what are eigenvalues and eigenvectors of a matrix
Eigenvalues and Eigenvectors
Classification: Study Help — Linear Algebra
For a square matrix $A$, a non-zero vector $\mathbf{v}$ is an eigenvector if multiplying by $A$ only scales it — never rotates or shears it:
$$A\mathbf{v} = \lambda \mathbf{v}$$
where $\lambda$ (a scalar) is the corresponding eigenvalue.
Intuitively: $\mathbf{v}$ stays on its own line; $A$ just stretches or flips it by factor $\lambda$.
Step 1 — Characteristic Equation
Rearrange $A\mathbf{v} = \lambda\mathbf{v}$:
$$(A - \lambda I)\mathbf{v} = \mathbf{0}$$
For a non-trivial solution ($\mathbf{v} \neq \mathbf{0}$), the matrix $(A - \lambda I)$ must be singular:
$$\det(A - \lambda I) = 0$$
This is the characteristic polynomial — solve it for $\lambda$.
Step 2 — Find Eigenvalues $\lambda$
Expand $\det(A - \lambda I)$ and solve the resulting polynomial.
Step 3 — Find Eigenvectors
For each $\lambda$, solve the linear system:
$$(A - \lambda I)\mathbf{v} = \mathbf{0}$$
using row reduction (RREF). The null space gives the eigenvectors.
Let:
$$A = \begin{pmatrix} 4 & 1 \ 2 & 3 \end{pmatrix}$$
Step 1: Characteristic polynomial
$$\det(A - \lambda I) = \det\begin{pmatrix} 4-\lambda & 1 \ 2 & 3-\lambda \end{pmatrix}$$
$$= (4-\lambda)(3-\lambda) - (1)(2)$$
$$= \lambda^2 - 7\lambda + 10 = 0$$
Step 2: Solve for $\lambda$
$$(\lambda - 5)(\lambda - 2) = 0 \implies \lambda_1 = 5, \quad \lambda_2 = 2$$
Step 3: Find eigenvectors
For $\lambda_1 = 5$:
$$(A - 5I)\mathbf{v} = \begin{pmatrix} -1 & 1 \ 2 & -2 \end{pmatrix}\mathbf{v} = \mathbf{0}$$
Row reduce → $-v_1 + v_2 = 0 \implies v_2 = v_1$
$$\mathbf{v}_1 = \begin{pmatrix} 1 \ 1 \end{pmatrix}$$
For $\lambda_2 = 2$:
$$(A - 2I)\mathbf{v} = \begin{pmatrix} 2 & 1 \ 2 & 1 \end{pmatrix}\mathbf{v} = \mathbf{0}$$
Row reduce → $2v_1 + v_2 = 0 \implies v_2 = -2v_1$
$$\mathbf{v}_2 = \begin{pmatrix} 1 \ -2 \end{pmatrix}$$
Verification
$$A\mathbf{v}_1 = \begin{pmatrix}4&1\2&3\end{pmatrix}\begin{pmatrix}1\1\end{pmatrix} = \begin{pmatrix}5\5\end{pmatrix} = 5\begin{pmatrix}1\1\end{pmatrix} \checkmark$$
| Property | Detail |
|---|---|
| Trace | $\text{tr}(A) = \sum \lambda_i$ |
| Determinant | $\det(A) = \prod \lambda_i$ |
| Singular matrix | Has eigenvalue $\lambda = 0$ |
| Symmetric matrix | All eigenvalues are real; eigenvectors are orthogonal |
| Repeated eigenvalues | May have fewer independent eigenvectors (defective matrix) |
- PCA (data science) — eigenvectors of covariance matrix give principal components
- PageRank (Google) — dominant eigenvector of link matrix
- Stability analysis — sign of eigenvalues determines system behavior (ODE/control theory)
- Quantum mechanics — observable values are eigenvalues of operators
- code
Diagonalization of a matrix using eigenvalues - code
Eigendecomposition A = PDP⁻¹ explained - code
Geometric vs algebraic multiplicity of eigenvalues - code
Power iteration method for dominant eigenvalue - code
Spectral theorem for symmetric matrices - code
Applications of eigenvalues in PCA step by step
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