8.1 Eigenvalues and Vectors

Definition 8.1.1. Let \(A\in M_n(\mathbb {F})\). Then \(\lambda \in \mathbb {F}\) is called an eigenvalue of \(A\) if \(\exists \) a non zero vector \(X\in V_n(\mathbb {F})\) such that \(AX=\lambda X\).

The \(X\) here is called an eigenvector corresponding to \(\lambda \).

Definition 8.1.2. Let \(V\) be a finite dimensional vector space and \(T\in \mathcal {L}(V)\). Then \(\lambda \in \mathbb {F}\) is called an eigenvalue of \(T\) if \(\exists X\in V, X\neq 0\) such that \(TX=\lambda X\), \(X\) is corresponding eigenvector. \begin {align*} \text {From}\hspace {0.5cm} AX &=\lambda X\\ AX-\lambda X &=0\\ (A-\lambda I)X &=0\qquad \text {where}\qquad I\hspace {0.3cm}\text {is identity matrix}. \end {align*}

Since \(X\neq 0\) then \(A-\lambda I=0\implies \det (A-\lambda I)=0\).

Theorem 8.1.3. \(\lambda \in \mathbb {F}\) is an eigenvalue of \(A\) if and only if \(\det (A-\lambda I)=0\).

Proof. By definition \(\lambda \) is an eigenvalue of \(A\) exactly when there is a non-zero vector \(x\) with \(Ax=\lambda x\), that is \[(A-\lambda I)x=0.\] So \(\lambda \) is an eigenvalue if and only if the homogeneous system with coefficient matrix \(A-\lambda I\) has a non-trivial solution. By the \(n\) by \(n\) determinant theorem, part (4), that happens if and only if \(\det (A-\lambda I)=0\).

The insistence on \(x\neq 0\) is what makes the statement have content: \(x=0\) satisfies \(Ax=\lambda x\) for every \(\lambda \) whatsoever, so admitting it would make every scalar an eigenvalue. □

Definition 8.1.4. The characteristic polynomial of matrix \(A\) is \(X_A(x)=\det (A-xI)\).

Theorem 8.1.5. \(\lambda \in \mathbb {F}\) is an eigenvalue of \(A\) if and only if it is a root of the characteristic polynomial \(X_A(x)\).

Proof. The characteristic polynomial is defined by \(X_A(x)=\det (A-xI)\). So \[X_A(\lambda )=0 \iff \det (A-\lambda I)=0 \iff \lambda \text { is an eigenvalue of } A,\] the second equivalence being Theorem 8.1.3.

This converts the search for eigenvalues, which as stated is a search over all of \(\mathbb {F}\) for scalars admitting a non-zero solution, into the finite problem of factoring a polynomial of degree \(n\). In particular an \(n\) by \(n\) matrix has at most \(n\) distinct eigenvalues. □

Example 8.1.6. Find the eigenvalues and vectors of \( A= \begin {pmatrix} 4&2\\3&-1\\ \end {pmatrix} \).

Solution. \(\lambda \) is eigenvalue if and only if it is root of \(|A-x\lambda |=0\).

Now \(|A-xI|=0\) \begin {align*} \begin {vmatrix} 4-x&2\\3&-1-x\\ \end {vmatrix} &=0\\\\ (4-x)(-1-x)-6 &=0\\ -4-4x+x+x^2-6 &=0\\\\ x^2-3x-10 &=0\\ x^2-5x+2x-10 &=0\\ (x-5)(x+2) &=0\\\\ \implies \hspace {0.4cm} x&=5, -2 \end {align*}

i.e. eigenvalues are \(\lambda _1=5\) and \(\lambda _2=-2\).

If \(\lambda =5\) then \((A-\lambda I)=0\) \begin {align*} \begin {pmatrix} 4-\lambda _1 &2\\3&-1-\lambda _1\\ \end {pmatrix} \begin {pmatrix} x_1\\x_2\\ \end {pmatrix} &= \begin {pmatrix} 0\\0\\ \end {pmatrix}\\\\ \begin {pmatrix} -1&2\\3&-6\\ \end {pmatrix} \begin {pmatrix} x_1\\x_2\\ \end {pmatrix} &= \begin {pmatrix} 0\\0\\ \end {pmatrix} \end {align*}

\(-x_1+2x_2=0\implies x_1=2x_2\implies x_1=2\) if \(x_2=1\).

Therefore, if \(\lambda =5\) then \( \begin {pmatrix} x_1\\x_2\\ \end {pmatrix} = \begin {pmatrix} 2\\1\\ \end {pmatrix} \).

Now if \(\lambda =-2\) then \begin {align*} \begin {pmatrix} 4+2&2\\3&-1+2\\ \end {pmatrix} \begin {pmatrix} x_1\\x_2\\ \end {pmatrix} &= \begin {pmatrix} 0\\0\\ \end {pmatrix}\\\\ \begin {pmatrix} 6&2\\3&1\\ \end {pmatrix} \begin {pmatrix} x_1\\x_2\\ \end {pmatrix} &= \begin {pmatrix} 0\\0\\ \end {pmatrix} \end {align*}

\(6x_1+2x_2=0\implies x_2=-3x_1\implies x_2=-3\) if \(x_1=1\).

Therefore, if \(\lambda =-2\) then \( \begin {pmatrix} x_1\\x_2\\ \end {pmatrix} = \begin {pmatrix} 1\\-3\\ \end {pmatrix} \).

Recall that if \(A,B\in M_n(\mathbb {F})\), then \(A\) is similar to matrix \(B\) if there exists an invertible matrix \(P\in M_n(\mathbb {F})\ni B=P^{-1}AP\).

Lemma 8.1.7. Similar matrices have the same characteristic polynomial, and hence the same eigenvalues.

Proof. Suppose \(B=P^{-1}AP\) with \(P\) invertible. Then, using \(P^{-1}IP=I\), \[B-xI=P^{-1}AP-xP^{-1}IP=P^{-1}(A-xI)P.\] Taking determinants and using the multiplicative property, \[X_B(x)=\det (B-xI)=\det (P^{-1})\det (A-xI)\det (P) =\frac {1}{\det P}\det (A-xI)\det P=\det (A-xI)=X_A(x).\] So the two characteristic polynomials are identical, and by Theorem 8.1.5 their roots — the eigenvalues — coincide.

Note the order of the statement: equality of the characteristic polynomials is the stronger fact, and the equality of eigenvalues follows from it, not the other way round. □

Definition 8.1.8. If \(T\in \mathcal {L}(V)\), then the characteristic polynomial of \(T\) is the characteristic of the matrix of \(T\) relative to any basis for \(V\).

The set \(V(\lambda )\) of eigenvectors corresponding to eigenvalue together with zero is a subspace of \(V_n(\mathbb {F})\) and is called the eigen space corresponding to \(\lambda \).

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