Eigenvalues and eigenvectors.

Definition. Let
matrix. The number is called
[ ] be an
eigenvalue of
if there exists a nonzero vector
such that
( )
Every nonzero vector
with the eigenvalue

satisfying (1) is called an eigenvector of

associated

Eigenvalues are also called proper values, characteristic values and latent values;
and eigenvectors are also called proper vectors, characteristic vectors and latent
vectors.
[

Example 1. Let

]. Then

[ ] is eigenvector of

So that

Example 2. Let

[ ]

][ ]

Thus we wish to find all real numbers

associated with the eigenvalue

and their associated eigenvectors.

and all nonzero vectors

satisfying (1), that is

][ ]

[ ]

( )

Equation (2) becomes

{

or {

[ ]

].

We wish to find the eigenvalues of

[ ]

)
(

( )

[ ]

(3) has a nontrivial solution if and only if

This means that

(

)(

Hence

is eigenvalues of

To find all eigenvectors of

[

or
{

associated with
][ ]

and

Hence all eigenvectors associated with

number. In particular

Similarly, for
{

[ ]

we form the linear system

)
(

are given by [ ] ,

[ ] is eigenvector associated with

we obtain
)

or {

All solutions this system are given

.
and

any nonzero
.

are given by [

Hence all eigenvectors associated with

],

any

[ ] is eigenvector associated with

nonzero number. In particular

.

Definition. Let

The determinant

] be an

( )

matrix.

is called the characteristic polynomial of

( )

The equation

( )

)
(

in

Theorem 1. An
eigenvalue of .

is called the characteristic equation of

]. The characteristic polynomial of

|
)

( )

In general we can write

If we let

Example 3. Let

is

matrix

Theorem 2. The eigenvalues of

polynomial of

)(
(

) (

)
)

) then we get

] is singular if and only if

[

is an

] are the roots of the characteristic

Example 4. Compute the eigenvalues and associated eigenvectors of

[

].

Solution. The characteristic polynomial of

is

( )

Thus the eigenvalues of

)(

are then

To obtain an eigenvector
to [

associated with

and obtain

, we substitute
][ ]

[ ] or

Thus we find that the vector [ ] is solution for any number

Letting

we conclude that

[ ] is eingenvector associated with

we obtain that [

In case

][ ]

[ ] or

Solving this linear system we get

(

Thus vector [(
that

Similarly

[(

) ] is solution for any number

Letting

)] is eingenvector associated with

[(

)] is eingenvector associated with

we conclude