Eigenvalues and eigenvectors · Definition
Characteristic polynomial
Before you start you need to know
It turns the search for eigenvalues into a familiar problem: finding the roots of a polynomial.
Definition
The characteristic polynomial \(p_A\) of a square matrix \(A\) is the determinant of the matrix minus a multiple \(\lambda I\) of the identity \(I\), viewed as a polynomial in the variable \(\lambda\).
A number \(\lambda\) is an eigenvalue of \(A\) when \((A-\lambda I)v=0\) has a solution \(v\neq0\), which happens exactly when \(A-\lambda I\) is not invertible, that is, when \(\det(A-\lambda I)=0\). Hence the eigenvalues of \(A\) are the roots of \(p_A(\lambda)=\det(A-\lambda I)\).
For a \(2\times2\) matrix with entries \(a,b,c,d\), \(p_A(\lambda)=\lambda^2-(a+d)\lambda+(ad-bc)\): the coefficient of \(\lambda\) is the negative of the sum of the diagonal and the constant term is \(\det A=p_A(0)\). Example: for \(A=\begin{pmatrix}2&1\\1&2\end{pmatrix}\), \(p_A(\lambda)=\lambda^2-4\lambda+3=(\lambda-1)(\lambda-3)\), so the eigenvalues are 1 and 3.
For an \(n\times n\) matrix, \(p_A\) has degree \(n\), so there are at most \(n\) distinct eigenvalues. If the matrix is triangular, \(p_A\) is the product of the factors \((a_{ii}-\lambda)\) and the eigenvalues are the diagonal entries. Some roots may be complex: the rotation \(\begin{pmatrix}0&-1\\1&0\end{pmatrix}\) has \(p_A(\lambda)=\lambda^2+1\), with no real roots. A repeated root, as in \(\begin{pmatrix}2&1\\0&2\end{pmatrix}\) with \(p_A(\lambda)=(2-\lambda)^2\), counts as a single eigenvalue.
Typical mistakes: subtracting \(\lambda\) from the whole matrix instead of only the diagonal (it is \(A-\lambda I\)), slipping a sign when expanding the determinant, and confusing the polynomial with its roots. Some books define \(p_A\) as \(\det(\lambda I-A)\); it differs from this version by the factor \((-1)^n\) and has the same roots.
Think about it
What is \(p_A(0)\)?
\(\det A\), because \(p_A(0)=\det(A-0\cdot I)=\det A\).
Can a real \(3\times3\) matrix have no real eigenvalues?
No: \(p_A\) has degree 3, which is odd, and every real polynomial of odd degree has at least one real root.
Exercises 10
- Compute \(p_A(\lambda)=\det(A-\lambda I)\) for \(A=\begin{pmatrix}2&1\\1&2\end{pmatrix}\).
- What is the characteristic polynomial of \(A=\begin{pmatrix}3&0\\0&5\end{pmatrix}\)?
- The matrix \(A=\begin{pmatrix}1&1\\-2&4\end{pmatrix}\) has characteristic polynomial \(\lambda^2-5\lambda+6\). What are its eigenvalues?
- What is the degree of the characteristic polynomial of a \(4\times4\) matrix?
- Compute the characteristic polynomial of \(A=\begin{pmatrix}1&2\\3&4\end{pmatrix}\).
- For \(A=\begin{pmatrix}4&1\\3&2\end{pmatrix}\), what is the constant term of \(p_A(\lambda)\)?
- What are the eigenvalues of \(A=\begin{pmatrix}2&1&4\\0&3&5\\0&0&-1\end{pmatrix}\)?
- Find the characteristic polynomial of the rotation \(A=\begin{pmatrix}0&-1\\1&0\end{pmatrix}\).
- How many distinct eigenvalues does \(A=\begin{pmatrix}2&1\\0&2\end{pmatrix}\) have?
- A \(2\times2\) matrix has characteristic polynomial \(\lambda^2-\lambda-6\). What is \(\det A\)?
What comes next
References
- Gilbert Strang, Introduction to Linear Algebra, 6th edition, Wellesley-Cambridge Press, 2023. §6.1
- David C. Lay, Steven R. Lay, Judi J. McDonald, Linear Algebra and Its Applications, 6th edition, Pearson, 2021. §5.2
- Stephen H. Friedberg, Arnold J. Insel, Lawrence E. Spence, Linear Algebra, 4th edition, Pearson / Prentice Hall, 2003. §5.1