Computation of Eigenvectors

Let A be a square matrix of order n and one of its eigenvalues. Let X be an eigenvector of
A associated to . We must have
This is a linear system for which the matrix coefficient is . Since the zero-vector
is a solution, the system is consistent. n fact, we will in a different !age that the structure of
the solution set of this system is very rich. n this !age, we will basically discuss how to find
the solutions.
Remark. t is quite easy to notice that if X is a vector which satisfies , then the
vector Y " c X #for any arbitrary number c$ satisfies the same equation, i.e. . n
other words, if we %now that X is an eigenvector, then cX is also an eigenvector associated to
the same eigenvalue.
Let us start with an exam!le.
Example. &onsider the matrix
'irst we loo% for the eigenvalues of A. These are given by the characteristic equation
, i.e.
f we develo! this determinant using the third column, we obtain
(sing easy algebraic mani!ulations, we get
)
which im!lies that the eigenvalues of A are *, -+, and ,.
-ext we loo% for the eigenvectors.
1.
Case : The associated eigenvectors are given by the linear system
which may be rewritten by
.any ways may be used to solve this system. The third equation is identical to the
first. Since, from the second equations, we have y " /x, the first equation reduces to
),x 0 z " *. So this system is equivalent to
So the un%nown vector X is given by
Therefore, any eigenvector X of A associated to the eigenvalue * is given by
where c is an arbitrary number.
2.
Case : The associated eigenvectors are given by the linear system
which may be rewritten by
n this case, we will use elementary o!erations to solve it. 'irst we consider the
augmented matrix , i.e.
1
Then we use elementary row o!erations to reduce it to a u!!er-triangular form. 'irst
we interchange the first row with the first one to get
-ext, we use the first row to eliminate the 2 and / on the first column. We obtain
f we cancel the 3 and 4 from the second and third row, we obtain
'inally, we subtract the second row from the third to get
-ext, we set z " c. 'rom the second row, we get y " 1z " 1c. The first row will im!ly
x " -1y0,z " -c. 5ence
Therefore, any eigenvector X of A associated to the eigenvalue -+ is given by
where c is an arbitrary number.
2.
Case : The details for this case will be left to the reader. (sing similar ideas
as the one described above, one may easily show that any eigenvector X of A
associated to the eigenvalue , is given by
,
where c is an arbitrary number.
Remark. n general, the eigenvalues of a matrix are not all distinct from each other #see the
!age on the eigenvalues for more details$. n the next two exam!les, we discuss this !roblem.
Example. &onsider the matrix
The characteristic equation of A is given by
5ence the eigenvalues of A are -) and 3. 'or the eigenvalue 3, it is easy to show that any
eigenvector X is given by
where c is an arbitrary number. Let us focus on the eigenvalue -). The associated eigenvectors
are given by the linear system
which may be rewritten by
&learly, the third equation is identical to the first one which is also a multi!le of the second
equation. n other words, this system is equivalent to the system reduced to one equation
1x0y 0 1z" *.
+
To solve it, we need to fix two of the un%nowns and deduce the third one. 'or exam!le, if we
set and , we obtain . Therefore, any eigenvector X of A
associated to the eigenvalue -) is given by
n other words, any eigenvector X of A associated to the eigenvalue -) is a linear combination
of the two eigenvectors
Example. &onsider the matrix
The characteristic equation is given by
5ence the matrix A has one eigenvalue, i.e. -,. Let us find the associated eigenvectors. These
are given by the linear system
which may be rewritten by
This system is equivalent to the one equation-system
x - y " *.
So if we set x " c, then any eigenvector X of A associated to the eigenvalue -, is given by
Let us summarize what we did in the above exam!les.
2
Summary6 Let A be a square matrix. Assume is an eigenvalue of A. In order to find the
associated eigenvectors, we do the following stes!
1.
Write down the associated linear system
2.
Solve the system.
3.
7ewrite the un%nown vector X as a linear combination of %nown vectors.
The above exam!les assume that the eigenvalue is real number. So one may wonder
whether any eigenvalue is always real. n general, this is not the case exce!t for symmetric
matrices. The !roof of this is very com!licated. 'or square matrices of order 1, the !roof is
quite easy. Let us give it here for the sa%e of being little com!lete.
&onsider the symmetric square matrix
ts characteristic equation is given by
This is a quadratic equation. The nature of its roots #which are the eigenvalues of A$ de!ends
on the sign of the discriminant
(sing algebraic mani!ulations, we get
Therefore, is a !ositive number which im!lies that the eigenvalues of A are real numbers.
Remark. -ote that the matrix A will have one eigenvalue, i.e. one double root, if and only if
. 8ut this is !ossible only if a"c and b"*. n other words, we have
A " a I
1
.
n the next !age, we will discuss the case of com!lex eigenvalues.
/