Review : Eigenvalues & Eigenvectors — Question 1

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Question 1

An eigenpair satisfies Av=λvAv=\lambda v with v≠0v\ne 0. The eigenspace Eλ=ker⁡(A−λI)E_\lambda=\ker(A-\lambda I) includes zero, although zero is not an eigenvector. Algebraic multiplicity counts roots of det⁡(λI−A)\det(\lambda I-A); geometric multiplicity is dim⁡Eλ\dim E_\lambda. Work over ℝ\mathbb R unless complex scalars are explicitly requested.

Let A=(2112),u=(1,1)T,v=(1,−1)T,A=\begin{pmatrix}2&1\\1&2\end{pmatrix},\qquad u=(1,1)^T,\quad v=(1,-1)^T, and write a real starting vector as x0=αu+βvx_0=\alpha u+\beta v.

Tasks

  1. Find the eigenvalues, their full eigenspaces and both multiplicities. Explain why arbitrary nonzero multiples of an eigenvector are allowed but the zero vector is not.

  2. Express w=(3,1)Tw=(3,1)^T in the eigenvector basis and decide whether ww itself is an eigenvector.

  3. Find Amx0A^m x_0 for every nonnegative integer mm, and specialize to ww. Verify the result without multiplying out mm matrices.

  4. For every nonzero real x0x_0, determine the limit of Amx0/∥Amx0∥A^m x_0/\|A^m x_0\|. Include the cases α>0\alpha>0, α<0\alpha<0 and α=0\alpha=0.

Original worksheet page 1: question and worked solution for 5-3-001
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Question 1 – Solution

Strategy. Resolve the starting vector into invariant directions before analyzing repeated multiplication.

Step 1: Compute the eigenspaces. The characteristic polynomial is (λ−2)2−1=(λ−3)(λ−1)(\lambda-2)^2-1=(\lambda-3)(\lambda-1). Solving the two singular systems gives E3=span⁡{u},E1=span⁡{v}.\boxed{E_3=\operatorname{span}\{u\},\qquad E_1=\operatorname{span}\{v\}.} Both algebraic and geometric multiplicities are 11. Scaling a nonzero eigenvector preserves its eigenvalue equation. Zero solves every homogeneous eigenvalue equation and supplies no direction, so it is excluded as an eigenvector.

Step 2: Decompose and test the given vector. The equations α+β=3\alpha+\beta=3, α−β=1\alpha-\beta=1 give w=2u+vw=2u+v. Both components are nonzero and their eigenvalues differ. Directly, Aw=(7,5)TAw=(7,5)^T is not a scalar multiple of (3,1)T(3,1)^T, so ww is not an eigenvector.

Step 3: Compute all iterates. Linearity and Au=3uAu=3u, Av=vAv=v give, by induction, Amx0=3mαu+βv,Amw=(2⋅3m+1,2⋅3m−1)T.\boxed{A^m x_0=3^m\alpha u+\beta v,\qquad A^m w=(2\cdot 3^m+1,\,2\cdot 3^m-1)^T.} The formula holds at m=0m=0, and one multiplication advances each coefficient by its eigenvalue, proving the next case.

Step 4: Classify normalized direction limits. If α≠0\alpha\ne 0, divide the iterate by 3m|α|3^m|\alpha| before normalizing. The remaining vv coefficient tends to zero, so the limit is u/2\boxed{u/\sqrt 2} for α>0\alpha>0 and −u/2\boxed{-u/\sqrt 2} for α<0\alpha<0. If α=0\alpha=0, then β≠0\beta\ne 0 and the iterate is the unchanged vector βv\beta v, giving limit sgn⁡(β)v/2\boxed{\operatorname{sgn}(\beta)v/\sqrt 2}. The dominant eigenvalue determines the limit only when its component is present. The diagram shows the two directions and the decomposition w=2u+vw=2u+v.

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Original worksheet page 2: question and worked solution for 5-3-001

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