Chapter 5 Flashcards
Definition: eigenvalues and eigenspaces
Let A be a square matrix.
i) A scalar gamma is called an eigenvalue of A if there is a nontrivial solution to the equation Ax = gamma x
ii) A nonzero vector x such that Ax = gamma x is called an eigenvector of A (corresponding to the eigenvalue gamma)
iii) The set of all solutions to Ax = gamma x for a particular gamma is called the eigenspace of A corresponding to gamma
Important stuff about eigenvalues, vectors and spaces
The number gamma is an eigenvalue of A
if and only if Ax = gamma x has nontrivial solutions
if and only if Ax - gamma x = 0 vector has nontrivial solutions
if and only if (A - gamma * Identity)x = 0 has nontrivial solutions
if and only if A - gamma * Identity is not invertible!!!
The eigenspace of A corresponding to the eigenvalue gamma is the solution set for the homogeneous system (A- gamma * Identity)x = 0 vector, i.e.
Nul (A- gammaIdentity). The basis for this eigenspace is the basis for Nul(A-gammaIdentity).
Theorem 5.1
The eigenvalues of a triangular matrix are the entries on the main diagonal
Definition: characteristic equation
Let A be an n x n matrix. The scalar equation det(A-gammaIdentity) = 0 is called the characteristic equation of A. The nth degree polynomial det(A-gammaIdentity) is the characteristic polynomial of A
A scalar gamma is an eigenvalue of A iff gamma satisfies the characteristic equation.
The multiplicity of the eigenvalue gamma is its multiplicity as a zero of the characteristic polynomial.
An n x n matrix has at most n eigenvalues, counting multiplicity.
Theorem 5.2
If v1, … , vf are eigenvectors that correspond to distinct eigenvalue gamma1, … , gammaT of a matrix A, then { v1, … , vf } is linearly independent.
Definition: diagonalizable
A square matrix A is called diagonalizable if A is similar to a diagonal matrix; that is, if A = PDP^-1 for some invertible matrix P and some diagonal matrix D.
The Diagonalization Theorem 5.5
An n x n matrix A is diagonalizable if and only if A has n linearly independent eigenvectors.
In fact, A = PDP^-1 for some diagonal matrix D if and only if the columns of P are n linearly independent eigenvectors of A and the entries on the main diagonal of D are their corresponding eigenvalues.
Theorem 5.6
An n x n matrix with n distinct eigenvalues is diagonalizable