Eigen Values

Module - 4
Eigenvalues and Eigen Vectors

• Let A be an n  n matrix with eigenvalue  and
corresponding eigenvector x. Thus Ax = x. This
equation may be written
Ax – x = 0
given
(A – In)x = 0
Solving the equation |A – In| = 0 for  leads to all the
eigenvalues of A.
• On expending the determinant |A – In|, we get a
polynomial in . This polynomial is called the
characteristic polynomial of A.
• The equation |A – In| = 0 is called the characteristic
equation of A.
Eigen values:
A scalar λ is an eigenvalue of an n×n matrix A if and only
if λ satisfies the characteristic equation
det (A – λI ) = 0.
𝑎11 − 𝜆 𝑎12 ….. 𝑎1𝑛

𝑎21 𝑎22 − 𝜆 ….. 𝑎2𝑛
. . .
i.e., |A – λI |= . . ….. . =0
. . ….. .
𝑎𝑛1 𝑎𝑛2 𝑎𝑛𝑛 − 𝜆
Definition:
The trace of a matrix A, denoted by tr(A), is the sum of the
elements present on the main diagonal of matrix A.
Properties of Eigenvalues:
• Property 1: The sum of the eigenvalues of a matrix equals the
trace of the matrix.
• Property 2: A matrix is singular if and only if it has a zero
eigenvalue.
• Property 3: The eigenvalues of an upper (or lower) triangular
matrix are the elements on the main diagonal.
• Property 4: If λ is an eigenvalue of A and A is invertible, then 1/λ
is an eigenvalue of matrix A-1.
• Property 5: If λ is an eigenvalue of A then kλ is an
eigenvalue of kA where k is any arbitrary scalar.
• Property 6: If λ is an eigenvalue of A then λk is an

eigenvalue of Ak for any positive integer k.
• Property 8: If λ is an eigenvalue of A then λ is an

eigenvalue of AT.
• Property 9: The product of the eigenvalues (counting

multiplicity) of a matrix equals the determinant of the
matrix.
Properties of Eigen vector:
Property :1
If X is an Eigen vector of a matrix A corresponding to the
eigenvalue 𝜆 then kX is also an Eigen vector of A corresponding
to the same Eigen value 𝜆, where k is a nonzero scalar.
Property:2
If X is an Eigen vector of a matrix A then X cannot correspond to
more than one Eigen value of A.
Property:3
The Eigen vectors corresponding to distinct eigenvalues of a
matrix are linearly independent.
Property:4
The Eigen vectors corresponding to distinct eigenvalues of a real
symmetric matrix are orthogonal.
Cayley- Hamilton Theorem:
Statement:
Every square matrix satisfies its own
characteristic equation.
Uses of Cayley-Hamilton theorem:
(1) To calculate the positive integral powers of A
(2) To calculate the inverse of a square matrix A

Computation of the inverse of non-singular
matrix
Problem: Show that the matrix satisfies its own characteristic equation and find 𝐴−1
1 2 0
A = 2 −1 0
0 0 −1
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Minimal Polynomial
Definition:
A Polynomial m 𝑥 is said to be the minimal polynomial of A
if
(i). m 𝐴 = 0;
(ii). m 𝑥 is a monic polynomial (The coefficient of the highest
degree term is 1);
(iii). If a polynomial g 𝑥 is such that g(A) = 0, then m 𝑥 divides g 𝑥
Remark.1. The minimal polynomial of a matrix is unique.

Remark.2. The minimal polynomial divides its characteristic
polynomial.
Remark.3. The minimal polynomial and the characteristic
polynomial have the same roots.
--------------------------------------------------------------------------------------
3 1 −1
Example:2 Find the minimal polynomial of A = 2 2 −1 .
2 2 0
Solution:
3−𝑡 1 −1
The characteristic polynomial of A = 2 2−𝑡 −1
2 2 0−𝑡
= (t-1) (t−2)2
Since, The minimal polynomial and the characteristic polynomial
have the same roots.
∴ The minimal polynomial of A is either (t-1) (t-2) or (t-1) (t−2)2
2 1 −1 1 1 −1
∴ (A-I) (A-2I) = 2 1 −1 2 0 −1
2 2 −1 4 0 −2
2 0 −1
= 2 0 −1 ≠ 0
4 0 −2
Hence p(t) ≠ (t-1) (t-2) .Thus p(t) = (t-1) (t−2)2 .
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Algebraic Multiplicity:
The algebraic multiplicity of an eigenvalue is the number of

times it appears as a root of the characteristic polynomial.
i.e., If the Eigen value λ of the equation det (A – λ I) = 0 is

repeated n times then n is called the algebraic multiplicity of λ.
EX:
4 2
Consider a matrix A = and find an algebraic multiplicity of
1 2
A.
Solution:
The characteristic equation is
4 2 1 0
|A - 𝜆𝐼 | = −𝜆 =0
1 2 0 1
4−𝜆 2
⇒ =0
1 2−𝜆
⇒ 𝜆2 - 6 𝜆 + 6 = 0
∴ 𝜆1 = 3 + 3, 𝜆2 = 3 - 3
Thus, A has two distinct eigenvalues.
Their algebraic multiplicities are 𝜇(𝜆1 ) =1 , 𝜇(𝜆2 ) = 1 .
-------------------------------------------------------------------------
EX:
1 0
Consider a matrix A = and find an algebraic multiplicity of
2 1
A.
Solution:
The characteristic equation is
1 0 1 0
|A - 𝜆𝐼 | = −𝜆 =0
2 1 0 1
1−𝜆 0
⇒ =0
1 1−𝜆
⇒ ( 1 − 𝜆 )(1 − 𝜆) = 0
∴ 𝜆1 = 1, 𝜆2 = 1
∴ 𝜆 = 𝜆1 = 𝜆2 =1
Thus, A has two distinct eigenvalue s.
Their algebraic multiplicities are 𝜇(𝜆) = 2.
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Geometric multiplicity
Definition:
Geometric multiplicity of is the number of linearly
independent eigen vectors corresponding to λ.
i.e., The number of linearly independent Eigen vectors is the

difference between the number of unknowns and the rank of the
corresponding matrix [A- λ I] and is known as geometric
multiplicity of Eigen value λ.
Example:2 Find the geometric multiplicity of
1 2 2
A= 0 2 1 .
−1 2 2
Solution:
1−𝜆 2 2
The characteristic polynomial of A = 0 2−𝜆 1
−1 2 2−𝜆
𝜆3 − 𝑆1 𝜆2 + 𝑆2 𝜆 - 𝑆3 = 0
Where 𝑆1 =sum of the principal diagonal elements of A=1+2+2=5

2 1 1 2 1 2
𝑆2 = + + = 2+4+2=8
2 2 −1 2 0 2
𝑆2 = 𝐴 = 4
Hence the characteristic equation is 𝜆3 − 5𝜆2 + 8𝜆 – 4 = 0
∴ 𝜆 = 1,2,2
For 𝜆 = 1
[A- 𝜆I]x = 0
1−1 2 2 𝑥 0
0 2−1 1 𝑦 = 0
−1 2 2−1 𝑧 0
0 2 2
[A- 𝜆I] ~ 0 1 1
−1 2 1
−1 2 1
~ 0 1 1 𝑅1 ↔ 𝑅3
0 2 2
−1 2 1
~ 0 1 1 𝑅3 → 𝑅3 − 2𝑅2
0 0 0
∴ Rank of the matrix = 2
Number of unknowns = 3
Number linearly independent Eigen vector = 3 - 2 = 1
Hence geometric multiplicity is 1 for 𝜆 = 1.
For 𝜆 = 2
[A- 𝜆I]x = 0
1−2 2 2 𝑥 0
0 2−2 1 𝑦= 0
−1 2 2−2 𝑧 0
−1 2 2
[A- 𝜆I] ~ 0 0 1
−1 2 0
−1 2 1
~ 0 0 1 𝑅3 → 𝑅3 − 𝑅1
0 0 −2
−1 2 1
~ 0 0 1 𝑅3 → 𝑅3 + 2𝑅2
0 0 0
∴ Rank of the matrix = 2
Number of unknowns = 3
Number linearly independent Eigen vector = 3 - 2 = 1
Hence geometric multiplicity is 1 for 𝜆 = 2.
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Similarity
If A,B are two n×n matrices, then they are similar if and
only if there exists an invertible matrix P such that A =
𝑷−𝟏 𝐁P.
Properties of Similar Matrices

If A and B are n×n matrices and A∼B, then
• det(A) = det(B)
• rank(A) = rank(B)
• trace(A)=trace(B)
• cA(x) = cB(x)
• A and B have the same eigenvalues
Diagonalization of Matrix
1).Diagonalization for non-symmetric matrix:
Let A be an n×n matrix. Then A is said to
be diagonalizable if there exists an invertible matrix P such that
𝑷−𝟏 AP = D where D is a diagonal matrix ,P is the Modal matrix and
𝑷−𝟏 is the invertible matrix .
2).Diagonalization for Symmetric matrix:

Eigen Values

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Module - 4

Eigenvalues and Eigen Vectors

𝑎11 − 𝜆 𝑎12 ….. 𝑎1𝑛

• Property 6: If λ is an eigenvalue of A then λk is an

• Property 8: If λ is an eigenvalue of A then λ is an

• Property 9: The product of the eigenvalues (counting

(1) To calculate the positive integral powers of A

(2) To calculate the inverse of a square matrix A

Remark.1. The minimal polynomial of a matrix is unique.

The algebraic multiplicity of an eigenvalue is the number of

i.e., If the Eigen value λ of the equation det (A – λ I) = 0 is

i.e., The number of linearly independent Eigen vectors is the

Where 𝑆1 =sum of the principal diagonal elements of A=1+2+2=5

Number linearly independent Eigen vector = 3 - 2 = 1

Hence geometric multiplicity is 1 for 𝜆 = 2.

Properties of Similar Matrices

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