Eigenvalues of the sum of two matrices

eigenvalues-eigenvectorslinear algebra

So suppose we have one matrix

$$\begin{bmatrix} 1 & 2 & 3 & 4 \\ 1 & 1 & 1& 0\\ 2& 3&1&0\\ 3&4&5&1\end{bmatrix} $$

If we write this matrix as the sum of two matrices $$\begin{bmatrix} 1 & 2 & 3 & 4 \\ 1 & 1 & 1& 0\\ 2& 3&1&0\\ 3&4&5&1\end{bmatrix} = \begin{bmatrix} 1 & 0& 0&0\\ 0&1&0&0\\0&0&1&0\\ 0&0&0&1 \end{bmatrix} + \begin{bmatrix} 0 & 2 & 3 & 4 \\ 1 & 0 & 1& 0\\ 2& 3&0&0\\ 3&4&5&0\end{bmatrix}$$

Where the matrix with 1's down the diagonal we could call $M_1$ and the second matrix $M_2$ where $M=M_1+M_2$. Instead of finding the eigenvalues of $M$ could we just find the eigenvalues of $M_1,M_2$ instead and work with that? I understand we could just find the eigenvalues of the original matrix, but for when the matrix has worse/variables for entries.

Best Answer

Let us fix some notation first.

Define $$ M = \begin{bmatrix} 1 & 2 & 3 & 4 \\ 1 & 1 & 1& 0\\ 2& 3&1&0\\ 3&4&5&1 \end{bmatrix}, \ \ M_1 = I, \ \ M_2 = \begin{bmatrix} 0 & 2 & 3 & 4 \\ 1 & 0 & 1& 0\\ 2& 3&0&0\\ 3&4&5&0\end{bmatrix}$$

Clearly, $$ M = M_1 + M_2 $$

Let $(\lambda, \mathbf{x})$ be any eigenpair for $M_2$.

Then it follows that $$ M_2 \mathbf{x} = \lambda \mathbf{x} \tag{1} $$ Also, $$ I \mathbf{x} = \mathbf{x} \tag{2} $$

Adding (1) and (2), we get $$ (I + M_2) \mathbf{x} = (\lambda + 1) \mathbf{x} $$ or equivalently, $$ M \mathbf{x} = (\lambda + 1) \mathbf{x} $$

If $(\lambda, \mathbf{x})$ is an eigenpair for $M_2$, then $(\lambda + 1, \mathbf{x})$ is an eigenpair for $M$.

Thus, the eigenvalues of $M$ are given by $$ \lambda_1 + 1, \lambda_2 + 1, \lambda_3 + 1, \lambda_4 + 1 $$ where $\lambda_1, \lambda_2, \lambda_3, \lambda_4$ are the eigenvalues of $M_2$. Moreover, $M$ and $M_2$ have the same eigenvectors.