2. Eigenvalues and Eigenvectors

Eigenvalues

  • Eigenvalues are denoted as λ (Lambda).
  • The following equation is used to calculate the eigenvalues of a matrix.
LaTeX in HTML
\[\Large det(A – \lambda I) = 0 \] \[\Large |A – \lambda I| = 0 \]

  • The above equation is also called the characteristic equation.

Calculating eigenvalues

Now let’s calculate the eigenvalues of the following 2 × 2 matrix step-by-step.

A Matrix
\[\Large A = \begin{bmatrix} 4 & 1 \\ 3 & 2 \end{bmatrix} \]

Step 1: Substitute values

  • Substitute the matrix to A.
  • Substitute an identity matrix (Of the same order) to the I.
LaTeX in HTML
\[\Large |A – \lambda I| = 0 \]
\[\Large A – \lambda I = \begin{bmatrix} 4 & 1 \\ 3 & 2 \end{bmatrix} – \lambda \begin{bmatrix} 1 & 0 \\ 0 & 1 \end{bmatrix} \] \[\Large = \begin{bmatrix} 4 & 1 \\ 3 & 2 \end{bmatrix} – \begin{bmatrix} \lambda & 0 \\ 0 & \lambda \end{bmatrix} \] \[\Large = \begin{bmatrix} 4 – \lambda & 1 \\ 3 & 2 – \lambda \end{bmatrix} \]

Step 2: Find the determinant of the above resulting expression

To learn about how to find the determinant of a 2 × 2 matrix, go through Determinant of a 2 × 2 matrix.

LaTeX in HTML
\[\Large |A – \lambda I| = \left\vert \begin{array}{ccc} 4 – \lambda & 1 \\ 3 & 2 – \lambda \end{array} \right\vert = 0 \]
\[\Large \color{purple}{Determinant,} \] \[\Large (4-\lambda)(2-\lambda)-3=0 \] \[\Large 8-4\lambda-2\lambda+\lambda^{2}-3=0 \] \[\Large \lambda^{2}-6\lambda+5 = 0 \]

  • Now factorize the above quadratic equation.
LaTeX in HTML
\[\Large \lambda^{2}-5\lambda-\lambda+5=0 \] \[\Large \lambda(\lambda-5)-1(\lambda-5)=0 \] \[\Large (\lambda-5)(\lambda-1)=0 \]

Step 3: Find the eigenvalues

  • The solutions (or roots) of the above quadratic equations will we eigenvalues.
LaTeX in HTML
\[\Large \textcolor{purple}{if,~~~} (\lambda-5)(\lambda-1)=0 \] \[\Large \lambda=5 ~~or~~ \lambda=1 \]
\[\Large ∴~~\lambda_{1}=5 ~~and~~ \lambda_{2}=1 \]

Eigenvalues
  • The above two values are the eigenvalues of the matrix ‘A’.



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