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AI HL · AHL 5

Matrices

AHL 5.6

Eigenvalues and eigenvectors

AHL 5.6

Eigenvalues and eigenvectors

Target: Find eigenvalues from the characteristic equation (+1 more)

By the end of this section

Key points

Eigenvalues and eigenvectors

  • If \(M\mathbf{v} = \lambda\mathbf{v}\) for a non-zero vector \(\mathbf{v}\), then \(\lambda\) is an eigenvalue of \(M\) and \(\mathbf{v}\) is its eigenvector.
  • Multiplying by \(M\) does not turn an eigenvector. It only stretches it, by the factor \(\lambda\).

Finding them

  • Eigenvalues: solve the characteristic equation \(\det(M - \lambda I) = 0\). Take \(\lambda\) off the leading diagonal, then find the determinant. For a 2 × 2 matrix it is a quadratic.
  • Eigenvectors: put each \(\lambda\) into \(M\mathbf{v} = \lambda\mathbf{v}\). The two equations say the same thing, so choose a simple value for \(x\) or \(y\).
  • Any multiple of an eigenvector is also an eigenvector.

A check

  • The eigenvalues add up to the sum of the leading diagonal.

Read

Notes, worked examples and exam style questions.

On the calculator

Eigenvalues and eigenvectors

Menu > Matrix & Vector > Advanced · eigVl(a) and eigVc(a)

  • eigVc gives eigenvectors of length 1, as decimals. Compare the ratio of the two numbers in a column with your own vector.

Screenshot and video to come

Explore: which vectors keep their direction?

Drag v (orange). The teal arrow is Mv. Find the directions where Mv lies along the same line as v: those v are the eigenvectors.

M =

v
Mv
Same line?

Dragged close to an eigenvector line, v clicks onto it. Select v (Tab) and use the arrow keys for small steps.

  1. For the first matrix, find two directions where Mv lies along v. What number is Mv a multiple of v each time?
  2. On one of those lines, make v twice as long. What happens to Mv? Is 2v also an eigenvector?
  3. Type the matrix with 0, −1 on the top row and 1, 0 on the bottom row. Can you find any direction that works? Why not?
  4. Type 2, 1 on the top row and 1, 3 on the bottom row. The eigenvalues are not whole numbers. Find the two lines anyway, then check with the characteristic equation.

Worked examples

Problems like the ones in class. Pick one, try it, then open the working.
Eigenvalues and eigenvectors

Find the eigenvalues and eigenvectors of \(M = \begin{pmatrix}4 & 1 \\ 2 & 3\end{pmatrix}\).

Working
  1. Characteristic equation

    \(\det\begin{pmatrix}4-\lambda & 1 \\ 2 & 3-\lambda\end{pmatrix} = 0\)

    Take \(\lambda\) off the leading diagonal.

  2. Expand and solve

    \((4 - \lambda)(3 - \lambda) - 2 = 0\), so \(\lambda^2 - 7\lambda + 10 = 0\), \(\lambda = 5\) or \(2\)

    Check: \(5 + 2 = 7 = 4 + 3\).

  3. λ = 5

    \(4x + y = 5x\), so \(y = x\)

    Choose \(x = 1\): the eigenvector is \(\begin{pmatrix}1 \\ 1\end{pmatrix}\).

  4. λ = 2

    \(4x + y = 2x\), so \(y = -2x\)

    Choose \(x = 1\): the eigenvector is \(\begin{pmatrix}1 \\ -2\end{pmatrix}\).

Video walkthrough coming
An eigenvector is given

\(\begin{pmatrix}1 \\ 3\end{pmatrix}\) is an eigenvector of \(\begin{pmatrix}5 & 1 \\ 6 & a\end{pmatrix}\). Find \(a\) and both eigenvalues.

Working
  1. Multiply

    \(\begin{pmatrix}5 & 1 \\ 6 & a\end{pmatrix}\begin{pmatrix}1 \\ 3\end{pmatrix} = \begin{pmatrix}8 \\ 6+3a\end{pmatrix}\)

    Matrix first, vector second.

  2. It must be a multiple of the eigenvector

    \(8 = \lambda(1)\), so \(\lambda = 8\)

    Top row first.

  3. Bottom row

    \(6 + 3a = 8(3)\), so \(a = 6\)

    The bottom row must be 8 times the bottom of the eigenvector.

  4. The other eigenvalue

    \(5 + 6 - 8 = 3\)

    The eigenvalues add up to the leading diagonal, 11.

Video walkthrough coming
No real eigenvalues

Show that \(\begin{pmatrix}0 & -2 \\ 2 & 0\end{pmatrix}\) has no real eigenvalues.

Working
  1. Characteristic equation

    \((-\lambda)(-\lambda) - (-2)(2) = 0\), so \(\lambda^2 + 4 = 0\)

    Take \(\lambda\) off the leading diagonal, then find the determinant.

  2. Conclusion

    \(\lambda^2 = -4\) has no real solutions

    No vector keeps its direction: the matrix turns every vector through 90° and doubles it.

Video walkthrough coming
Eigenvalue given, unknown in the matrix

\(4\) is an eigenvalue of \(M = \begin{pmatrix}k & 3 \\ 2 & 1\end{pmatrix}\). Find \(k\), then find the other eigenvalue and the eigenvector for \(\lambda = 4\).

Working
  1. Use the characteristic equation

    \(\det\begin{pmatrix}k-\lambda & 3 \\ 2 & 1-\lambda\end{pmatrix} = (k-\lambda)(1-\lambda) - 6 = 0\)

    The eigenvalue 4 must make this true.

  2. Put in 4 and solve

    \((k-4)(1-4) - 6 = 0\)

    So \(-3(k-4) = 6\), \(k - 4 = -2\), \(k = 2\).

  3. The other eigenvalue

    \(\lambda^2 - 3\lambda - 4 = 0,\quad \lambda = 4 \text{ or } -1\)

    The sum of the eigenvalues is the sum of the leading diagonal: \(2 + 1 = 3\).

  4. Eigenvector for 4

    \((2-4)x + 3y = 0\)

    So \(y = \tfrac{2}{3}x\). Choose \(x = 3\): the eigenvector is \(\begin{pmatrix}3 \\ 2\end{pmatrix}\).

Video walkthrough coming