• eigenvector or characteristic vector (𝑥) of a linear transformation (𝐴𝑥) is a nonzero vector 𝑥 that changes at most by a scalar factor (𝑖.𝑒. 𝐴𝑥=𝜆𝑥) when that linear transformation is applied to it
  • eigenvalue (𝜆) is the factor by which the eigenvector is scaled
  • spectrum ({𝜆1, …, 𝜆𝑟}) - the set of eigenvalues of a matrix 𝐴

Eigenvalues & Eigenvectors of a Linear Transformation Matrix 𝐴

Definition

Example Computations

Given a linear transformation square matrix 𝐴 find all of its eigenvectors and eigenvalues

1 - Solve for eigenvalues 𝜆𝑖:
  • 𝐴𝑣 = 𝜆𝑣
  • 𝐴𝑣 = 𝜆𝐼𝑣
  • 𝐴𝑣 - 𝜆𝐼𝑣 = 0
  • (𝐴 - 𝜆𝐼)𝑣 = 0
  • 𝑑𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡(𝐴 - 𝜆𝐼) = 0
    • 𝑑𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡(𝐴 - 𝜆𝐼) - is the Characteristic Polynomial of matrix 𝐴
    • 𝑑𝑒𝑡𝑒𝑟𝑚𝑖𝑛𝑎𝑛𝑡(𝐴 - 𝜆𝐼) = 0 - is the Characteristic Equation
2 - For each eigenvalue 𝜆𝑖 solve for its corresponding eigenvector 𝑣𝑖:
  • (𝐴 - 𝜆𝑖𝐼)𝑣𝑖 = 0 # we are finding the null-space of (𝐴 - 𝜆𝑖𝐼)

Eigenvalues & Eigenvectors - Complex Numbers

Every 𝑛×𝑛 matrix has exactly 𝑛 complex eigenvalues, counted with multiplicity.

Info

In other words, both eigenvalues and eigenvectors come in conjugate pairs

Let 𝐴 be a matrix with real entries. If 𝜆 is a complex eigenvalue with eigenvector 𝑣, then 𝜆̅ is a complex eigenvalue with eigenvector 𝑣̅.

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