Eigenvalues and eigenvectors

In linear algebra, an eigenvector or characteristic vector of a linear transformation is a non-zero vector that does not change its direction when that linear transformation is applied to it. In other words, if v is a vector that is not the zero vector, then it is an eigenvector of a linear transformation T if T(v) is a scalar multiple of v. This condition can be written as the equation:

$T(\mathbf{v}) = \lambda \mathbf{v},$

where λ is a scalar known as the eigenvalue or characteristic value associated with the eigenvector v. If the linear transformation T is expressed as a square matrix A, then the equation can be expressed as the matrix multiplication

$A\mathbf{v} = \lambda \mathbf{v},$

where v is a column vector. There is a correspondence between n by n square matrices and linear transformations from an n-dimensional vector space to itself. For this reason, it is equivalent to define eigenvalues and eigenvectors using either the language of matrices or the language of linear transformations.

Geometrically, an eigenvector corresponding to a real, nonzero eigenvalue points in a direction that is stretched by the transformation and the eigenvalue is the factor by which it is stretched. If the eigenvalue is negative, the direction is reversed.

Overview

Eigenvalues and eigenvectors feature prominently in the analysis of linear transformations. The prefix eigen- is adopted from the German word eigen for "own-", "unique to", "peculiar to", or "belonging to" in the sense of "idiosyncratic". Originally utilized 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 this shear mapping the red arrow changes direction but the blue arrow does not. The blue arrow is an eigenvector of this shear mapping because it doesn't change direction, and since its length is unchanged, its eigenvalue is 1.

In essence, an eigenvector v of a linear transformation T is a non-zero 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

$T(\mathbf{v}) = \lambda \mathbf{v},$

sometimes referred to as the 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.

A simple example is a shear mapping like the Mona Lisa example pictured at right. In this 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. Points along the horizontal axis do not move at all when this shear mapping is applied. Therefore, any vector that points directly to the right or left with no vertical component is an eigenvector of this shear mapping because the mapping does not change its direction. 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 $\tfrac{d}{dx}$, in which case the eigenvectors are functions called eigenfunctions that are scaled by that differential operator, such as

$\frac{d}{dx}e^{\lambda x}=\lambda e^{\lambda x}.$

Alternatively, the linear transformation could take the form of an n by n matrix, in which case the eigenvectors are n by 1 matrices that are also referred to as eigenvectors. If the linear transformation is expressed in the form of an n by n matrix A, then the eigenequation above for a linear transformation can be rewritten as the matrix multiplication

$Av=\lambda v,$

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 or finding its Jordan normal form.

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.
• The set of all eigenvectors of T corresponding to the same eigenvalue, together with the zero vector, is called an eigenspace or characteristic space of T.
• If the set of eigenvectors of T form 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 Euler studied the rotational motion of a rigid body and discovered the importance of the principal axes. Lagrange realized that the principal axes are the eigenvectors of the inertia matrix. In the early 19th century, Cauchy saw how their work could be used to classify the quadric surfaces, and generalized it to arbitrary dimensions. Cauchy also coined the term racine caractéristique (characteristic root) for what is now called eigenvalue; his term survives in characteristic equation.

Fourier used the work of Laplace and Lagrange to solve the heat equation by separation of variables in his famous 1822 book Théorie analytique de la chaleur. 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. This was extended by Hermite in 1855 to what are now called Hermitian matrices. Around the same time, Brioschi proved that the eigenvalues of orthogonal matrices lie on the unit circle, and Clebsch found the corresponding result for skew-symmetric matrices. Finally, Weierstrass clarified an important aspect in the stability theory started by Laplace by realizing that defective matrices can cause instability.

In the meantime, Liouville studied eigenvalue problems similar to those of Sturm; the discipline that grew out of their work is now called Sturm–Liouville theory. 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.

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

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

Eigenvalues and eigenvectors of matrices

See also: Euclidean vector and Matrix (mathematics)

This section describes eigenvalues and eigenvectors of matrices. Eigenvalues and eigenvectors are often introduced to students in the context of linear algebra courses focused on matrices. Furthermore, linear transformations can be represented using matrices, which is especially common in numerical and computational applications.

Matrix A acts by stretching the vector x, not changing its direction, so x is an eigenvector of A.

Consider n-dimensional vectors that are formed as a list of n scalars, such as the three-dimensional vectors

$x = \begin{bmatrix}1\\3\\4\end{bmatrix}\quad\mbox{and}\quad y = \begin{bmatrix}-20\\-60\\-80\end{bmatrix}.$

These vectors are said to be scalar multiples of each other, or parallel or collinear, if there is a scalar λ such that

$x=\lambda y.$

In this case λ = −1/20.

Now consider the linear transformation of n-dimensional vectors defined by an n by n matrix A,

$Av=w,$

or

$\begin{bmatrix} A_{11} & A_{12} & \ldots & A_{1n} \\ A_{21} & A_{22} & \ldots & A_{2n} \\ \vdots & \vdots & \ddots & \vdots \\ A_{n1} & A_{n2} & \ldots & A_{nn} \\ \end{bmatrix} \begin{bmatrix} v_1 \\ v_2 \\ \vdots \\ v_n \end{bmatrix} = \begin{bmatrix} w_1 \\ w_2 \\ \vdots \\ w_n \end{bmatrix}$

where, for each row,

$w_i = A_{i1} v_1 + A_{i2} v_2 + \cdots + A_{in} v_n = \sum_{j = 1}^{n} A_{ij} v_j$.

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

$A v = \lambda v,$

(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 eigenequation for the matrix A.

Equation (1) can be stated equivalently as

$(A-\lambda I)v=0,$

(2)

where I is the n by n identity matrix.

Eigenvalues and the characteristic polynomial

Main article: Characteristic polynomial

Equation (2) has a non-zero 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

$|A-\lambda I| = 0$

(3)

Using Leibniz' rule for the determinant, the left hand side of Equation (3) is a polynomial function of the variable λ. 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,

$|A - \lambda I| = (\lambda_1 - \lambda )(\lambda_2 - \lambda)\cdots(\lambda_n - \lambda),$

(4)

where each λ_i may be real but in general is a complex number. The numbers λ₁, λ₂, ... λ_n, 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

$M = \begin{bmatrix} 2 & 1\\ 1 & 2 \end{bmatrix}.$

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

$|M-\lambda I| = \begin{vmatrix} 2-\lambda & 1 \\ 1 & 2-\lambda \end{vmatrix} = 3 -4\lambda + \lambda^2.$

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

$v_{\lambda=1} = \begin{bmatrix} 1 \\ -1 \end{bmatrix}, \quad v_{\lambda=3} = \begin{bmatrix} 1 \\ 1 \end{bmatrix}.$

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 non-zero imaginary parts. The entries of the corresponding eigenvectors therefore may also have non-zero 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 are complex 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.

Algebraic multiplicity

For a definition of "Geometric multiplicity", referred to in this section, see below.

Let λ_i be an eigenvalue of an n by n matrix A. The algebraic multiplicity μ_A(λ_i) of the eigenvalue is its multiplicity as a root of the characteristic polynomial, that is, the largest integer k such that (λ − λ_i)^k divides evenly that polynomial.

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 instead be written as the product d terms each corresponding to a distinct eigenvalue and raised to the power of the algebraic multiplicity,

$|A-\lambda I| = (\lambda_1 - \lambda)^{\mu_A(\lambda_1)}(\lambda_2 - \lambda)^{\mu_A(\lambda_2)} \cdots (\lambda_d - \lambda)^{\mu_A(\lambda_d)}.$

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

$\begin{align} 1 & \leq \mu_A(\lambda_i) \leq n, \\ \mu_A & = \sum_{i=1}^d{\mu_A(\lambda_i)} = n. \end{align}$

The geometric multiplicity of an eigenvalue, defined in a later section, never exceeds its algebraic multiplicity,

$\gamma_A(\lambda_i) \leq \mu_A(\lambda_i).$

If μ_A(λ_i) = 1, then λ_i is said to be a simple eigenvalue. If μ_A(λ_i) = γ_A(λ_i), then λ_i is said to be a semisimple eigenvalue.

Additional properties of eigenvalues

Let A be an arbitrary n by n matrix of complex numbers with eigenvalues λ₁, λ₂, ..., λ_n. Each eigenvalue appears μ_A(λ_i) times in this list, where μ_A(λ_i) is the eigenvalue's algebraic multiplicity. The following are properties of this matrix and its eigenvalues:

• The trace of A, defined as the sum of its diagonal elements, is also the sum of all eigenvalues,

$\operatorname{tr}(A) = \sum_{i=1}^n A_{i i} = \sum_{i=1}^n \lambda_i = \lambda_1+ \lambda_2 +\cdots+ \lambda_n.$

• The determinant of A is the product of all its eigenvalues,

$\operatorname{det}(A) = \prod_{i=1}^n \lambda_i=\lambda_1\lambda_2\cdots\lambda_n.$

• The eigenvalues of the k^th power of A, i.e. the eigenvalues of A^k, for any positive integer k, are λ₁^k, λ₂^k, ..., λ_n^k.
• The matrix A is invertible if and only if every eigenvalue is nonzero.
• If A is invertible, then the eigenvalues of A⁻¹ are 1/λ₁, 1/λ₂, ..., 1/λ_n 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 A is equal to its conjugate transpose A*, or equivalently if A is Hermitian, then every eigenvalue is real. The same is true of any symmetric real matrix.
• If A 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 A is unitary, every eigenvalue has absolute value |λ_i| = 1.

Left and right eigenvectors

See also: left and right (algebra)

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 multiples the n by n matrix A in the defining equation, Equation (1),

$A v = \lambda v.$

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

$u A = \kappa u,$

where κ is a scalar and u is a 1 by n matrix. Any row vector u satisfying this equation is called a left eigenvector of A and κ is its associated eigenvalue. Taking the conjugate transpose of this equation,

$A^* u^* = \kappa^* u^*.$

Comparing this equation to Equation (1), the left eigenvectors of A are the conjugate transpose of the right eigenvectors of A*. The eigenvalues of the left eigenvectors are the solution of the characteristic polynomial |A* − κ*I|=0. Because the identity matrix is Hermitian and |M*| = |M|* for a square matrix M, the eigenvalues of the left eigenvectors of A are the complex conjugates of the eigenvalues of the right eigenvectors of A. Recall that if A is a real matrix, all of its complex eigenvalues appear in complex conjugate pairs. Therefore, the eigenvalues of the left and right eigenvectors of a real matrix are the same. Similarly, if A is a real matrix, all of its complex eigenvectors also appear in complex conjugate pairs. Therefore, the left eigenvectors simplify to the transpose of the right eigenvectors of A^T if A is real.

Diagonalization and the eigendecomposition

Main article: Eigendecomposition of a matrix

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

$Q = \begin{bmatrix} v_1 & v_2 & ... & v_n \end{bmatrix}.$

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

$AQ = \begin{bmatrix} \lambda_1 v_1 & \lambda_2 v_2 & ... & \lambda_n v_n \end{bmatrix}.$

With this in mind, define a diagonal matrix Λ where each diagonal element Λ_ii is the eigenvalue associated with the i^th column of Q. Then

$AQ = Q\Lambda.$

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

$A = Q\Lambda Q^{-1},$

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

$Q^{-1}AQ=\Lambda.$

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

Main article: Min-max theorem

In the Hermitian case, eigenvalues can be given a variational characterization. The largest eigenvalue of $H$ is the maximum value of the quadratic form $x^\mathsf{T} H x/x^\mathsf{T} x$. A value of $x$ that realizes that maximum, is an eigenvector.

Matrix examples

Two-dimensional matrix example

The transformation matrix A = $\bigl[ \begin{smallmatrix} 2 & 1\\ 1 & 2 \end{smallmatrix} \bigr]$ preserves the direction of vectors parallel to v_λ=1 = [1 −1]^T (in purple) and v_λ=3 = [1 1]^T (in blue). The vectors in red are not parallel to either eigenvector, so, their directions are changed by the transformation. See also: An extended version, showing all four quadrants.

Consider the matrix

$A = \begin{bmatrix} 2 & 1\\ 1 & 2 \end{bmatrix}.$

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,

$\begin{align} |A-\lambda I| & = \left|\begin{bmatrix} 2 & 1 \\ 1 & 2 \end{bmatrix} - \lambda \begin{bmatrix} 1 & 0 \\ 0 & 1 \end{bmatrix}\right| = \begin{vmatrix} 2 - \lambda & 1 \\ 1 & 2 - \lambda \end{vmatrix}, \\ & = 3 -4\lambda + \lambda^2. \end{align}$

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,

$(A - I)v_{\lambda=1}=\begin{bmatrix} 1 & 1\\ 1 & 1\end{bmatrix}\begin{bmatrix}v_1 \\ v_2\end{bmatrix} =\begin{bmatrix}0 \\ 0\end{bmatrix}.$

Any non-zero vector with v₁ = −v₂ solves this equation. Therefore,

$v_{\lambda=1} = \begin{bmatrix} 1 \\ -1 \end{bmatrix}$

is an eigenvector of A corresponding to λ = 1, as is any scalar multiple of this vector.

For λ = 3, Equation (2) becomes

$(A-3 I)v_{\lambda=3}= \begin{bmatrix} -1 & 1\\ 1 & -1\end{bmatrix}\begin{bmatrix}v_1 \\ v_2\end{bmatrix} =\begin{bmatrix}0 \\ 0\end{bmatrix}.$

Any non-zero vector with v₁ = v₂ solves this equation. Therefore,

$v_{\lambda=3} = \begin{bmatrix} 1 \\ 1 \end{bmatrix}$

is an eigenvector of A corresponding to λ = 1, as is any scalar multiple of this vector.

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

Three dimensional matrix example

Consider the matrix

$A = \begin{bmatrix} 2 & 0 & 0 \\ 0 & 3 & 4 \\ 0 & 4 & 9 \end{bmatrix}.$

The characteristic polynomial of A is

$\begin{align} |A-\lambda I| & = \left|\begin{bmatrix} 2 & 0 & 0 \\ 0 & 3 & 4 \\ 0 & 4 & 9 \end{bmatrix} - \lambda \begin{bmatrix} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end{bmatrix}\right| \;=\; \begin{vmatrix} 2 - \lambda & 0 & 0 \\ 0 & 3 - \lambda & 4 \\ 0 & 4 & 9 - \lambda \end{vmatrix}, \\ & = (2 - \lambda) \bigl[ (3 - \lambda) (9 - \lambda) - 16 \bigr] = -\lambda^3 + 14\lambda^2 - 35\lambda + 22. \end{align}$

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 $[1\;0\;0]^\mathrm{T},$ $[0\;2\;-1]^\mathrm{T},$ and $[0\;1\;2]^\mathrm{T}$, or any non-zero multiple thereof.

Three dimensional matrix example with complex eigenvalues

Consider the cyclic permutation matrix

$A = \begin{bmatrix} 0 & 1 & 0\\ 0 & 0 & 1\\ 1 & 0 & 0 \end{bmatrix}.$

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

$\lambda_1 = 1$

$\lambda_2 = -1/2 + \mathbf{i}\sqrt{3}/2$

$\lambda_3 = \lambda_2^* = -1/2 - \mathbf{i}\sqrt{3}/2$

where i = $\sqrt{-1}$ is the imaginary unit.

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

$A \begin{bmatrix} 5\\5\\5 \end{bmatrix} = \begin{bmatrix} 5\\5\\5 \end{bmatrix} = 1 \cdot \begin{bmatrix} 5\\5\\5 \end{bmatrix}.$

For the complex conjugate pair of imaginary eigenvalues, note that

$\lambda_2\lambda_3 = 1, \quad \lambda_2^2 = \lambda_3, \quad \lambda_3^2 = \lambda_2.$

Then

$A \begin{bmatrix} 1 \\ \lambda_2 \\ \lambda_3 \end{bmatrix} = \begin{bmatrix} \lambda_2\\ \lambda_3 \\1 \end{bmatrix} = \lambda_2 \cdot \begin{bmatrix} 1\\ \lambda_2 \\ \lambda_3 \end{bmatrix},$

and

$A \begin{bmatrix} 1 \\ \lambda_3 \\ \lambda_2 \end{bmatrix} = \begin{bmatrix} \lambda_3 \\ \lambda_2 \\ 1 \end{bmatrix} = \lambda_3 \cdot \begin{bmatrix} 1 \\ \lambda_3 \\ \lambda_2 \end{bmatrix}.$

Therefore, the other two eigenvectors of A are complex and are $v_{\lambda_2}=[1\;\lambda_2\;\lambda_3]^\mathrm{T}$ and $v_{\lambda_3}=[1\;\lambda_3\;\lambda_2]^\mathrm{T}$ with eigenvalues λ₂ and λ₃, respectively. Note that the two complex eigenvectors also appear in a complex conjugate pair,

$v_{\lambda_2} = v_{\lambda_3}^*.$

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

$A=\begin{bmatrix} 1 & 0 & 0\\ 0&2& 0\\0&0&3\end{bmatrix}.$

The characteristic polynomial of A is

$|A-\lambda I| = (1-\lambda)(2-\lambda)(3-\lambda),$

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 non-zero component is in the same row as that diagonal element. In the example, the eigenvalues correspond to the eigenvectors,

$v_{\lambda_1}=\begin{bmatrix}1\\0\\0\end{bmatrix}, \quad v_{\lambda_2}=\begin{bmatrix}0\\1\\0\end{bmatrix},\quad v_{\lambda_3}=\begin{bmatrix}0\\0\\1\end{bmatrix},$

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,

$A=\begin{bmatrix} 1 & 0 & 0\\ 1 & 2 & 0\\ 2 & 3 & 3 \end{bmatrix}.$

The characteristic polynomial of A is

$|A-\lambda I| = (1-\lambda)(2-\lambda)(3-\lambda),$

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,

$v_{\lambda_1}=\begin{bmatrix}1\\-1\\1/2\end{bmatrix}, \quad v_{\lambda_2}=\begin{bmatrix}0\\1\\-3\end{bmatrix},\quad v_{\lambda_3}=\begin{bmatrix}0\\0\\1\end{bmatrix},$

respectively, as well as scalar multiples of these vectors.

Matrix with repeated eigenvalues example

As in the previous example, the lower triangular matrix

$A= \begin{bmatrix} 2 & 0 & 0 & 0 \\ 1 & 2 & 0 & 0 \\ 0 & 1 & 3 & 0 \\ 0 & 0 & 1 & 3 \end{bmatrix},$

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

$|A-\lambda I| \;=\; \begin{vmatrix} 2- \lambda & 0 & 0 & 0 \\ 1 & 2- \lambda & 0 & 0 \\ 0 & 1 & 3- \lambda & 0 \\ 0 & 0 & 1 & 3- \lambda \end{vmatrix}= (2 - \lambda)^2 (3 - \lambda)^2.$

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 each distinct eigenvalue is μ_A = 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 [0 1 -1 1]^T and is therefore 1-dimensional. Similarly, the geometric multiplicity of the eigenvalue 3 is 1 because its eigenspace is spanned by just one vector [0 0 0 1]^T. The total geometric multiplicity γ_A is 2, which is the smallest it could be for a matrix with two distinct eigenvalues. Geometric multiplicities are defined in a later section.

Eigenvalues and eigenfunctions of differential operators

Main article: Eigenfunction

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

$D f(t) = \lambda f(t)$

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

Derivative operator example

Consider the derivative operator $\tfrac{d}{dt}$ with eigenvalue equation

$\frac{d}{dt}f(t) = \lambda f(t).$

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

$f(t)=f(0)e^{\lambda t},$

is the eigenfunction of the derivative operator. Note that in this case the eigenfunction is itself a function of its associated eigenvalue. In particular, note that 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,

$T:V \to V.$

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

$T(\mathbf{v})=\lambda \mathbf{v}.$

(5)

This equation is called the eigenvalue equation for T, and the scalar λ is the eigenvalue of T corresponding to the eigenvector v. Note that 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.

Zero vector as an eigenvector

While the definition of an eigenvector used in this article excludes the zero vector, it is possible to define eigenvalues and eigenvectors such that the zero vector is an eigenvector.

Consider again the eigenvalue equation, Equation (5). Define an eigenvalue to be any scalar λ ∈ K such that there exists a non-zero vector v ∈ V satisfying Equation (5). It is important that this version of the definition of an eigenvalue specify that the vector be non-zero, otherwise by this definition the zero vector would allow any scalar in K to be an eigenvalue. Define an eigenvector v associated with the eigenvalue λ to be any vector that, given λ, satisfies Equation (5). Given the eigenvalue, the zero vector is among the vectors that satisfy Equation (5), so the zero vector is included among the eigenvectors by this alternate definition.

Geometric multiplicity

The geometric multiplicity $\gamma_T(\lambda)$ of an eigenvalue $\lambda$ is the dimension of the eigenspace associated with $\lambda$, i.e., the maximum number of vectors in any linearly independent set of eigenvectors with that eigenvalue. It is clear from the definition of eigenvalue in the eigenvalue equation (1) that we always have $\gamma_T(\lambda) \geq 1.$

Eigenspace

If $v$ is an eigenvector of $T$, with eigenvalue $\lambda$, then any scalar multiple $\alpha v$ of $v$ with nonzero $\alpha$ is also an eigenvector with eigenvalue $\lambda$, since $T(\alpha v) = \alpha T(v) = \alpha(\lambda v) = \lambda(\alpha v)$. Moreover, if $u$ and $v$ are eigenvectors with the same eigenvalue $\lambda$ and $u \neq -v$, then $u+v$ is also an eigenvector with the same eigenvalue $\lambda$. Therefore, the set of all eigenvectors with the same eigenvalue $\lambda$, together with the zero vector, is a linear subspace of $V$, called the eigenspace of $T$ associated to $\lambda$. If that subspace has dimension 1, it is sometimes called an eigenline.

The eigenspaces of T always form a direct sum (and as a consequence any family of eigenvectors for different eigenvalues is always linearly independent). Therefore, the sum of the dimensions of the eigenspaces cannot exceed the dimension n of the space on which T operates, and in particular there cannot be more than n distinct eigenvalues.

Any subspace spanned by eigenvectors of $T$ is an invariant subspace of $T$, and the restriction of T to such a subspace is diagonalizable.

Eigenbasis

An eigenbasis for a linear operator $T$ that operates on a vector space $V$ is a basis for $V$ that consists entirely of eigenvectors of $T$ (possibly with different eigenvalues). Such a basis exists precisely if the direct sum of the eigenspaces equals the whole space, in which case one can take the union of bases chosen in each of the eigenspaces as eigenbasis. The matrix of T in a given basis is diagonal precisely when that basis is an eigenbasis for T, and for this reason T is called diagonalizable if it admits an eigenbasis.

Spectral theory

If $\lambda$ is an eigenvalue of $T$, then the operator $T-\lambda I$ is not one-to-one, and therefore its inverse $(T-\lambda I)^{-1}$ does not exist. The converse is true for finite-dimensional vector spaces, but not for infinite-dimensional vector spaces. In general, the operator $T - \lambda I$ may not have an inverse, even if $\lambda$ is not an eigenvalue.

For this reason, in functional analysis one defines the spectrum of a linear operator $T$ as the set of all scalars $\lambda$ for which the operator $T-\lambda I$ has no bounded inverse. Thus the spectrum of an operator always contains all its eigenvalues, but is not limited to them.

Associative algebras and representation theory

More algebraically, rather than generalizing the vector space to an infinite dimensional space, one can generalize the algebraic object that is acting on the 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.

A closer analog of eigenvalues is given by the representation-theoretical concept of weight, with the analogs of eigenvectors and eigenspaces being weight vectors and weight spaces.

Dynamic equations

The simplest difference equations have the form

$x_t=a_1x_{t-1} +a_2x_{t-2}+\cdots +a_kx_{t-k}.$

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

$\lambda^k-a_1\lambda^{k-1} -a_2\lambda^{k-2}-\cdots -a_{k-1}\lambda-a_k=0,$

which can be found by stacking into matrix form a set of equations consisting of the above difference equation and the k–1 equations $x_{t-1}=x_{t-1}, \dots , x_{t-k+1}=x_{t-k+1},$ giving a k-dimensional system of the first order in the stacked variable vector $[x_t, \dots , x_{t-k+1}]$ in terms of its once-lagged value, and taking the characteristic equation of this system's matrix. This equation gives k characteristic roots $\lambda_1, \dots , \lambda_k,$ for use in the solution equation

$x_t=c_1\lambda _1^t+\cdots + c_k\lambda _k^t.$

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

$\frac{d^{k}x}{dt^k}+a_{k-1}\frac{d^{k-1}x}{dt^{k-1}}+\cdots +a_1\frac{dx}{dt} +a_0x=0.$

Calculation

Main article: Eigenvalue algorithm

Eigenvalues

The eigenvalues of a matrix $A$ can be determined by finding the roots of the characteristic polynomial. Explicit algebraic formulas for the roots of a polynomial exist only if the degree $n$ 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.

It turns out that any polynomial with degree $n$ is the characteristic polynomial of some companion matrix of order $n$. 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.

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. 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).

Efficient, accurate methods to compute eigenvalues and eigenvectors of arbitrary matrices were not known until the advent of the QR algorithm in 1961. 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.

Eigenvectors

Once the (exact) value of an eigenvalue is known, the corresponding eigenvectors can be found by finding non-zero 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

$A = \begin{bmatrix} 4 & 1\\6 & 3 \end{bmatrix}$

we can find its eigenvectors by solving the equation $A v = 6 v$, that is

$\begin{bmatrix} 4 & 1\\6 & 3 \end{bmatrix}\begin{bmatrix}x\\y\end{bmatrix} = 6 \cdot \begin{bmatrix}x\\y\end{bmatrix}$

This matrix equation is equivalent to two linear equations

$\left\{\begin{matrix} 4x + {\ }y &{}= 6x\\6x + 3y &{}=6 y\end{matrix}\right.$      that is      $\left\{\begin{matrix} -2x+ {\ }y &{}=0\\+6x-3y &{}=0\end{matrix}\right.$

Both equations reduce to the single linear equation $y=2x$. Therefore, any vector of the form $[a,2a]'$, for any non-zero real number $a$, is an eigenvector of $A$ with eigenvalue $\lambda = 6$.

The matrix $A$ above has another eigenvalue $\lambda=1$. A similar calculation shows that the corresponding eigenvectors are the non-zero solutions of $3x+y=0$, that is, any vector of the form $[b,-3b]'$, for any non-zero real number $b$.

Some numeric methods that compute the eigenvalues of a matrix also determine a set of corresponding eigenvectors as a by-product of the computation.

Applications

Eigenvalues of geometric transformations

The following table presents some example transformations in the plane along with their 2×2 matrices, eigenvalues, and eigenvectors.

	scaling	unequal scaling	rotation	horizontal shear	hyperbolic rotation
illustration
matrix	$\begin{bmatrix}k & 0\\0 & k\end{bmatrix}$	$\begin{bmatrix}k_1 & 0\\0 & k_2\end{bmatrix}$	$\begin{bmatrix}c & -s \\ s & c\end{bmatrix}$ $c=\cos\theta$ $s=\sin\theta$	$\begin{bmatrix}1 & k\\ 0 & 1\end{bmatrix}$	$\begin{bmatrix} c & s \\ s & c \end{bmatrix}$ $c=\cosh \varphi$ $s=\sinh \varphi$
characteristic polynomial	$\ (\lambda - k)^2$	$(\lambda - k_1)(\lambda - k_2)$	$\lambda^2 - 2c\lambda + 1$	$\ (\lambda - 1)^2$	$\lambda^2 - 2c\lambda + 1$
eigenvalues $\lambda_i$	$\lambda_1 = \lambda_2 = k$	$\lambda_1 = k_1$ $\lambda_2 = k_2$	$\lambda_1 = e^{\mathbf{i}\theta}=c+s\mathbf{i}$ $\lambda_2 = e^{-\mathbf{i}\theta}=c-s\mathbf{i}$	$\lambda_1 = \lambda_2 = 1$	$\lambda_1 = e^\varphi$ $\lambda_2 = e^{-\varphi}$,
algebraic multipl. $\mu_i=\mu(\lambda_i)$	$\mu_1 = 2$	$\mu_1 = 1$ $\mu_2 = 1$	$\mu_1 = 1$ $\mu_2 = 1$	$\mu_1 = 2$	$\mu_1 = 1$ $\mu_2 = 1$
geometric multipl. $\gamma_i = \gamma(\lambda_i)$	$\gamma_1 = 2$	$\gamma_1 = 1$ $\gamma_2 = 1$	$\gamma_1 = 1$ $\gamma_2 = 1$	$\gamma_1 = 1$	$\gamma_1 = 1$ $\gamma_2 = 1$
eigenvectors	All non-zero vectors	$u_1 = \begin{bmatrix}1\\0\end{bmatrix}$ $u_2 = \begin{bmatrix}0\\1\end{bmatrix}$	$u_1 = \begin{bmatrix}{\ }1\\-\mathbf{i}\end{bmatrix}$ $u_2 = \begin{bmatrix}{\ }1\\ +\mathbf{i}\end{bmatrix}$	$u_1 = \begin{bmatrix}1\\0\end{bmatrix}$	$u_1 = \begin{bmatrix}{\ }1\\{\ }1\end{bmatrix}$ $u_2 = \begin{bmatrix}{\ }1\\-1\end{bmatrix}.$

Note that the characteristic equation for a rotation is a quadratic equation with discriminant $D = -4(\sin\theta)^2$, which is a negative number whenever $\theta$ is not an integer multiple of 180°. Therefore, except for these special cases, the two eigenvalues are complex numbers, $\cos\theta \pm \mathbf{i}\sin\theta$; 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.

Schrödinger equation

The wavefunctions associated with the bound states of an electron in a hydrogen atom can be seen as the eigenvectors of the hydrogen atom Hamiltonian as well as of the angular momentum operator. They are associated with eigenvalues interpreted as their energies (increasing downward: $n=1,2,3,\ldots$) and angular momentum (increasing across: s, p, d, ...). The illustration shows the square of the absolute value of the wavefunctions. Brighter areas correspond to higher probability density for a position measurement. The center of each figure is the atomic nucleus, a proton.

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

$H\psi_E = E\psi_E \,$

where $H$, the Hamiltonian, is a second-order differential operator and $\psi_E$, the wavefunction, is one of its eigenfunctions corresponding to the eigenvalue $E$, 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 $\psi_E$ 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 $\psi_E$ and $H$ can be represented as a one-dimensional array 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 $|\Psi_E\rangle$. In this notation, the Schrödinger equation is:

$H|\Psi_E\rangle = E|\Psi_E\rangle$

where $|\Psi_E\rangle$ is an eigenstate of $H$ and $E$ represents the eigenvalue. $H$ is an observable self adjoint operator, the infinite dimensional analog of Hermitian matrices. As in the matrix case, in the equation above $H|\Psi_E\rangle$ is understood to be the vector obtained by application of the transformation $H$ to $|\Psi_E\rangle$.

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, or as a Stereonet on a Wulff Net.

The output for the orientation tensor is in the three orthogonal (perpendicular) axes of space. The three eigenvectors are ordered $v_1, v_2, v_3$ by their eigenvalues $E_1 \geq E_2 \geq E_3$; $v_1$ then is the primary orientation/dip of clast, $v_2$ is the secondary and $v_3$ 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 $E_1$, $E_2$, and $E_3$ are dictated by the nature of the sediment's fabric. If $E_1 = E_2 = E_3$, the fabric is said to be isotropic. If $E_1 = E_2 > E_3$, the fabric is said to be planar. If $E_1 > E_2 > E_3$, the fabric is said to be linear.

Principal component analysis

PCA of the multivariate Gaussian distribution centered at $(1,3)$ with a standard deviation of 3 in roughly the $(0.878,0.478)$ direction and of 1 in the orthogonal direction. The vectors shown are unit eigenvectors of the (symmetric, positive-semidefinite) covariance matrix scaled by the square root of the corresponding eigenvalue. (Just as in the one-dimensional case, the square root is taken because the standard deviation is more readily visualized than the variance.

Main article: Principal component analysis

See also: Positive semidefinite matrix and Factor 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 components 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 orthonormal eigen-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 to study large data sets, such as those encountered in bioinformatics, data mining, chemical research, psychology, and in marketing. PCA is popular especially in psychology, in the field of psychometrics. 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.

Vibration analysis

Mode Shape of a Tuning Fork at Eigenfrequency 440.09 Hz

Main article: Vibration

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

$m\ddot x + kx = 0$

or

$m\ddot x = -k x$

that is, acceleration is proportional to position (i.e., we expect $x$ to be sinusoidal in time).

In $n$ dimensions, $m$ becomes a mass matrix and $k$ a stiffness matrix. Admissible solutions are then a linear combination of solutions to the generalized eigenvalue problem

$-kx= \omega^2 mx$

where $\omega^2$ is the eigenvalue and $\omega$ is the angular frequency. Note that the principal vibration modes are different from the principal compliance modes, which are the eigenvectors of $k$ alone. Furthermore, damped vibration, governed by

$m\ddot x + c \dot x + kx = 0$

leads to a so-called quadratic eigenvalue problem,

$(\omega^2 m + \omega c + k)x = 0.$

This can be reduced to a generalized eigenvalue problem by clever use of algebra 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.

Eigenfaces

Eigenfaces as examples of eigenvectors

Main article: Eigenface

In image processing, processed images of faces can be seen as vectors whose components are the brightnesses of each pixel. 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 components 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 voice pronunciation of the word can be constructed. These concepts have been found useful in automatic speech recognition systems for speaker adaptation.

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.

Graphs

In spectral graph theory, an eigenvalue of a graph is defined as an eigenvalue of the graph's adjacency matrix $A$, or (increasingly) of the graph's Laplacian matrix due to its Discrete Laplace operator, which is either $T - A$ (sometimes called the combinatorial Laplacian) or $I - T^{-1/2}A T^{-1/2}$ (sometimes called the normalized Laplacian), where $T$ is a diagonal matrix with $T_{i i}$ equal to the degree of vertex $v_i$, and in $T^{-1/2}$, the $i$th diagonal entry is $1/\sqrt{\operatorname{deg}(v_i)}$. The $k$th principal eigenvector of a graph is defined as either the eigenvector corresponding to the $k$th largest or $k$th smallest eigenvalue of the Laplacian. The first principal eigenvector of the graph is also referred to merely as the principal eigenvector.

The principal eigenvector is used to measure the centrality of its vertices. An example is Google's PageRank algorithm. The principal eigenvector of a modified adjacency matrix of the World Wide Web graph gives the page ranks as its components. This vector corresponds to the stationary distribution of the Markov chain represented by the row-normalized 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.

Basic reproduction number

Main article: Basic reproduction number

The basic reproduction number ($R_0$) 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 $R_0$ is the average number of people that one typical infectious person will infect. The generation time of an infection is the time, $t_G$, 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 $t_G$ has passed. $R_0$ is then the largest eigenvalue of the next generation matrix.

See also

• Antieigenvalue theory
• Eigenplane
• Eigenvalue algorithm
• Introduction to eigenstates
• Jordan normal form
• List of numerical analysis software
• Nonlinear eigenproblem
• Quadratic eigenvalue problem
• Singular value

References

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External links

• What are Eigen Values? – non-technical introduction from PhysLink.com's "Ask the Experts"
• Eigen Values and Eigen Vectors Numerical Examples – Tutorial and Interactive Program from Revoledu.
• Introduction to Eigen Vectors and Eigen Values – lecture from Khan Academy
• Hill, Roger (2009). "λ – Eigenvalues". Sixty Symbols. Brady Haran for the University of Nottingham. 
• "A Beginner's Guide to Eigenvectors". Deeplearning4j. 2015. 

Theory

• Hazewinkel, Michiel, ed. (2001), "Eigen value", Encyclopedia of Mathematics, Springer, ISBN 978-1-55608-010-4 
• Hazewinkel, Michiel, ed. (2001), "Eigen vector", Encyclopedia of Mathematics, Springer, ISBN 978-1-55608-010-4 
• Eigenvalue (of a matrix) at PlanetMath.org.
• Eigenvector – Wolfram MathWorld
• Eigen Vector Examination working applet
• Same Eigen Vector Examination as above in a Flash demo with sound
• Computation of Eigenvalues
• Numerical solution of eigenvalue problems Edited by Zhaojun Bai, James Demmel, Jack Dongarra, Axel Ruhe, and Henk van der Vorst
• Eigenvalues and Eigenvectors on the Ask Dr. Math forums: [1], [2]

Online calculators

• Eigenvalues calculator by www.mathstools.com
• arndt-bruenner.de
• bluebit.gr
• wims.unice.fr
• EngineerJS

Demonstration applets

• Java applet about eigenvectors in the real plane