Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
1
The characteristic equation is
We …nd eigenvalues
¸1 = 1; ¸2 = 2:
We next …nd eigenvectors associated with each eigenvalue. For ¸1 = 1;
· ¸· ¸ · ¸· ¸
~0 = (A ¡ ¸1 I) ~x = 3 ¡ 1 ¡2 x 1 2 ¡2 x1
= ;
1 ¡1 x2 1 ¡1 x2
or
x1 = x2 :
The parametric vector form of solution set for (A ¡ ¸1 I) ~x = ~0 :
· ¸ · ¸ · ¸
x1 x2 1
~x = = = x2 :
x2 x2 1
· ¸
1
basis of Null (A ¡ I) : :
1
This is only (linearly independent) eigenvector for ¸1 = 1:
The last step can be done slightly di¤erently as follows. From solutions (for (A ¡ ¸1 I) ~x =
~0 )
x1 = x2 ;
we know there is only one free variable x2 . Therefore, there is only one vector in any basis. To
…nd it, we take x2 to be any nonzero number, for instance, x2 = 1; and compute x1 = x2 = 1:
We obtain · ¸ · ¸
x 1
¸1 = 1; ~u1 = 1 = :
x2 1
For ¸2 = 2; we …nd
· ¸· ¸ · ¸· ¸
~0 = (A ¡ ¸2 I) ~x = 3 ¡ 2 ¡2 x1 = 1 ¡2 x1 ;
1 ¡2 x2 1 ¡2 x2
or
x1 = 2x2 :
To …nd a basis, we take x2 = 1: Then x1 = 2; and a pair of eigenvalue and eigenvector
· ¸
2
¸2 = 2; ~u2 = :
1
2
Example 11.2. Given that 2 is an eigenvalue for
2 3
4 ¡1 6
4
A= 2 1 65 :
2 ¡1 8
where we select x1 and x3 as free variables only to avoid fractions. Solution set in parametric
form is 2 3 2 3 2 3 2 3
x1 x1 1 0
~x = 4x2 5 = 42x1 + 6x3 5 = x1 425 + x3 465 :
x3 x3 0 1
A basis for the eigenspace: 2 3 2 3
1 0
~ 1 = 2 and ~u2 = 65 :
u 4 5 4
0 1
Another way of …nding a basis for Null (A ¡ ¸I) = Null (A ¡ 2I) may be a little easier.
From Equ (4), we know that x1 an x3 are free variables. Choosing (x1 ; x3 ) = (1; 0) and
(0; 1) ; respectively, we …nd
2 3
1
x1 = 1; x3 = 0 =) x2 = 2 =) ~u1 = 25
4
0
2 3
0
x1 = 0; x3 = 1 =) x2 = 6 =) ~u2 = 65 :
4
1
Example 11.3. Find eigenvalues: (a)
2 3 2 3
3 ¡1 6 3 ¡ ¸ ¡1 6
A = 40 0 65 ; A ¡ ¸I = 4 0 ¡¸ 6 5:
0 0 2 0 0 2¡¸
3
The eigenvalues are 3; 0; 2; exactly the diagonal elements. (b)
2 3 2 3
4 0 0 4¡¸ 0 0
B = 42 1 05 ; B ¡ ¸I = 4 2 1¡¸ 0 5
1 0 4 1 0 4¡¸
is linearly independent.
Proof. (2) For simplicity, we assume p = 2 : ¸1 6= ¸2 are two di¤erent eigenvalues. Suppose
that ~u1 is an eigenvector of ¸1 and ~u2 is an eigenvector of ¸2 To show independence, we need
to show that the only solution to
x1 ~u1 + x2 ~u2 = ~0
is x1 = x2 = 0: Indeed, if x1 6= 0; then
x2
~u1 = ~u2 : (5)
x1
We now apply A to the above equation. It leads to
x2 x2
A~u1 = A~u2 =) ¸1 ~u1 = ¸2 ~u2 : (6)
x1 x1
Equ (5) and Equ (6) are contradictory to each other: by Equ (5),
x2
Equ (5) =) ¸1 ~u1 = ¸1 ~u2
x1
x2
Equ (6) =) ¸1 ~u1 = ¸2 ~u2 ;
x1
or
x2 x2
¸1 ~u2 = ¸1 ~u1 = ¸2~u2 :
x1 x1
Therefor ¸1 = ¸2 ; a contradiction to the assumption that they are di¤erent eigenvalues.
² Characteristic Polynomials
4
We know that the key to …nd eigenvalues and eigenvectors is to solve the Characteristic
Equation (3)
det (A ¡ ¸I) = 0:
For 2 £ 2 matrix, · ¸
a¡¸ b
A ¡ ¸I = :
c d¡¸
So
det (A ¡ ¸I) = (a ¡ ¸) (d ¡ ¸) ¡ bc
= ¸2 + (¡a ¡ d) ¸+ (ad ¡ bc)
is a quadratic function (i.e., a polynomial of degree 2): In general, for any n £ n matrix A;
2 3
a11 ¡ ¸ a12 ¢¢¢ a1n
6 a21 a22 ¡ ¸ ¢ ¢ ¢ a2n 7
A ¡ ¸I = 6 4 ¢¢¢
7:
¢¢¢ ¢¢¢ ¢¢¢ 5
an1 an2 ¢ ¢ ¢ ann ¡ ¸
We may expand the determinant along the …rst row to get
2 3
a22 ¡ ¸ ¢¢¢ a2n
det (A ¡ ¸I) = (a11 ¡ ¸) det 4 ¢ ¢ ¢ ¢¢¢ ¢ ¢ ¢ 5 + :::
an2 ¢ ¢ ¢ ann ¡ ¸
By induction, we see that det (A ¡ ¸I) is a polynomial of degree n:We called this polynomial
the characteristic polynomial of A: Consequently, there are total of n (the number of rows
in the matrix A) eigenvalues (real or complex, after taking account for multiplicity). Finding
roots for higher order polynomials may be very challenging.
Example 11.4. Find all eigenvalues for
2 3
5 ¡2 6 ¡1
60 3 ¡8 0 7
A=6 40 0
7:
5 45
0 0 1 1
Solution: 2 3
5 ¡ ¸ ¡2 6 ¡1
6 0 3 ¡ ¸ ¡8 0 7
A ¡ ¸I = 64 0
7;
0 5¡¸ 4 5
0 0 1 1¡¸
2 3
3 ¡ ¸ ¡8 0
det (A ¡ ¸I) = (5 ¡ ¸) det 4 0 5¡¸ 4 5
0 1 1¡¸
· ¸
5¡¸ 4
= (5 ¡ ¸) (3 ¡ ¸) det
1 1¡¸
= (5 ¡ ¸) (3 ¡ ¸) [(5 ¡ ¸) (1 ¡ ¸) ¡ 4] = 0:
5
There are 4 roots:
(5 ¡ ¸) = 0 =) ¸ = 5
(3 ¡ ¸) = 0 =) ¸ = 3
(5 ¡ ¸) (1 ¡ ¸) ¡ 4 = 0 =) ¸2 ¡ 6¸+ 1 = 0
p
6 § 36 ¡ 4 p
=) ¸ = = 3 § 2 2:
2
We know that we can computer determinants using elementary row operations. One may
ask: Can we use elementary row operations to …nd eigenvalues? More speci…cally, we have
Question: Suppose that B is obtained from A by elementary row operations. Do A and
B has the same eigenvalues? (Ans: No)
Example 11.5. · ¸ · ¸
1 1 R2 +R1 !R2 1 1
A= ! =B
0 2 1 3
A has eigenvalues 1 and 2: For B; the characteristic equation is
· ¸
1¡¸ 1
det (B ¡ ¸I) =
1 3¡¸
= (1 ¡ ¸) (3 ¡ ¸) ¡ 1 = ¸2 ¡ 4¸+ 2:
6
Caution: If A » B; and if ¸0 is an eigenvalue for A and B, then an corresponding
eigenvector for A may not be an eigenvector for B: In other words, two similar matrices A
and B have the same eigenvalues but di¤erent eigenvectors.
Example 11.7. Though row operation alone will not preserve eigenvalues, a pair of
row and column operation do maintain similarity. We …rst observe that if P is a type 1
elementary matrix (row replacement) ,
· ¸ · ¸
1 0 aR1 +R2 !R2 1 0
P = á ;
a 1 0 1
then its inverse P ¡1 is a type 1 (column) elementary matrix obtained from the identity
matrix by an elementary column operation that is of the same kind with "opposite sign" to
the previous row operation, i.e.,
· ¸ · ¸
¡1 1 0 C1 ¡aC2 !C1 1 0
P = á :
¡a 1 0 1
We call the column operation
C1 ¡ aC2 ! C1
is "inverse" to the row operation
R1 + aR2 ! R2 :
Now we perform a row operation on A followed immediately by the column operation
inverse to the row operation
· ¸ · ¸
1 1 R1 +R2 !R2 1 1
A= ! (left multiply by P )
0 2 1 3
· ¸
C1 ¡C2 !C 1 0 1
! = B (right multiply by P ¡1 .)
¡2 3
We can verify that A and B are similar through P (with a = 1)
· ¸· ¸· ¸
¡1 1 0 1 1 1 0
P AP =
1 1 0 2 ¡1 1
· ¸· ¸ · ¸
1 1 1 0 0 1
= = :
1 3 ¡1 1 ¡2 3
Now, ¸1 = 1 is an eigenvalue. Then,
· ¸· ¸
1¡1 1 1
(A ¡ 1) ~u =
0 2¡1 0
· ¸· ¸ · ¸
0 1 1 0
= =
0 1 0 0
· ¸
1
=) ~u = is an eigenvector for A:
0
7
But
· ¸· ¸
0¡1 1 1
(B ¡ 1) ~u =
¡2 3 ¡ 1 0
· ¸· ¸ · ¸
¡1 1 1 ¡1
= =
¡2 2 0 ¡2
· ¸
1
=) ~u = is NOT an eigenvector for B:
0
In fact,
· ¸· ¸ · ¸
¡1 1 1 0
(B ¡ 1) ~v = = :
¡2 2 ¡1 0
· ¸
1
So, ~v = is an eigenvector for B:
¡1
This example shows that
2. Two similar matrices share the same characteristics polynomial and same eigenvalues.
But they have di¤erent eigenvectors.
² Homework #11.
1. Find eigenvalues if
2 3
¡1 2 8 ¡1
60 2 10 0 7
(a) A » 640 0
7:
¡1 4 5
0 0 0 3
2 3
¡1 2 8 ¡1
61 2 10 0 7
(b) B » 640 0
7
1 45
0 0 0 2
8
3. Find a basis of the eigenspace associated with eigenvalue ¸= 1 for
2 3
1 2 4 ¡1
61 2 ¡3 0 7
A=6 40 0 1
7:
25
0 0 0 1