The Central Idea

A nonzero vector \(v\) is an eigenvector of a square matrix \(A\) if applying \(A\) does not push \(v\) into a new direction.

\[ \boxed{Av=\lambda v} \]

The scalar \(\lambda\) is the corresponding eigenvalue.

Along an eigendirection, a multidimensional transformation behaves like simple one-dimensional scaling.

What the Equation Means

The equation

\[ Av=\lambda v \]

says that applying \(A\) to \(v\) gives exactly the same result as multiplying \(v\) by the scalar \(\lambda\).

The vector may be stretched, compressed, reversed, or collapsed, but it does not rotate into a genuinely different direction.

The Eigenvector Must Be Nonzero

The zero vector satisfies

\[ A0=\lambda0 \]

for every scalar \(\lambda\).

It therefore carries no directional information. By definition,

\[ \boxed{v\neq0}. \]

Geometric Meaning of the Eigenvalue

In

\[ Av=\lambda v, \]

the value of \(\lambda\) describes what happens along the eigendirection.

Example: A Diagonal Matrix

Consider

\[ A= \begin{bmatrix} 3&0\\ 0&2 \end{bmatrix}. \]

Then

\[ A \begin{bmatrix} 1\\ 0 \end{bmatrix} = 3 \begin{bmatrix} 1\\ 0 \end{bmatrix}, \]

so \(e_1\) is an eigenvector with eigenvalue \(3\).

A Second Eigenvector

Similarly,

\[ A \begin{bmatrix} 0\\ 1 \end{bmatrix} = 2 \begin{bmatrix} 0\\ 1 \end{bmatrix}. \]

Thus \(e_2\) is an eigenvector with eigenvalue \(2\).

Not Every Vector Is an Eigenvector

Using the same matrix,

\[ A \begin{bmatrix} 1\\ 1 \end{bmatrix} = \begin{bmatrix} 3\\ 2 \end{bmatrix}. \]

The result is not a scalar multiple of \((1,1)^T\), so that vector is not an eigenvector.

How Eigenvalues Are Found

Start with

\[ Av=\lambda v. \]

Rewrite:

\[ Av-\lambda Iv=0. \]

Factor:

\[ \boxed{(A-\lambda I)v=0}. \]

Why the Determinant Appears

An eigenvector requires a nonzero solution of

\[ (A-\lambda I)v=0. \]

A homogeneous square system has a nontrivial solution exactly when its coefficient matrix is singular.

Therefore,

\[ \boxed{\det(A-\lambda I)=0}. \]

The Characteristic Equation

The equation

\[ \boxed{\det(A-\lambda I)=0} \]

is called the characteristic equation.

Its roots are the eigenvalues of \(A\).

The Characteristic Polynomial

The expression

\[ \boxed{p(\lambda)=\det(A-\lambda I)} \]

is a characteristic polynomial.

For an \(n\times n\) matrix, it has degree \(n\).

Sign Convention

Some texts use

\[ \det(\lambda I-A) \]

instead of

\[ \det(A-\lambda I). \]

These differ only by a factor of \((-1)^n\), so they have the same roots.

Example: Find Eigenvalues

Let

\[ A= \begin{bmatrix} 4&1\\ 2&3 \end{bmatrix}. \]

Then

\[ A-\lambda I = \begin{bmatrix} 4-\lambda&1\\ 2&3-\lambda \end{bmatrix}. \]

Set the determinant equal to zero:

\[ (4-\lambda)(3-\lambda)-2=0. \]

Finish the Eigenvalue Calculation

Expand:

\[ \lambda^2-7\lambda+10=0. \]

Factor:

\[ (\lambda-5)(\lambda-2)=0. \]

Therefore,

\[ \boxed{\lambda_1=5,\qquad\lambda_2=2}. \]

How Eigenvectors Are Found

Once an eigenvalue \(\lambda\) is known, solve

\[ \boxed{(A-\lambda I)v=0}. \]

Every nonzero solution is an eigenvector associated with \(\lambda\).

Find the Eigenspace for \(\lambda=5\)

Compute

\[ A-5I= \begin{bmatrix} -1&1\\ 2&-2 \end{bmatrix}. \]

The equation

\[ -x+y=0 \]

gives \(y=x\).

Thus

\[ \boxed{ E_5= \operatorname{span} \left\{ \begin{bmatrix} 1\\ 1 \end{bmatrix} \right\}}. \]

Find the Eigenspace for \(\lambda=2\)

Compute

\[ A-2I= \begin{bmatrix} 2&1\\ 2&1 \end{bmatrix}. \]

The equation

\[ 2x+y=0 \]

gives \(y=-2x\).

Therefore,

\[ \boxed{ E_2= \operatorname{span} \left\{ \begin{bmatrix} 1\\ -2 \end{bmatrix} \right\}}. \]

The Eigenspace

For an eigenvalue \(\lambda\), the eigenspace is

\[ \boxed{ E_\lambda = \ker(A-\lambda I)}. \]

It contains the zero vector and all eigenvectors associated with \(\lambda\).

Why an Eigenspace Is a Subspace

Since

\[ E_\lambda=\ker(A-\lambda I), \]

and every kernel is a subspace,

\[ \boxed{E_\lambda\text{ is a subspace}}. \]

Eigenvectors Come in Families

If \(v\) is an eigenvector and \(c\neq0\), then

\[ A(cv)=cAv=c\lambda v=\lambda(cv). \]

Therefore every nonzero scalar multiple of an eigenvector is another eigenvector for the same eigenvalue.

Distinct Eigenvalues Give Independent Eigenvectors

Eigenvectors associated with distinct eigenvalues are linearly independent.

Therefore, if an \(n\times n\) matrix has \(n\) distinct eigenvalues, it has \(n\) linearly independent eigenvectors.

Repeated Eigenvalues

An eigenvalue may appear more than once as a root of the characteristic polynomial.

Repetition does not by itself determine how many independent eigenvectors belong to that eigenvalue.

The eigenspace must be examined.

Algebraic Multiplicity

The algebraic multiplicity of an eigenvalue is its multiplicity as a root of the characteristic polynomial.

If

\[ p(\lambda) = (\lambda-3)^2(\lambda+1), \]

then \(\lambda=3\) has algebraic multiplicity \(2\).

Geometric Multiplicity

The geometric multiplicity is the dimension of the eigenspace:

\[ \boxed{ \dim E_\lambda = \dim\ker(A-\lambda I)}. \]

Multiplicity Relationship

For every eigenvalue,

\[ \boxed{ 1 \le \text{geometric multiplicity} \le \text{algebraic multiplicity}}. \]

This becomes central when testing diagonalizability.

Example: Repeated but Many Eigenvectors

Consider

\[ A= \begin{bmatrix} 2&0\\ 0&2 \end{bmatrix}. \]

The eigenvalue \(\lambda=2\) has algebraic multiplicity \(2\).

Since

\[ A-2I=0, \]

its eigenspace is all of \(\mathbb{R}^2\), so the geometric multiplicity is also \(2\).

Example: Repeated with One Eigenvector Direction

Consider

\[ A= \begin{bmatrix} 2&1\\ 0&2 \end{bmatrix}. \]

Again, \(\lambda=2\) has algebraic multiplicity \(2\).

But

\[ A-2I= \begin{bmatrix} 0&1\\ 0&0 \end{bmatrix}, \]

so \(y=0\).

Hence

\[ \boxed{ E_2= \operatorname{span} \left\{ \begin{bmatrix} 1\\ 0 \end{bmatrix} \right\}}. \]

Zero as an Eigenvalue

If \(\lambda=0\) is an eigenvalue, then some nonzero vector satisfies

\[ Av=0. \]

Thus the null space is nontrivial and \(A\) is singular.

\[ \boxed{ 0\text{ is an eigenvalue} \iff A\text{ is not invertible}}. \]

Eigenvalues and the Determinant

If the eigenvalues of an \(n\times n\) matrix are counted with algebraic multiplicity, then

\[ \boxed{ \det(A)=\lambda_1\lambda_2\cdots\lambda_n}. \]

This gives another reason that a zero eigenvalue forces determinant zero.

Eigenvalues and the Trace

The trace of a square matrix is

\[ \operatorname{tr}(A) = a_{11}+\cdots+a_{nn}. \]

It also equals the sum of the eigenvalues counted with algebraic multiplicity:

\[ \boxed{ \operatorname{tr}(A) = \lambda_1+\cdots+\lambda_n}. \]

Quick Check for a \(2\times2\) Matrix

For

\[ A= \begin{bmatrix} a&b\\ c&d \end{bmatrix}, \]

the characteristic polynomial may be written

\[ \lambda^2-\operatorname{tr}(A)\lambda+\det(A). \]

Therefore the eigenvalues satisfy

\[ \lambda_1+\lambda_2=\operatorname{tr}(A) \]

and

\[ \lambda_1\lambda_2=\det(A). \]

Triangular Matrices

For an upper or lower triangular matrix, the eigenvalues are the diagonal entries.

This follows because

\[ \det(A-\lambda I) \]

is the product of the diagonal entries of \(A-\lambda I\).

Example: Triangular Matrix

Let

\[ A= \begin{bmatrix} 4&2&1\\ 0&-1&3\\ 0&0&5 \end{bmatrix}. \]

Its eigenvalues are immediately

\[ \boxed{4,\ -1,\ 5}. \]

Identity Matrix Eigenvalues

For

\[ I_nv=v, \]

every nonzero vector is an eigenvector with eigenvalue \(1\).

\[ \boxed{\lambda=1}. \]

Scalar Matrices

If

\[ A=cI, \]

then

\[ Av=cv \]

for every vector \(v\).

Thus every nonzero vector is an eigenvector with eigenvalue \(c\).

Projection Eigenvalues

An orthogonal projection matrix \(P\) satisfies

\[ P^2=P. \]

If

\[ Pv=\lambda v, \]

then

\[ P^2v=\lambda^2v \]

but also

\[ P^2v=Pv=\lambda v. \]

Therefore

\[ \lambda^2=\lambda, \]

so the only possible eigenvalues are

\[ \boxed{0\text{ and }1}. \]

Reflection Eigenvalues

A reflection preserves directions lying in the mirror subspace and reverses directions perpendicular to it.

Thus typical reflection eigenvalues are

\[ \boxed{1\text{ and }-1}. \]

Rotation and Real Eigenvectors

A nontrivial planar rotation generally has no real eigenvectors.

For example, a \(90^\circ\) rotation sends every nonzero real vector into a different direction.

Over the complex numbers, however, such rotations do have eigenvalues and eigenvectors.

Complex Eigenvalues

A real matrix can have complex eigenvalues.

When the characteristic polynomial has real coefficients, nonreal roots occur in complex-conjugate pairs.

Thus if

\[ a+bi \]

is an eigenvalue of a real matrix, then

\[ a-bi \]

is also an eigenvalue.

Invariant Directions

An eigendirection is invariant under the transformation.

If

\[ v\in E_\lambda, \]

then

\[ Av\in E_\lambda. \]

The matrix never pushes a vector in that eigenspace outside the same eigenspace.

Invariant Subspaces

More generally, a subspace \(W\) is invariant under \(A\) if

\[ \boxed{A(W)\subseteq W}. \]

Every eigenspace is an invariant subspace.

Invariant subspaces help decompose complicated transformations into smaller structural pieces.

Eigenvectors and Matrix Powers

If

\[ Av=\lambda v, \]

then

\[ A^2v = A(\lambda v) = \lambda Av = \lambda^2v. \]

Continuing,

\[ \boxed{A^kv=\lambda^kv}. \]

Why Matrix Powers Matter

Repeated matrix multiplication appears in:

Eigenvectors turn repeated multidimensional action into scalar powers.

Discrete Dynamical Systems

Consider

\[ x_{k+1}=Ax_k. \]

If the initial state is an eigenvector,

\[ x_0=v, \]

then

\[ x_k=A^kv=\lambda^kv. \]

The entire evolution is controlled by one scalar \(\lambda\).

Growth and Decay

In a discrete system:

Dominant Eigenvalues

When a vector contains components in several eigendirections, repeated multiplication often magnifies the component corresponding to the eigenvalue with largest absolute value.

Such an eigenvalue is often called a dominant eigenvalue.

Spectral Radius

The spectral radius of \(A\) is

\[ \boxed{ \rho(A) = \max_i|\lambda_i|}. \]

It records the largest eigenvalue magnitude and often helps describe long-term behavior under repeated multiplication.

Continuous Dynamical Systems

For a differential system

\[ x'(t)=Ax(t), \]

an eigenvector direction produces solutions of the form

\[ \boxed{ x(t)=e^{\lambda t}v}. \]

The sign of the real part of \(\lambda\) then influences growth or decay.

Eigenvalues and Stability

In many continuous linear systems:

Eigenvalues and Diagonalization

If a matrix has enough linearly independent eigenvectors to form a basis, then the matrix can be rewritten in that eigenbasis as a diagonal matrix.

This produces

\[ \boxed{A=PDP^{-1}}, \]

where the columns of \(P\) are eigenvectors and the diagonal entries of \(D\) are the matching eigenvalues.

Why Distinct Eigenvalues Help

An \(n\times n\) matrix with \(n\) distinct eigenvalues automatically has \(n\) independent eigenvectors.

Therefore,

\[ \boxed{ n\text{ distinct eigenvalues} \Longrightarrow \text{diagonalizable}}. \]

Repeated Eigenvalues and Diagonalization

Repeated eigenvalues do not automatically prevent diagonalization.

The key question is whether the eigenspaces collectively provide enough independent eigenvectors to form a basis.

Symmetric Matrices

Real symmetric matrices have especially well-behaved eigenstructure.

They have real eigenvalues and admit an orthonormal basis of eigenvectors.

Therefore every real symmetric matrix can be orthogonally diagonalized.

Orthogonality of Symmetric-Matrix Eigenvectors

For a real symmetric matrix, eigenvectors associated with distinct eigenvalues are orthogonal.

This fact connects eigenstructure directly to inner products, orthogonality, and the spectral theorem.

Eigenvalues of Similar Matrices

If

\[ B=P^{-1}AP, \]

then \(A\) and \(B\) are similar.

Similar matrices have the same characteristic polynomial and therefore the same eigenvalues.

Eigenvalues and Change of Basis

Similar matrices may have very different entries, but they represent the same linear transformation in different coordinate systems.

Eigenvalues therefore describe structure that does not depend on the choice of basis.

Eigenvectors Do Depend on Coordinates

The geometric eigendirections belong to the transformation itself, but their coordinate vectors change when the basis changes.

This mirrors the broader distinction between an abstract vector and its coordinate representation.

Characteristic Polynomial Coefficients

The characteristic polynomial contains important invariants.

For a \(2\times2\) matrix,

\[ p(\lambda) = \lambda^2 - \operatorname{tr}(A)\lambda + \det(A). \]

The trace and determinant therefore appear directly as symmetric combinations of eigenvalues.

A Reliable Procedure for Finding Eigenvalues

  1. Confirm that \(A\) is square.
  2. Form \(A-\lambda I\).
  3. Compute \(\det(A-\lambda I)\).
  4. Set the determinant equal to zero.
  5. Solve the characteristic equation.
  6. Record repeated roots with their algebraic multiplicities.

A Reliable Procedure for Finding Eigenvectors

  1. Choose one eigenvalue \(\lambda\).
  2. Form \(A-\lambda I\).
  3. Solve \((A-\lambda I)v=0\).
  4. Write the null space in parametric or span form.
  5. Exclude the zero vector when naming eigenvectors.
  6. Repeat for each eigenvalue.

A Reliable Procedure for Checking a Proposed Eigenpair

  1. Compute \(Av\).
  2. Compute \(\lambda v\).
  3. Compare the two vectors.
  4. If they agree and \(v\neq0\), then \((\lambda,v)\) is an eigenpair.

Common Error: Allowing \(v=0\)

The zero vector is never called an eigenvector.

The defining condition requires

\[ \boxed{v\neq0}. \]

Common Error: Solving \(\det(A)=0\)

To find eigenvalues, do not solve

\[ \det(A)=0. \]

Instead solve

\[ \boxed{\det(A-\lambda I)=0}. \]

Common Error: Subtracting \(\lambda\) from Every Entry

In

\[ A-\lambda I, \]

the scalar \(\lambda\) is subtracted only from the diagonal entries because \(\lambda I\) is diagonal.

Common Error: Stopping After Finding Eigenvalues

Eigenvalues alone do not identify the preserved directions.

For each eigenvalue, solve

\[ (A-\lambda I)v=0 \]

to find the corresponding eigenspace.

Common Error: Reporting Only One Eigenvector

An eigenspace usually contains infinitely many eigenvectors.

A single nonzero vector may serve as a convenient representative, but the complete structural answer is the eigenspace.

Common Error: Confusing Algebraic and Geometric Multiplicity

Algebraic multiplicity comes from the characteristic polynomial.

Geometric multiplicity comes from

\[ \dim\ker(A-\lambda I). \]

They are related but not identical.

Common Error: Assuming Every Matrix Has Real Eigenvalues

Real matrices can have complex eigenvalues.

A planar rotation is a standard example.

Common Error: Assuming Every Vector in an Eigenspace Is an Eigenvector

The eigenspace includes the zero vector because it is a subspace.

The actual eigenvectors are the

\[ \boxed{\text{nonzero vectors in the eigenspace}}. \]

Example: Full Eigenvalue-Eigenvector Workflow

Consider

\[ A= \begin{bmatrix} 6&2\\ 2&3 \end{bmatrix}. \]

Form

\[ A-\lambda I = \begin{bmatrix} 6-\lambda&2\\ 2&3-\lambda \end{bmatrix}. \]

Then

\[ \det(A-\lambda I) = (6-\lambda)(3-\lambda)-4. \]

Solve the Characteristic Equation

Expand:

\[ \lambda^2-9\lambda+14=0. \]

Factor:

\[ (\lambda-7)(\lambda-2)=0. \]

Hence

\[ \boxed{\lambda_1=7,\qquad\lambda_2=2}. \]

Find the Eigenspace for \(\lambda=7\)

Compute

\[ A-7I= \begin{bmatrix} -1&2\\ 2&-4 \end{bmatrix}. \]

Solve

\[ -x+2y=0. \]

Thus \(x=2y\), so

\[ \boxed{ E_7= \operatorname{span} \left\{ \begin{bmatrix} 2\\ 1 \end{bmatrix} \right\}}. \]

Find the Eigenspace for \(\lambda=2\)

Compute

\[ A-2I= \begin{bmatrix} 4&2\\ 2&1 \end{bmatrix}. \]

Solve

\[ 2x+y=0. \]

Therefore,

\[ \boxed{ E_2= \operatorname{span} \left\{ \begin{bmatrix} 1\\ -2 \end{bmatrix} \right\}}. \]

Check Orthogonality in the Symmetric Example

The matrix

\[ \begin{bmatrix} 6&2\\ 2&3 \end{bmatrix} \]

is symmetric.

Its eigenvectors

\[ \begin{bmatrix} 2\\ 1 \end{bmatrix} \quad\text{and}\quad \begin{bmatrix} 1\\ -2 \end{bmatrix} \]

satisfy

\[ 2(1)+1(-2)=0. \]

They are orthogonal, as expected for distinct eigenvalues of a real symmetric matrix.

Why Eigenstructure Matters in Multidimensional Systems

Eigenvalues and eigenvectors identify the natural modes of a linear transformation.

They reveal which directions remain structurally intact, how strongly those directions grow or decay, and which coordinate systems can simplify the transformation.

These ideas appear in vibration modes, stability analysis, population models, differential equations, Markov processes, network analysis, principal directions, quantum mechanics, control systems, and numerical algorithms.

Practice 1: Check an Eigenpair

Let

\[ A= \begin{bmatrix} 3&0\\ 0&2 \end{bmatrix}, \qquad v= \begin{bmatrix} 1\\ 0 \end{bmatrix}. \]

Is \(v\) an eigenvector? If so, identify its eigenvalue.

Practice 2: Characteristic Equation

Find the characteristic equation of

\[ A= \begin{bmatrix} 2&1\\ 0&4 \end{bmatrix}. \]

Practice 3: Triangular Eigenvalues

Find the eigenvalues of

\[ A= \begin{bmatrix} 5&2&1\\ 0&-3&4\\ 0&0&7 \end{bmatrix}. \]

Practice 4: Zero Eigenvalue

What does the presence of eigenvalue \(0\) tell you about a square matrix?

Practice 5: Eigenspace

If

\[ A-\lambda I= \begin{bmatrix} 1&-2\\ 0&0 \end{bmatrix}, \]

describe the corresponding eigenspace.

Practice 6: Determinant from Eigenvalues

A \(3\times3\) matrix has eigenvalues

\[ 2,\quad -1,\quad 5. \]

Find its determinant.

Practice 7: Trace from Eigenvalues

Using the same eigenvalues,

\[ 2,\quad -1,\quad 5, \]

find the trace.

Practice 8: Matrix Powers

If

\[ Av=3v, \]

find \(A^4v\).

Practice 9: Algebraic Multiplicity

If

\[ p(\lambda) = (\lambda-2)^3(\lambda+4), \]

what is the algebraic multiplicity of \(\lambda=2\)?

Practice 10: Distinct Eigenvalues

A \(4\times4\) matrix has four distinct eigenvalues. What can you conclude about its eigenvectors?

Practice 11: Projection Eigenvalues

What are the only possible eigenvalues of a projection matrix?

Practice 12: Identify the Error

A student solves

\[ \det(A)=0 \]

to find the eigenvalues of \(A\). Explain the error.

Practice Answers

Practice 1

\[ Av= \begin{bmatrix} 3\\ 0 \end{bmatrix} = 3v. \]

Therefore,

\[ \boxed{v\text{ is an eigenvector with }\lambda=3}. \]

Practice 2

\[ \det(A-\lambda I) = \begin{vmatrix} 2-\lambda&1\\ 0&4-\lambda \end{vmatrix} = (2-\lambda)(4-\lambda). \]

Thus

\[ \boxed{(2-\lambda)(4-\lambda)=0}. \]

Practice 3

The matrix is triangular, so its eigenvalues are its diagonal entries:

\[ \boxed{5,\ -3,\ 7}. \]

Practice 4

A zero eigenvalue means some nonzero vector satisfies

\[ Av=0. \]

Therefore,

\[ \boxed{A\text{ is singular and not invertible}}. \]

Practice 5

Solve

\[ x-2y=0. \]

Hence \(x=2y\), so

\[ \boxed{ E_\lambda= \operatorname{span} \left\{ \begin{bmatrix} 2\\ 1 \end{bmatrix} \right\}}. \]

Practice 6

\[ \det(A) = 2(-1)(5) = \boxed{-10}. \]

Practice 7

\[ \operatorname{tr}(A) = 2-1+5 = \boxed{6}. \]

Practice 8

\[ A^4v=3^4v=\boxed{81v}. \]

Practice 9

\[ \boxed{3}. \]

Practice 10

Eigenvectors corresponding to distinct eigenvalues are independent.

Therefore the matrix has

\[ \boxed{4\text{ linearly independent eigenvectors}}. \]

Practice 11

\[ \boxed{0\text{ and }1}. \]

Practice 12

The determinant of \(A\) tests whether \(0\) is an eigenvalue. To find all eigenvalues, one must solve

\[ \boxed{\det(A-\lambda I)=0}. \]

What to Remember

The defining eigenvalue equation is

\[ \boxed{Av=\lambda v,\qquad v\neq0}. \]

The core structural question is:

\[ \boxed{ \text{which directions does the transformation preserve, and by how much?}} \]

Where We Go Next

Once enough independent eigenvectors are available, they can be used as a basis for the entire space.

In that eigenbasis, the transformation becomes diagonal and acts through independent coordinate scalings.

The next lesson, Diagonalization, develops the factorization

\[ \boxed{A=PDP^{-1}} \]

and shows how eigenbases simplify matrix powers, dynamical systems, and multidimensional analysis.