How to find eigenvalues, eigenvectors, and eigenspaces

 
 
Eigenvalues, eigenvectors, eigenspaces.jpeg
 
 
 

What are eigenvectors and eigenvalues?

Any vector v\vec{v} that satisfies T(v)=λvT(\vec{v})=\lambda\vec{v} is an eigenvector for the transformation TT, and λ\lambda is the eigenvalue that’s associated with the eigenvector v\vec{v}. The transformation TT is a linear transformation that can also be represented as T(v)=AvT(\vec{v})=A\vec{v}.

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The first thing you want to notice about T(v)=λvT(\vec{v})=\lambda\vec{v}, is that, because λ\lambda is a constant that acts like a scalar on v\vec{v}, we’re saying that the transformation of v\vec{v}, T(v)T(\vec{v}), is really just a scaled version of v\vec{v}.

We could also say that the eigenvectors v\vec{v} are the vectors that don’t change direction when we apply the transformation matrix TT. So if we apply TT to a vector v\vec{v}, and the result T(v)T(\vec{v}) is parallel to the original v\vec{v}, then v\vec{v} is an eigenvector.

Identifying eigenvectors

In other words, if we define a specific transformation TT that maps vectors from Rn\mathbb{R}^n to Rn\mathbb{R}^n, then there may be certain vectors in the domain that change direction under the transformation TT. For instance, maybe the transformation TT rotates vectors by 3030^\circ. Vectors that rotate by 3030^\circ will never satisfy T(v)=λvT(\vec{v})=\lambda\vec{v}.

But there may be other vectors in the domain that stay along the same line under the transformation, and might just get scaled up or scaled down by TT. Those are the vectors that will satisfy T(v)=λvT(\vec{v})=\lambda\vec{v}, which means that those are the eigenvectors for TT. And this makes sense, because T(v)=λvT(\vec{v})=\lambda\vec{v} literally reads “the transformed version of v\vec{v} is the same as the original v\vec{v}, but just scaled up or down by λ\lambda.”

The way to really identify an eigenvector is to compare the span of v\vec{v} with the span of T(v)T(\vec{v}). The span of any single vector v\vec{v} will always be a line. If, under the transformation TT, the span remains the same, such that T(v)T(\vec{v}) has the same span as v\vec{v}, then you know v\vec{v} is an eigenvector. The vectors v\vec{v} and T(v)T(\vec{v}) might be different lengths, but their spans are the same because they lie along the same line.

The reason we care about identifying eigenvectors is because they often make good basis vectors for the subspace, and we’re always interested in finding a simple, easy-to-work-with basis.

Finding eigenvalues

Because we’ve said that T(v)=λvT(\vec{v})=\lambda\vec{v} and T(v)=AvT(\vec{v})=A\vec{v}, it has to be true that Av=λvA\vec{v}=\lambda\vec{v}. Which means eigenvectors are any vectors v\vec{v} that satisfy Av=λvA\vec{v}=\lambda\vec{v}.

We also know that there will be 22 eigenvectors when AA is 2×22\times2, that there will be 33 eigenvectors when AA is 3×33\times3, and that there will be nn eigenvectors when AA is n×nn\times n.

While v=O\vec{v}=\vec{O} would satisfy Av=λvA\vec{v}=\lambda\vec{v}, we don’t really include that as an eigenvector. The reason is first, because it doesn’t really give us any interesting information, and second, because v=O\vec{v}=\vec{O} doesn’t allow us to determine the associated eigenvalue λ\lambda.

So we’re really only interested in the vectors v\vec{v} that are nonzero. If we rework Av=λvA\vec{v}=\lambda\vec{v}, we could write it as

O=λvAv\vec{O}=\lambda\vec{v}-A\vec{v}

O=λInvAv\vec{O}=\lambda I_n\vec{v}-A\vec{v}

(λInA)v=O(\lambda I_n-A)\vec{v}=\vec{O}

Realize that this is just a matrix-vector product, set equal to the zero vector. Because λInA\lambda I_n-A is just a matrix. The eigenvalue λ\lambda acts as a scalar on the identity matrix InI_n, which means λIn\lambda I_n will be a matrix. If, from λIn\lambda I_n, we subtract the matrix AA, we’ll still just get another matrix, which is why λInA\lambda I_n-A is a matrix. So let’s make a substitution B=λInAB=\lambda I_n-A.

Bv=OB\vec{v}=\vec{O}

Written this way, we can see that any vector v\vec{v} that satisfies Bv=OB\vec{v}=\vec{O} will be in the null space of BB, N(B)N(B). But we already said that v\vec{v} was going to be nonzero, which tells us right away that there must be at least one vector in the null space that’s not the zero vector. Whenever we know that there’s a vector in the null space other than the zero vector, we conclude that the matrix BB (the matrix λInA\lambda I_n-A) has linearly dependent columns, and that BB is not invertible, and that the determinant of BB is 00, B=0|B|=0.

Which means we could come up with these rules:

Av=λvA\vec{v}=\lambda\vec{v} for nonzero vectors v\vec{v} if and only if λInA=0|\lambda I_n-A|=0.

λ\lambda is an eigenvalue of AA if and only if λInA=0|\lambda I_n-A|=0.

With these rules in mind, we have everything we need to find the eigenvalues for a particular matrix.

 
 

How to find eigenvalues, eigenvectors, and eigenspaces


 
 

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Finding the eigenvalues of the transformation

Example

Find the eigenvalues of the transformation matrix AA.

Screen Shot 2021-08-16 at 1.46.51 PM.png

We need to find the determinant λInA|\lambda I_n-A|.

Screen Shot 2021-08-16 at 1.47.06 PM.png

Then the determinant of this resulting matrix is

(λ2)(λ2)(1)(1)(\lambda-2)(\lambda-2)-(-1)(-1)

(λ2)(λ2)1(\lambda-2)(\lambda-2)-1

λ24λ+41\lambda^2-4\lambda+4-1

λ24λ+3\lambda^2-4\lambda+3

This polynomial is called the characteristic polynomial. Remember that we’re trying to satisfy λInA=0|\lambda I_n-A|=0, so we can set this characteristic polynomial equal to 00, and get the characteristic equation:

λ24λ+3=0\lambda^2-4\lambda+3=0

To solve for λ\lambda, we’ll always try factoring, but if the polynomial can’t be factored, we can either complete the square or use the quadratic formula. This one can be factored.

(λ3)(λ1)=0(\lambda-3)(\lambda-1)=0

λ=1\lambda=1 or λ=3\lambda=3

So assuming non-zero eigenvectors, we’re saying that Av=λvA\vec{v}=\lambda\vec{v} can be solved for λ=1\lambda=1 and λ=3\lambda=3.


The reason we care about identifying eigenvectors is because they often make good basis vectors for the subspace, and we’re always interested in finding a simple, easy-to-work-with basis.

We want to make a couple of important points, which are both illustrated by this last example.

First, the sum of the eigenvalues will always equal the sum of the matrix entries that run down its diagonal. In the matrix AA from the example, the values down the diagonal were 22 and 22. Their sum is 44, which means the sum of the eigenvalues will be 44 as well. The sum of the entries along the diagonal is called the trace of the matrix, so we can say that the trace will always be equal to the sum of the eigenvalues.

Trace(A)=sum of As eigenvalues\text{Trace}(A)=\text{sum of }A\text{'s eigenvalues}

Realize that this also means that, for an n×nn\times n matrix AA, once we find n1n-1 of the eigenvalues, we’ll already have the value of the nnth eigenvalue.

Second, the determinant of AA, A|A|, will always be equal to the product of the eigenvalues. In the last example, A=(2)(2)(1)(1)=41=3|A|=(2)(2)-(1)(1)=4-1=3, and the product of the eigenvalues was λ1λ2=(1)(3)=3\lambda_1\lambda_2=(1)(3)=3.

Det(A)=A=product of As eigenvalues\text{Det}(A)=|A|=\text{product of }A\text{'s eigenvalues}

Finding eigenvectors

Once we’ve found the eigenvalues for the transformation matrix, we need to find their associated eigenvectors. To do that, we’ll start by defining an eigenspace for each eigenvalue of the matrix.

The eigenspace EλE_\lambda for a specific eigenvalue λ\lambda is the set of all the eigenvectors v\vec{v} that satisfy Av=λvA\vec{v}=\lambda\vec{v} for that particular eigenvalue λ\lambda.

As we know, we were able to rewrite Av=λvA\vec{v}=\lambda\vec{v} as (λInA)v=O(\lambda I_n-A)\vec{v}=\vec{O}, and we recognized that λInA\lambda I_n-A is just a matrix. So the eigenspace is simply the null space of the matrix λInA\lambda I_n-A.

Eλ=N(λInA)E_\lambda=N(\lambda I_n-A)

To find the matrix λInA\lambda I_n-A, we can simply plug the eigenvalue into the value we found earlier for λInA\lambda I_n-A. Let’s continue on with the previous example and find the eigenvectors associated with λ=1\lambda=1 and λ=3\lambda=3.


Example

For the transformation matrix AA, we found eigenvalues λ=1\lambda=1 and λ=3\lambda=3. Find the eigenvectors associated with each eigenvalue.

Screen Shot 2021-08-16 at 1.47.38 PM.png

With λ=1\lambda=1 and λ=3\lambda=3, we’ll have two eigenspaces, given by Eλ=N(λInA)E_\lambda=N(\lambda I_n-A). With

Screen Shot 2021-08-16 at 1.47.50 PM.png

we get

Screen Shot 2021-08-16 at 1.48.08 PM.png

and

Screen Shot 2021-08-16 at 1.48.18 PM.png

Therefore, the eigenvectors in the eigenspace E1E_1 will satisfy

Screen Shot 2021-08-16 at 1.48.38 PM.png

v1+v2=0v_1+v_2=0

v1=v2v_1=-v_2

So with v1=v2v_1=-v_2, we’ll substitute v2=tv_2=t, and say that

[v1v2]=t[11]\begin{bmatrix}v_1\\ v_2\end{bmatrix}=t\begin{bmatrix}-1\\ 1\end{bmatrix}

Which means that E1E_1 is defined by

E1=Span([11])E_1=\text{Span}\Big(\begin{bmatrix}-1\\ 1\end{bmatrix}\Big)

And the eigenvectors in the eigenspace E3E_3 will satisfy

Screen Shot 2021-08-16 at 1.49.07 PM.png

v1v2=0v_1-v_2=0

v1=v2v_1=v_2

And with v1=v2v_1=v_2, we’ll substitute v2=tv_2=t, and say that

[v1v2]=t[11]\begin{bmatrix}v_1\\ v_2\end{bmatrix}=t\begin{bmatrix}1\\ 1\end{bmatrix}

Which means that E3E_3 is defined by

E3=Span([11])E_3=\text{Span}\Big(\begin{bmatrix}1\\ 1\end{bmatrix}\Big)


If we put these last two examples together (the first one where we found the eigenvalues, and this second one where we found the associated eigenvectors), we can sketch a picture of the solution. For the eigenvalue λ=1\lambda=1, we got

E1=Span([11])E_1=\text{Span}\Big(\begin{bmatrix}-1\\ 1\end{bmatrix}\Big)

We can sketch the spanning eigenvector v=(1,1)\vec{v}=(-1,1),

and then say that the eigenspace for λ=1\lambda=1 is the set of all the vectors that lie along the line created by v=(1,1)\vec{v}=(-1,1).

eigenspace for the eigenvalue 1

Then for the eigenvalue λ=3\lambda=3, we got

E3=Span([11])E_3=\text{Span}\Big(\begin{bmatrix}1\\ 1\end{bmatrix}\Big)

We can add to our sketch the spanning eigenvector v=(1,1)\vec{v}=(1,1),

sketch of the spanning vector (1,1)

and then say that the eigenspace for λ=3\lambda=3 is the set of all the vectors that lie along the line created by v=(1,1)\vec{v}=(1,1).

eigenspace for the eigenvalue 3

In other words, we know that, for any vector v\vec{v} along either of these lines, when you apply the transformation TT to the vector v\vec{v}, T(v)T(\vec{v}) will be a vector along the same line, it might just be scaled up or scaled down.

Specifically,

  • since λ=1\lambda=1 in the eigenspace E1E_1, any vector v\vec{v} in E1E_1, under the transformation TT, will be scaled by 11, meaning that T(v)=λv=1v=vT(\vec{v})=\lambda\vec{v}=1\vec{v}=\vec{v}, and

  • since λ=3\lambda=3 in the eigenspace E3E_3, any vector v\vec{v} in E3E_3, under the transformation TT, will be scaled by 33, meaning that T(v)=λv=3vT(\vec{v})=\lambda\vec{v}=3\vec{v}.

 
 

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