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For a matrix, eigenvalues and eigenvectors can be used to decompose the matrix—for example by diagonalizing it. Eigenvalues and eigenvectors give rise to many closely related mathematical concepts, and the prefix eigen-is applied liberally when naming them:
Given an n × n square matrix A of real or complex numbers, an eigenvalue λ and its associated generalized eigenvector v are a pair obeying the relation [1] =,where v is a nonzero n × 1 column vector, I is the n × n identity matrix, k is a positive integer, and both λ and v are allowed to be complex even when A is real.l When k = 1, the vector is called simply an eigenvector, and the pair ...
Let A be a square n × n matrix with n linearly independent eigenvectors q i (where i = 1, ..., n).Then A can be factored as = where Q is the square n × n matrix whose i th column is the eigenvector q i of A, and Λ is the diagonal matrix whose diagonal elements are the corresponding eigenvalues, Λ ii = λ i.
The surviving diagonal elements, a i, j, are known as eigenvalues and designated with λ i in the equation, which reduces to =. The resulting equation is known as eigenvalue equation [ 4 ] and used to derive the characteristic polynomial and, further, eigenvalues and eigenvectors .
This shows that the eigenvalues are 1, 2, 4 and 4, according to algebraic multiplicity. The eigenspace corresponding to the eigenvalue 1 can be found by solving the equation Av = λv. It is spanned by the column vector v = (−1, 1, 0, 0) T. Similarly, the eigenspace corresponding to the eigenvalue 2 is spanned by w = (1, −1, 0, 1) T.
6. This implementation does not correctly account for the case in which one dimension is an independent subspace. For example, if given a diagonal matrix, the above implementation will never terminate, as none of the eigenvalues will change. Hence, in real implementations, extra logic must be added to account for this case.
Every real symmetric matrix is Hermitian, and therefore all its eigenvalues are real. (In fact, the eigenvalues are the entries in the diagonal matrix (above), and therefore is uniquely determined by up to the order of its entries.) Essentially, the property of being symmetric for real matrices corresponds to the property of being Hermitian for ...
In linear algebra, eigenvalues and eigenvectors play a fundamental role, since, given a linear transformation, an eigenvector is a vector whose direction is not changed by the transformation, and the corresponding eigenvalue is the measure of the resulting change of magnitude of the vector.