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Eigenvalues and Eigenvectors

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Eigenvalues and Eigenvectors

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Eigenvalues and eigenvectors

In linear algebra, an eigenvector (/ˈaɪɡən-/ EYE-gən-) or characteristic vector is a vector that has its direction
unchanged by a given linear transformation. More precisely, an eigenvector, , of a linear transformation, , is
scaled by a constant factor, , when the linear transformation is applied to it: . It is often important to
know these vectors in linear algebra. The corresponding eigenvalue, characteristic value, or characteristic root
is the multiplying factor .

Geometrically, vectors are multi-dimensional quantities with magnitude and direction, often pictured as arrows. A
linear transformation rotates, stretches, or shears the vectors upon which it acts. Its eigenvectors are those vectors
that are only stretched, with neither rotation nor shear. The corresponding eigenvalue is the factor by which an
eigenvector is stretched or squished. If the eigenvalue is negative, the eigenvector's direction is reversed.[1]

The eigenvectors and eigenvalues of a linear transformation serve to characterize it, and so they play important
roles in all the areas where linear algebra is applied, from geology to quantum mechanics. In particular, it is often
the case that a system is represented by a linear transformation whose outputs are fed as inputs to the same
transformation (feedback). In such an application, the largest eigenvalue is of particular importance, because it
governs the long-term behavior of the system after many applications of the linear transformation, and the
associated eigenvector is the steady state of the system.

Definition
Consider an matrix A and a nonzero vector of length If multiplying A with (denoted by ) simply
scales by a factor of λ, where λ is a scalar, then is called an eigenvector of A, and λ is the corresponding
eigenvalue. This relationship can be expressed as: .[2]

There is a direct correspondence between n-by-n square matrices and linear transformations from an n-
dimensional vector space into itself, given any basis of the vector space. Hence, in a finite-dimensional vector
space, it is equivalent to define eigenvalues and eigenvectors using either the language of matrices, or the
language of linear transformations.[3][4]

The following section gives a more general viewpoint that also covers infinite-dimensional vector spaces.

Overview
Eigenvalues and eigenvectors feature prominently in the analysis of linear transformations. The prefix eigen- is
adopted from the German word eigen (cognate with the English word own) for 'proper', 'characteristic', 'own'.[5][6]
Originally used to study principal axes of the rotational motion of rigid bodies, eigenvalues and eigenvectors have
a wide range of applications, for example in stability analysis, vibration analysis, atomic orbitals, facial
recognition, and matrix diagonalization.

In essence, an eigenvector v of a linear transformation T is a nonzero vector that, when T is applied to it, does not
change direction. 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. For example, λ may be
negative, in which case the eigenvector reverses direction as part of the scaling, or it may be zero or complex.

The example here, based on the Mona Lisa, provides a


simple illustration. Each point on the painting can be
represented as a vector pointing from the center of the
painting to that point. The linear transformation in this
example is called a shear mapping. Points in the top half
are moved to the right, and points in the bottom half are
moved to the left, proportional to how far they are from the
horizontal axis that goes through the middle of the
painting. The vectors pointing to each point in the original
image are therefore tilted right or left, and made longer or
shorter by the transformation. Points along the horizontal
axis do not move at all when this transformation is applied. In this shear mapping the red arrow changes
Therefore, any vector that points directly to the right or left direction, but the blue arrow does not. The blue arrow
with no vertical component is an eigenvector of this is an eigenvector of this shear mapping because it
does not change direction, and since its length is
transformation, because the mapping does not change its
unchanged, its eigenvalue is 1.
direction. Moreover, these eigenvectors all have an
eigenvalue equal to one, because the mapping does not
change their length either.

Linear transformations can take many different forms, mapping vectors in a


variety of vector spaces, so the eigenvectors can also take many forms. For
example, the linear transformation could be a differential operator like , in
which case the eigenvectors are functions called eigenfunctions that are
scaled by that differential operator, such as

Alternatively, the linear transformation could take the form of an n by n A 2×2 real and symmetric matrix
matrix, in which case the eigenvectors are n by 1 matrices. If the linear representing a stretching and
transformation is expressed in the form of an n by n matrix A, then the shearing of the plane. The
eigenvalue equation for a linear transformation above can be rewritten as the eigenvectors of the matrix (red
lines) are the two special
matrix multiplication
directions such that every point
on them will just slide on them.

where the eigenvector v is an n by 1 matrix. 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:

The set of all eigenvectors of a linear transformation, each paired with its corresponding eigenvalue,
is called the eigensystem of that transformation.[7][8]
The set of all eigenvectors of T corresponding to the same eigenvalue, together with the zero
vector, is called an eigenspace, or the characteristic space of T associated with that
eigenvalue.[9]
If a set of eigenvectors of T forms a basis of the domain of T, then this basis is called an
eigenbasis.

History
Eigenvalues are often introduced in the context of linear algebra or matrix theory. Historically, however, they
arose in the study of quadratic forms and differential equations.

In the 18th century, Leonhard Euler studied the rotational motion of a rigid body, and discovered the importance
of the principal axes.[a] Joseph-Louis Lagrange realized that the principal axes are the eigenvectors of the inertia
matrix.[10]

In the early 19th century, Augustin-Louis Cauchy saw how their work could be used to classify the quadric
surfaces, and generalized it to arbitrary dimensions.[11] Cauchy also coined the term racine caractéristique
(characteristic root), for what is now called eigenvalue; his term survives in characteristic equation.[b]

Later, Joseph Fourier used the work of Lagrange and Pierre-Simon Laplace to solve the heat equation by
separation of variables in his famous 1822 book Théorie analytique de la chaleur.[12] Charles-François Sturm
developed Fourier's ideas further, and brought them to the attention of Cauchy, who combined them with his own
ideas and arrived at the fact that real symmetric matrices have real eigenvalues.[11] This was extended by Charles
Hermite in 1855 to what are now called Hermitian matrices.[13]

Around the same time, Francesco Brioschi proved that the eigenvalues of orthogonal matrices lie on the unit
circle,[11] and Alfred Clebsch found the corresponding result for skew-symmetric matrices.[13] Finally, Karl
Weierstrass clarified an important aspect in the stability theory started by Laplace, by realizing that defective
matrices can cause instability.[11]

In the meantime, Joseph Liouville studied eigenvalue problems similar to those of Sturm; the discipline that grew
out of their work is now called Sturm–Liouville theory.[14] Schwarz studied the first eigenvalue of Laplace's
equation on general domains towards the end of the 19th century, while Poincaré studied Poisson's equation a few
years later.[15]

At the start of the 20th century, David Hilbert studied the eigenvalues of integral operators by viewing the
operators as infinite matrices.[16] He was the first to use the German word eigen, which means "own",[6] to denote
eigenvalues and eigenvectors in 1904,[c] though he may have been following a related usage by Hermann von
Helmholtz. For some time, the standard term in English was "proper value", but the more distinctive term
"eigenvalue" is the standard today.[17]

The first numerical algorithm for computing eigenvalues and eigenvectors appeared in 1929, when Richard von
Mises published the power method. One of the most popular methods today, the QR algorithm, was proposed
independently by John G. F. Francis[18] and Vera Kublanovskaya[19] in 1961.[20][21]

Eigenvalues and eigenvectors of matrices


Eigenvalues and eigenvectors are often introduced to students in the context of linear algebra courses focused on
matrices.[22][23] Furthermore, linear transformations over a finite-dimensional vector space can be represented
using matrices,[3][4] which is especially common in numerical and computational applications.[24]
Consider n-dimensional vectors that are formed as a list of n scalars,
such as the three-dimensional vectors

These vectors are said to be scalar multiples of each other, or parallel


or collinear, if there is a scalar λ such that

Matrix A acts by stretching the vector x,


In this case, . not changing its direction, so x is an
eigenvector of A.
Now consider the linear transformation of n-dimensional vectors
defined by an n by n matrix A,

or

where, for each row,

If it occurs that v and w are scalar multiples, that is if

(1)
then v is an eigenvector of the linear transformation A and the scale factor λ is the eigenvalue corresponding to
that eigenvector. Equation (1) is the eigenvalue equation for the matrix A.

Equation (1) can be stated equivalently as

(2)
where I is the n by n identity matrix and 0 is the zero vector.

Eigenvalues and the characteristic polynomial


Equation (2) has a nonzero solution v if and only if the determinant of the matrix (A − λI) is zero. Therefore, the
eigenvalues of A are values of λ that satisfy the equation

(3)
Using the Leibniz formula for determinants, the left-hand side of equation (3) is a polynomial function of the
variable λ and the degree of this polynomial is n, the order of the matrix A. Its coefficients depend on the entries
of A, except that its term of degree n is always (−1)nλn. This polynomial is called the characteristic polynomial of
A. Equation (3) is called the characteristic equation or the secular equation of A.
The fundamental theorem of algebra implies that the characteristic polynomial of an n-by-n matrix A, being a
polynomial of degree n, can be factored into the product of n linear terms,

(4)
where each λi may be real but in general is a complex number. The numbers λ1, λ2, ..., λn, which may not all have
distinct values, are roots of the polynomial and are the eigenvalues of A.

As a brief example, which is described in more detail in the examples section later, consider the matrix

Taking the determinant of (A − λI), the characteristic polynomial of A is

Setting the characteristic polynomial equal to zero, it has roots at λ=1 and λ=3, which are the two eigenvalues of
A. The eigenvectors corresponding to each eigenvalue can be found by solving for the components of v in the
equation . In this example, the eigenvectors are any nonzero scalar multiples of

If the entries of the matrix A are all real numbers, then the coefficients of the characteristic polynomial will also
be real numbers, but the eigenvalues may still have nonzero imaginary parts. The entries of the corresponding
eigenvectors therefore may also have nonzero imaginary parts. Similarly, the eigenvalues may be irrational
numbers even if all the entries of A are rational numbers or even if they are all integers. However, if the entries of
A are all algebraic numbers, which include the rationals, the eigenvalues must also be algebraic numbers.

The non-real roots of a real polynomial with real coefficients can be grouped into pairs of complex conjugates,
namely with the two members of each pair having imaginary parts that differ only in sign and the same real part.
If the degree is odd, then by the intermediate value theorem at least one of the roots is real. Therefore, any real
matrix with odd order has at least one real eigenvalue, whereas a real matrix with even order may not have any
real eigenvalues. The eigenvectors associated with these complex eigenvalues are also complex and also appear in
complex conjugate pairs.

Spectrum of a matrix
The spectrum of a matrix is the list of eigenvalues, repeated according to multiplicity; in an alternative notation
the set of eigenvalues with their multiplicities.

An important quantity associated with the spectrum is the maximum absolute value of any eigenvalue. This is
known as the spectral radius of the matrix.

Algebraic multiplicity
Let λi be an eigenvalue of an n by n matrix A. The algebraic multiplicity μA(λi) of the eigenvalue is its
multiplicity as a root of the characteristic polynomial, that is, the largest integer k such that (λ − λi)k divides
evenly that polynomial.[9][25][26]
Suppose a matrix A has dimension n and d ≤ n distinct eigenvalues. Whereas equation (4) factors the
characteristic polynomial of A into the product of n linear terms with some terms potentially repeating, the
characteristic polynomial can also be written as the product of d terms each corresponding to a distinct eigenvalue
and raised to the power of the algebraic multiplicity,

If d = n then the right-hand side is the product of n linear terms and this is the same as equation (4). The size of
each eigenvalue's algebraic multiplicity is related to the dimension n as

If μA(λi) = 1, then λi is said to be a simple eigenvalue.[26] If μA(λi) equals the geometric multiplicity of λi, γA(λi),
defined in the next section, then λi is said to be a semisimple eigenvalue.

Eigenspaces, geometric multiplicity, and the eigenbasis for matrices


Given a particular eigenvalue λ of the n by n matrix A, define the set E to be all vectors v that satisfy equation (2),

On one hand, this set is precisely the kernel or nullspace of the matrix (A − λI). On the other hand, by definition,
any nonzero vector that satisfies this condition is an eigenvector of A associated with λ. So, the set E is the union
of the zero vector with the set of all eigenvectors of A associated with λ, and E equals the nullspace of (A − λI). E
is called the eigenspace or characteristic space of A associated with λ.[27][9] In general λ is a complex number
and the eigenvectors are complex n by 1 matrices. A property of the nullspace is that it is a linear subspace, so E is
a linear subspace of .

Because the eigenspace E is a linear subspace, it is closed under addition. That is, if two vectors u and v belong to
the set E, written u, v ∈ E, then (u + v) ∈ E or equivalently A(u + v) = λ(u + v). This can be checked using the
distributive property of matrix multiplication. Similarly, because E is a linear subspace, it is closed under scalar
multiplication. That is, if v ∈ E and α is a complex number, (αv) ∈ E or equivalently A(αv) = λ(αv). This can be
checked by noting that multiplication of complex matrices by complex numbers is commutative. As long as u + v
and αv are not zero, they are also eigenvectors of A associated with λ.

The dimension of the eigenspace E associated with λ, or equivalently the maximum number of linearly
independent eigenvectors associated with λ, is referred to as the eigenvalue's geometric multiplicity .
Because E is also the nullspace of (A − λI), the geometric multiplicity of λ is the dimension of the nullspace of (A
− λI), also called the nullity of (A − λI), which relates to the dimension and rank of (A − λI) as

Because of the definition of eigenvalues and eigenvectors, an eigenvalue's geometric multiplicity must be at least
one, that is, each eigenvalue has at least one associated eigenvector. Furthermore, an eigenvalue's geometric
multiplicity cannot exceed its algebraic multiplicity. Additionally, recall that an eigenvalue's algebraic multiplicity
cannot exceed n.

To prove the inequality , consider how the definition of geometric multiplicity implies the
existence of orthonormal eigenvectors , such that . We can therefore find a
(unitary) matrix whose first columns are these eigenvectors, and whose remaining columns can be any
orthonormal set of vectors orthogonal to these eigenvectors of . Then has full rank and is
therefore invertible. Evaluating , we get a matrix whose top left block is the diagonal matrix
. This can be seen by evaluating what the left-hand side does to the first column basis vectors. By
reorganizing and adding on both sides, we get since commutes with . In
other words, is similar to , and . But from the definition of , we
know that contains a factor , which means that the algebraic multiplicity of must
satisfy .

Suppose has distinct eigenvalues , where the geometric multiplicity of is . The


total geometric multiplicity of ,

is the dimension of the sum of all the eigenspaces of 's eigenvalues, or equivalently the maximum number of
linearly independent eigenvectors of . If , then

The direct sum of the eigenspaces of all of 's eigenvalues is the entire vector space .
A basis of can be formed from linearly independent eigenvectors of ; such a basis is called
an eigenbasis
Any vector in can be written as a linear combination of eigenvectors of .

Additional properties of eigenvalues


Let be an arbitrary matrix of complex numbers with eigenvalues . Each eigenvalue appears
times in this list, where is the eigenvalue's algebraic multiplicity. The following are properties of
this matrix and its eigenvalues:

The trace of , defined as the sum of its diagonal elements, is also the sum of all
eigenvalues,[28][29][30]

The determinant of is the product of all its eigenvalues,[28][31][32]

The eigenvalues of the th power of ; i.e., the eigenvalues of , for any positive integer , are
.
The matrix is invertible if and only if every eigenvalue is nonzero.
If is invertible, then the eigenvalues of are and each eigenvalue's geometric
multiplicity coincides. Moreover, since the characteristic polynomial of the inverse is the reciprocal
polynomial of the original, the eigenvalues share the same algebraic multiplicity.
If is equal to its conjugate transpose , or equivalently if is Hermitian, then every eigenvalue
is real. The same is true of any symmetric real matrix.
If is not only Hermitian but also positive-definite, positive-semidefinite, negative-definite, or
negative-semidefinite, then every eigenvalue is positive, non-negative, negative, or non-positive,
respectively.
If is unitary, every eigenvalue has absolute value .
If is a matrix and are its eigenvalues, then the eigenvalues of matrix
(where is the identity matrix) are . Moreover, if , the eigenvalues of
are . More generally, for a polynomial the eigenvalues of matrix
are .

Left and right eigenvectors


Many disciplines traditionally represent vectors as matrices with a single column rather than as matrices with a
single row. For that reason, the word "eigenvector" in the context of matrices almost always refers to a right
eigenvector, namely a column vector that right multiplies the matrix in the defining equation, equation
(1),

The eigenvalue and eigenvector problem can also be defined for row vectors that left multiply matrix . In this
formulation, the defining equation is

where is a scalar and is a matrix. Any row vector satisfying this equation is called a left eigenvector
of and is its associated eigenvalue. Taking the transpose of this equation,

Comparing this equation to equation (1), it follows immediately that a left eigenvector of is the same as the
transpose of a right eigenvector of , with the same eigenvalue. Furthermore, since the characteristic
polynomial of is the same as the characteristic polynomial of , the left and right eigenvectors of are
associated with the same eigenvalues.

Diagonalization and the eigendecomposition


Suppose the eigenvectors of A form a basis, or equivalently A has n linearly independent eigenvectors v1, v2, ...,
vn with associated eigenvalues λ1, λ2, ..., λn. The eigenvalues need not be distinct. Define a square matrix Q whose
columns are the n linearly independent eigenvectors of A,

Since each column of Q is an eigenvector of A, right multiplying A by Q scales each column of Q by its
associated eigenvalue,

With this in mind, define a diagonal matrix Λ where each diagonal element Λii is the eigenvalue associated with
the ith column of Q. Then

Because the columns of Q are linearly independent, Q is invertible. Right multiplying both sides of the equation
by Q−1,

or by instead left multiplying both sides by Q−1,


A can therefore be decomposed into a matrix composed of its eigenvectors, a diagonal matrix with its eigenvalues
along the diagonal, and the inverse of the matrix of eigenvectors. This is called the eigendecomposition and it is a
similarity transformation. Such a matrix A is said to be similar to the diagonal matrix Λ or diagonalizable. The
matrix Q is the change of basis matrix of the similarity transformation. Essentially, the matrices A and Λ represent
the same linear transformation expressed in two different bases. The eigenvectors are used as the basis when
representing the linear transformation as Λ.

Conversely, suppose a matrix A is diagonalizable. Let P be a non-singular square matrix such that P−1AP is some
diagonal matrix D. Left multiplying both by P, AP = PD. Each column of P must therefore be an eigenvector of A
whose eigenvalue is the corresponding diagonal element of D. Since the columns of P must be linearly
independent for P to be invertible, there exist n linearly independent eigenvectors of A. It then follows that the
eigenvectors of A form a basis if and only if A is diagonalizable.

A matrix that is not diagonalizable is said to be defective. For defective matrices, the notion of eigenvectors
generalizes to generalized eigenvectors and the diagonal matrix of eigenvalues generalizes to the Jordan normal
form. Over an algebraically closed field, any matrix A has a Jordan normal form and therefore admits a basis of
generalized eigenvectors and a decomposition into generalized eigenspaces.

Variational characterization
In the Hermitian case, eigenvalues can be given a variational characterization. The largest eigenvalue of is the
maximum value of the quadratic form . A value of that realizes that maximum is an eigenvector.

Matrix examples

Two-dimensional matrix example


Consider the matrix

The figure on the right shows the effect of this transformation on point coordinates in the plane. The eigenvectors
v of this transformation satisfy equation (1), and the values of λ for which the determinant of the matrix (A − λI)
equals zero are the eigenvalues.

Taking the determinant to find characteristic polynomial of A,

Setting the characteristic polynomial equal to zero, it has roots at λ=1 and λ=3, which are the two eigenvalues of
A.
For λ=1, equation (2) becomes,

Any nonzero vector with v1 = −v2 solves this equation.


Therefore,

is an eigenvector of A corresponding to λ = 1, as is any scalar


multiple of this vector.

For λ=3, equation (2) becomes


The transformation matrix A = preserves the
direction of purple vectors parallel to vλ=1 = [1
−1]T and blue vectors parallel to vλ=3 = [1 1]T. The
red vectors are not parallel to either eigenvector,
so, their directions are changed by the
transformation. The lengths of the purple vectors
Any nonzero vector with v1 = v2 solves this equation. are unchanged after the transformation (due to
Therefore, their eigenvalue of 1), while blue vectors are three
times the length of the original (due to their
eigenvalue of 3). See also: An extended version,
showing all four quadrants.

is an eigenvector of A corresponding to λ = 3, as is any scalar


multiple of this vector.

Thus, the vectors vλ=1 and vλ=3 are eigenvectors of A associated with the eigenvalues λ=1 and λ=3, respectively.

Three-dimensional matrix example


Consider the matrix

The characteristic polynomial of A is

The roots of the characteristic polynomial are 2, 1, and 11, which are the only three eigenvalues of A. These
eigenvalues correspond to the eigenvectors , , and , or any nonzero
multiple thereof.

Three-dimensional matrix example with complex eigenvalues


Consider the cyclic permutation matrix

This matrix shifts the coordinates of the vector up by one position and moves the first coordinate to the bottom.
Its characteristic polynomial is 1 − λ3, whose roots are

where is an imaginary unit with .

For the real eigenvalue λ1 = 1, any vector with three equal nonzero entries is an eigenvector. For example,

For the complex conjugate pair of imaginary eigenvalues,

Then

and

Therefore, the other two eigenvectors of A are complex and are and
with eigenvalues λ2 and λ3, respectively. The two complex eigenvectors also appear in a
complex conjugate pair,

Diagonal matrix example


Matrices with entries only along the main diagonal are called diagonal matrices. The eigenvalues of a diagonal
matrix are the diagonal elements themselves. Consider the matrix
The characteristic polynomial of A is

which has the roots λ1 = 1, λ2 = 2, and λ3 = 3. These roots are the diagonal elements as well as the eigenvalues
of A.

Each diagonal element corresponds to an eigenvector whose only nonzero component is in the same row as that
diagonal element. In the example, the eigenvalues correspond to the eigenvectors,

respectively, as well as scalar multiples of these vectors.

Triangular matrix example


A matrix whose elements above the main diagonal are all zero is called a lower triangular matrix, while a matrix
whose elements below the main diagonal are all zero is called an upper triangular matrix. As with diagonal
matrices, the eigenvalues of triangular matrices are the elements of the main diagonal.

Consider the lower triangular matrix,

The characteristic polynomial of A is

which has the roots λ1 = 1, λ2 = 2, and λ3 = 3. These roots are the diagonal elements as well as the eigenvalues
of A.

These eigenvalues correspond to the eigenvectors,

respectively, as well as scalar multiples of these vectors.

Matrix with repeated eigenvalues example


As in the previous example, the lower triangular matrix

has a characteristic polynomial that is the product of its diagonal elements,


The roots of this polynomial, and hence the eigenvalues, are 2 and 3. The algebraic multiplicity of each
eigenvalue is 2; in other words they are both double roots. The sum of the algebraic multiplicities of all distinct
eigenvalues is μA = 4 = n, the order of the characteristic polynomial and the dimension of A.

On the other hand, the geometric multiplicity of the eigenvalue 2 is only 1, because its eigenspace is spanned by
just one vector and is therefore 1-dimensional. Similarly, the geometric multiplicity of the
eigenvalue 3 is 1 because its eigenspace is spanned by just one vector . The total geometric
multiplicity γA is 2, which is the smallest it could be for a matrix with two distinct eigenvalues. Geometric
multiplicities are defined in a later section.

Eigenvector-eigenvalue identity
For a Hermitian matrix, the norm squared of the jth component of a normalized eigenvector can be calculated
using only the matrix eigenvalues and the eigenvalues of the corresponding minor matrix,

where is the submatrix formed by removing the jth row and column from the original matrix.[33][34][35] This
identity also extends to diagonalizable matrices, and has been rediscovered many times in the literature.[34][36]

Eigenvalues and eigenfunctions of differential operators


The definitions of eigenvalue and eigenvectors of a linear transformation T remains valid even if the underlying
vector space is an infinite-dimensional Hilbert or Banach space. A widely used class of linear transformations
acting on infinite-dimensional spaces are the differential operators on function spaces. Let D be a linear
differential operator on the space C∞ of infinitely differentiable real functions of a real argument t. The
eigenvalue equation for D is the differential equation

The functions that satisfy this equation are eigenvectors of D and are commonly called eigenfunctions.

Derivative operator example


Consider the derivative operator with eigenvalue equation

This differential equation can be solved by multiplying both sides by dt/f(t) and integrating. Its solution, the
exponential function

is the eigenfunction of the derivative operator. In this case the eigenfunction is itself a function of its associated
eigenvalue. In particular, for λ = 0 the eigenfunction f(t) is a constant.
The main eigenfunction article gives other examples.

General definition
The concept of eigenvalues and eigenvectors extends naturally to arbitrary linear transformations on arbitrary
vector spaces. Let V be any vector space over some field K of scalars, and let T be a linear transformation
mapping V into V,

We say that a nonzero vector v ∈ V is an eigenvector of T if and only if there exists a scalar λ ∈ K such that

(5)
This equation is called the eigenvalue equation for T, and the scalar λ is the eigenvalue of T corresponding to the
eigenvector v. T(v) is the result of applying the transformation T to the vector v, while λv is the product of the
scalar λ with v.[37][38]

Eigenspaces, geometric multiplicity, and the eigenbasis


Given an eigenvalue λ, consider the set

which is the union of the zero vector with the set of all eigenvectors associated with λ. E is called the eigenspace
or characteristic space of T associated with λ.[39]

By definition of a linear transformation,

for x, y ∈ V and α ∈ K. Therefore, if u and v are eigenvectors of T associated with eigenvalue λ, namely u, v ∈
E, then

So, both u + v and αv are either zero or eigenvectors of T associated with λ, namely u + v, αv ∈ E, and E is
closed under addition and scalar multiplication. The eigenspace E associated with λ is therefore a linear subspace
of V.[40] If that subspace has dimension 1, it is sometimes called an eigenline.[41]

The geometric multiplicity γT(λ) of an eigenvalue λ is the dimension of the eigenspace associated with λ, i.e., the
maximum number of linearly independent eigenvectors associated with that eigenvalue.[9][26][42] By the
definition of eigenvalues and eigenvectors, γT(λ) ≥ 1 because every eigenvalue has at least one eigenvector.

The eigenspaces of T always form a direct sum. As a consequence, eigenvectors of different eigenvalues are
always linearly independent. Therefore, the sum of the dimensions of the eigenspaces cannot exceed the
dimension n of the vector space on which T operates, and there cannot be more than n distinct eigenvalues.[d]

Any subspace spanned by eigenvectors of T is an invariant subspace of T, and the restriction of T to such a
subspace is diagonalizable. Moreover, if the entire vector space V can be spanned by the eigenvectors of T, or
equivalently if the direct sum of the eigenspaces associated with all the eigenvalues of T is the entire vector space
V, then a basis of V called an eigenbasis can be formed from linearly independent eigenvectors of T. When T
admits an eigenbasis, T is diagonalizable.

Spectral theory
If λ is an eigenvalue of T, then the operator (T − λI) is not one-to-one, and therefore its inverse (T − λI)−1 does not
exist. The converse is true for finite-dimensional vector spaces, but not for infinite-dimensional vector spaces. In
general, the operator (T − λI) may not have an inverse even if λ is not an eigenvalue.

For this reason, in functional analysis eigenvalues can be generalized to the spectrum of a linear operator T as the
set of all scalars λ for which the operator (T − λI) has no bounded inverse. The spectrum of an operator always
contains all its eigenvalues but is not limited to them.

Associative algebras and representation theory


One can generalize the algebraic object that is acting on the vector space, replacing a single operator acting on a
vector space with an algebra representation – an associative algebra acting on a module. The study of such actions
is the field of representation theory.

The representation-theoretical concept of weight is an analog of eigenvalues, while weight vectors and weight
spaces are the analogs of eigenvectors and eigenspaces, respectively.

Hecke eigensheaf is a tensor-multiple of itself and is considered in Langlands correspondence.

Dynamic equations
The simplest difference equations have the form

The solution of this equation for x in terms of t is found by using its characteristic equation

which can be found by stacking into matrix form a set of equations consisting of the above difference equation
and the k – 1 equations giving a k-dimensional system of the first order in
the stacked variable vector in terms of its once-lagged value, and taking the characteristic
equation of this system's matrix. This equation gives k characteristic roots for use in the solution
equation

A similar procedure is used for solving a differential equation of the form

Calculation
The calculation of eigenvalues and eigenvectors is a topic where theory, as presented in elementary linear algebra
textbooks, is often very far from practice.

Classical method
The classical method is to first find the eigenvalues, and then calculate the eigenvectors for each eigenvalue. It is
in several ways poorly suited for non-exact arithmetics such as floating-point.

Eigenvalues
The eigenvalues of a matrix can be determined by finding the roots of the characteristic polynomial. This is
easy for matrices, but the difficulty increases rapidly with the size of the matrix.

In theory, the coefficients of the characteristic polynomial can be computed exactly, since they are sums of
products of matrix elements; and there are algorithms that can find all the roots of a polynomial of arbitrary
degree to any required accuracy.[43] However, this approach is not viable in practice because the coefficients
would be contaminated by unavoidable round-off errors, and the roots of a polynomial can be an extremely
sensitive function of the coefficients (as exemplified by Wilkinson's polynomial).[43] Even for matrices whose
elements are integers the calculation becomes nontrivial, because the sums are very long; the constant term is the
determinant, which for an matrix is a sum of different products.[e]

Explicit algebraic formulas for the roots of a polynomial exist only if the degree is 4 or less. According to the
Abel–Ruffini theorem there is no general, explicit and exact algebraic formula for the roots of a polynomial with
degree 5 or more. (Generality matters because any polynomial with degree is the characteristic polynomial of
some companion matrix of order .) Therefore, for matrices of order 5 or more, the eigenvalues and eigenvectors
cannot be obtained by an explicit algebraic formula, and must therefore be computed by approximate numerical
methods. Even the exact formula for the roots of a degree 3 polynomial is numerically impractical.

Eigenvectors
Once the (exact) value of an eigenvalue is known, the corresponding eigenvectors can be found by finding
nonzero solutions of the eigenvalue equation, that becomes a system of linear equations with known coefficients.
For example, once it is known that 6 is an eigenvalue of the matrix

we can find its eigenvectors by solving the equation , that is

This matrix equation is equivalent to two linear equations

that is

Both equations reduce to the single linear equation . Therefore, any vector of the form , for any
nonzero real number , is an eigenvector of with eigenvalue .
The matrix above has another eigenvalue . A similar calculation shows that the corresponding
eigenvectors are the nonzero solutions of , that is, any vector of the form , for any
nonzero real number .

Simple iterative methods


The converse approach, of first seeking the eigenvectors and then determining each eigenvalue from its
eigenvector, turns out to be far more tractable for computers. The easiest algorithm here consists of picking an
arbitrary starting vector and then repeatedly multiplying it with the matrix (optionally normalizing the vector to
keep its elements of reasonable size); this makes the vector converge towards an eigenvector. A variation is to
instead multiply the vector by ; this causes it to converge to an eigenvector of the eigenvalue closest
to .

If is (a good approximation of) an eigenvector of , then the corresponding eigenvalue can be computed as

where denotes the conjugate transpose of .

Modern methods
Efficient, accurate methods to compute eigenvalues and eigenvectors of arbitrary matrices were not known until
the QR algorithm was designed in 1961.[43] Combining the Householder transformation with the LU
decomposition results in an algorithm with better convergence than the QR algorithm. For large Hermitian sparse
matrices, the Lanczos algorithm is one example of an efficient iterative method to compute eigenvalues and
eigenvectors, among several other possibilities.[43]

Most numeric methods that compute the eigenvalues of a matrix also determine a set of corresponding
eigenvectors as a by-product of the computation, although sometimes implementors choose to discard the
eigenvector information as soon as it is no longer needed.

Applications

Geometric transformations
Eigenvectors and eigenvalues can be useful for understanding linear transformations of geometric shapes. The
following table presents some example transformations in the plane along with their 2×2 matrices, eigenvalues,
and eigenvectors.
Eigenvalues of geometric transformations
Unequal Horizontal
Scaling Rotation Hyperbolic rotation
scaling shear

Illustration

Matrix

Characteristic
polynomial

Eigenvalues,

Algebraic
mult.,

Geometric
mult.,

All nonzero
Eigenvectors
vectors

The characteristic equation for a rotation is a quadratic equation with discriminant , which is a
negative number whenever θ is not an integer multiple of 180°. Therefore, except for these special cases, the two
eigenvalues are complex numbers, ; and all eigenvectors have non-real entries. Indeed, except for
those special cases, a rotation changes the direction of every nonzero vector in the plane.

A linear transformation that takes a square to a rectangle of the same area (a squeeze mapping) has reciprocal
eigenvalues.

Principal component analysis


The eigendecomposition of a symmetric positive semidefinite (PSD) matrix yields an orthogonal basis of
eigenvectors, each of which has a nonnegative eigenvalue. The orthogonal decomposition of a PSD matrix is used
in multivariate analysis, where the sample covariance matrices are PSD. This orthogonal decomposition is called
principal component analysis (PCA) in statistics. PCA studies linear relations among variables. PCA is performed
on the covariance matrix or the correlation matrix (in which each variable is scaled to have its sample variance
equal to one). For the covariance or correlation matrix, the eigenvectors correspond to principal components and
the eigenvalues to the variance explained by the principal components. Principal component analysis of the
correlation matrix provides an orthogonal basis for the space of the observed data: In this basis, the largest
eigenvalues correspond to the principal components that are associated with most of the covariability among a
number of observed data.

Principal component analysis is used as a means of dimensionality reduction in the study of large data sets, such
as those encountered in bioinformatics. In Q methodology, the eigenvalues of the correlation matrix determine the
Q-methodologist's judgment of practical significance (which differs from the statistical significance of hypothesis
testing; cf. criteria for determining the number of factors). More generally,
principal component analysis can be used as a method of factor analysis in
structural equation modeling.

Graphs
In spectral graph theory, an eigenvalue of a graph is defined as an
eigenvalue of the graph's adjacency matrix , or (increasingly) of the
graph's Laplacian matrix due to its discrete Laplace operator, which is
either (sometimes called the combinatorial Laplacian) or
(sometimes called the normalized Laplacian), where PCA of the multivariate Gaussian
is a diagonal matrix with equal to the degree of vertex , and in distribution centered at with a
, the th diagonal entry is . The th principal standard deviation of 3 in roughly
the direction and of 1
eigenvector of a graph is defined as either the eigenvector corresponding
in the orthogonal direction. The
to the th largest or th smallest eigenvalue of the Laplacian. The first
vectors shown are unit eigenvectors
principal eigenvector of the graph is also referred to merely as the of the (symmetric, positive-
principal eigenvector. semidefinite) covariance matrix
scaled by the square root of the
The principal eigenvector is used to measure the centrality of its vertices. corresponding eigenvalue. Just as
An example is Google's PageRank algorithm. The principal eigenvector of in the one-dimensional case, the
a modified adjacency matrix of the World Wide Web graph gives the page square root is taken because the
ranks as its components. This vector corresponds to the stationary standard deviation is more readily
distribution of the Markov chain represented by the row-normalized visualized than the variance.

adjacency matrix; however, the adjacency matrix must first be modified to


ensure a stationary distribution exists. The second smallest eigenvector can be used to partition the graph into
clusters, via spectral clustering. Other methods are also available for clustering.

Markov chains
A Markov chain is represented by a matrix whose entries are the transition probabilities between states of a
system. In particular the entries are non-negative, and every row of the matrix sums to one, being the sum of
probabilities of transitions from one state to some other state of the system. The Perron–Frobenius theorem gives
sufficient conditions for a Markov chain to have a unique dominant eigenvalue, which governs the convergence
of the system to a steady state.

Vibration analysis
Eigenvalue problems occur naturally in the vibration analysis of
mechanical structures with many degrees of freedom. The eigenvalues are
the natural frequencies (or eigenfrequencies) of vibration, and the
eigenvectors are the shapes of these vibrational modes. In particular,
undamped vibration is governed by

or

That is, acceleration is proportional to position (i.e., we expect to be Mode shape of a tuning fork at
sinusoidal in time). eigenfrequency 440.09 Hz
In dimensions, becomes a mass matrix and a stiffness matrix. Admissible solutions are then a linear
combination of solutions to the generalized eigenvalue problem

where is the eigenvalue and is the (imaginary) angular frequency. The principal vibration modes are
different from the principal compliance modes, which are the eigenvectors of alone. Furthermore, damped
vibration, governed by

leads to a so-called quadratic eigenvalue problem,

This can be reduced to a generalized eigenvalue problem by algebraic manipulation at the cost of solving a larger
system.

The orthogonality properties of the eigenvectors allows decoupling of the differential equations so that the system
can be represented as linear summation of the eigenvectors. The eigenvalue problem of complex structures is
often solved using finite element analysis, but neatly generalize the solution to scalar-valued vibration problems.

Tensor of moment of inertia


In mechanics, the eigenvectors of the moment of inertia tensor define the principal axes of a rigid body. The
tensor of moment of inertia is a key quantity required to determine the rotation of a rigid body around its center of
mass.

Stress tensor
In solid mechanics, the stress tensor is symmetric and so can be decomposed into a diagonal tensor with the
eigenvalues on the diagonal and eigenvectors as a basis. Because it is diagonal, in this orientation, the stress
tensor has no shear components; the components it does have are the principal components.

Schrödinger equation
An example of an eigenvalue equation where the transformation is represented in terms of a differential
operator is the time-independent Schrödinger equation in quantum mechanics:

where , the Hamiltonian, is a second-order differential operator and , the wavefunction, is one of its
eigenfunctions corresponding to the eigenvalue , interpreted as its energy.

However, in the case where one is interested only in the bound state solutions of the Schrödinger equation, one
looks for within the space of square integrable functions. Since this space is a Hilbert space with a well-
defined scalar product, one can introduce a basis set in which and can be represented as a one-dimensional
array (i.e., a vector) and a matrix respectively. This allows one to represent the Schrödinger equation in a matrix
form.

The bra–ket notation is often used in this context. A vector, which represents a state of the system, in the Hilbert
space of square integrable functions is represented by . In this notation, the Schrödinger equation is:
where is an eigenstate of and represents the
eigenvalue. is an observable self-adjoint operator, the infinite-
dimensional analog of Hermitian matrices. As in the matrix case,
in the equation above is understood to be the vector
obtained by application of the transformation to .

Wave transport
Light, acoustic waves, and microwaves are randomly scattered
numerous times when traversing a static disordered system. Even
though multiple scattering repeatedly randomizes the waves,
ultimately coherent wave transport through the system is a
deterministic process which can be described by a field
transmission matrix .[44][45] The eigenvectors of the transmission The wavefunctions associated with the
operator form a set of disorder-specific input wavefronts bound states of an electron in a hydrogen
which enable waves to couple into the disordered system's atom can be seen as the eigenvectors of the
eigenchannels: the independent pathways waves can travel through hydrogen atom Hamiltonian as well as of the
the system. The eigenvalues, , of correspond to the intensity angular momentum operator. They are
associated with eigenvalues interpreted as
transmittance associated with each eigenchannel. One of the
their energies (increasing downward:
remarkable properties of the transmission operator of diffusive ) and angular momentum
systems is their bimodal eigenvalue distribution with (increasing across: s, p, d, ...). The
and .[45] Furthermore, one of the striking properties of illustration shows the square of the absolute
open eigenchannels, beyond the perfect transmittance, is the value of the wavefunctions. Brighter areas
statistically robust spatial profile of the eigenchannels.[46] correspond to higher probability density for a
position measurement. The center of each
figure is the atomic nucleus, a proton.
Molecular orbitals
In quantum mechanics, and in particular in atomic and molecular physics, within the Hartree–Fock theory, the
atomic and molecular orbitals can be defined by the eigenvectors of the Fock operator. The corresponding
eigenvalues are interpreted as ionization potentials via Koopmans' theorem. In this case, the term eigenvector is
used in a somewhat more general meaning, since the Fock operator is explicitly dependent on the orbitals and
their eigenvalues. Thus, if one wants to underline this aspect, one speaks of nonlinear eigenvalue problems. Such
equations are usually solved by an iteration procedure, called in this case self-consistent field method. In quantum
chemistry, one often represents the Hartree–Fock equation in a non-orthogonal basis set. This particular
representation is a generalized eigenvalue problem called Roothaan equations.

Geology and glaciology


In geology, especially in the study of glacial till, eigenvectors and eigenvalues are used as a method by which a
mass of information of a clast fabric's constituents' orientation and dip can be summarized in a 3-D space by six
numbers. In the field, a geologist may collect such data for hundreds or thousands of clasts in a soil sample, which
can only be compared graphically such as in a Tri-Plot (Sneed and Folk) diagram,[47][48] or as a Stereonet on a
Wulff Net.[49]

The output for the orientation tensor is in the three orthogonal (perpendicular) axes of space. The three
eigenvectors are ordered by their eigenvalues ;[50] then is the primary
orientation/dip of clast, is the secondary and is the tertiary, in terms of strength. The clast orientation is
defined as the direction of the eigenvector, on a compass rose of 360°. Dip is measured as the eigenvalue, the
modulus of the tensor: this is valued from 0° (no dip) to 90° (vertical). The relative values of , , and are
dictated by the nature of the sediment's fabric. If , the fabric is said to be isotropic. If
, the fabric is said to be planar. If , the fabric is said to be linear.[51]

Basic reproduction number


The basic reproduction number ( ) is a fundamental number in the study of how infectious diseases spread. If
one infectious person is put into a population of completely susceptible people, then is the average number of
people that one typical infectious person will infect. The generation time of an infection is the time, , from one
person becoming infected to the next person becoming infected. In a heterogeneous population, the next
generation matrix defines how many people in the population will become infected after time has passed. The
value is then the largest eigenvalue of the next generation matrix. [52][53]

Eigenfaces
In image processing, processed images of faces can be seen as vectors whose
components are the brightnesses of each pixel.[54] The dimension of this
vector space is the number of pixels. The eigenvectors of the covariance
matrix associated with a large set of normalized pictures of faces are called
eigenfaces; this is an example of principal component analysis. They are very
useful for expressing any face image as a linear combination of some of them.
In the facial recognition branch of biometrics, eigenfaces provide a means of
applying data compression to faces for identification purposes. Research
related to eigen vision systems determining hand gestures has also been made.

Similar to this concept, eigenvoices represent the general direction of


variability in human pronunciations of a particular utterance, such as a word
in a language. Based on a linear combination of such eigenvoices, a new Eigenfaces as examples of
voice pronunciation of the word can be constructed. These concepts have eigenvectors

been found useful in automatic speech recognition systems for speaker


adaptation.

See also
Antieigenvalue theory
Eigenoperator
Eigenplane
Eigenmoments
Eigenvalue algorithm
Quantum states
Jordan normal form
List of numerical-analysis software
Nonlinear eigenproblem
Normal eigenvalue
Quadratic eigenvalue problem
Singular value
Spectrum of a matrix

Notes
a. Note:
In 1751, Leonhard Euler proved that any body has a principal axis of rotation: Leonhard Euler
(presented: October 1751; published: 1760) "Du mouvement d'un corps solide quelconque
lorsqu'il tourne autour d'un axe mobile" (https://archive.org/stream/histoiredelacad07unkngoog#
page/n196/mode/2up) (On the movement of any solid body while it rotates around a moving
axis), Histoire de l'Académie royale des sciences et des belles lettres de Berlin, pp. 176–227.
On p. 212 (https://archive.org/stream/histoiredelacad07unkngoog#page/n232/mode/2up), Euler
proves that any body contains a principal axis of rotation: "Théorem. 44. De quelque figure que
soit le corps, on y peut toujours assigner un tel axe, qui passe par son centre de gravité, autour
duquel le corps peut tourner librement & d'un mouvement uniforme." (Theorem. 44. Whatever
be the shape of the body, one can always assign to it such an axis, which passes through its
center of gravity, around which it can rotate freely and with a uniform motion.)
In 1755, Johann Andreas Segner proved that any body has three principal axes of rotation:
Johann Andreas Segner, Specimen theoriae turbinum [Essay on the theory of tops (i.e., rotating
bodies)] ( Halle ("Halae"), (Germany): Gebauer, 1755). (https://books.google.com/books?id=29
p. xxviiii [29]), Segner derives a third-degree equation in t, which proves that a body has three
principal axes of rotation. He then states (on the same page): "Non autem repugnat tres esse
eiusmodi positiones plani HM, quia in aequatione cubica radices tres esse possunt, et tres
tangentis t valores." (However, it is not inconsistent [that there] be three such positions of the
plane HM, because in cubic equations, [there] can be three roots, and three values of the
tangent t.)
The relevant passage of Segner's work was discussed briefly by Arthur Cayley. See: A. Cayley
(1862) "Report on the progress of the solution of certain special problems of dynamics," Report
of the Thirty-second meeting of the British Association for the Advancement of Science; held at
Cambridge in October 1862, 32: 184–252; see especially pp. 225–226. (https://books.google.co
m/books?id=S_RJAAAAcAAJ&pg=PA225)
b. Kline 1972, pp. 807–808 Augustin Cauchy (1839) "Mémoire sur l'intégration des équations
linéaires" (Memoir on the integration of linear equations), Comptes rendus, 8: 827–830, 845–865,
889–907, 931–937. From p. 827: (https://gallica.bnf.fr/ark:/12148/bpt6k2967c/f833.item.r=.zoom)
"On sait d'ailleurs qu'en suivant la méthode de Lagrange, on obtient pour valeur générale de la
variable prinicipale une fonction dans laquelle entrent avec la variable principale les racines d'une
certaine équation que j'appellerai l'équation caractéristique, le degré de cette équation étant
précisément l'order de l'équation différentielle qu'il s'agit d'intégrer." (One knows, moreover, that by
following Lagrange's method, one obtains for the general value of the principal variable a function in
which there appear, together with the principal variable, the roots of a certain equation that I will call
the "characteristic equation", the degree of this equation being precisely the order of the differential
equation that must be integrated.)
c. See:
David Hilbert (1904) "Grundzüge einer allgemeinen Theorie der linearen Integralgleichungen.
(Erste Mitteilung)" (https://digizeitschriften.de/dms/img/?PPN=PPN252457811_1904&DMDID=d
mdlog11&LOGID=log11&PHYSID=phys57#navi) (Fundamentals of a general theory of linear
integral equations. (First report)), Nachrichten von der Gesellschaft der Wissenschaften zu
Göttingen, Mathematisch-Physikalische Klasse (News of the Philosophical Society at Göttingen,
mathematical-physical section), pp. 49–91. From p. 51: (https://digizeitschriften.de/dms/img/?PP
N=PPN252457811_1904&DMDID=dmdlog11&LOGID=log11&PHYSID=phys57#navi)
"Insbesondere in dieser ersten Mitteilung gelange ich zu Formeln, die die Entwickelung einer
willkürlichen Funktion nach gewissen ausgezeichneten Funktionen, die ich 'Eigenfunktionen'
nenne, liefern: ..." (In particular, in this first report I arrive at formulas that provide the [series]
development of an arbitrary function in terms of some distinctive functions, which I call
eigenfunctions: ... ) Later on the same page: "Dieser Erfolg ist wesentlich durch den Umstand
bedingt, daß ich nicht, wie es bisher geschah, in erster Linie auf den Beweis für die Existenz der
Eigenwerte ausgehe, ... " (This success is mainly attributable to the fact that I do not, as it has
happened until now, first of all aim at a proof of the existence of eigenvalues, ... )
For the origin and evolution of the terms eigenvalue, characteristic value, etc., see: Earliest
Known Uses of Some of the Words of Mathematics (E) (https://jeff560.tripod.com/e.html)
d. For a proof of this lemma, see Roman 2008, Theorem 8.2 on p. 186; Shilov 1977, p. 109; Hefferon
2001, p. 364; Beezer 2006, Theorem EDELI on p. 469; and Lemma for linear independence of
eigenvectors
e. By doing Gaussian elimination over formal power series truncated to terms it is possible to get
away with operations, but that does not take combinatorial explosion into account.

Citations
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3. Herstein 1964, pp. 228, 229.
4. Nering 1970, p. 38.
5. Betteridge 1965.
6. "Eigenvector and Eigenvalue" (https://mathsisfun.com/algebra/eigenvalue.html).
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7. Press et al. 2007, p. 536.
8. Wolfram.com: Eigenvector.
9. Nering 1970, p. 107.
10. Hawkins 1975, §2.
11. Hawkins 1975, §3.
12. Kline 1972, p. 673.
13. Kline 1972, pp. 807–808.
14. Kline 1972, pp. 715–716.
15. Kline 1972, pp. 706–707.
16. Kline 1972, p. 1063, p..
17. Aldrich 2006.
18. Francis 1961, pp. 265–271.
19. Kublanovskaya 1962.
20. Golub & Van Loan 1996, §7.3.
21. Meyer 2000, §7.3.
22. Cornell University Department of Mathematics (2016) Lower-Level Courses for Freshmen and
Sophomores (https://math.cornell.edu/m/Courses/Catalog/lowerlevel). Accessed on 2016-03-27.
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25. Fraleigh 1976, p. 358.
26. Golub & Van Loan 1996, p. 316.
27. Anton 1987, pp. 305, 307.
28. Beauregard & Fraleigh 1973, p. 307.
29. Herstein 1964, p. 272.
30. Nering 1970, pp. 115–116.
31. Herstein 1964, p. 290.
32. Nering 1970, p. 116.
33. Wolchover 2019.
34. Denton et al. 2022.
35. Van Mieghem 2014.
36. Van Mieghem 2024.
37. Korn & Korn 2000, Section 14.3.5a.
38. Friedberg, Insel & Spence 1989, p. 217.
39. Roman 2008, p. 186 §8
40. Nering 1970, p. 107; Shilov 1977, p. 109 Lemma for the eigenspace
41. Lipschutz & Lipson 2002, p. 111.
42. Roman 2008, p. 189 §8.
43. Trefethen & Bau 1997.
44. Vellekoop & Mosk 2007, pp. 2309–2311.
45. Rotter & Gigan 2017, p. 15005.
46. Bender et al. 2020, p. 165901.
47. Graham & Midgley 2000, pp. 1473–1477.
48. Sneed & Folk 1958, pp. 114–150.
49. Knox-Robinson & Gardoll 1998, p. 243.
50. Busche, Christian; Schiller, Beate. "Endogene Geologie - Ruhr-Universität Bochum" (https://ruhr-uni
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Further reading
Golub, Gene F.; van der Vorst, Henk A. (2000), "Eigenvalue Computation in the 20th Century" (http
s://dspace.library.uu.nl/bitstream/1874/2663/1/eighistory.pdf) (PDF), Journal of Computational and
Applied Mathematics, 123 (1–2): 35–65, Bibcode:2000JCoAM.123...35G (https://ui.adsabs.harvard.
edu/abs/2000JCoAM.123...35G), doi:10.1016/S0377-0427(00)00413-1 (https://doi.org/10.1016%2F
S0377-0427%2800%2900413-1), hdl:1874/2663 (https://hdl.handle.net/1874%2F2663)
Hill, Roger (2009). "λ – Eigenvalues" (https://sixtysymbols.com/videos/eigenvalues.htm). Sixty
Symbols. Brady Haran for the University of Nottingham.
Kuttler, Kenneth (2017), An introduction to linear algebra (https://math.byu.edu/~klkuttle/Linearalgeb
ra.pdf) (PDF), Brigham Young University
Strang, Gilbert (1993), Introduction to linear algebra, Wellesley, MA: Wellesley-Cambridge Press,
ISBN 0-9614088-5-5
Strang, Gilbert (2006), Linear algebra and its applications, Belmont, CA: Thomson, Brooks/Cole,
ISBN 0-03-010567-6

External links
What are Eigen Values? (https://physlink.com/education/AskExperts/ae520.cfm) – non-technical
introduction from PhysLink.com's "Ask the Experts"
Eigen Values and Eigen Vectors Numerical Examples (https://people.revoledu.com/kardi/tutorial/Lin
earAlgebra/EigenValueEigenVector.html) – Tutorial and Interactive Program from Revoledu.
Introduction to Eigen Vectors and Eigen Values (https://web.archive.org/web/20100325112901/http
s://khanexercises.appspot.com/video?v=PhfbEr2btGQ) – lecture from Khan Academy
Eigenvectors and eigenvalues | Essence of linear algebra, chapter 10 (https://youtube.com/watch?v
=PFDu9oVAE-g&list=PLZHQObOWTQDPD3MizzM2xVFitgF8hE_ab&index=14) – A visual
explanation with 3Blue1Brown
Matrix Eigenvectors Calculator (https://symbolab.com/solver/matrix-eigenvectors-calculator) from
Symbolab (Click on the bottom right button of the 2×12 grid to select a matrix size. Select an
size (for a square matrix), then fill out the entries numerically and click on the Go button. It can
accept complex numbers as well.)
Wikiversity uses introductory physics to introduce Eigenvalues and eigenvectors

Theory
Computation of Eigenvalues (https://sosmath.com/matrix/eigen1/eigen1.html)
Numerical solution of eigenvalue problems (https://cs.utk.edu/~dongarra/etemplates/index.html)
Edited by Zhaojun Bai, James Demmel, Jack Dongarra, Axel Ruhe, and Henk van der Vorst

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