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Announcements
Ï Quiz 3 after lecture.
Ï Grades will be updated online (including quiz 3 grades) overthe weekend. Please let me know if you spot any mistakes.
Ï Exam 2 will be on Feb 25 Thurs in class. Details later.Make-up exams will be given only if there is an excusedabsence from the Dean of Students or a Doctor's note aboutsudden serious illness. No exceptions on this. Travelplans/broken alarm clock are unacceptable excuses.
Last Class...
De�nitionAn eigenvector of an n×n matrix A is a NON-ZERO vector xsuch that Ax= λx for some scalar λ.
A scalar λ is called an eigenvalue of A if there is a nontrivial (ornonzero) solution x to Ax= λx; such an x is called an eigenvector
corresponding to λ.
Triangular Matrices
TheoremThe eigenvalues of a triangular matrix are the entries on its main
diagonal.
Triangular Matrices
Example
1. Let
A= 5 1 9
0 2 30 0 6
The eigenvalues of A are 5, 2 and 6.
2. Let
A= 4 1 9
0 0 30 0 6
The eigenvalues of A are 4, 0 and 6.
Triangular Matrices
Example
1. Let
A= 5 1 9
0 2 30 0 6
The eigenvalues of A are 5, 2 and 6.
2. Let
A= 4 1 9
0 0 30 0 6
The eigenvalues of A are 4, 0 and 6.
Zero Eigenvalue??
Zero eigenvalue means
1. The equation Ax= 0x has a nontrivial or nonzero solution
2. This means Ax= 0 has a nontrivial solution.
3. This means A is not invertible (or detA= 0) (by invertiblematrix theorem)
Zero is an eigenvalue of A if and only if A is not invertible
Zero Eigenvalue??
Zero eigenvalue means
1. The equation Ax= 0x has a nontrivial or nonzero solution
2. This means Ax= 0 has a nontrivial solution.
3. This means A is not invertible (or detA= 0) (by invertiblematrix theorem)
Zero is an eigenvalue of A if and only if A is not invertible
Zero Eigenvalue??
Zero eigenvalue means
1. The equation Ax= 0x has a nontrivial or nonzero solution
2. This means Ax= 0 has a nontrivial solution.
3. This means A is not invertible (or detA= 0) (by invertiblematrix theorem)
Zero is an eigenvalue of A if and only if A is not invertible
Zero Eigenvalue??
Zero eigenvalue means
1. The equation Ax= 0x has a nontrivial or nonzero solution
2. This means Ax= 0 has a nontrivial solution.
3. This means A is not invertible (or detA= 0) (by invertiblematrix theorem)
Zero is an eigenvalue of A if and only if A is not invertible
Important
If λ is an eigenvalue of a square matrix A, prove that λ2 is aneigenvalue of A2.
For any problem of this type, start with the equation that de�neseigenvalue and take it from there.
Solution: If λ is an eigenvalue of a square matrix A, we haveAx= λx.Multiply both sides by A. We get A2x=A(λx).This is same as writing A2x= λ(Ax)︸ ︷︷ ︸ since λ is a scalar.
Again Ax= λx. So, A2x= λ(λx)︸︷︷︸= λ2x. This equation means that
λ2 is an eigenvalue of A2.
Important
If λ is an eigenvalue of a square matrix A, prove that λ2 is aneigenvalue of A2.
For any problem of this type, start with the equation that de�neseigenvalue and take it from there.
Solution: If λ is an eigenvalue of a square matrix A, we haveAx= λx.
Multiply both sides by A. We get A2x=A(λx).This is same as writing A2x= λ(Ax)︸ ︷︷ ︸ since λ is a scalar.
Again Ax= λx. So, A2x= λ(λx)︸︷︷︸= λ2x. This equation means that
λ2 is an eigenvalue of A2.
Important
If λ is an eigenvalue of a square matrix A, prove that λ2 is aneigenvalue of A2.
For any problem of this type, start with the equation that de�neseigenvalue and take it from there.
Solution: If λ is an eigenvalue of a square matrix A, we haveAx= λx.Multiply both sides by A. We get A2x=A(λx).
This is same as writing A2x= λ(Ax)︸ ︷︷ ︸ since λ is a scalar.
Again Ax= λx. So, A2x= λ(λx)︸︷︷︸= λ2x. This equation means that
λ2 is an eigenvalue of A2.
Important
If λ is an eigenvalue of a square matrix A, prove that λ2 is aneigenvalue of A2.
For any problem of this type, start with the equation that de�neseigenvalue and take it from there.
Solution: If λ is an eigenvalue of a square matrix A, we haveAx= λx.Multiply both sides by A. We get A2x=A(λx).This is same as writing A2x= λ(Ax)︸ ︷︷ ︸ since λ is a scalar.
Again Ax= λx. So, A2x= λ(λx)︸︷︷︸= λ2x. This equation means that
λ2 is an eigenvalue of A2.
Important
If λ is an eigenvalue of a square matrix A, prove that λ2 is aneigenvalue of A2.
For any problem of this type, start with the equation that de�neseigenvalue and take it from there.
Solution: If λ is an eigenvalue of a square matrix A, we haveAx= λx.Multiply both sides by A. We get A2x=A(λx).This is same as writing A2x= λ(Ax)︸ ︷︷ ︸ since λ is a scalar.
Again Ax= λx. So, A2x= λ(λx)︸︷︷︸= λ2x.
This equation means that
λ2 is an eigenvalue of A2.
Important
If λ is an eigenvalue of a square matrix A, prove that λ2 is aneigenvalue of A2.
For any problem of this type, start with the equation that de�neseigenvalue and take it from there.
Solution: If λ is an eigenvalue of a square matrix A, we haveAx= λx.Multiply both sides by A. We get A2x=A(λx).This is same as writing A2x= λ(Ax)︸ ︷︷ ︸ since λ is a scalar.
Again Ax= λx. So, A2x= λ(λx)︸︷︷︸= λ2x. This equation means that
λ2 is an eigenvalue of A2.
Important, see prob 25 sec 5.1
If λ is an eigenvalue of an invertible matrix A, prove that λ−1 is aneigenvalue of A−1.
Solution: If λ is an eigenvalue of a square matrix A, we haveAx= λx.Since A is invertible, multiply both sides by A−1. We getA−1A︸ ︷︷ ︸
I
x=A−1(λx)=⇒A−1(λx)= x
This is same as writing λ(A−1x)= x since λ is a scalar.Since λ 6= 0 (Why?) we can divide both sides by λ and we getA−1x= 1
λx.Thus 1
λ or λ−1 is an eigenvalue of A−1.
Important, see prob 25 sec 5.1
If λ is an eigenvalue of an invertible matrix A, prove that λ−1 is aneigenvalue of A−1.
Solution: If λ is an eigenvalue of a square matrix A, we haveAx= λx.
Since A is invertible, multiply both sides by A−1. We getA−1A︸ ︷︷ ︸
I
x=A−1(λx)=⇒A−1(λx)= x
This is same as writing λ(A−1x)= x since λ is a scalar.Since λ 6= 0 (Why?) we can divide both sides by λ and we getA−1x= 1
λx.Thus 1
λ or λ−1 is an eigenvalue of A−1.
Important, see prob 25 sec 5.1
If λ is an eigenvalue of an invertible matrix A, prove that λ−1 is aneigenvalue of A−1.
Solution: If λ is an eigenvalue of a square matrix A, we haveAx= λx.Since A is invertible, multiply both sides by A−1. We getA−1A︸ ︷︷ ︸
I
x=A−1(λx)
=⇒A−1(λx)= x
This is same as writing λ(A−1x)= x since λ is a scalar.Since λ 6= 0 (Why?) we can divide both sides by λ and we getA−1x= 1
λx.Thus 1
λ or λ−1 is an eigenvalue of A−1.
Important, see prob 25 sec 5.1
If λ is an eigenvalue of an invertible matrix A, prove that λ−1 is aneigenvalue of A−1.
Solution: If λ is an eigenvalue of a square matrix A, we haveAx= λx.Since A is invertible, multiply both sides by A−1. We getA−1A︸ ︷︷ ︸
I
x=A−1(λx)=⇒A−1(λx)= x
This is same as writing λ(A−1x)= x since λ is a scalar.Since λ 6= 0 (Why?) we can divide both sides by λ and we getA−1x= 1
λx.Thus 1
λ or λ−1 is an eigenvalue of A−1.
Important, see prob 25 sec 5.1
If λ is an eigenvalue of an invertible matrix A, prove that λ−1 is aneigenvalue of A−1.
Solution: If λ is an eigenvalue of a square matrix A, we haveAx= λx.Since A is invertible, multiply both sides by A−1. We getA−1A︸ ︷︷ ︸
I
x=A−1(λx)=⇒A−1(λx)= x
This is same as writing λ(A−1x)= x since λ is a scalar.
Since λ 6= 0 (Why?) we can divide both sides by λ and we getA−1x= 1
λx.Thus 1
λ or λ−1 is an eigenvalue of A−1.
Important, see prob 25 sec 5.1
If λ is an eigenvalue of an invertible matrix A, prove that λ−1 is aneigenvalue of A−1.
Solution: If λ is an eigenvalue of a square matrix A, we haveAx= λx.Since A is invertible, multiply both sides by A−1. We getA−1A︸ ︷︷ ︸
I
x=A−1(λx)=⇒A−1(λx)= x
This is same as writing λ(A−1x)= x since λ is a scalar.Since λ 6= 0 (Why?) we can divide both sides by λ and we getA−1x= 1
λx.
Thus 1
λ or λ−1 is an eigenvalue of A−1.
Important, see prob 25 sec 5.1
If λ is an eigenvalue of an invertible matrix A, prove that λ−1 is aneigenvalue of A−1.
Solution: If λ is an eigenvalue of a square matrix A, we haveAx= λx.Since A is invertible, multiply both sides by A−1. We getA−1A︸ ︷︷ ︸
I
x=A−1(λx)=⇒A−1(λx)= x
This is same as writing λ(A−1x)= x since λ is a scalar.Since λ 6= 0 (Why?) we can divide both sides by λ and we getA−1x= 1
λx.Thus 1
λ or λ−1 is an eigenvalue of A−1.
Example 20 section 5.1
Without calculation, �nd one eigenvalue and 2 linearly independent
eigenvectors of A= 5 5 5
5 5 55 5 5
. Justify your answer.
Solution: What is special about this matrix? Invertible/NotInvertible?
Clearly not invertible (same rows, columns).What is an eigenvalue of A?0!!To �nd eigenvectors for this eigenvalue, we look at A−0I and rowreduce. Or row reduce A.
Example 20 section 5.1
Without calculation, �nd one eigenvalue and 2 linearly independent
eigenvectors of A= 5 5 5
5 5 55 5 5
. Justify your answer.
Solution: What is special about this matrix? Invertible/NotInvertible?Clearly not invertible (same rows, columns).What is an eigenvalue of A?
0!!To �nd eigenvectors for this eigenvalue, we look at A−0I and rowreduce. Or row reduce A.
Example 20 section 5.1
Without calculation, �nd one eigenvalue and 2 linearly independent
eigenvectors of A= 5 5 5
5 5 55 5 5
. Justify your answer.
Solution: What is special about this matrix? Invertible/NotInvertible?Clearly not invertible (same rows, columns).What is an eigenvalue of A?0!!To �nd eigenvectors for this eigenvalue, we look at A−0I and rowreduce. Or row reduce A.
Example 20 section 5.1We get (do the row reductions yourself) 1 1 1 0
0 0 0 00 0 0 0
.
Thus x1+x2+x3 = 0 where x2 and x3 are free. So x1 =−x2−x3.We have x1
x2x3
= −x2−x3
x2x3
= x2
−110
+x3
−101
Choose x2 = 1 and x3 = 1 (or anything nonzero) and two linearlyindependent eigenvectors are −1
10
,
−101
Example 20 section 5.1We get (do the row reductions yourself) 1 1 1 0
0 0 0 00 0 0 0
. Thus x1+x2+x3 = 0 where x2 and x3 are free. So x1 =−x2−x3.
We have x1x2x3
= −x2−x3
x2x3
= x2
−110
+x3
−101
Choose x2 = 1 and x3 = 1 (or anything nonzero) and two linearlyindependent eigenvectors are −1
10
,
−101
Example 20 section 5.1We get (do the row reductions yourself) 1 1 1 0
0 0 0 00 0 0 0
. Thus x1+x2+x3 = 0 where x2 and x3 are free. So x1 =−x2−x3.We have x1
x2x3
= −x2−x3
x2x3
= x2
−110
+x3
−101
Choose x2 = 1 and x3 = 1 (or anything nonzero) and two linearlyindependent eigenvectors are −1
10
,
−101
Example 20 section 5.1We get (do the row reductions yourself) 1 1 1 0
0 0 0 00 0 0 0
. Thus x1+x2+x3 = 0 where x2 and x3 are free. So x1 =−x2−x3.We have x1
x2x3
= −x2−x3
x2x3
= x2
−110
+x3
−101
Choose x2 = 1 and x3 = 1 (or anything nonzero) and two linearlyindependent eigenvectors are −1
10
,
−101
Observations
1. The eigenvalue λ= 0 has 2 linearly independent eigenvectors
2. We say that this eigenspace is a two-dimensional subspace ofR3.
3. Examples with 2 linearly independent eigenvectors are veryimportant for section 5.3 when we do diagonalization and indi�erential equations where eigenvalues repeat.
Observations
1. The eigenvalue λ= 0 has 2 linearly independent eigenvectors
2. We say that this eigenspace is a two-dimensional subspace ofR3.
3. Examples with 2 linearly independent eigenvectors are veryimportant for section 5.3 when we do diagonalization and indi�erential equations where eigenvalues repeat.
Observations
1. The eigenvalue λ= 0 has 2 linearly independent eigenvectors
2. We say that this eigenspace is a two-dimensional subspace ofR3.
3. Examples with 2 linearly independent eigenvectors are veryimportant for section 5.3 when we do diagonalization and indi�erential equations where eigenvalues repeat.
Example 16 section 5.1
Let A=
3 0 2 01 3 1 00 1 1 00 0 0 4
. Find a basis for eigenspace corresponding
to λ= 4.
Solution: To �nd an eigenvector, start with A−4I and row reduce
A−4I =
3 0 2 01 3 1 00 1 1 00 0 0 4
−
4 0 0 00 4 0 00 0 4 00 0 0 4
=
−1 0 2 01 −1 1 00 1 −3 00 0 0 0
−1 0 2 0 0
1 −1 1 0 0
0 1 −3 0 0
0 0 0 0 0
R2+R1
−1 0 2 0 0
0 −1 3 0 0
0 1 −3 0 0
0 0 0 0 0
R3+R2
−1 0 2 0 0
1 −1 1 0 0
0 1 −3 0 0
0 0 0 0 0
R2+R1
−1 0 2 0 0
0 −1 3 0 0
0 1 −3 0 0
0 0 0 0 0
R3+R2
−1 0 2 0 0
0 −1 3 0 0
0 0 0 0 0
0 0 0 0 0
Thus, x2 = 3x3 and x1 = 2x3 with x3 and x4 free.x1x2x3x4
=
2x33x3x3x4
= x3
2310
+x3
0001
.
A basis for eigenspace will be thus
2310
,
0001
.
−1 0 2 0 0
0 −1 3 0 0
0 0 0 0 0
0 0 0 0 0
Thus, x2 = 3x3 and x1 = 2x3 with x3 and x4 free.
x1x2x3x4
=
2x33x3x3x4
= x3
2310
+x3
0001
.
A basis for eigenspace will be thus
2310
,
0001
.
−1 0 2 0 0
0 −1 3 0 0
0 0 0 0 0
0 0 0 0 0
Thus, x2 = 3x3 and x1 = 2x3 with x3 and x4 free.
x1x2x3x4
=
2x33x3x3x4
= x3
2310
+x3
0001
.
A basis for eigenspace will be thus
2310
,
0001
.
Theorem
TheoremEigenvectors corresponding to distinct eigenvalues of an n×n
matrix A are linearly independent.
Next week...
1. How to �nd eigenvalues of a 2×2 and 3×3 matrix?
2. The process of diagonalization (uses eigenvalues andeigenvectors)
3. Finding "complex" eigenvalues
4. Quick look at eigenvalues and eigenvectors being used to learnlong-term behavior of a dynamical system.
5. Quiz 4 (last quiz) will be on thurs Feb 18 based on sections3.3, 5.1 and 5.2.