11.2MH1 LINEAR ALGEBRA EXAMPLES 8: EIGENVALUES AND EIGENVECTORS – SOLUTIONS / 0. , 1. 0 E so E Suppose u v E Then A u v . Au Av u v u v E Au u u so u v Also A u since u v E so u E Hence E is a subspace of n . is a eigenvalue of A if and only if there exists x 0 such that Ax x i.e. if and only if E 0 . Hence, if is not an eigenvalue of A, E 0 and so dimE 0. 2 2. 2 (a) The characteristic equation is det 1 1 1 3 1 3 0. 1 2 ie 2 4 2 2 32 0 3 2 2 5 ie 6 0 2 ie 1 6 0 ie 1 3 2 0 Hence the eigenvalues are 2, 1 and 3. x y z is an eigenvector corresponding to 2 if and only if 2x 2y 3z 2x i.e. 4x 2y 3z 0 x y z 2y x 3y z 0 x 3y z 2z x 3y z 0 has the same solutions as the systems corresponding to the following: 1 4 3 1 0 2 3 0 r2 r2 4r1 i.e. eigenvectors x y z satisfy x Let z So span 1 14 then y 11 14 1 14 x y z and x 1 0 3 14 1 0 1 0 3y 14y z z 0 0 11 14 . and hence the eigenspace corresponding to 1 11 1 14 . x y z is an eigenvector corresponding to 2x 2y 3z x i.e. x 2y 3z x y z y x z x 3y z z x 3y 2z 1 1 if and only if 0 0 0 2 is E 2 has the same solutions as the systems corresponding to the following: 1 1 1 2 0 3 3 0 1 0 2 0 r2 r3 r2 r3 1 0 0 r1 r1 i.e. eigenvectors x y z satisfy x Let z then y and x x y z So 1 1 1 1 1 1 span 2y 2 2 5 3 0 2 0 5 0 3z y z r3 2r3 5r2 1 0 0 2 2 0 3 0 2 0 0 0 0 0 . and hence the eigenspace corresponding to 1 is E 1 . x y z is an eigenvector corresponding to 3 if and only if 2x 2y 3z 3x i.e. x 2y 3z 0 x y z 3y x 2y z 0 x 3y z 3z x 3y 4z 0 has the same solutions as the systems corresponding to the following: 1 1 1 2 2 3 3 0 1 0 4 0 r2 r3 r2 r3 i.e. eigenvectors x y z satisfy Let z So then y x y z 11 1 14 and x 1 1 1 1 1 1 1 0 0 r1 r1 x 2y 2 4 1 3 0 4 0 1 0 3z y z 0 0 . and hence the eigenspace corresponding to 1 1 1 3 is a basis for 7 4 7 4 1 1 0. 4 4 ie 7 7 4 4 44 4 4 1 16 4 7 3 18 2 81 ie 108 ie 3 2 15 36 ie 3 3 12 Hence the eigenvalues are 3 and 12. x y z is an eigenvector corresponding to 3 if and only if 7x 4y z 3x i.e. 4x 4y z 0 4x 7y z 3y 4x 4y z 0 4x 4y 4z 3z 4x 4y z 0 So x y z is an eigenvector if 4x 4y z 0. 1 Let z ,y then x 4 . 2 span consisting of eigenvectors of the matrix. 4 (b) The characteristic equation is det 3 is E 3 0 0 0 0 1 1 1 . 1 4 x y z So 1 4 1 1 0 0 1 and hence the eigenspace corresponding to 3 is E 3 span 1 0 4 1 1 0 . x y z is an eigenvector corresponding to 12 if and only if 7x 4y z 12x i.e. 5x 4y z 0 4x 7y z 12y 4x 5y z 0 4x 4y 4z 12z 4x 4y 8z 0 has the same solutions as the systems corresponding to the following: 1 5 4 1 4 5 2 0 1 0 1 0 r2 r3 r2 r3 5r1 4r1 i.e. eigenvectors x y z satisfy x Let z . then y and x 1 0 0 y 1 9 9 2z y z 0 0 Hence the eigenvectors corresponding to 1 1 1 span 1 0 4 2 0 9 0 9 0 x y z 12 are 1 1 1 . 1 1 0 1 1 1 is a basis for 2 3 consisting of eigenvectors of the matrix. 2 (c) The characteristic equation is det 10 5 4 3 5 0. 4 6 ie 2 4 6 20 2 10 6 25 3 40 5 4 3 4 2 5 ie 2 2 ie 1 3 2 2 ie 1 2 Hence the eigenvalues are 1 and 2. x y z is an eigenvector corresponding to 1 if and only if 2x 2y 3z x i.e. x 2y 3z 0 10x 4y 5z y 10x 5y 5z 0 5x 4y 6z z 5x 4y 5z 0 has the same solutions as the systems corresponding to the following: 1 2 5 2 3 0 1 1 0 4 5 0 r2 r3 r2 r3 1 0 0 2r1 5r1 i.e. eigenvectors x y z satisfy x Let z i.e. E 12 then y 5 3 and x 1 3 2y 3y 2 3 6 3z 5z . 3 3 0 5 0 10 0 0 0 0 0 0 0 Hence the eigenvectors corresponding to 1 3 5 3 x y z 1 are i.e. E 1 span 1 5 3 span 4 15 10 1 . x y z is an eigenvector corresponding to 2 if and only if 2x 2y 3z 2x i.e. 2y 3z 0 10x 4y 5z 2y 10x 6y 5z 0 5x 4y 6z 2z 5x 4y 4z 0 has the same solutions as the systems corresponding to the following: 5 10 0 4 4 0 6 5 0 2 3 0 r2 r2 5 0 0 2r1 4 2 2 x y z is an eigenvector if and only if 5x Let z then y 3 2 2 5 and x 3. Suppose A dimE 2 2 d1 0 0 0 d2 0 0 0 d3 .. .. . . 0 0 0 4y 2y 4z 3z . 2 are 3 i.e. E 2 1 consisting of eigenvectors of the ma- 0 0 0 .. . dn d1 0 0 0 .. . The characteristic equation is det 0 0 d2 0 .. . 0 i.e. d1 d2 dn So the eigenvalues are d1 d2 2 5 3 2 x y z 3 so there is no basis for .. 0 0 . Hence the eigenvectors corresponding to dimE 1 trix. 4 0 3 0 3 0 0 0 0 .. . d3 .. 0 0 . 0 dn 0 dn . 4. Let be an eigenvalue of A and x an eigenvector corresponding to . i.e. Ax x Hence xt Ax xt x where x denotes the complex conjugate of x Now xt Ax xt x xt x so xt Ax xt x A A since A is real t t t t so x Ax xx t t ie xAx xt x xt x C Hence xt Ax xt x At A t t t So from xx x x i.e. x x 0. Thus and so is purely imaginary. 1 5. The characteristic equation is det 1 1 5 1 2 3 4 1 2 0. . 2 2 ie 1 1 1 7 1 3 5 0 3 2 ie 3 3 0 2 ie 1 4 3 0 ie 1 1 3 0 Hence the eigenvalues are 1, 1 and 3. x y z is an eigenvector corresponding to 1 if and only if x y z x i.e. 2x y z 0 x y 2z y x 2z 0 5x 2y 3z z 5x 2y 4z 0 has the same solutions as the systems corresponding to the following: 1 2 5 0 1 2 2 0 1 0 4 0 r2 r3 r2 r3 2r1 5r1 i.e. eigenvectors x y z satisfy x y 1 0 0 2z 3z 0 1 2 2 0 3 0 6 0 0 0 Let z then y 3 and x 2 . So 2 3 1 is an eigenvector corresponding to 1. x y z is an eigenvector corresponding to 1 if and only if x y z x i.e. y z 0 1 x y 2z y x 2y 2z 0 2 5x 2y 3z z 5x 2y 2z 0 3 2 3 gives 4x 0 so x 0 and 1 gives y z. So 0 1 1 is an eigenvector corresponding to 1. x y z is an eigenvector corresponding to 3 if and only if x y z 3x i.e. 2x y z 0 x y 2z 3y x 4y 2z 0 5x 2y 3z 3z 5x 2y 0 has the same solutions as the systems corresponding to the following: 1 2 5 4 1 2 2 0 1 0 0 0 r2 r3 r2 r3 2r1 5r1 i.e. eigenvectors x y z satisfy x 1 0 0 4y 9y 4 9 18 2z 5z 0 0 2 Let z then y 59 and x 9 . So 2 5 9 is an eigenvector corresponding to 3. 2 0 3 1 1 1 So, by the diagonalisation theorem, if P P 1 AP 2 0 5 0 10 0 2 5 9 and D D. 6. A has characteristic equation 1 4 3 ie 4 Hence, by the Cayley-Hamilton theorem A4 (a) Rearranging we get so A 1 4 2 1 2 2 4 4 2 3A 4A 3 4A3 A4 4A3 3A2 4A A3 4A2 3A 4I 5 0 0 4I 0 4I I 1 0 0 0 1 0 0 0 3 then So A 1 4 1 A3 4A2 3A 4I . A4 A5 (b) From so 4A3 3A2 4A 4I 4A4 3A3 4A2 4A 4 4A3 3A2 4A 4I 3A3 4A2 4A 13A3 16A2 12A 16I 13A4 16A3 12A2 16A 13 4A3 3A2 4A 4I 16A3 12A2 16A 36A3 51A2 36A 52I and so A6 7. is an eigenvalue of A i.e. iff 3 3 det 3 2 8 1 2 4 0 3 0 0 1 x y 3x 2x is an eigenvector corresponding to 4y 3y i.e. iff x x y 3x 2x x y i.e. 2x 2x 4y 4y 1 iff 0 0 2y. Hence eigenvectors are multiples of is an eigenvector corresponding to 4y 3y i.e. iff x x y i.e. 4x 2x 4y 2y 0 0 Now, by the diagonalisation theorem, if we let P PDP 1 PD20 P P PIP I 120 0 . 1 iff y. Hence eigenvectors are multiples of D. So A 20 Hence A 2 1 1 1 2 1 1 1 and D 1 0 1 0 1 20 P 1 1 8. Suppose is an eigenvalue of A. Then x 0 such that Ax 2x Now A2 x A Ax A x Ax k k 1 k 1 kx Similarly, A x A Ax A x But Ak 0 so k x 0 hence k 0 (since x 0). So 0. Hence all the eigenvalues of A are zero. x. 9. By the diagonalisation theorem there exists an invertible matrix P such that 6 0 1 then P 1 AP 0 1 P 1 AP 2 D where D .. . . 0 So A PDP Hence detA n 1 det PDP 1 detPdetDdetP 1 detPdetP 1 detD det PP 1 detD detIdetD detD 0 1 .. det . 0 1 2 n n 10. Let xk population of London in k years time. Let yk population outside London in k years time. (x0 and y0 are the populations now). The population sizes after k 1 years are determined by the populations after k years as follows: i.e. xk 1 xk yk Axk where xk xk 1 0 9xk 0 05yk yk 1 0 1xk 0 95yk 0 9 0 05 0 1 0 95 and A Hence x1 Ax0 x2 Ax1 A2 x0 x3 Ax2 A3 x0 and in general xk Ak x0 We investigate Ak x0 using the eigenvalues and vectors of A. 09 01 is an eigenvalue of A iff det 0 05 0 95 2 1 85 ie 0 85 0 ie 0 85 1 0 So the eigenvalues are 0 85 and x y 0 05y 0 95y i.e. iff x y x y 0 9x 0 1x 1. is an eigenvalue corresponding to 0 9x 0 1x 0 85x 0 85y i.e. 1 1 0. Hence 0 85 iff 0 05x 0 05y 0 1x 0 1y x y i.e. 0 0 is an eigenvalue corresponding to is an eigenvalue corresponding to 0 05y 0 95y 0 0 1x 0 1x 1 iff 0 05y 0 05y 7 0 0 0 85. i.e. iff 2x Let P Hence Ak x0 y 0. Hence 1 1 1 2 . Now A 1 2 is an eigenvalue corresponding to PDP 1 0 85 0 0 1 where D 1. . PDP 1 k x0 PDk P 1 x0 1 3 1 3 1 1 0 85 k 0 1 3 1 2 0 1k 0 85 k 1 2x0 y0 0 85 k 2 x0 y0 k x0 y0 0 85 2x0 y0 2 x0 y0 0 85 k 2x0 y0 2 1 1 1 x0 y0 1 1 k 2x Hence xk 0 y0 3 x0 y0 3 0 85 2 1 k yk 2x0 y0 3 x0 y0 3 0 85 1 2 As k , xk 3 x0 y0 and yk 3 x0 y0 . i.e. eventually 2 live in London and 3 outside London. 8 1 3 of the total population will
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