ... a nn  nn

20/12/2023 Yihun T. 6
 Let the characteristic polynomial of A be  (λ)
Then,
φ(λ) = A - λI
a11 - λ a12 ... a1n 
 a a22 - λ ... a2n 
=  21

 ... ... ... ... 

 
 an1 an2 ... ann - λ 

The characteristic equation is

| A - λI|= 0

20/12/2023 Yihun T. 7
  p0 λn + p1λn-1 + p2 λn-2 +...+ pn = 0
We are to prove that
p0 A n + p1A n-1 + p2 A n-2 +...+ pnI= 0 ...(1)

Note 1:- Premultiplying equation (1) by A-1 , we

have
0 = p0 A n-1 + p1A n-2 + p 2 A n-3 +...+ p n-1I + p nA -1
1
 A =- [p0 A n-1 + p1A n-2 + p 2 A n-3 +...+ p n-1I]
-1

pn

20/12/2023 Yihun T. 8
 This result gives the inverse of A in terms of
(n-1) powers of A and is considered as a practical
method for the computation of the inverse of the
large matrices.

Note 2:- If m is a positive integer such that m > n

then any positive integral power Am of A is linearly
expressible in terms of those of lower degree.

20/12/2023 Yihun T. 9
 Example 1:-
Verify Cayley – Hamilton theorem for the matrix
 2 1 1 
A=  1 2  1 . Hence compute A-1 .
 
 1  1 2 
Solution:- The characteristic equation of A is
2λ 1 1
A  λI  0 i.e.,  1 2λ 1  0
1 1 2λ
or λ 3  6λ 2  9λ  4  0 (on simplification)

20/12/2023 Yihun T. 10
 To verify Cayley – Hamilton theorem, we have to
show that A3 – 6A2 +9A – 4I = 0 … (1)

Now,
 2 1 1   2 1 1   6  5 5 
A 2   1 2  1  1 2  1   5 6  5
 1  1 2   1  1 2   5  5 6 
 6  5 5   2  1 1   22  22  21
A 3  A 2  A   5 6  5  1 2  1   21 22  21
 5  5 6   1  1 2   21  21 22 

20/12/2023 Yihun T. 11
  A3 -6A2 +9A – 4I = 0
 22  22  21  6 5 5   2 1 1 
=  21 22  21 - 6 5 6  5 +9 
      1 2  1
 21  21 22   5  5 6   1  1 2 

1 0 0
0 1 0 
-4 
0 0 0  0 0 1
0 0 0   0
= 
0 0 0

This verifies Cayley – Hamilton theorem.

20/12/2023 Yihun T. 12
 Now, pre – multiplying both sides of (1) by A-1 , we
have
A2 – 6A +9I – 4 A-1 = 0
=> 4 A-1 = A2 – 6 A +9I
 6 5 5   2  1 1  1 0 0  3 1  1
 4 A 1   5 6  5  6  1 2  1  9 0 1 0   1 3 1 
     
 5  5 6   1  1 2  0 0 1  1 1 3 
 3 1  1
1
 A 1   1 3 1 
4
 1 1 3 

20/12/2023 Yihun T. 13
 Example 2:-
1 2  1
Given A  0 1  1 find Adj A by using Cayley –
3  1 1 
Hamilton theorem.

Solution:- The characteristic equation of the given

matrix A is
1 λ 2 -1
A  λI  0 i.e., 0 1 λ 1  0
3 1 1 λ
or λ 3  3λ 2  5λ  3  0 (on simplification)

20/12/2023 Yihun T. 14
 By Cayley – Hamilton theorem, A should satisfy
A3 – 3A2 + 5A + 3I = 0
Pre – multiplying by A-1 , we get
A2 – 3A +5I +3A-1 = 0
1
 A -1   (A 2  3A  5I) ... (1)
3
 1 2  1  1 2  1  2 5  4
Now, A 2  A.A  0 1  1 0 1  1   3 2  2
3  1 1  3  1 1   6 4  1
3 6  3
3A  0 3  3
9  3 3 

20/12/2023 Yihun T. 15
  2 5  4 3 6  3 5 0 0 
1  
From(1), A    3 2  2  0 3  3  0 5 0 
1

3 

 6 4  1  
 9  3 3  
 0 0 5 

 0  1  1
1
   3 4 1 
3
 3 7 1 
Adj. A
We know that, A 1 
A
 Adj. A  A 1 A

20/12/2023 Yihun T. 16
 1 2 1
Now, A 0 1 1   3
3 1 1
 0 1  1
 1 
 Adj. A  ( 3)      3 4 1 
 3

 3 7 1 
 0  1  1
Adj. A  
  3 4 1 


 3 7 1 

20/12/2023 Yihun T. 17
 N K
H A
T O U
Y
20/12/2023 Yihun T. 18
20/12/2023 Yihun T. 19