EE.C26 For matrix
\[A = \left[\begin{array}{rrr} 2 & 1 & 1 \\ 1 & 2 & 1 \\ 1 & 1 & 2 \\ \end{array} \right] \]
The characteristic polynomial of A is \(p_A(x) = (4-x)(1-x)^2\). Find the eigenvalues and corresponding eigenspaces of A.
By Theorem EMRCP: Eigenvalues of a Matrix are Roots of Characteristic Polynomials. Suppose A is a square matrix. Then \(\lambda\) is an eigenvalue of A if and only if \(p_A(\lambda) = 0\).
\(\lambda\) is equal to 4 and 1, and are both eigenvalues of A< and these are the only eigenvalues of A*.
We will now take each eigenvalue in turn and compute its eigenspace. To do this, we row-reduce the matrix A - \(\lambda*I_3\) in order to determine solutions to the homogeneous system \(LS(A-\lambda*I_3,0)\) and then express the eigenspace as the null space of \(A - \lambda*I_3\). Theorem BNS then tells us how to write the null space as the span of a basis.
For \(\lambda\) = 4.
\[A - 4I_3 = \left[\begin{array}{rrr} 2 & 1 & 1 \\ 1 & 2 & 1 \\ 1 & 1 & 2 \\ \end{array} \right] - \left[\begin{array}{rrr} 4 & 0 & 0 \\ 0 & 4 & 0 \\ 0 & 0 & 4 \\ \end{array} \right] = \left[\begin{array}{rrr} -2 & 1 & 1 \\ 1 & -2 & 1 \\ 1 & 1 & -2 \\ \end{array} \right]\]
library(pracma)
A <- matrix(c(2,1,1,1,2,1,1,1,2), ncol = 3, byrow = FALSE) # Create Matrix A as described in Example
I <- matrix(c(1,0,0,0,1,0,0,0,1), ncol = 3, byrow = FALSE) # Creates Identify Matrix
new.A <- A - 4*I # Creates the A - 4*I
rref.A <- rref(new.A) # Row-reduced form
print("A:")
## [1] "A:"
A
## [,1] [,2] [,3]
## [1,] 2 1 1
## [2,] 1 2 1
## [3,] 1 1 2
print("I:")
## [1] "I:"
I
## [,1] [,2] [,3]
## [1,] 1 0 0
## [2,] 0 1 0
## [3,] 0 0 1
print("A - 4*I:")
## [1] "A - 4*I:"
new.A
## [,1] [,2] [,3]
## [1,] -2 1 1
## [2,] 1 -2 1
## [3,] 1 1 -2
print("Row Reduced Form of (A - 4*I):")
## [1] "Row Reduced Form of (A - 4*I):"
rref.A
## [,1] [,2] [,3]
## [1,] 1 0 -1
## [2,] 0 1 -1
## [3,] 0 0 0
As we can see, variable \(x_3\) is a free variable and can be set up to any variable. To make calculations simple, we will choose \(x_3 = 1\). The Eigenspace is:
\[\epsilon_A(4) = \emptyset(A-FI_4) = span{\left[\begin{array}{r} 1 \\ 1 \\ 1 \\ \end{array} \right]}\]
We will now perform a similar task but now for\(\lambda\) = 1.
A <- matrix(c(2,1,1,1,2,1,1,1,2), ncol = 3, byrow = FALSE) # Create Matrix A as described in Example
I <- matrix(c(1,0,0,0,1,0,0,0,1), ncol = 3, byrow = FALSE) # Creates Identify Matrix
new.A <- A - 1*I # Creates the A - 4*I
rref.A <- rref(new.A) # Row-reduced form
print("A:")
## [1] "A:"
A
## [,1] [,2] [,3]
## [1,] 2 1 1
## [2,] 1 2 1
## [3,] 1 1 2
print("I:")
## [1] "I:"
I
## [,1] [,2] [,3]
## [1,] 1 0 0
## [2,] 0 1 0
## [3,] 0 0 1
print("A - 4*I:")
## [1] "A - 4*I:"
new.A
## [,1] [,2] [,3]
## [1,] 1 1 1
## [2,] 1 1 1
## [3,] 1 1 1
print("Row Reduced Form of (A - 4*I):")
## [1] "Row Reduced Form of (A - 4*I):"
rref.A
## [,1] [,2] [,3]
## [1,] 1 1 1
## [2,] 0 0 0
## [3,] 0 0 0
\[x_1 + x_2 + x_3 = 0 -> x_1 = -x_2 - x_3\]
For this particular eigenvalue, the free variables are \(x_1\) and \(x_2\). Again, we will arbitrarily assign \(x_1\) and \(x_2\) to equal to a and b respectively.
\[{\left[\begin{array}{r} x_1 \\ x_2 \\ x_3 \\ \end{array} \right]} = a{\left[\begin{array}{r} 1 \\ -1 \\ 0 \\ \end{array} \right]} + b{\left[\begin{array}{r} 1 \\ 0 \\ -1 \\ \end{array} \right]} \]
The eigenspace here is:
\[\epsilon_A(1) = \emptyset(A-FI_4) = span{\left[\begin{array}{r} 1 \\ -1 \\ 0 \\ \end{array} \right]},{\left[\begin{array}{r} 1 \\ 0 \\ -1 \\ \end{array} \right]}\]