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    Study Guide: Eigenvalues, Eigenvectors, and Diagonalization

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    Omer Khan
    This study guide covers eigenvalues, eigenvectors, and diagonalization of matrices. Eigenvalues are scalar values that satisfy the equation Av = λv for some vector v. The eigenvectors associated with each eigenvalue form a subspace called the eigenspace. Eigenvalues are roots of the characteristic polynomial. Eigenvectors are solutions to Av = λv or (A - λI)v = 0. Diagonalization expresses a matrix A as SDS-1, where D is a diagonal matrix of eigenvalues and S contains eigenvectors as columns. A is diagonalizable if there are enough eigenvectors to form S.

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    Study Guide: Eigenvalues, Eigenvectors, and Diagonalization

    Uploaded by

    Omer Khan
    149 views2 pages
    This study guide covers eigenvalues, eigenvectors, and diagonalization of matrices. Eigenvalues are scalar values that satisfy the equation Av = λv for some vector v. The eigenvectors associated with each eigenvalue form a subspace called the eigenspace. Eigenvalues are roots of the characteristic polynomial. Eigenvectors are solutions to Av = λv or (A - λI)v = 0. Diagonalization expresses a matrix A as SDS-1, where D is a diagonal matrix of eigenvalues and S contains eigenvectors as columns. A is diagonalizable if there are enough eigenvectors to form S.

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    This study guide covers eigenvalues, eigenvectors, and diagonalization of matrices. Eigenvalues are scalar values that satisfy the equation Av = λv for some vector v. The eigenvectors associated with each eigenvalue form a subspace called the eigenspace. Eigenvalues are roots of the characteristic polynomial. Eigenvectors are solutions to Av = λv or (A - λI)v = 0. Diagonalization expresses a matrix A as SDS-1, where D is a diagonal matrix of eigenvalues and S contains eigenvectors as columns. A is diagonalizable if there are enough eigenvectors to form S.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    149 views2 pages

    Study Guide: Eigenvalues, Eigenvectors, and Diagonalization

    Uploaded by

    Omer Khan
    This study guide covers eigenvalues, eigenvectors, and diagonalization of matrices. Eigenvalues are scalar values that satisfy the equation Av = λv for some vector v. The eigenvectors associated with each eigenvalue form a subspace called the eigenspace. Eigenvalues are roots of the characteristic polynomial. Eigenvectors are solutions to Av = λv or (A - λI)v = 0. Diagonalization expresses a matrix A as SDS-1, where D is a diagonal matrix of eigenvalues and S contains eigenvectors as columns. A is diagonalizable if there are enough eigenvectors to form S.

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    Study Guide: Eigenvalues, Eigenvectors, and

    Diagonalization

    1. Eigenvalues and Eignevectors


    Let A be an n × n matrix, and suppose that

    Av = λv

    for some nonzero vector v and some scalar λ. In this case, λ is called an eigenvalue for A,
    and v is a corresponding eigenvector.

    Note that the zero vector 0 is not allowed as an eigenvector.

    Typically an n × n matrix has n different eigenvalues. The eigenvectors associated to each


    eigenvalue form a subspace, known as the eigenspace of A associated to the eigenvalue. (Note
    that you have to include the zero vector in the eigenspace, even though it technically isn’t an
    eigenvector.) In most cases, each eigenspace is a line through the origin.

    2. Finding Eigenvalues
    The quantity det(A − λI), where I is the identity matrix, is called the characteristic poly-
    nomial of A. The eigenvalues of A are the roots of the characteristic polynomial.

    Sometimes the characteristic polynomial has a pair of complex roots. In this case, these
    complex numbers count as eigenvalues.

    Sometimes the characteristic polynomial has a repeated root. In this case, the corresponding
    eigenspace may have dimension greater than one. In particular:

    • If an eigenvalue is a double root, the corresponding eigenspace may be either a line or a


    plane.
    • If an eigenvalue is a triple root, the corresponding eigenspace may be either a line, a
    plane, or a three-dimensional subspace.

    3. Finding Eigenvectors
    Given an eigenvalue λ, the eigenvectors are just the solutions to the equation

    Av = λv.

    Think of v as a vector of variables and solve the corresponding linear system.

    Equivalently, you can just solve the equation

    (A − λI)v = 0
    which saves you the step of having to combine like terms.

    Sometimes you are asked to find a basis for an eigenspace. In this case, you are simply trying
    to find a basis for the null space of the matrix A − λI. In particular, you should use the
    following procedure:

    1. Reduce A − λI to reduced echelon form.


    2. Each column without a pivot corresponds to a free variable.
    3. There is one basis vector for each free variable. The value of the free variable for this
    basis vector is 1, and the values of the other free variables for this basis vector is 0. Use
    the reduced system of equations to compute the remaining entries of this vector.

    4. Diagonalization
    Almost any matrix A can be written as SDS −1, where S is an invertible matrix and D is a
    diagonal matrix. In particular, the columns of S consist of a basis of eigenvectors for each
    eigenspace, and the diagonal entries of D are the corresponding eigenvalues.

    We say that A is diagonalizable if there are enough eigenvectors to be the columns of an


    n ×n matrix S. This always happens if the roots of the characteristic polynomial are distinct,
    but if you have a repeated root then one of the eigenvalues may not have enough eigenvectors.
    In particular:

    • If an eigenvalue is a double root of the characteristic polynomial but the corresponding


    eigenspace is only a line, then A is not diagonalizable.
    • If an eigenvalue is a triple root of the characteristic polynomial but the corresponding
    eigenspace is either a line or a plane, then A is not diagonalizable.

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