MATRICES AND DETERMINANT

Module 3
Eigenvalues, Eigenvectors and
Diagonalization of a Matrix.
 Module Learning Outcomes
• Obtain the characteristic equation of a given
matrix.
• Solve a given matrix to find its eigenvalues and its
eigenvectors.
• Determine the modal matrix of a given vector.
• Determine the spectral matrix of a given vector.
• the derivative of a
• Solve a system of linear equations using the
inverse method.
 Introduction
Consider the system of ′𝑛′ linear equations with ′𝑛′ unknowns
given by:

𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ +𝑎1𝑛 𝑥𝑛 = 𝑏1

𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ +𝑎2𝑛 𝑥𝑛 = 𝑏2
⋮ ⋮ ⋮ ⋮
𝑎𝑛1 𝑥1 + 𝑎𝑛2 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2

Where 𝑎𝑖𝑗 and 𝑏𝑖 are known constants and 𝑥𝑛 𝑠 are unknowns.

The system of equations can be written as:

𝐴𝑋 = 𝐵

Where A is the coefficient matrix and 𝐵 = λ𝑥 represents the

degree to which the vector matrix 𝑋 is transformed or changed.
 Introduction
That is,
𝐴𝑥 = λ𝑥
𝑖. 𝑒. 𝐴𝑥 − λ𝑥 = 0

∴ 𝐴 − λ𝐼 𝑋 = 0 𝐸𝑞𝑛1

Since the matrix equation possesses a non-zero solution,

therefore,

𝐴 − λ𝐼 =0 𝐸𝑞𝑛2

Where λ is known as the eigenvalues, 𝐼 is the identity matrix

in the order of ‘ 𝐴 ’ and equation 1 is known as the
characteristic equation.
 Introduction
In the matrix equation 1, 𝑥𝑖 represents the column vectors 𝑥1 , 𝑥2 , … . . 𝑥𝑛
satisfying the matrix equation and are called the eigenvectors of matrix
𝐴.

∴ If
𝑎11 𝑎12 ⋯ 𝑎1𝑛
𝑎21 𝑎22 … 𝑎2𝑛
𝐴= ⋮ ⋮ ⋮
𝑎𝑛1 𝑎𝑛2 … 𝑎𝑛𝑛

The characteristic equation is: 𝐴 − λ𝐼 =0

𝑎11 − λ 𝑎12 ⋯ 𝑎1𝑛
𝑎21 𝑎22 − λ … 𝑎2𝑛
𝐴 − λ𝐼 = =0
⋮ ⋮ ⋮
𝑎𝑛1 𝑎𝑛2 … 𝑎𝑛𝑚 − λ
 Introduction
After expansion, we get a polynomial of the form:

𝑃𝑛 λ = (−1)𝑛 λ𝑛 + 𝐶1 λ𝑛−1 + 𝐶2 λ𝑛−2 + ⋯ + 𝐶𝑛−1 λ + 𝐶𝑜 𝐸𝑞𝑛3

Equation 3 is known as the characteristic polynomial of 𝐴 and the polynomial equation 𝑃𝑛 λ = 0 is
known as the characteristic equation of 𝐴.

The roots of the characteristic equation are called eigenvalues of 𝐴 or characteristic values of 𝐴.

If the ‘𝑛’ eigenvectors 𝑥𝑖 are arranged as columns of a square matrix, the modal matrix of 𝐴 is obtained
and denoted by M as:

𝑀 = 𝑥1 , 𝑥2 , ⋯ , 𝑥𝑛 𝐸𝑞𝑛4

The spectral matrix of A, denoted as ‘𝑆’ is the diagonal matrix with eigenvalues only on the main
diagonal

λ1 𝑎12 ⋯ 𝑎1𝑛
𝑎 λ2 − λ … 𝑎2𝑛
𝑆 = 21 𝐸𝑞𝑛5
⋮ ⋮ ⋮
𝑎𝑛1 𝑎𝑛2 … λ𝑛
 1 3 0
Example 1: Given that : 𝐴 = 1 2 1 Determine the:
2 1 −1
(i) eigenvalues (ii) eigenvectors (iii) modal matrix (iv) spectral matrix.
Solution:
(i) The characteristic equation is given by:

𝐴 − λ𝐼 = 0

1 3 0 1 0 0 1−λ 3 0
𝐴 − λ𝐼 = 1 2 1 −λ 0 1 0 = 1 2−λ 1
2 1 −1 0 0 1 −2 1 −1 − λ

1−λ 3 0
∴ 𝐴 − λ𝐼 = 1 2−λ 1
−2 1 1−λ

2−λ 1 1 1
= 1−λ −3 +0
1 1−λ −2 1 − λ
 2−λ 1 1 1
= 1−λ −3 +0
1 1−λ −2 1 − λ

1−λ 2 − λ −1 − λ − 1 − 3[ −1 − λ + 2] = 0

1 − λ −2 − 2λ + λ + λ2 − 1 − 3 1 − λ = 1 − λ λ2 − λ − 3 − 3 + 3λ = 0

λ2 − λ − 3 − λ3 + λ2 + 3λ − 3 + 3λ = 0

λ3 − 2λ2 − 5λ + 6 = 0

∴ 𝑇ℎ𝑒 𝑐ℎ𝑎𝑟𝑎𝑐𝑡𝑒𝑟𝑖𝑠𝑡𝑖𝑐 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑖𝑠:

λ3 − 2λ2 − 5λ + 6 = 0

But λ − 1 is a factor of the equation

 ∴ 𝑇ℎ𝑒 𝑐ℎ𝑎𝑟𝑎𝑐𝑡𝑒𝑟𝑖𝑠𝑡𝑖𝑐 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑖𝑠:
λ3 − 2λ2 − 5λ + 6 = 0

But λ − 1 is a factor of the equation

λ2−λ−6
λ − 1 λ3 − 2λ2 − 5λ + 6
λ2 − λ2
−λ2 − 5λ + 6
λ2 + λ
−6λ + 6
−6λ + 6

λ3 − 2λ2 − 5λ + 6 = λ − 1 (λ 2 − λ − 6)

λ3 − 2λ2 − 5λ + 6 = 0 = λ − 1 λ − 2 λ − 3 = 0

∴ 𝑇ℎ𝑒 𝑒𝑖𝑔𝑒𝑛𝑣𝑎𝑙𝑢𝑒𝑠 𝑎𝑟𝑒 λ1 = 1, λ2 = −2, λ3 = 3

ii) To find the eigenvectors:

𝐴 − λ𝐼 𝑋 = 0
And let:
𝑥1
𝑋 = 𝑥2 𝑏𝑒 𝑡ℎ𝑒 𝑒𝑖𝑔𝑒𝑛𝑣𝑒𝑐𝑡𝑜𝑟𝑠 𝑐𝑜𝑟𝑟𝑒𝑠𝑝𝑜𝑛𝑑𝑖𝑛𝑔 𝑡𝑜 λ
𝑥3

If 𝐴 − λ𝐼 𝑋 = 0;

1−λ 3 0 𝑥1 0
1 2−λ 1 𝑥2 = 0
−2 1 −1 − λ 𝑥3 0

For λ1 = 1,
1 3 0 𝑥1 0
1 1 1 𝑥2 = 0
−2 1 −2 𝑥3 0

3𝑥2 = 0, 𝑥2 = 0
 3𝑥2 = 0, 𝑥2 = 0

𝑥1 + 𝑥2 + 𝑥3 = 0, 𝑥1 +𝑥3 = 0, 𝑥3 = −𝑥1

Again, −2𝑥1 + 𝑥2 − 2𝑥3 = 0, 2𝑥1 +2𝑥3 = 0

Recall, 𝑥3 = −𝑥1
∴ 𝑥1 = 1 𝑎𝑛𝑑 𝑥3 = −1

So, the eigenvector corresponding to λ1 = 1 is:

1
𝑋1 = 0
−1
For λ2 = −2,
3 3 0 𝑥1 0
1 4 1 𝑥2 = 0
−2 1 −1 𝑥3 0

3𝑥1 + 3𝑥2 = 0, 𝑥2 = −𝑥1

𝑥1 + 4𝑥2 + 𝑥3 = 0, 𝑥1 +4(−𝑥1 ) + 𝑥3 = 0, 𝑥3 = 3𝑥1

𝑥2 = −𝑥1 ∴ 𝑥1 = 1, 𝑡ℎ𝑒𝑛 𝑥2 = −1 𝑎𝑛𝑑 𝑥3 = 3

So, the eigenvector corresponding to λ1 = −2 is:

1
𝑋2 = −1
3
For λ3 = 3,
−2 3 0 𝑥1 0
1 −1 1 𝑥2 = 0
−2 1 −4 𝑥3 0

2
−2𝑥1 + 3𝑥2 = 0, 𝑥2 = − 𝑥1
3

2 1
𝑥1 − 𝑥2 + 𝑥3 = 0, 𝑥1 − 𝑥1 + 𝑥3 = 0, 𝑥1 + 𝑥3 = 0
3 3

1
𝑥1 = − 𝑥1
3

∴ 𝑥1 = 3, 𝑡ℎ𝑒𝑛 𝑥2 = 2 𝑎𝑛𝑑 𝑥3 = −1

So, the eigenvector corresponding to λ3 = 3 is:

3
𝑋3 = 2
−1
iii) The Modal Matrix

1 1 3
𝑀 = 𝑋1 , 𝑋2 , 𝑋3 = 0 −1 2
−1 3 −1

iii) The Spectral Matrix

1 0 0
𝑆 = 0 −2 0
−1 3 3
Example 2:
3 −2 2
If 𝐴 = 6 −4 6 and the eigenvectors are:
2 −1 3

−1 0 1 𝑇 , 0 1 1 𝑇 and 1 2 1 𝑇 . Determine the corresponding

eigenvalues.
Solution:
−1
Let 𝐾1 = −1 0 1 𝑇 = 0 ,
1
Then,
3 2 6 −1 −1 −1
6 −4 6 0 = 0 = 1 × 0
2 −1 3 1 1 1

Hence, λ1 = 1.
 0
𝑇
Let 𝐾2 = 0 1 1 = 1 ,
1
Then,
3 −2 2 0 0 0
6 −4 6 1 = 2 = 2 × 1
2 −1 3 1 2 1

Hence, λ2 = 2.
1
𝑇
Let 𝐾3 = 1 2 0 = 2 ,
0
Then,
3 −2 2 1 −1 1
6 −4 6 2 = −2 = −1 × 2
2 −1 3 0 0 0

Hence, λ3 = −1.
Example 3:
5 −1 0
If 𝐴 = 0 −5 9 , find the eigenvalues of 2𝐴3 + 6𝐴2 − 3𝐴 + 2𝐼.
5 −1 0
Solution:
5−λ −1 0
0 −5 − λ 9 = 0
5 −1 −λ

𝜆3 − 16𝜆 = 0

∴ 𝑡ℎ𝑒 𝑒𝑖𝑔𝑒𝑛𝑣𝑎𝑙𝑢𝑒𝑠 𝑎𝑟𝑒 λ = 0, 4, −4

Eigenvalues of A = 0, 4, −4 ;
Eigenvalues of 𝐴2 = 0, 16, 16;
Eigenvalues of 𝐴3 = 0, 64, 64;
Eigenvalues of I = 1, 1, 1 (𝑓𝑜𝑟 𝑖𝑑𝑒𝑛𝑡𝑖𝑡𝑦 𝑚𝑎𝑡𝑟𝑖𝑥);
Therefore the eigenvalues of 2𝐴2 + 6𝐴2 − 3𝐴 + 2𝐼 are:

First eigenvalue = 3 0 + 6 0 − 3 0 + 2 1 = 2

Second eigenvalue = 3 64 + 6 16 − 3 4 + 2 1 = 214

Third eigenvalue = 3 −64 + 6 16 − 3 −4 + 2 1 = −18

The eigenvalues of 2𝐴2 + 6𝐴2 − 3𝐴 + 2𝐼 are:

2, 214, 𝑎𝑛𝑑 − 18
 Cayley-Hamilton Theorem
Every square matrix satisfies its own characteristic equation.
For a square matrix ′𝐴′ of order 𝑛 × 𝑛,

If 𝐴 − λ𝐼 = (−1)𝑛 𝑎𝑜 λ𝑛 + 𝑎1 λ𝑛−1 + 𝑎2 λ𝑛−2 + ⋯ + 𝑎𝑛 𝐼 = 0

Then by Cayley-Hamilton theorem,

𝑎𝑜 𝐴𝑛 + 𝑎1 𝐴𝑛−1 + 𝑎2 𝐴𝑛−2 + ⋯ + 𝑎𝑛 𝐼 = 0

Therefore, if 𝐴 is a square matrix with characteristic equation of

𝜆4 − 3𝜆3 + 2𝜆2 + 5𝜆 − 6 = 0 Eqn 6
Then, according to Cayley-Hamilton theorem,
equation 6 is satisfied by 𝐴.
𝑖. 𝑒.
𝐴4 − 3𝐴3 + 5𝐴 − 6𝐼 = 0 𝐸𝑞𝑛 7

From equation 7, 𝐴4 = 3𝐴3 − 5𝐴 + 6𝐼

Again, multiply equation 7 by 𝐴−1

𝐴4 𝐴−1 − 3𝐴3 𝐴−1 + 5𝐴𝐴−1 − 6𝐼𝐴−1 = 0

 𝐴4 𝐴−1 − 3𝐴3 𝐴−1 + 2𝐴2 𝐴−1 + 5𝐴𝐴−1 − 6𝐼𝐴−1 = 0

But, 𝐴𝐴−1 = 𝐼 and I𝐴−1 = 𝐴−1

∴ 𝐴3 = 3𝐴2 + 2𝐴 + 5𝐼 − 6𝐴−1 = 0

1
∴ 𝐴−1 = 3𝐴2 + 2𝐴 + 5𝐼 − 6𝐴−1
6

Applications of Cayley-Hamilton Theorem

i. To find the inverse of a matrix
ii. To find the power of a matrix
Example 4: Using Cayley-Hamilton theorem,
find 𝐴−1 and 𝐴3 given that:

7 −1 3
𝐴= 6 1 4
2 4 8
Solution:
7−λ −1 3
6 1−λ 4 =0
2 4 8−λ

7−λ 1 − λ 8 − λ − 16 + 6 8 − λ − 8 + 3 24 − 2 1 − λ =0

∴ 𝑎𝑓𝑡𝑒𝑟 𝑒𝑥𝑝𝑎𝑛𝑠𝑜𝑛: λ3 − 16λ2 + 55λ − 50 = 0

 ∴ 𝑎𝑓𝑡𝑒𝑟 𝑒𝑥𝑝𝑎𝑛𝑠𝑜𝑛: λ3 − 16λ2 + 55λ − 50 = 0

According to Cayley-Hamilton theorem, the matrix 𝐴 satisfies it

characteristic equation:

∴ 𝐴3 − 16𝐴2 + 55𝐴 − 50𝐼 = 0 𝐸𝑞𝑛 8

∴ 𝐴3 = 16𝐴2 − 55𝐴 + 50𝐼 = 0

7 −1 3 7 −1 3 49 4 41
𝐴2 = 6 1 4 = 6 1 4 = 56 11 54
2 4 8 2 4 8 54 34 86

49 4 41 7 −1 3 1 0 0
𝐴3 = 16 56 11 54 − 55 6 1 4 + 50 0 1 0
54 34 86 2 4 8 0 0 1
 49 4 41 7 −1 3 1 0 0
𝐴3 = 16 56 11 54 − 55 6 1 4 + 50 0 1 0
54 34 86 2 4 8 0 0 1

449 119 491

𝐴3 = 566 171 644
754 324 986

To find the inverse of 𝐴, multiply equation 8 by 𝐴−1 .

𝐴3 𝐴−1 − 16𝐴2 𝐴−1 + 55𝐴𝐴−1 − 50𝐼𝐴−1 = 0

𝐴2 − 16𝐴 + 55𝐼 − 50𝐴−1 = 0

50𝐴−1 = 𝐴2 − 16𝐴 + 55𝐼

49 4 41 7 −1 3 1 0 0
50𝐴−1 = 56 11 54 − 16 6 1 4 + 55 0 1 0
54 34 86 2 4 8 0 0 1
 49 4 41 7 −1 3 1 0 0
𝐴3 = 16 56 11 54 − 55 6 1 4 + 50 0 1 0
54 34 86 2 4 8 0 0 1

449 119 491

𝐴3 = 566 171 644
754 324 986

To find the inverse of 𝐴, multiply equation 8 by 𝐴−1 .

𝐴3 𝐴−1 − 16𝐴2 𝐴−1 + 55𝐴𝐴−1 − 50𝐼𝐴−1 = 0

𝐴2 − 16𝐴 + 55𝐼 − 50𝐴−1 = 0

50𝐴−1 = 𝐴2 − 16𝐴 + 55𝐼

49 4 41 7 −1 3 1 0 0
50𝐴−1 = 56 11 54 − 16 6 1 4 + 55 0 1 0
54 34 86 2 4 8 0 0 1
 49 4 41 7 −1 3 1 0 0
50𝐴−1 = 56 11 54 − 16 6 1 4 + 55 0 1 0
54 34 86 2 4 8 0 0 1

1 49 4 41
𝐴−1 = 56 11 54
50
54 34 86
 Diagonalization of Matrices
A matrix 𝐴 is said to be similar to the matrix 𝐷, if
there exists a non-singular matrix ‘𝑀′, such that

𝐷 = 𝑀−1 𝐴𝑀
This transformation of 𝐴 to 𝐷 is known as similarity
transformation.
Note: 𝐷 is the diagonal matrix and 𝑀 is the modal
matrix having linearly independent eigenvectors of
𝑋1 , 𝑋2 , … 𝑋𝑛 as the 𝑛 column matrix.
Where 𝑋1 , 𝑋2 , … 𝑋𝑛 are linearly independent eigenvectors of 𝐴.

λ1 0 ⋯ 0
0 λ2 … 0
𝐷=
⋮ ⋮ ⋮
0 0 … λ𝑛

The matrix 𝑀 which diagonalizes 𝐴 is the modal matrix and it is

obtained by grouping the eigenvectors of 𝐴 in a square column
matrix.

The ease with which an 𝑛 × 𝑛 matrix can be raise to a power

when it is diagonalized is given by:

𝐴𝑛 = 𝑀𝐷𝑛 𝑀−1
Example 5:
1 3 0
Diagonalize the matrix 𝐴 = 1 2 1
−2 1 −1

Also obtain 𝐴5 .

Solution:
Matrix A was examined in example 1 and shown to have
λ1 = 1, λ2 = −2, λ3 = 3 and the corresponding eigenvectors of:

1 1 3
𝑋1 = 0 , 𝑋2 = −1 , 𝑎𝑛𝑑 𝑋3 = 2
−1 3 1
The modal matrix becomes:
1 1 3
M = 0 −1 2
−1 3 −1

−1
1 −5 10 5
M =− −2 2 −2
10
−1 −4 −1

1 −5 10 5 1 3 0 1 1 3
−1
D=M AM = − −2 2 −2 1 2 1 0 −1 2
10
−1 −4 −1 −2 1 −1 −1 3 −1

1 0 0
D = 0 −2 0
0 0 3

5 5
−1 −
5 10 10
1 3 0 1 0 0 2 2 2 67 297 66
∴ 𝐴5 = 𝑀𝐷5 𝑀−1 = 1 2 1 0 −25 0 = 55 188 55
10 10 10
−2 1 −1 0 0 35 1 4 1 −44 −77 −43
10 10 10