Unit 4
Eigenvalues and Eigenvectors

Introduction

Unit 4 goes further into the concepts of “eigenvalue,” “eigenvector,” and “eigenspace,” and demonstrates techniques for finding real eigenvalues and their corresponding eigenspaces for n × n matrices. This discussion provides a basis for determining the conditions under which it is possible, by an appropriate change of basis, to transform a matrix into a diagonal matrix.

Objectives

After completing this unit, you should be able to

  1. define the terms “eigenvalue,” “eigenvector” and “eigenspace.”
  2. find the eigenvalues, eigenvectors, and bases for the eigenspaces of square matrices.
  3. solve problems on linear operators in two and three dimensions involving real and distinct eigenvalues, real but not distinct eigenvalues, and imaginary eigenvalues.
  4. discuss the implications of the properties of a matrix for the properties of the corresponding eigenspaces, and for the ease with which the action of the matrix on a vector can be visualized.
  5. determine whether or not a given square matrix is diagonalizable, and if so, find the matrix that diagonalizes it.
  6. determine whether or not a given square matrix is orthogonally diagonalizable, and if so, find the orthogonal matrix that diagonalizes it.
  7. explain when a general n × n matrix will have n linearly independent orthogonal eigenvectors, and when the eigenvectors of such a matrix will be linearly independent but not orthogonal.