Linear Algebra
7.212 min read

The Eigenvalue Equation

Start from Av=λvA\mathbf{v} = \lambda\mathbf{v} and rearrange: Avλv=0A\mathbf{v} - \lambda\mathbf{v} = \mathbf{0}. Writing λv=λIv\lambda\mathbf{v} = \lambda I\mathbf{v}, this becomes (AλI)v=0(A - \lambda I)\mathbf{v} = \mathbf{0}. So finding an eigenvector for λ\lambda is the same as finding a nonzero vector in the null space of the matrix AλIA - \lambda I.

The null space of AλIA - \lambda I contains a nonzero vector if and only if AλIA - \lambda I is singular — that is, not invertible. A square matrix is singular precisely when its determinant is zero. So the condition for λ\lambda to be an eigenvalue is: det(AλI)=0\det(A - \lambda I) = 0.

This is the key insight: every eigenvalue problem reduces to a determinant equation. Instead of searching blindly for vectors satisfying Av=λvA\mathbf{v} = \lambda\mathbf{v}, we first find all valid λ\lambda by solving det(AλI)=0\det(A - \lambda I) = 0, then find the corresponding vectors.

Formal View

Theorem 7.3 — Eigenvalue Condition
A scalar λ\lambda is an eigenvalue of AA if and only if det(AλI)=0\det(A - \lambda I) = 0.

Equivalently: λ\lambda is an eigenvalue iff AλIA - \lambda I is singular iff Null(AλI){0}\text{Null}(A - \lambda I) \neq \{\mathbf{0}\}.

Remark 7.4
This is a deep connection between three equivalent conditions: (1) (AλI)v=0(A - \lambda I)\mathbf{v} = \mathbf{0} has a nonzero solution, (2) AλIA - \lambda I is not invertible, and (3) det(AλI)=0\det(A - \lambda I) = 0. These are precisely the conditions from the Invertible Matrix Theorem (Chapter 4) applied to the matrix AλIA - \lambda I.

Why This Matters

Reducing eigenvalue finding to a determinant condition gives a systematic algorithm that works for any square matrix.

  • Stability analysis of linear dynamical systems depends on whether eigenvalues have positive or negative real parts
  • Numerical methods like the QR algorithm find all eigenvalues of large matrices iteratively
  • The condition det(AλI)=0\det(A - \lambda I) = 0 underlies the characteristic equation used in control theory
  • Differential equations: eAtx0e^{At}\mathbf{x}_0 evolves along eigenvector directions, with rates given by eigenvalues

Quiz

Question 1

λ\lambda is an eigenvalue of AA if and only if:

Question 2

If AλIA - \lambda I is invertible, then λ\lambda is an eigenvalue of AA.

Question 3

For the diagonal matrix A=(5003)A = \begin{pmatrix}5 & 0 \\ 0 & 3\end{pmatrix}, which values are eigenvalues?

Common Mistakes

  • Writing the eigenvalue equation as Aλ=vA\lambda = \mathbf{v} instead of Av=λvA\mathbf{v} = \lambda\mathbf{v}λ\lambda is a scalar, not a matrix input.
  • Confusing AλIA - \lambda I with AλA - \lambda (you must subtract a matrix λI\lambda I, not a scalar from AA).
  • Forgetting the II: computing det(Aλ)\det(A - \lambda) instead of det(AλI)\det(A - \lambda I).