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DP IB Maths: AI HL

Revision Notes

Home / IB / Maths: AI HL / DP / Revision Notes / 1. Number & Algebra / 1.8 Eigenvalues & Eigenvectors / 1.8.1 Eigenvalues & Eigenvectors


1.8.1 Eigenvalues & Eigenvectors


Characteristic Polynomials

Eigenvalues and eigenvectors are properties of square matrices and are used in a lot of real-life applications including geometrical transformations and probability scenarios. In order to find these eigenvalues and eigenvectors, the characteristic polynomial for a matrix must be found and solved.

What is a characteristic polynomial?

  • For a matrix bold italic A, if bold italic A bold italic x equals lambda bold italic xwhen bold italic x is a non-zero vector and lambda a constant, then lambda is an eigenvalue of the matrix bold italic A and bold italic x is its corresponding eigenvector
  • If bold italic A bold italic x equals lambda bold italic x rightwards double arrow left parenthesis lambda bold italic I minus bold italic A right parenthesis bold italic x equals 0 or left parenthesis bold italic A minus lambda bold italic I right parenthesis bold italic x equals 0 and for bold italic x to be a non-zero vector, det space left parenthesis lambda bold italic I minus bold italic A right parenthesis equals 0
  • The characteristic polynomial of an n cross times n matrix is:

p left parenthesis lambda right parenthesis equals det space left parenthesis lambda bold italic I minus bold italic A right parenthesis

  • In this course you will only be expected to find the characteristic equation for a 2 cross times 2 matrix and this will always be a quadratic

How do I find the characteristic polynomial?

  • STEP 1
    Write lambda bold italic I minus bold italic A, remembering that the identity matrix must be of the same order as bold italic A
  • STEP 2
    Find the determinant of lambda bold italic I minus bold italic A using the formula given to you in the formula booklet

det space bold italic A equals vertical line bold italic A vertical line equals a d minus b c

  • STEP 3
    Re-write as a polynomial 

Exam Tip

  • You need to remember the characteristic equation as it is not given in the formula booklet

Worked Example

Find the characteristic polynomial of the following matrix

bold italic A equals open parentheses table row 5 4 row 3 1 end table close parentheses.

1-8-1-ib-ai-hl-eigenvalues--eigenvectors-we-1-solution

Eigenvalues & Eigenvectors

How do you find the eigenvalues of a matrix?

  • The eigenvalues of matrix bold italic A are found by solving the characteristic polynomial of the matrix
  • For this course, as the characteristic polynomial will always be a quadratic, the polynomial will always generate one of the following:
    • two real and distinct eigenvalues,
    • one real repeated eigenvalue or
    • complex eigenvalues

How do you find the eigenvectors of a matrix?

  • A value for bold italic x that satisfies the equation is an eigenvector of matrix bold italic A
  • Any scalar multiple of bold italic x will also satisfy the equation and therefore there an infinite number of eigenvectors that correspond to a particular eigenvalue
  • STEP 1
    Write bold italic x equals open parentheses table row x row y end table close parentheses
  • STEP 2
    Substitute the eigenvalues into the equation left parenthesis lambda bold italic I minus bold italic A right parenthesis bold italic x equals 0, and form two equations in terms of x and y
  • STEP 3
    There will be an infinite number of solutions to the equations, so choose one by letting one of the variables be equal to 1 and using that to find the other variable

Exam Tip

  • You can do a quick check to on your calculated eigenvalues as the values along the leading diagonal of the matrix you are analysing should sum to the total of the eigenvalues for the matrix

Worked Example

Find the eigenvalues and associated eigenvectors for the following matrices.

a)
bold italic A equals open parentheses table row 5 4 row 3 1 end table close parentheses  .

1-8-1-ib-ai-hl-eigenvalues--eigenvectors-we-2ai-solution

1-8-1-ib-ai-hl-eigenvalues--eigenvectors-we-2aii-solution

b)
bold italic B equals open parentheses table row 1 cell negative 5 end cell row 2 3 end table close parentheses .

1-8-1-ib-ai-hl-eigenvalues--eigenvectors-we-2bi-solution

1-8-1-ib-ai-hl-eigenvalues--eigenvectors-we-2bii-solution



  • 1. Number & Algebra
    • 1.1 Number Toolkit
      • 1.1.1 Standard Form
        • 1.1.2 Approximation & Estimation
          • 1.1.3 GDC: Solving Equations
          • 1.2 Exponentials & Logs
            • 1.2.1 Exponents
              • 1.2.2 Logarithms
              • 1.3 Sequences & Series
                • 1.3.1 Language of Sequences & Series
                  • 1.3.2 Arithmetic Sequences & Series
                    • 1.3.3 Geometric Sequences & Series
                      • 1.3.4 Applications of Sequences & Series
                      • 1.4 Financial Applications
                        • 1.4.1 Compound Interest & Depreciation
                          • 1.4.2 Amortisation & Annuities
                          • 1.5 Complex Numbers
                            • 1.5.1 Intro to Complex Numbers
                              • 1.5.2 Modulus & Argument
                                • 1.5.3 Introduction to Argand Diagrams
                                • 1.6 Further Complex Numbers
                                  • 1.6.1 Geometry of Complex Numbers
                                    • 1.6.2 Forms of Complex Numbers
                                      • 1.6.3 Applications of Complex Numbers
                                      • 1.7 Matrices
                                        • 1.7.1 Introduction to Matrices
                                          • 1.7.2 Operations with Matrices
                                            • 1.7.3 Determinants & Inverses
                                              • 1.7.4 Solving Systems of Linear Equations with Matrices
                                              • 1.8 Eigenvalues & Eigenvectors
                                                • 1.8.1 Eigenvalues & Eigenvectors
                                                  • 1.8.2 Applications of Matrices
                                                • 2. Functions
                                                  • 2.1 Linear Functions & Graphs
                                                    • 2.1.1 Equations of a Straight Line
                                                    • 2.2 Further Functions & Graphs
                                                      • 2.2.1 Functions
                                                        • 2.2.2 Graphing Functions
                                                          • 2.2.3 Properties of Graphs
                                                          • 2.3 Modelling with Functions
                                                            • 2.3.1 Linear Models
                                                              • 2.3.2 Quadratic & Cubic Models
                                                                • 2.3.3 Exponential Models
                                                                  • 2.3.4 Direct & Inverse Variation
                                                                    • 2.3.5 Sinusoidal Models
                                                                      • 2.3.6 Strategy for Modelling Functions
                                                                      • 2.4 Functions Toolkit
                                                                        • 2.4.1 Composite & Inverse Functions
                                                                        • 2.5 Transformations of Graphs
                                                                          • 2.5.1 Translations of Graphs
                                                                            • 2.5.2 Reflections of Graphs
                                                                              • 2.5.3 Stretches of Graphs
                                                                                • 2.5.4 Composite Transformations of Graphs
                                                                                • 2.6 Further Modelling with Functions
                                                                                  • 2.6.1 Properties of Further Graphs
                                                                                    • 2.6.2 Natural Logarithmic Models
                                                                                      • 2.6.3 Logistic Models
                                                                                        • 2.6.4 Piecewise Models
                                                                                      • 3. Geometry & Trigonometry
                                                                                        • 3.1 Geometry Toolkit
                                                                                          • 3.1.1 Coordinate Geometry
                                                                                            • 3.1.2 Radian Measure
                                                                                              • 3.1.3 Arcs & Sectors
                                                                                              • 3.2 Geometry of 3D Shapes
                                                                                                • 3.2.1 3D Coordinate Geometry
                                                                                                  • 3.2.2 Volume & Surface Area
                                                                                                  • 3.3 Trigonometry
                                                                                                    • 3.3.1 Pythagoras & Right-Angled Triganometry
                                                                                                      • 3.3.2 Non Right-Angled Trigonometry
                                                                                                        • 3.3.3 Applications of Trigonometry & Pythagoras
                                                                                                        • 3.4 Further Trigonometry
                                                                                                          • 3.4.1 The Unit Circle
                                                                                                            • 3.4.2 Simple Identities
                                                                                                              • 3.4.3 Solving Trigonometric Equations
                                                                                                              • 3.5 Voronoi Diagrams
                                                                                                                • 3.5.1 Voronoi Diagrams
                                                                                                                  • 3.5.2 Toxic Waste Dump Problem
                                                                                                                  • 3.6 Matrix Transformations
                                                                                                                    • 3.6.1 Matrix Transformations
                                                                                                                      • 3.6.2 Determinant of a Transformation Matrix
                                                                                                                      • 3.7 Vector Properties
                                                                                                                        • 3.7.1 Introduction to Vectors
                                                                                                                          • 3.7.2 Position & Displacement Vectors
                                                                                                                            • 3.7.3 Magnitude of a Vector
                                                                                                                              • 3.7.4 The Scalar Product
                                                                                                                                • 3.7.5 The Vector Product
                                                                                                                                  • 3.7.6 Components of Vectors
                                                                                                                                    • 3.7.7 Geometric Proof with Vectors
                                                                                                                                    • 3.8 Vector Equations of Lines
                                                                                                                                      • 3.8.1 Vector Equations of Lines
                                                                                                                                        • 3.8.2 Shortest Distances with Lines
                                                                                                                                        • 3.9 Modelling with Vectors
                                                                                                                                          • 3.9.1 Kinematics with Vectors
                                                                                                                                            • 3.9.2 Constant & Variable Velocity
                                                                                                                                            • 3.10 Graph Theory
                                                                                                                                              • 3.10.1 Introduction to Graph Theory
                                                                                                                                                • 3.10.2 Walks & Adjacency Matrices
                                                                                                                                                  • 3.10.3 Minimum Spanning Trees
                                                                                                                                                    • 3.10.4 Chinese Postman Problem
                                                                                                                                                      • 3.10.5 Travelling Salesman Problem
                                                                                                                                                        • 3.10.6 Bounds for Travelling Salesman Problem
                                                                                                                                                      • 4. Statistics & Probability
                                                                                                                                                        • 4.1 Statistics Toolkit
                                                                                                                                                          • 4.1.1 Sampling
                                                                                                                                                            • 4.1.2 Data Collection
                                                                                                                                                              • 4.1.3 Statistical Measures
                                                                                                                                                                • 4.1.4 Frequency Tables
                                                                                                                                                                  • 4.1.5 Linear Transformations of Data
                                                                                                                                                                    • 4.1.6 Outliers
                                                                                                                                                                      • 4.1.7 Univariate Data
                                                                                                                                                                        • 4.1.8 Interpreting Data
                                                                                                                                                                        • 4.2 Correlation & Regression
                                                                                                                                                                          • 4.2.1 Bivariate Data
                                                                                                                                                                            • 4.2.2 Correlation Coefficients
                                                                                                                                                                              • 4.2.3 Linear Regression
                                                                                                                                                                              • 4.3 Further Correlation & Regression
                                                                                                                                                                                • 4.3.1 Non-linear Regression
                                                                                                                                                                                  • 4.3.2 Logarithmic Scales
                                                                                                                                                                                    • 4.3.3 Linearising using Logarithms
                                                                                                                                                                                    • 4.4 Probability
                                                                                                                                                                                      • 4.4.1 Probability & Types of Events
                                                                                                                                                                                        • 4.4.2 Conditional Probability
                                                                                                                                                                                          • 4.4.3 Sample Space Diagrams
                                                                                                                                                                                          • 4.5 Probability Distributions
                                                                                                                                                                                            • 4.5.1 Discrete Probability Distributions
                                                                                                                                                                                              • 4.5.2 Expected Values
                                                                                                                                                                                              • 4.6 Random Variables
                                                                                                                                                                                                • 4.6.1 Linear Combinations of Random Variables
                                                                                                                                                                                                  • 4.6.2 Unbiased Estimates
                                                                                                                                                                                                  • 4.7 Binomial Distribution
                                                                                                                                                                                                    • 4.7.1 The Binomial Distribution
                                                                                                                                                                                                      • 4.7.2 Calculating Binomial Probabilities
                                                                                                                                                                                                      • 4.8 Normal Distribution
                                                                                                                                                                                                        • 4.8.1 The Normal Distribution
                                                                                                                                                                                                          • 4.8.2 Calculations with Normal Distribution
                                                                                                                                                                                                          • 4.9 Further Normal Distribution (inc Central Limit Theorem)
                                                                                                                                                                                                            • 4.9.1 Sample Mean Distribution
                                                                                                                                                                                                              • 4.9.2 Confidence Interval for the Mean
                                                                                                                                                                                                              • 4.10 Poisson Distribution
                                                                                                                                                                                                                • 4.10.1 Poisson Distribution
                                                                                                                                                                                                                  • 4.10.2 Calculating Poisson Probabilities
                                                                                                                                                                                                                  • 4.11 Hypothesis Testing
                                                                                                                                                                                                                    • 4.11.1 Hypothesis Testing
                                                                                                                                                                                                                      • 4.11.2 Chi-squared Test for Independence
                                                                                                                                                                                                                        • 4.11.3 Goodness of Fit Test
                                                                                                                                                                                                                        • 4.12 Further Hypothesis Testing
                                                                                                                                                                                                                          • 4.12.1 Hypothesis Testing for Mean (One Sample)
                                                                                                                                                                                                                            • 4.12.2 Hypothesis Testing for Mean (Two Sample)
                                                                                                                                                                                                                              • 4.12.3 Binomial Hypothesis Testing
                                                                                                                                                                                                                                • 4.12.4 Poisson Hypothesis Testing
                                                                                                                                                                                                                                  • 4.12.5 Hypothesis Testing for Correlation
                                                                                                                                                                                                                                    • 4.12.6 Type I & Type II Errors
                                                                                                                                                                                                                                    • 4.13 Transition Matrices & Markov Chains
                                                                                                                                                                                                                                      • 4.13.1 Markov Chains
                                                                                                                                                                                                                                        • 4.13.2 Transition Matrices
                                                                                                                                                                                                                                      • 5. Calculus
                                                                                                                                                                                                                                        • 5.1 Differentiation
                                                                                                                                                                                                                                          • 5.1.1 Introduction to Differentiation
                                                                                                                                                                                                                                            • 5.1.2 Applications of Differentiation
                                                                                                                                                                                                                                              • 5.1.3 Modelling with Differentiation
                                                                                                                                                                                                                                              • 5.2 Further Differentiation
                                                                                                                                                                                                                                                • 5.2.1 Differentiating Special Functions
                                                                                                                                                                                                                                                  • 5.2.2 Techniques of Differentiation
                                                                                                                                                                                                                                                    • 5.2.3 Related Rates of Change
                                                                                                                                                                                                                                                      • 5.2.4 Second Order Derivatives
                                                                                                                                                                                                                                                        • 5.2.5 Further Applications of Differentiation
                                                                                                                                                                                                                                                          • 5.2.6 Concavity & Points of Inflection
                                                                                                                                                                                                                                                          • 5.3 Integration
                                                                                                                                                                                                                                                            • 5.3.1 Trapezoid Rule: Numerical Integration
                                                                                                                                                                                                                                                              • 5.3.2 Introduction to Integration
                                                                                                                                                                                                                                                                • 5.3.3 Applications of Integration
                                                                                                                                                                                                                                                                • 5.4 Further Integration
                                                                                                                                                                                                                                                                  • 5.4.1 Integrating Special Functions
                                                                                                                                                                                                                                                                    • 5.4.2 Techniques of Integration
                                                                                                                                                                                                                                                                      • 5.4.3 Further Applications of Integration
                                                                                                                                                                                                                                                                        • 5.4.4 Volumes of Revolution
                                                                                                                                                                                                                                                                        • 5.5 Kinematics
                                                                                                                                                                                                                                                                          • 5.5.1 Kinematics Toolkit
                                                                                                                                                                                                                                                                            • 5.5.2 Calculus for Kinematics
                                                                                                                                                                                                                                                                            • 5.6 Differential Equations
                                                                                                                                                                                                                                                                              • 5.6.1 Modelling with Differential Equations
                                                                                                                                                                                                                                                                                • 5.6.2 Separation of Variables
                                                                                                                                                                                                                                                                                  • 5.6.3 Slope Fields
                                                                                                                                                                                                                                                                                    • 5.6.4 Approximate Solutions to Differential Equations
                                                                                                                                                                                                                                                                                    • 5.7 Further Differential Equations
                                                                                                                                                                                                                                                                                      • 5.7.1 Coupled Differential Equations
                                                                                                                                                                                                                                                                                        • 5.7.2 Second Order Differential Equations
                                                                                                                                                                                                                                                                                      Naomi Calverd

                                                                                                                                                                                                                                                                                      Author: Naomi

                                                                                                                                                                                                                                                                                      Naomi graduated from Durham University in 2007 with a Masters degree in Civil Engineering. She has taught Mathematics in the UK, Malaysia and Switzerland covering GCSE, IGCSE, A-Level and IB. She particularly enjoys applying Mathematics to real life and endeavours to bring creativity to the content she creates.


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