Linear Algebra
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Eigenvalues and Eigenvectors

An eigenvector of a matrix AA is a nonzero vector u\mathbf{u} that AA stretches or flips without changing direction: Au=λuA\mathbf{u} = \lambda \mathbf{u}. The scalar λ\lambda is the eigenvalue corresponding to that eigenvector. Think of eigenvectors as the "special directions" in space — they are the axes along which the transformation AA acts purely as scaling.

To find eigenvalues, rearrange: Au=λuA\mathbf{u} = \lambda \mathbf{u} means (AλI)u=0(A - \lambda I)\mathbf{u} = \mathbf{0}. For a nonzero solution u\mathbf{u} to exist, the matrix (AλI)(A - \lambda I) must be singular, which requires det(AλI)=0\det(A - \lambda I) = 0. This equation in λ\lambda is called the characteristic equation and its solutions are the eigenvalues.

For a 2×22 \times 2 symmetric matrix A=(abbd)A = \begin{pmatrix}a & b\\b & d\end{pmatrix}, the characteristic equation is λ2(a+d)λ+(adb2)=0\lambda^2 - (a+d)\lambda + (ad - b^2) = 0, giving eigenvalues λ=(a+d)±(ad)2+4b22\lambda = \frac{(a+d) \pm \sqrt{(a-d)^2 + 4b^2}}{2}. Both eigenvalues are always real.

Formal View

Definition 8.6 — Eigenvalue and Eigenvector
Let AA be an n×nn \times n matrix. A scalar λR\lambda \in \mathbb{R} is an eigenvalue of AA if there exists a nonzero vector uRn\mathbf{u} \in \mathbb{R}^n such that Au=λuA\mathbf{u} = \lambda \mathbf{u}. The vector u\mathbf{u} is called an eigenvector of AA corresponding to λ\lambda.

Eigenvalues are found from the characteristic equation det(AλI)=0\det(A - \lambda I) = 0. MATLAB: `[U, L] = eig(A)` returns eigenvectors as columns of UU and eigenvalues on the diagonal of LL.

Interactive Visualization

Eigenvector Explorer

Why This Matters

Eigenvalues and eigenvectors reveal the fundamental structure of a linear transformation — they are the "natural coordinates" for the transformation.

  • Google's PageRank algorithm finds the dominant eigenvector of the web's link matrix.
  • Vibration modes of a structure are eigenvectors of the stiffness matrix.
  • Markov chain steady states are eigenvectors with eigenvalue 1.

Quiz

Question 1

If Au=3uA\mathbf{u} = 3\mathbf{u} for some nonzero u\mathbf{u}, what is the eigenvalue?

Question 2

The zero vector can be an eigenvector.

Common Mistakes

  • Thinking eigenvalues must be nonzero — zero can be an eigenvalue (it just means the matrix is singular).
  • Forgetting that only symmetric matrices are guaranteed to have real eigenvalues; general matrices can have complex eigenvalues.