Testing a guessed vector can confirm an eigenvector, but it can never show that no eigenvector was missed. For the matrix with rows and , which numbers allow a nonzero solution of , and what are all the solutions for each of them? This lesson turns the first question into a polynomial equation in and the second into a homogeneous linear system, then checks the results with the trace and the determinant. Throughout, a tuple such as stands for a column vector, and matrices and eigenvalues are real.
Key terms
Characteristic polynomial
Definition Let be a real matrix. Its characteristic polynomial is
where is a scalar variable. Expanding the determinant gives a polynomial in of degree with leading coefficient . A real number is an eigenvalue of exactly when . Indeed, is the same as , which has a nonzero solution exactly when the square matrix is singular, that is, when . Since , the two determinants differ only by the factor and vanish together. For a matrix with rows and ,
Only square matrices have a characteristic polynomial and eigenvalues.
In plain words The determinant of is zero exactly when the shifted matrix crushes some nonzero vector to zero. Treating as an unknown turns that test into a single polynomial, and its real roots are the eigenvalues.
Example For
the determinant is
Characteristic equation
Definition The characteristic equation of a real matrix is , and its real solutions are exactly the real eigenvalues of . For a matrix it is a quadratic equation . When the left side factors as , the roots are and , because a product of real numbers is zero only when a factor is zero. Whether or not a factorization is easy to see, the number , the discriminant, decides how many real roots there are. If it is positive there are two distinct real roots, if it is zero there is one repeated real root, and if it is negative there is no real root, so the matrix has no real eigenvalue. When , the quadratic formula gives the real roots
In plain words The eigenvalues are the real solutions of one equation. For a matrix that equation is quadratic. Factor it when two numbers with the right sum and product are easy to see, and otherwise use the formula and keep both signs of the square root.
Example For the equation factors as , since and , so the eigenvalues are and . The matrix with rows and has the characteristic equation , with discriminant , so
The quarter turn with rows and has , with discriminant , and so it has no real eigenvalue.
Eigenspace
Definition Let be an eigenvalue of a real matrix . The eigenspace of for is
As a null space it is a subspace of . It contains , its nonzero vectors are exactly the eigenvectors of for , and it is not because is an eigenvalue. The equation says only that a nonzero solution exists. The homogeneous system still has to be solved to find which vectors they are.
In plain words The eigenspace collects every vector that the matrix multiplies by , together with the zero vector. It is the whole answer to the question of which vectors belong to , not a single sample vector.
Example For and ,
The equations and both say . So consists of the vectors , and . Check in the original matrix that .
Basis of an eigenspace
Definition To find a basis of , row reduce to echelon form, solve for the pivot variables in terms of the free variables, and write the general solution as a linear combination with one vector for each free variable. Those vectors are linearly independent and span , so they form a basis, and
the number of free variables. A basis is not unique. Any nonzero multiple of a basis vector of a line spans the same line. A request to find the eigenspace asks for all solutions, usually given as a basis, and one eigenvector is not enough when the eigenspace has dimension greater than one.
In plain words Solving the null space once gives every eigenvector for . The basis is the short way to write all of them, one vector per free variable.
Example For and , both rows of are , so the only condition is , that is . Then , and would describe the same line. Check that .
An eigenspace can be larger than a line. The matrix
has . For the steps and give
The single equation leaves and free, and , so
The vectors and form a basis of , which is a plane of dimension . Multiplying confirms and . For the same method gives , and .
Trace and determinant checks
Definition The trace of a square matrix is the sum of its diagonal entries. For a real matrix,
If , comparing coefficients gives
The same holds for a real matrix whose characteristic polynomial factors into linear factors over the scalars in use, , with each eigenvalue listed as many times as its factor appears. The coefficient of in is and the constant term is , so the eigenvalues add up to and multiply to . If has nonreal roots, the factorization needs complex scalars and the list includes those roots, so the real eigenvalues alone cannot complete the check. The checks concern eigenvalues only. They say nothing about the eigenvectors, which are checked by computing .
In plain words When factors into linear factors and each eigenvalue is counted as often as its factor appears, the eigenvalues add up to the trace and multiply to the determinant. A wrong root usually breaks one of these two equations, so they make a quick test, but passing them does not confirm any eigenspace.
Example For the trace is and the determinant is . For the matrix above, the trace is and the determinant is . The eigenvalues pass the check only when is counted twice, since and . Counting once would give the sum and the product .
Check yourself
- Find the characteristic polynomial, the eigenvalues and a basis of each eigenspace of the matrix with rows and .
Show the answer
Call the matrix . Then
so the eigenvalues are and . For the matrix has rows and , both giving , so . For the matrix has rows and , both giving , so . Check that and . The trace equals , and the determinant equals .
- Let be the matrix with every entry equal to . A student finds the eigenvalue and reports its eigenspace as . What is missing? Find all eigenvalues and eigenspaces.
Show the answer
The student found one eigenvector, not the eigenspace. Here , and row reduction leaves the single equation with and free. So
a plane of dimension . The student’s vector lies in it, but it gives only one of two independent directions.
To find the characteristic polynomial, add the second and third rows of to its first row, which makes every entry of the first row equal to . Factoring out leaves the first row , and adding it to the other two rows leaves a triangular matrix with diagonal entries , and . So , and the other eigenvalue is . Every row of sums to zero, so is in its null space, and its first two rows and are independent, so its rank is and . Indeed . The eigenvalues add up to the trace and multiply to .
- For the matrix with rows and , find the eigenvalues and an eigenvector for each eigenvalue. Keep the answers exact, and check them with the trace and the determinant.
Show the answer
Call the matrix . Its characteristic polynomial is , with discriminant , so
The first row of says , so , and spans each eigenspace. This gives for and for . The second row agrees, because . As a direct check,
The eigenvalues add up to , the trace, and multiply to , which is .