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    Linear Algebra and Matrix Theory: Part 4 - Eigenvalues and Eigenvectors

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    This document discusses eigenvalues and eigenvectors of matrices. It begins with references on linear algebra. It then provides examples of solving for the eigenvalues and eigenspaces of specific matrices. It demonstrates that a matrix is diagonalizable if it has a basis of eigenvectors. It finds the characteristic and minimum polynomials of another example matrix. It also discusses properties of eigenvalues, such as how they transform under operations on matrices.

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    Linear Algebra and Matrix Theory: Part 4 - Eigenvalues and Eigenvectors

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    This document discusses eigenvalues and eigenvectors of matrices. It begins with references on linear algebra. It then provides examples of solving for the eigenvalues and eigenspaces of specific matrices. It demonstrates that a matrix is diagonalizable if it has a basis of eigenvectors. It finds the characteristic and minimum polynomials of another example matrix. It also discusses properties of eigenvalues, such as how they transform under operations on matrices.

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    This document discusses eigenvalues and eigenvectors of matrices. It begins with references on linear algebra. It then provides examples of solving for the eigenvalues and eigenspaces of specific matrices. It demonstrates that a matrix is diagonalizable if it has a basis of eigenvectors. It finds the characteristic and minimum polynomials of another example matrix. It also discusses properties of eigenvalues, such as how they transform under operations on matrices.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    22 views8 pages

    Linear Algebra and Matrix Theory: Part 4 - Eigenvalues and Eigenvectors

    Uploaded by

    crazynup
    This document discusses eigenvalues and eigenvectors of matrices. It begins with references on linear algebra. It then provides examples of solving for the eigenvalues and eigenspaces of specific matrices. It demonstrates that a matrix is diagonalizable if it has a basis of eigenvectors. It finds the characteristic and minimum polynomials of another example matrix. It also discusses properties of eigenvalues, such as how they transform under operations on matrices.

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    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
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    Linear Algebra and Matrix Theory

    Part 4 - Eigenvalues and Eigenvectors

    1. References (1) S. Friedberg, A. Insel and L. Spence, Linear Algebra, Prentice-Hall. (2) M. Golubitsky and M. Dellnitz, Linear Algebra and Dierential Equations Using Matlab, Brooks-Cole. (3) K. Homan and R. Kunze, Linear Algebra, Prentice-Hall. (4) P. Lancaster and M. Tismenetsky, The Theory of Matrices, Academic Press. (5) G. Strang, Linear Algebra and Its Applications, Academic Press.

    2. Solved Problems 1. Find the eigenvalues and the corresponding eigenspaces of the matrix

    1 1 0 A = 1 2 1 0 1 1

    Solution: A scalar is an eigenvalue if and only if the kernel of I A is a nontrivial subspace of F31 . That subspace is the corresponding eigenspace. Recall that row equivalent matrices have the same null space. Use symbolic row-reduction on the matrix I A to obtain a row equivalent matrix whose
    1

    kernel is easy to nd. Several steps may be combined. 1 0 2 1 1 1 I A = 1 2 1 0 1 1 0 1 1 1 1 0

    2 1 1 1 1 2 0 1 1 0 1 1 0 2 + 3 1 ( 1) 0 0 ( 1)( 3) The last matrix has a nontrivial null space if and only if its determinant is zero. Obviously, that occurs for = 0, 1, 3. These are the eigenvalues. Let us rst nd the eigenspace for = 0. From above, substituting = 0, we need the solutions of 1 2 1 | 0 0 1 1 | 0 . 0 0 0 | 0 All solutions are of the form x1 = x2 = x3 , so the rst eigenspace is S (0) = sp{(1, 1, 1)t }.

    For = 1 the eigenspace S (1) is the set of all solutions of 1 1 1 | 0 0 1 0 | 0 . 0 0 0 | 0

    Now the solutions are of the form x2 = 0, x3 = x1 . Thus, S (1) = sp{(1, 0, 1)t }

    The eigenspace for = 3 is S (3) = sp{(1, 2, 1)t }

    The details are left to you. 2. Tell why it is possible to diagonalize the matrix A of problem 1. Then nd a similarity transformation that diagonalizes it. Solution: The answer to the question depends on two theorems. One theorem asserts that eigenvectors corresponding to distinct eigenvalues are linearly independent. Since we have three distinct eigenvalues: 0, 1, and 3, any three vectors (other than the zero vector) belonging to their respective eigenspaces are linearly independent. In particular, v1 = (1, 1, 1)t , v2 = (1, 0, 1)t , and v3 = (1, 2, 1)t are linearly independent. Therefore, they form a basis for R31 . The second theorem alluded to above asserts that a matrix (or linear transformation on a nite dimensional vector space) is diagonalizable if and only if there is a basis for the space consisting of eigenvectors of the matrix or transformation. Clearly, {v1 , v2 , v3 } above is a basis for R31 , so A is diagonalizable. This means that A is similar to a diagonal matrix, or that there is a nonsingular matrix Q such that Q1 AQ = , a diagonal matrix. The diagonal entries of must be the eigenvalues and the correspondingly

    numbered columns of Q must be associated eigenvectors. Therefore, we may take 0 0 0 = 0 1 0 0 0 3 and 1 1 1 Q= 1 0 2 1 1 1 The inverse of Q is Q1

    1/3 1/3 1/3 = 0 1/2 1/2 1/6 1/3 1/6

    You can verify that QQ1 = A. 3. Find the characteristic polynomial and the minimum polynomial of the matrix 1 0 0 A = 0 1 1 . 0 0 1 Solution: The characteristic polynomial of A is the polynomial

    pA () = det(I A).

    It is a monic polynomial whose degree is the same as the dimension of A. In this case, 0 0 + 1 pA () = det 0 1 1 . 0 0 1 Since this is triangular it is easy to see that pA () = ( + 1)( 1)2 . The Hamilton-Cayley theorem asserts that the characteristic polynomial of a matrix annihilates the matrix, i.e., that pA (A) = 0. In the present case, pA (A) = (A + I )(A I )2 2 0 0 0 2 0 0 = 0 2 1 0 0 1 0 0 2 0 0 0

    You can verify that this is the zero matrix. The minimum polynomial of a matrix is dened to be the monic polynomial of smallest degree that annihilates the matrix. So, if mA is the minimum polynomial, mA (A) = 0 and no polynomial of smaller degree satises this matrix equation. The minimum polynomial must divide the characteristic polynomial, and each irreducible factor of the characteristic polynomial must be a factor of the minimum polynomial, possibly to a smaller power.

    With these considerations, it is clear that the only possibilities for the minimum polynomial of the matrix A above are mA () = ( + 1)( 1) or mA (A) = ( + 1)( 1)2 = pA (). The rst is not the minimum polynomial because

    (A + I )(A I ) = A2 I = 0

    Therefore, mA = pA . 4. Show that A in problem 3 is not diagonalizable. Solution: A matrix is diagonalizable if and only if its minimum polynomial factors into distinct rst degree factors. Since this is not the case for the matrix A above, it is not diagonalizable. A more direct approach is to show that there is no basis of eigenvectors of A. The eigenvalues are 1 and -1. The eigenspaces S (1) and S (1) are both one-dimensional. In fact, S (1) = sp{(0, 1, 0)t }, even though 1 is a repeated zero of the characteristic polynomial. Therefore, there cannot be more than two linearly independent eigenvectors. 5. Let V = C (R) be the real vector space of all innitely dierentiable realvalued functions on R. Let D be the dierentiation operator. Show that every real number is an eigenvalue of D and nd the associate eigenspace. Solution: R is an eigenvalue if and only if there is a nonzero vector v V such that Dv = v . There is such a vector (function), namely, v (t) = et . The eigenspace is the set of all real multiples of this vector, i.e.,

    the set of all functions of the form v (t) = cet , where c is an arbitrary real number. 6. Let A Fnn and let q be a polynomial with coecients in F. Show that if F is an eigenvalue of A, then q () is an eigenvalue of q (A). Solution: There is a nonzero vector v such that Av = v . A2 v = A(Av ) = A(v ) = Av = 2 v . Arguing in the same manner, A3 v = 3 v , and by induction Ak v = k v for all k N. The rest of the proof is left to you.

    3. Unsolved Problems Unless otherwise stated, the scalar eld is C, even if the entries of the matrix are real. 1. Find the eigenvalues and associated eigenspaces of the matrix 1 1 1 1 2. Find a diagonal matrix and a nonsingular matrix Q such that Q1 AQ = , where 1 0 0 A= 0 0 0 2 1 1 3. Find the minimum polynomial of the matrix in problem 2. 4. A matrix A is nilpotent if there is a positive integer k such that Ak = 0. Show that the only eigenvalue of a nilpotent matrix is 0. Find an example of a 2 2 nilpotent matrix that is not the zero matrix.

    5. Show that the eigenvalues of a triangular matrix are its diagonal entries. 6. Show that At and A have the same eigenvalues. Show that the eigenvalues of A are conjugates of the eigenvalues of A.

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