Harvey Mudd College Math Tutorial:

Eigenvalues and Eigenvectors

We review here the basics of computing eigenvalues and eigenvectors. Eigenvalues and
eigenvectors play a prominent role in the study of ordinary differential equations and in
many applications in the physical sciences. Expect to see them come up in a variety of
contexts!

Definitions

Let A be an n n matrix. The number

is an eigenvalue of A if there exists a
non-zero vector v such that
Av = v.
In this case, vector v is called an eigenvector of A corresponding to .

Computing Eigenvalues and Eigenvectors

We can rewrite the condition Av = v as
(A I)v = 0.
Otherwise, if A I has an inverse,
where I is the nn identity matrix. Now, in order
for a non-zero vector v to satisfy this equation,
A I must not be invertible.
That is, the determinant of A I must equal 0.
We call p() = det(A I) the characteristic
polynomial of A. The eigenvalues of A are simply the roots of the characteristic polynomial of
A.
Example"
Let A =

2 4
. Then p() =
1 1
=
=
=

"

(A I)1 (A I)v = (A I)1 0

v = 0.
But we are looking for a non-zero vector v.

2
4
det
1 1
(2 )(1 ) (4)(1)
2 6
( 3)( + 2).

Thus, 1 = 3 and 2 = 2 are the eigenvalues of A.

To find eigenvectors v =

v1
v2
..
.

corresponding to an eigenvalue ,

we simply solve the system

vn
of linear equations given by
(A I)v = 0.

Example
"

2 4
The matrix A =
of the previous example has eigenvalues 1 = 3 and 2 = 2.
1 1
h i
Lets find the eigenvectors corresponding to 1 = 3. Let v = vv12 . Then (A 3I)v = 0 gives
us
"
#"
#
"
#
23
4
v1
0
=
,
1 1 3
v2
0
from which we obtain the duplicate equations
v1 4v2 = 0
v1 4v2 = 0.
If
of
h we
i let v2 = t, then v1 = 4t. All eigenvectors corresponding to 1 = 3 are
h multiples
i
4
4
and
thus
the
eigenspace
corresponding
to

=
3
is
given
by
the
span
of
.
That
is,
1
1
1
nh

4
1

io

is a basis of the eigenspace corresponding to 1 = 3.

Repeating this process with 2 = 2, we find that

4v1 4V2 = 0
v1 + v2 = 0
If we let v2 = t then v1 = t as well. Thus, an eigenvector corresponding to 2 = 2 is
and the eigenspace corresponding to 2 = 2 is given by the span of
for the eigenspace corresponding to 2 = 2.

h i nh io
1
1

1
1

h i
1
1

is a basis

In the following example, we see a two-dimensional eigenspace.

Example

5
8
16
5
8
16

1
8
4
1
8
Let A =
4
. Then p() = det
= ( 1)( + 3)2
4 4 11
4
4 11
aftersome algebra! Thus, 1 = 1 and 2 = 3 are the eigenvalues of A. Eigenvectors
v1

v = v2 corresponding to 1 = 1 must satisfy

v3

4v1 + 8v2 + 16v3 = 0

4v1
+ 8v3 = 0
4v1 4v2 12v3 = 0.
Letting v3 = t, we find from the second equation that
v1 =
2t, and then v2 = t. All
2

eigenvectors corresponding to 1 = 1 are multiples of

1 , and so the eigenspace corre1

2
2

sponding to 1 = 1 is given by the span of 1 . 1 is a basis for the eigenspace

1
1
corresponding to 1 = 1.
Eigenvectors corresponding to 2 = 3 must satisfy
8v1 + 8v2 + 16v3 = 0
4v1 + 4v2 + 8v3 = 0
4v1 4v2 8v3 = 0.
The equations here are just multiples of each other! If we let v3 = t and v2 = s, then
v1 = s 2t. Eigenvectors corresponding to 2 = 3 have the form

2
1

s + 0 t.
1
0

Thus, the eigenspace corresponding to 2 = 3 is two-dimensional and is spanned by 1

0

2
2
1

and
0 . 1 , 0 is a basis for the eigenspace corresponding to 2 = 3.

1
0
1

Notes
Eigenvalues and eigenvectors can be complex-valued as well as real-valued.
The dimension of the eigenspace corresponding to an eigenvalue is less than or equal
to the multiplicity of that eigenvalue.
The techniques used here are practical for 2 2 and 3 3 matrices. Eigenvalues and
eigenvectors of larger matrices are often found using other techniques, such as iterative
methods.

Key Concepts
Let A be an nn matrix. The eigenvalues of A are the roots of the characteristic polynomial
p() = det(A I).

For each eigenvalue , we find eigenvectors v =

v1
v2
..
.

by solving the linear system

vn
(A I)v = 0.
The set of all vectors v satisfying Av = v is called the eigenspace of A corresponding to
.
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