Linear Algebra › Eigenvalues and Eigenvectors
A matrix has
as its set of eigenvalues.
Give the set of eigenvalues of .
If is nonsingular, the set of eigenvalues of
is exactly the set of reciprocals of eigenvalues of
. The eigenvalues of
are
, so the eigenvalues of these numbers are the reciprocals of these. The reciprocal of
is
.
Similarly,
The set of eigenvalues of is
.
A matrix
has
as its set of eigenvalues.
True, false, or indeterminate: the matrix is singular.
False
True
Indeterminate
A matrix is singular - that is, not having an inverse - if and only if one of its eigenvalues is 0. Since 0 is not an element of its eigenvalue set, is nonsingular.
is a nonsingular real matrix with four eigenvalues:
.
True or false: must have these same four eigenvalues.
True
False
One property of eigenvalues is that if is nonsingular, the set of eigenvalues of
is exactly the set of reciprocals of eigenvalues of
. The eigenvalues of
are
, so the eigenvalues of these numbers are the reciprocals of these - in order,
. This is the same set.
A matrix
has
as its set of eigenvalues.
Calculate .
The determinant of a matrix is equal to the product of its eigenvalues, so
is a nonsingular real matrix with four eigenvalues:
.
True or false: must have these same four eigenvalues.
False
True
One property of eigenvalues is that if is nonsingular, the set of eigenvalues of
is exactly the set of reciprocals of eigenvalues of
. The eigenvalues of
are
, so the eigenvalues of these numbers are the reciprocals of these - in order,
. This is not the same set.
is an eigenvalue of a nonsingular real matrix
.
True or false: It follows that is an eigenvalue of
.
True
False
The eigenvalues of a matrix are the solutions of the characteristic polynomial equation
.
is a matrix with only real entries, so the coefficients of the polynomial must be real as well; it follows that any imaginary solutions are in conjugate pairs.
, an eigenvalue of
, is a solution of the characteristic equation; consequently, its complex conjugate
is a solution, and thus, an eigenvalue of
.
One property of eigenvalues is that if is nonsingular, the set of eigenvalues of
is exactly the set of reciprocals of eigenvalues of
. Since
is an eigenvalue of
, it follows that
is an eigenvalue of
.
Suppose we have a square matrix with real-valued entries with only positive eigenvalues. Is
invertible? Why or why not?
It is invertible because none of its eigenvalues is
It is not invertible because none of its eigenvalues is negative.
It is not invertible because is not an eigenvalue
It is invertible because it has no negative eigenvalues.
The square matrix is certainly invertible with the reason being that none of its eigenvalues is
. We know that
is not an eigenvalue, so the following
does not hold for any nonzero vector in
, i.e.
for all nonzero . So the only vector that
maps to the zero vector is the zero vector. In a square matrix, this is equivalent to the null space being the zero vector:
. This is also equivalent to the matrix being invertible.
.
Is an eigenvalue of
, and if so, what is the dimension of its eigenspace?
No.
Yes; the dimension is 1.
Yes; the dimension is 2.
Yes; the dimension is 3.
Assume that is an eigenvalue of
. Then, if
is one of its eigenvectors, it follows that
, or, equivalently,
,
where are the
identity and zero matrices, respectively.
, so
Changing to reduced row echelon form:
We do not need to go further to see that this matrix will not have a row of zeroes. This means the rank of the matrix is 3, and the nullity is 0. If this happens, the tested value, in this case , is not an eigenvalue.
Evaluate so that the sum of the eigenvalues of
is 10.
The sum of the eigenvalues of is 10 regardless of the value of
.
The sum of the eigenvalues of a square matrix is equal to its trace, the sum of its diagonal elements. Examine these elements, which are in red below:
Set the trace equal to 10 and solve for :