← Hub FP2 · 09 · Matrices II 0%
Paper 2 · Further Pure 2 ✦

Eigenvalues & Eigenvectors

Every matrix has directions it does not turn — it only stretches them. Find those, and powers, inverses and whole systems of planes fall out almost for free.

Syllabus 2.2Eigenvalues: real & distinct only2 × 2 and 3 × 3 only

What the examiner expects you to do

§1 Three equations, three planes

◆ The matrix equation and what its determinant tells you

The system a1x+b1y+c1z=d1a2x+b2y+c2z=d2a3x+b3y+c3z=d3 is 𝐀𝐱=𝐛, where each row of 𝐀 is the normal of one plane.

  • det𝐀0: 𝐀1 exists, so 𝐱=𝐀1𝐛 is the unique solution — the three planes meet in a single point.
  • det𝐀=0: the system is either inconsistent (no solutions) or has infinitely many. The determinant alone cannot tell you which — the right-hand side decides.
◇ The geometry when det𝐀=0
What elimination givesSolutionsThe picture
a row of 0=0infinitely many, forming a linea sheaf: three distinct planes through one common line
a row of 0=k, k0nonea triangular prism: each pair meets in a line, but the three lines are parallel and distinct — or two (or three) planes are parallel and distinct

So the routine is always: eliminate down to the last row, then look at what that row says.

✎ Worked example — the same matrix, two different fates

Consider the system x+y+z=6,x+2y+3z=14,x+3y+5z=d.

Here 𝐀=(111123135) and

det𝐀=1(109)1(53)+1(32)=12+1=0,

so 𝐀 is singular whatever d is. Subtracting adjacent equations:

(2)(1): y+2z=8,(3)(2): y+2z=d14.
  • d=22: the two reduce to the same thing, 0=0. Consistent, infinitely many solutions. Setting z=t gives y=82t and x=6yz=2+t, so (xyz)=(280)+t(121) — a line. The three planes form a sheaf. Check in (3): (2+t)+3(82t)+5t=22 ✓ for every t.
  • d=20: we get y+2z=8 and y+2z=6, i.e. 0=2. Inconsistent — no solutions. The three planes form a triangular prism: each pair meets in a line, but there is no point on all three.

Identical coefficient matrix, identical determinant, opposite conclusions. This is exactly why "det=0" is never a complete answer.

✎ Worked example — the non-singular case

x+y+z=6,2xy+z=3,x+2yz=2. Expanding along the first row,

det(111211121)=1(12)1(21)+1(4+1)=1+3+5=70,

so there is exactly one solution. Eliminating gives x=1, y=2, z=3. Check all three: 1+2+3=6 ✓, 22+3=3 ✓, 1+43=2 ✓ — the three planes meet at the single point (1,2,3).

§2 Eigenvalues and eigenvectors

◇ The definition — and why it forces a determinant

A non-zero vector 𝐞 is an eigenvector of 𝐀, with eigenvalue λ, when

𝐀𝐞=λ𝐞,𝐞𝟎.

Rearranged, (𝐀λ𝐈)𝐞=𝟎. A non-zero 𝐞 can only satisfy this if 𝐀λ𝐈 is singular — otherwise we could multiply by its inverse and force 𝐞=𝟎. Hence the characteristic equation

det(𝐀λ𝐈)=0.

In this syllabus you only meet cases where its roots are real and distinct.

✎ Worked example — a 2 × 2

Find the eigenvalues and eigenvectors of 𝐀=(4123).

det(𝐀λ𝐈)=|4λ123λ|=(4λ)(3λ)2=λ27λ+10=(λ2)(λ5).

So λ=2 and λ=5 — real and distinct.

λ=5: (𝐀5𝐈)𝐞=𝟎 gives (1122)(xy)=𝟎, i.e. y=x. Take 𝐞1=(11).

λ=2: (2121)(xy)=𝟎 gives y=2x. Take 𝐞2=(12).

Always check: 𝐀𝐞1=(55)=5𝐞1 ✓ and 𝐀𝐞2=(24)=2𝐞2 ✓ — two multiplications, and your answer is certain.

Both rows of 𝐀λ𝐈 must give the same line. If they do not, your λ is wrong — a free error check built into the method.

★ The link back to FP1 — eigenvectors are the invariant directions

In Topic 4 the invariant lines y=mx came from bm2+(ad)mc=0. That is the same condition as 𝐀𝐞=λ𝐞 for 𝐞=(1,m): an eigenvector points along an invariant line through the origin, and λ says how far points slide along it. A negative λ flips them to the other side; λ=1 leaves them fixed.

◆ Properties proved straight from 𝐀𝐞=λ𝐞
  • λn is an eigenvalue of 𝐀n, with the same eigenvector: 𝐀2𝐞=𝐀(λ𝐞)=λ𝐀𝐞=λ2𝐞, and repeating gives 𝐀n𝐞=λn𝐞.
  • If 𝐀 is invertible, λ1 is an eigenvalue of 𝐀1: multiply 𝐀𝐞=λ𝐞 by 𝐀1 to get 𝐞=λ𝐀1𝐞, so 𝐀1𝐞=1λ𝐞.
  • 𝐀 is singular exactly when 0 is an eigenvalue, since det(𝐀0𝐈)=det𝐀.

These one-line arguments are exactly the "simple properties" the syllabus asks you to prove.

§3 The 3 × 3 case

✎ Worked example — a full 3 × 3

Find the eigenvalues and eigenvectors of 𝐀=(110121011).

Characteristic equation. Expand along the top row:

|1λ1012λ1011λ|=(1λ)[(2λ)(1λ)1]1[(1)(1λ)0].

Both terms carry a factor (1λ)take it out rather than expanding into a cubic:

=(1λ)[(2λ)(1λ)11]=(1λ)(λ23λ)=(1λ)λ(λ3).

So λ=0, 1, 3 — real and distinct. (λ=0 appearing tells us immediately that det𝐀=0.)

λ=0: 𝐀𝐞=𝟎 reads x+y=0, x+2y+z=0, y+z=0. The first gives y=x, the third z=y=x, and the middle is then automatic. 𝐞=(111).

λ=1: 𝐀𝐈=(010111010) gives y=0 and x+z=0. 𝐞=(101).

λ=3: 𝐀3𝐈=(210111012) gives y=2x and y=2z, so z=x. 𝐞=(121).

Check all three: 𝐀(111)=(000) ✓, 𝐀(101)=(101) ✓, 𝐀(121)=(363)=3(121)

★ A* tip — do not multiply the cubic out

A 3 × 3 characteristic determinant almost always has a visible common factor, or an obvious root such as λ=1 or λ=1 to test. Factorise as you expand. Multiplying out to λ3+ and then hunting for roots wastes minutes and invites sign errors.

§4 Diagonalisation: 𝐀=𝐐𝐃𝐐1

◆ The construction

Put the eigenvectors in as the columns of 𝐐, and the matching eigenvalues down the diagonal of 𝐃 in the same order. Then

𝐀=𝐐𝐃𝐐1and, crucially,𝐀n=𝐐𝐃n𝐐1,

because the middle terms telescope: 𝐀2=𝐐𝐃𝐐1𝐐𝐃𝐐1=𝐐𝐃(𝐐1𝐐)𝐃𝐐1=𝐐𝐃2𝐐1. And 𝐃n is trivial — just raise each diagonal entry to the power n.

✎ Worked example — a formula for 𝐀n

For 𝐀=(4123) we found λ=5 with (11), and λ=2 with (12). So

𝐐=(1112),𝐃=(5002),𝐐1=13(2111)=13(2111).

Then 𝐀n=𝐐𝐃n𝐐1:

𝐀n=13(1112)(5n002n)(2111)=13(25n+2n5n2n25n22n5n+22n).

Check n=1: 13(12369)=(4123)=𝐀 ✓   Check n=2: 13(54214233)=(1871411), and 𝐀2=(1871411)

Testing n=1 costs ten seconds and catches a swapped column of 𝐐 instantly.

⚠ The order must match, and eigenvectors may be scaled

If 𝐞1 is the first column of 𝐐, then λ1 must be the first diagonal entry of 𝐃. Swap one and not the other and everything collapses.

Any non-zero multiple of an eigenvector is also an eigenvector, so (22) would do just as well as (11); 𝐐 changes but 𝐐𝐃𝐐1 does not. Do not panic if your 𝐐 differs from the mark scheme by a scale factor.

§5 Cayley–Hamilton

◆ A matrix satisfies its own characteristic equation

If the characteristic equation of 𝐀 is λ2pλ+q=0, then

𝐀2p𝐀+q𝐈=𝟎,

where — and this is where marks go — the constant becomes q𝐈, not the scalar q. For a 2 × 2, p=a+d (the sum of the diagonal) and q=det𝐀.

✎ Worked example — two standard uses

For 𝐀=(4123) the characteristic equation is λ27λ+10=0, so

𝐀27𝐀+10𝐈=𝟎.

(a) Reducing powers. 𝐀2=7𝐀10𝐈, and multiplying by 𝐀 again,

𝐀3=7𝐀210𝐀=7(7𝐀10𝐈)10𝐀=39𝐀70𝐈.

Check: 39(4123)70𝐈=(86397847), and multiplying 𝐀2𝐀=(1871411)(4123)=(86397847)

(b) Finding the inverse. Rearrange to isolate 𝐈 and multiply through by 𝐀1:

10𝐈=7𝐀𝐀2  10𝐀1=7𝐈𝐀  𝐀1=110(7𝐈𝐀)=110(3124).

Check against the standard 2 × 2 formula: det𝐀=10, so 𝐀1=110(3124) ✓ — the same. For a 3 × 3, where the standard route means nine cofactors, this shortcut is a genuine time-saver.

★ A* tip — why the inverse trick always works

The constant term of the characteristic equation is ±det𝐀. So it is non-zero exactly when 𝐀 is invertible — which is exactly when you are allowed to divide by it. If that constant is 0, the matrix is singular and there is no inverse to find.

§6 Interactive: watch a vector line up with its eigenvector

Spin the blue vector 𝐯 and watch its image 𝐀𝐯. For most directions the two point different ways; along an eigendirection they line up exactly, and λ is the stretch factor. The panel checks 𝐀𝐞=λ𝐞, 𝐐𝐃𝐐1=𝐀, 𝐐𝐃n𝐐1=𝐀n, and Cayley–Hamilton — all numerically.

v Av eigendirections image of the unit circle

line them up ✎

§7 Examiner traps & A* checklist

⚠ The eight most common mark-losers
  • Concluding "no solutions" from det𝐀=0 alone. It could equally be infinitely many — eliminate and look at the last row.
  • Writing det(𝐀λ)=0 instead of det(𝐀λ𝐈)=0. You cannot subtract a scalar from a matrix.
  • In Cayley–Hamilton, writing 𝐀2p𝐀+q=𝟎. The constant must be q𝐈.
  • Mismatching the order of the columns of 𝐐 with the diagonal of 𝐃.
  • Giving 𝐞=𝟎 as an eigenvector. The zero vector is excluded by definition — it would satisfy the equation for every λ.
  • Only using one row of 𝐀λ𝐈 for a 3 × 3 and stopping too early: you need two independent rows to pin the direction down.
  • Not stating the geometry when the question says "interpret geometrically" — name the picture: single point, sheaf through a common line, or triangular prism / parallel planes.
  • Forgetting that any scalar multiple of an eigenvector is also an eigenvector, and wasting time trying to match the book exactly.
★ Before you turn the page
  • Did I verify each eigenvector by multiplying 𝐀𝐞 and comparing with λ𝐞?
  • Do my eigenvalues sum to the sum of the diagonal entries of 𝐀, and multiply to det𝐀? (Both follow from the characteristic equation and catch errors instantly.)
  • Did I test any 𝐀n formula at n=1?

§8 Video explainers (curated)

§9 Check yourself

Score 0 / 5
Q1 · characteristic equation

The characteristic equation of (4123) is:

Solution

(4λ)(3λ)(1)(2)=λ27λ+122=λ27λ+10. Instant check: for a 2 × 2 the equation is λ2(sum of the diagonal)λ+det=0; here that is λ27λ+10 ✓ The last option swaps those two numbers over.

Q2 · eigenvector

An eigenvector of (4123) corresponding to λ=5 is:

Solution

(4123)(11)=(55)=5(11) ✓ The second option is the eigenvector for λ=2; the last is excluded by definition — 𝟎 satisfies 𝐀𝐞=λ𝐞 for every λ, so it is never an eigenvector.

Q3 · geometry of three planes

Three planes have a singular coefficient matrix, and elimination reduces the system to 0=3. Geometrically the planes:

Solution

0=3 is impossible, so the system is inconsistent — there is no common point. The picture is a triangular prism (or a pair of parallel planes). A row of 0=0 instead would have given a sheaf with a common line; a single point requires det0.

Q4 · Cayley–Hamilton

Given 𝐀=(4123) satisfies 𝐀27𝐀+10𝐈=𝟎, it follows that 𝐀1 equals:

Solution

Multiply through by 𝐀1: 𝐀7𝐈+10𝐀1=𝟎, so 𝐀1=110(7𝐈𝐀)=110(741273)=110(3124). Check: (4123)(3124)=(100010)

Q5 · full method — try it on paper first

The matrix 𝐀=(4123) has eigenvalues 5 and 2.

(i) Find corresponding eigenvectors and write down 𝐐 and 𝐃 with 𝐀=𝐐𝐃𝐐1. (ii) Hence find a formula for 𝐀n. (iii) Verify your formula at n=2.

Solution

(i) For λ=5, (𝐀5𝐈)𝐞=𝟎 gives x+y=0, so 𝐞1=(11). For λ=2, 2x+y=0 gives 𝐞2=(12). Taking the eigenvectors as columns in the matching order,

𝐐=(1112),𝐃=(5002).

Since det𝐐=21=3,  𝐐1=13(2111)=13(2111).

(ii) 𝐀n=𝐐𝐃n𝐐1. First 𝐐𝐃n=(5n2n5n22n), and then

𝐀n=13(5n2n5n22n)(2111)=13(25n+2n5n2n25n22n5n+22n).

(iii) At n=2 the formula gives

13(50+425450825+8)=13(54214233)=(1871411),

and multiplying directly, 𝐀2=(4123)(4123)=(1871411) ✓ The two agree.

(Testing n=1 as well is worth the ten seconds: it gives 13(12369)=𝐀 ✓)

FP2 · Topic 9 · Matrices II