Eigenvalues & EigenvectorsTopic #23 of 30

Finding Eigenvectors

Solving (A - λI)v = 0, eigenspaces, and algebraic vs geometric multiplicity.

Overview

Once eigenvalues are found, eigenvectors are computed by solving the homogeneous system (AλI)v=0(A - \lambda I)\mathbf{v} = \mathbf{0}. The solution space forms the eigenspace for that eigenvalue.

Method

For each eigenvalue λ\lambda:

  1. Form the matrix AλIA - \lambda I
  2. Solve (AλI)v=0(A - \lambda I)\mathbf{v} = \mathbf{0}
  3. The solution set (excluding zero) gives eigenvectors

Step-by-Step Process

Step 1: Substitute λ\lambda

Replace λ\lambda in AλIA - \lambda I with the known eigenvalue.

Step 2: Row Reduce

Row reduce AλIA - \lambda I to echelon form.

Step 3: Solve the System

Find the null space of AλIA - \lambda I.

Step 4: Write Eigenvectors

Express solutions in parametric form.

Example: 2×2 Matrix

A=[4213]Eigenvalues: λ1=5,λ2=2A = \begin{bmatrix} 4 & 2 \\ 1 & 3 \end{bmatrix} \quad \text{Eigenvalues: } \lambda_1 = 5, \lambda_2 = 2

For λ1=5\lambda_1 = 5:

A5I=[452135]=[1212]A - 5I = \begin{bmatrix} 4-5 & 2 \\ 1 & 3-5 \end{bmatrix} = \begin{bmatrix} -1 & 2 \\ 1 & -2 \end{bmatrix}

Row reduce:

[1212][1200]\begin{bmatrix} -1 & 2 \\ 1 & -2 \end{bmatrix} \to \begin{bmatrix} 1 & -2 \\ 0 & 0 \end{bmatrix}

x12x2=0x1=2x2x_1 - 2x_2 = 0 \Rightarrow x_1 = 2x_2

Let x2=tx_2 = t: v=t[21]\mathbf{v} = t\begin{bmatrix} 2 \\ 1 \end{bmatrix}

Eigenvector: v1=[21]\mathbf{v}_1 = \begin{bmatrix} 2 \\ 1 \end{bmatrix} (or any scalar multiple)

For λ2=2\lambda_2 = 2:

A2I=[422132]=[2211]A - 2I = \begin{bmatrix} 4-2 & 2 \\ 1 & 3-2 \end{bmatrix} = \begin{bmatrix} 2 & 2 \\ 1 & 1 \end{bmatrix}

Row reduce:

[2211][1100]\begin{bmatrix} 2 & 2 \\ 1 & 1 \end{bmatrix} \to \begin{bmatrix} 1 & 1 \\ 0 & 0 \end{bmatrix}

x1+x2=0x1=x2x_1 + x_2 = 0 \Rightarrow x_1 = -x_2

Let x2=tx_2 = t: v=t[11]\mathbf{v} = t\begin{bmatrix} -1 \\ 1 \end{bmatrix}

Eigenvector: v2=[11]\mathbf{v}_2 = \begin{bmatrix} -1 \\ 1 \end{bmatrix}

Eigenspace

The eigenspace EλE_\lambda is the set of all eigenvectors for λ\lambda plus the zero vector:

Eλ=Null(AλI)E_\lambda = \text{Null}(A - \lambda I)

It's a subspace with dimension = geometric multiplicity of λ\lambda.

Geometric Multiplicity

The dimension of the eigenspace:

geo.mult(λ)=dim(Eλ)=nrank(AλI)\text{geo.mult}(\lambda) = \dim(E_\lambda) = n - \text{rank}(A - \lambda I)

Always: 11 \leq geometric multiplicity \leq algebraic multiplicity

Example: Repeated Eigenvalue

A=[3102]p(λ)=(λ2)(λ3)A = \begin{bmatrix} 3 & 1 \\ 0 & 2 \end{bmatrix} \quad p(\lambda) = (\lambda-2)(\lambda-3)

Wait, let me reconsider:

A=[2102]p(λ)=(λ2)2λ=2 (mult. 2)A = \begin{bmatrix} 2 & 1 \\ 0 & 2 \end{bmatrix} \quad p(\lambda) = (\lambda-2)^2 \Rightarrow \lambda = 2 \text{ (mult. 2)}

For λ=2\lambda = 2:

A2I=[0100]A - 2I = \begin{bmatrix} 0 & 1 \\ 0 & 0 \end{bmatrix}

x2=0x_2 = 0, x1x_1 is free

E2=span{[10]}E_2 = \text{span}\left\{\begin{bmatrix} 1 \\ 0 \end{bmatrix}\right\}

Geometric multiplicity = 1 < 2 = algebraic multiplicity

Example: Full Eigenspace

A=[2002]Eigenvalue: λ=2 (mult. 2)A = \begin{bmatrix} 2 & 0 \\ 0 & 2 \end{bmatrix} \quad \text{Eigenvalue: } \lambda = 2 \text{ (mult. 2)}

A2I=[0000]A - 2I = \begin{bmatrix} 0 & 0 \\ 0 & 0 \end{bmatrix}

All non-zero vectors are eigenvectors!

E2=R2=span{[10],[01]}E_2 = \mathbb{R}^2 = \text{span}\left\{\begin{bmatrix} 1 \\ 0 \end{bmatrix}, \begin{bmatrix} 0 \\ 1 \end{bmatrix}\right\}

Geometric multiplicity = 2 = algebraic multiplicity

Verifying Eigenvectors

Always verify by checking Av=λvA\mathbf{v} = \lambda\mathbf{v}:

A=[4213],v=[21],λ=5A = \begin{bmatrix} 4 & 2 \\ 1 & 3 \end{bmatrix}, \quad \mathbf{v} = \begin{bmatrix} 2 \\ 1 \end{bmatrix}, \quad \lambda = 5

Av=[4213][21]=[4(2)+2(1)1(2)+3(1)]=[105]=5[21]A\mathbf{v} = \begin{bmatrix} 4 & 2 \\ 1 & 3 \end{bmatrix}\begin{bmatrix} 2 \\ 1 \end{bmatrix} = \begin{bmatrix} 4(2)+2(1) \\ 1(2)+3(1) \end{bmatrix} = \begin{bmatrix} 10 \\ 5 \end{bmatrix} = 5\begin{bmatrix} 2 \\ 1 \end{bmatrix} \checkmark

Common Mistakes

  • Forgetting that eigenvectors cannot be zero
  • Not checking all eigenvalues
  • Missing linearly independent eigenvectors for repeated eigenvalues
  • Computational errors in row reduction