EA 321; TOPICS IN ENGINEERING MATHEMATICS
PART ; I
By
Engr. ALIYU MAHMOOD
EIGEN VALUES AND EIGEN VECTORS
INTRODUCTION
Eigenvalues are associated with eigenvectors in Linear algebra. Both terms are used in the
analysis of linear transformations. Eigenvalues are the special set of scalar values that is
associated with the set of linear equations most probably in the matrix equations. The
eigenvectors are also termed as characteristic roots. It is a non-zero vector that can be changed at
most by its scalar factor after the application of linear transformations. And the corresponding
factor which scales the eigenvectors is called an eigenvalue.
DEFINITIONS
Eigenvalue
Eigenvalues are the special set of scalars associated with the system of linear equations. It is
mostly used in matrix equations. ‘Eigen’ is a German word that means ‘proper’ or
‘characteristic’. Therefore, the term eigenvalue can be termed as characteristic
value, characteristic root, proper values or latent roots as well. In simple words, the eigenvalue is
a scalar that is used to transform the eigenvector. The basic equation is
Ax = λx
The number or scalar value “λ” is an eigenvalue of A.
In Mathematics, an eigenvector corresponds to the real non zero eigenvalues which point in the
direction stretched by the transformation whereas eigenvalue is considered as a factor by which it
is stretched. In case, if the eigenvalue is negative, the direction of the transformation is negative.
For every real matrix, there is an eigenvalue. Sometimes it might be complex. The existence of
the eigenvalue for the complex matrices is equal to the fundamental theorem of algebra.
What are EigenVectors?
Eigenvectors are the vectors (non-zero) that do not change the direction when any linear
transformation is applied. It changes by only a scalar factor. In a brief, we can say, if A is a linear
transformation from a vector space V and x is a vector in V, which is not a zero vector, then v is
an eigenvector of A if A(X) is a scalar multiple of x.
An Eigenspace of vector x consists of a set of all eigenvectors with the equivalent eigenvalue
collectively with the zero vector. Though, the zero vector is not an eigenvector.
Let us say A is an “n × n” matrix and λ is an eigenvalue of matrix A, then x, a non-zero vector, is
called as eigenvector if it satisfies the given below expression;
Ax = λx
x is an eigenvector of A corresponding to eigenvalue, λ.
Note:
There could be infinitely many Eigenvectors, corresponding to one eigenvalue.
For distinct eigenvalues, the eigenvectors are linearly dependent.
Eigenvalues of a Square Matrix
Suppose, An×n is a square matrix, then [A- λI] is called an Eigen or characteristic matrix, which is
an indefinite or undefined scalar. Where determinant of Eigen matrix can be written as, |A- λI|
and |A- λI| = 0 is the Eigen equation or characteristics equation, where “I” is the identity matrix.
The roots of an Eigen matrix are called Eigen roots.
Eigenvalues of a triangular matrix and diagonal matrix are equivalent to the elements on the
principal diagonals. But eigenvalues of the scalar matrix are the scalar only.
Properties of Eigenvalues
Eigenvectors with Distinct Eigenvalues are Linearly Independent
Singular Matrices have Zero Eigenvalues
If A is a square matrix, then λ = 0 is not an eigenvalue of A
For a scalar multiple of a matrix: If A is a square matrix and λ is an eigenvalue of A. Then, aλ is
an eigenvalue of aA.
For Matrix powers: If A is square matrix and λ is an eigenvalue of A and n≥0 is an integer,
then λn is an eigenvalue of An.
For polynomials of matrix: If A is a square matrix, λ is an eigenvalue of A and p(x) is a
polynomial in variable x, then p(λ) is the eigenvalue of matrix p(A).
Inverse Matrix: If A is a square matrix, λ is an eigenvalue of A, then λ-1 is an eigenvalue of A-1
Transpose matrix: If A is a square matrix, λ is an eigenvalue of A, then λ is an eigenvalue of At
EigenValue Example
In this shear mapping, the blue arrow changes direction, whereas the pink arrow does not. Here,
the pink arrow is an eigenvector because it does not change direction. Also, the length of this
arrow is not changed; its eigenvalue is 1.
