Eigenvectors and

Eigenvalues
Eigenvectors and Eigenvalues
• For any square matrix A, we can produce an eigenvalue(s) and an
eigenvector(s)
• An eigenvalue λ is a scalar number and an eigenvector v is a
matrix and for a given square matrix A, they satisfy the following
equation:
𝑨𝒗 = λv
Eigenvectors and Eigenvalues
1 4
• For example, Let A = . We have that:
−4 −7
1 4 1 1
• = −3
−4 −7 −1 −1
1
• Where is the eigenvector and -3 is the eigenvalue
−1
• Note that there can be more than one eigenvalue and eigenvector.
Eigenvectors and Eigenvalues
To calculate eigenvectors and eigenvalues for a given matrix A, we
first need to calculate the possible eigenvalues in the following way.
• Step 1: Check whether the given matrix is a square matrix or not. If
“yes” then, follow step 2.
• Step 2: Determine identity matrix(I)
• Step 3: Estimate the matrix A – λI.
• Step 4: Find the determinant of A – λI.
• Step 5: Equate the determinant of A-λI to zero. {|A – λI| = 0}
• Step 6: Calculate all the possible values of λ
Calculating Eigenvalues
1 4
• Example: Find the eigenvalues of the matrix A =
−4 −7
Calculating Eigenvalues
1 4
• Example: Find the eigenvalues of the matrix A =
−4 −7
• Answer:
1 0
1. The identity matrix is
0 1
1 4 1 0 1−λ 4
2. Then the matrix A-λI = -λ =
−4 −7 0 1 −4 −7 − λ
3. Find the determinant of the matrix A-λI.
4. | A-λI | = (1 − λ)(-7-λ) - 4(-4) = -7 - λ +7λ +λ2 + 16 = λ2 + 6λ + 9
5. Let |A – λI| = 0 and solve for λ. λ2 + 6λ + 9 =0, so we have λ = -3.
Calculating Eigenvectors
• For each eigenvalue λ1, λ2, λ3 that we found we can calculate an
eigenvector v by solving the equation (A – λI)v = 0
Calculating Eigenvectors
• For each eigenvalue λ1, λ2, λ3 that we found we can calculate an
eigenvector v by solving the equation (A – λI)v = 0
1 4
• In the previous example, we have A = and λ = -3
−4 −7
• To find the eigenvector, we solve the equation (A-λI)v = 0
1 4 1 0 𝑎
•( - (-3) ) =0
−4 −7 0 1 𝑏
1 4 −3 0 𝑎
•( - ) =0
−4 −7 0 −3 𝑏
4 4 𝑎
• =0
−4 −4 𝑏
• So, we have two equations: 4a + 4b = 0 and -4a -4b = 0
• Solve the two equations, we have a = -b
Calculating Eigenvectors
• We have a = -b. Let a = 1 to find a solution, then b = -1.
𝑎 1
• Then the eigenvector v = =
𝑏 −1
• We can check that our solution is correct by verifying the equation
𝑨𝒗 = λv
1 4 1 1
• = -3
−4 −7 −1 −1
Calculating Eigenvalues
−6 3
• Example 2: Find the eigenvalues of the matrix A =
4 5
Calculating Eigenvalues
−6 3
• Example 2: Find the eigenvalues of the matrix A =
4 5
• Answer:
1 0
1. The identity matrix is
0 1
−6 3 1 0 −6 − λ 3
2. Then the matrix A-λI = -λ =
4 5 0 1 4 5−λ
3. Find the determinant of the matrix A-λI.
4. | A-λI | = (−6 − λ)(5-λ) - 3*4 = -30 +6λ - 5λ +λ2 -12 = λ2 + λ - 42
5. Let |A – λI| = 0 and solve for λ. λ2 + λ − 42=0, so we have λ = -7, 6.
Calculating Eigenvectors
• For each eigenvalue λ1, λ2, λ3 that we found we can calculate an
eigenvector v by solving the equation (A – λI)v = 0
Calculating Eigenvectors
• For each eigenvalue λ1, λ2, λ3 that we found we can calculate an
eigenvector v by solving the equation (A – λI)v = 0
−6 3
• In the previous example, we have A = and λ = -7 or 6
4 5
• To find the eigenvector, we solve the equation (A-λI)v = 0
−6 3 1 0 𝑎
•( - (-7) ) =0
4 5 0 1 𝑏
−6 3 −7 0 𝑎
•( - ) =0
4 5 0 −7 𝑏
1 3 𝑎
• =0
4 12 𝑏
• So, we have two equations: a + 3b = 0 and 4a + 12b = 0
• Solve the two equations, we have a = -3b
Calculating Eigenvectors
• We have a = -3b, let a = 3 to find a solution. Then b = 1.
𝑎 −3
• Then the eigenvector v = =
𝑏 1
• We can check that our solution is correct by verifying the equation
𝑨𝒗 = λv
−6 3 −3 −3
• = -7
4 5 1 1
• Try yourself: find the eigenvector for the other eigenvalue λ = 6
Calculating Eigenvalues
2 0 0
• Example 3: Find the eigenvalues of the matrix A = 0 4 5
0 4 3
Calculating Eigenvalues
2 0 0
• Example 3: Find the eigenvalues of the matrix A = 0 4 5
0 4 3
• Answer:
1 0 0
1. The identity matrix is 0 1 0
0 0 1
2 0 0 1 0 0 2−λ 0 0
2. Then the matrix A-λI = 0 4 5 - λ 0 1 0 = 0 4−λ 5
0 4 3 0 0 1 0 4 3−λ
3. Find the determinant of the matrix A-λI.
4. | A-λI | = (2 − λ)∗ 3 − λ ∗ 4 − λ − 5 ∗ 4 = (2 − λ) ∗ λ2 − 7λ − 8
Calculating Eigenvalues
• Let |A-λI| = 0 and solve for λ. Then (2 − λ) ∗ λ2 − 7λ − 8 = 0
• We have λ = 2, -1, 8
• We can find eigenvectors for any of the three eigenvalues.
• Let’s find the eigenvector for λ = -1
Calculating Eigenvalues
• We solve (A – λI)v = 0
2 0 0 1 0 0 𝑎
• ( 0 4 5 - (-1) 0 1 0 ) 𝑏 = 0
0 4 3 0 0 1 𝑐
2 0 0 −1 0 0 𝑎
• ( 0 4 5 - 0 −1 0 ) 𝑏 = 0
0 4 3 0 0 −1 𝑐
3 0 0 𝑎
• 0 5 5 𝑏 =0
0 4 4 𝑐
• We have the equations 3a = 0, 5b+5c = 0, 4b + 4c = 0
• Solve the three equations, we have b = -c
Calculating Eigenvalues
• We have 3a = 0, b = -c. Let b = 1, then a = 0 and c = -1.
𝑎 0
• Then the eigenvector v = 𝑏 = 1
𝑐 −1
• We can check that our solution is correct by verifying the equation
𝑨𝒗 = λv
2 0 0 0 0
• 0 4 5 1 = -1 1
0 4 3 −1 −1
• Try yourself: find the eigenvectors for the remaining eigenvalues 2
and 8.