Applying T to the eigenvector only scales the eigenvector by the scalar value λ, called an eigenvalue. This condition can be written as the equation referred to as the eigenvalue equation or eigenequation. In general, λ may be any scalar.
And the eigenvalue is the scale of the stretch: There are also many applications in physics, etc. Sometimes in English we use the word "characteristic", so an eigenvector can be called a "characteristic vector".
We find that λ = 2 is a root that occurs twice. Hence, in this case, λ = 2 is an eigenvalue of A of multiplicity equal to 2. We will now look at how to find the eigenvalues and eigenvectors for a matrix A in detail. The steps used are summarized in the following procedure.
Eigenvalues and eigenvectors are fundamental concepts in linear algebra, used in various applications such as matrix diagonalization, stability analysis, and data analysis (e.g., Principal Component Analysis). They are associated with a square matrix and provide insights into its properties.
Eigenvalues are a special set of scalars associated with a linear system of equations (i.e., a matrix equation) that are sometimes also known as characteristic roots, characteristic values (Hoffman and Kunze 1971), proper values, or latent roots (Marcus and Minc 1988, p. 144).
In this section, we define eigenvalues and eigenvectors. These form the most important facet of the structure theory of square matrices. As such, eigenvalues and eigenvectors tend to play a key role in the real-life applications of linear algebra. Here is the most important definition in this text. Let be an matrix. λ . has a nontrivial solution.
The eigenvalues are the growth factors in Anx = λnx. If all |λi|< 1 then Anwill eventually approach zero. If any |λi|> 1 then Aneventually grows. If λ = 1 then Anx never changes (a steady state). For the economy of a country or a company or a family, the size of λ is a critical number.
The point here is to develop an intuitive understanding of eigenvalues and eigenvectors and explain how they can be used to simplify some problems that we have previously encountered. In the rest of this chapter, we will develop this concept into a richer theory and illustrate its use with more meaningful examples. Preview Activity 4.1.1.
Eigenvalues and eigenvectors are only for square matrices. Eigenvectors are by definition nonzero. Eigenvalues may be equal to zero. We do not consider the zero vector to be an eigenvector: since A 0 → = 0 → = λ 0 → for every scalar λ, the associated eigenvalue would be undefined.
In other words, if matrix A times the vector v is equal to the scalar λ times the vector v, then λ is the eigenvalue of v, where v is the eigenvector. An eigenspace of A is the set of all eigenvectors with the same eigenvalue together with the zero vector.