Invertibility and Eigenvalues
There is a direct connection between eigenvalues and invertibility: a matrix is invertible if and only if none of its eigenvalues are zero. Here is why: if is an eigenvalue, then for some nonzero , meaning has a nontrivial null space, which means is not invertible.
Conversely, if all eigenvalues are nonzero, we can use the spectral decomposition to build the inverse: , where . This works precisely because each .
Also, — the determinant equals the product of all eigenvalues. So is invertible no eigenvalue is zero.
Formal View
For PSD matrices (Section 8.16), invertibility is equivalent to positive definiteness.
Interactive Visualization
Invertible Matrix Theorem
Why This Matters
Detecting zero eigenvalues tells you whether a system has a unique solution — critical in both numerical linear algebra and optimization.
- Normal equations have a unique solution iff has no zero eigenvalue (iff has full column rank).
- Stability analysis: a dynamical system has a nondegenerate equilibrium iff is invertible.
- Numerical rank determination: eigenvalues near zero indicate near-singularity and numerical instability.
Quiz
A symmetric matrix with eigenvalues is invertible.
If with , what is ?
Common Mistakes
- Thinking is impossible for symmetric matrices — it is perfectly valid, it just means the matrix is singular.
- Confusing the formula for — it is , not . (For orthogonal , these happen to be equal, but write it correctly.)