Chapter E, Section EE, Exercise T10, Page 389

T10 A matrix \(A\) is idempotent if \(A^2 = A\).
Show that the only possible eigenvalues of an idempotent matrix are \(\lambda = 0\) and \(\lambda = 1\).
Then give an example of a matrix that is idempotent and has both of these two values as eigenvalues.

Solution:

Let \(A\) be an idempotent matrix with eigenvalue \(\lambda\) and corresponding eigenvector \(x\) , such that \(x \neq 0\) .

Then \(Ax={\lambda}x\) .

Because \(A\) is idempotent, we have \(A^2=A\), so \(A^2 x = Ax = \lambda x\) .

Thus, \(A^2x = AA x = A(Ax) = A(\lambda x) = A \lambda x = \lambda A x = \lambda (Ax) = \lambda (\lambda x) = \lambda^2 x\) .

So, \(\lambda x = A x = A^2 x = \lambda^2 x\) , which means \(\lambda^2 x - \lambda x = \lambda (\lambda - 1) x = 0\) .

Since \(x \neq 0\), we must have \(\lambda \in \{0,1\}\) .

An example of such an idempotent matrix is \(A = \begin{bmatrix} 0 & 0 \\ 1 & 1 \end{bmatrix}\) , as \(A^2=\begin{bmatrix} 0 & 0 \\ 1 & 1 \end{bmatrix}\begin{bmatrix} 0 & 0 \\ 1 & 1 \end{bmatrix}=\begin{bmatrix} 0 & 0 \\ 1 & 1 \end{bmatrix}=A\) .

A = c(
  0,0,
  1,1
)
A = matrix(A,2,2,T)
A
##      [,1] [,2]
## [1,]    0    0
## [2,]    1    1
### A^2
A2 = A %*% A
A2
##      [,1] [,2]
## [1,]    0    0
## [2,]    1    1
### check if A^2 == A
A2 == A
##      [,1] [,2]
## [1,] TRUE TRUE
## [2,] TRUE TRUE
### Compute eigenvalues, (normalized) eigenvectors
eigen(A)
## eigen() decomposition
## $values
## [1] 1 0
## 
## $vectors
##      [,1]       [,2]
## [1,]    0  0.7071068
## [2,]    1 -0.7071068