10. Eigenvalues and Eigenvectors

Linear Algebra



Weiqi Zhou

Concepts

  • let be an matrix, if there is a non-zero vector , and a (which is allowed to be ) such that , then is an eigenvalue of , and is an eigenvector of

  • example:

  • example:

Properties

  • if is an eigenpair of , then so is for scalar

  • if is invertible, then is an eigenpair of

  • if is also an eigenpair of , then so is for any non-vanishing linear combinations

  • if are both eigenpairs of and , then are linearly independent

Computations

  • if , then ,

  • is a polynomial of

  • eigenvalues of a triangular matrix are its main digaonal elements, eigenvalues and coincide, eigenvalues of take the form

Examples

  • find eigenvalues of



Exercises

  • find eigenvalues of following matrices





Exercises

find eigenvalues of the following matrix

Characteristic polynomials

  • let , then is called the characteristic polynomial of

  • if is a root of multiplicity , then it corresponds to at most linearly independent eigenvectors

  • if has distinct roots, then the eigenvectors form a basis

Examples

  • Eigenvalues of are , let be respectively the corresponding eigenvectors





Examples

  • The eigenvalue of is (with multiplicity ), let be an eigenvector of it



  • the dimension of the eigenspace is

Exercises

  • find eigenvectors of following matrices





Exercises

find eigenvectors of the following matrix

Real matrices with real eigenvalues have real eigenvectors

if , then ,

Product and sum of eigenvalues

  • let be eigenvalue of , and the characteristic polynomial





  • (the trace of

Diagonalization

If eigenvectors of form a set pf basis, then

where the -th column in is an eigenvector of

Examples

  • takes eigenpairs and



Not every matrix is diagonalizable

example:

Uniqueness

  • The choice of and in is not unique

  • example (permuting columns in ):

Uniqueness

  • The choice of and in is not unique

  • example (scaling columns in ):

Powers

  • if can be diagonalized as , then

  • if is a polynomial, then

  • Cayley-Hamilton Theorem: if is the characteristic polynomial of , then

Commutativity

  • if are diagonal matrices, then clearly

  • if can be diagonalized by the same , i.e., ,, then

  • simultaneously diagonalizable multiplicative commutativity

Summary

  • concepts and computations

  • product and sum of eigenvalues

  • diagonalization