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eigenvectors
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.[3]
Overview
Eigenvalues and eigenvectors feature
prominently in the analysis of linear
transformations. The prefix eigen- is
adopted from the German word eigen for
"proper", "characteristic".[4] 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.
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.
Eigenvalues and
eigenvectors of matrices
Eigenvalues and eigenvectors are often
introduced to students in the context of
linear algebra courses focused on
matrices.[23][24] Furthermore, linear
transformations over a finite-dimensional
vector space can be represented using
matrices,[1][2] which is especially
common in numerical and computational
applications.[25]
(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.
(2 )
(3 )
(4 )
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.[8][26][27]
Eigenspaces, geometric
multiplicity, and the
eigenbasis for matrices
Additional properties of
eigenvalues
[28][29][30]
[28][31][32]
Variational characterization
Matrix examples
Two-dimensional matrix
example
The transformation matrix A = preserves the
direction of vectors parallel to vλ=1 = [1 −1]T (in
purple) and vλ=3 = [1 1]T (in blue). The vectors in red
are not parallel to either eigenvector, so, their
directions are changed by the transformation. The
blue vectors after the transformation are three times
the length of the original (their eigenv alue is 3), while
the lengths of the purple vectors are unchanged
(reflecting an eigenvalue of 1). See also: An
extended version, showing all four quadrants.
is an eigenvector of A corresponding to λ
= 1, as is any scalar multiple of this
vector.
is an eigenvector of A corresponding to λ
= 3, as is any scalar multiple of this
vector.
Three-dimensional matrix
example
Consider the matrix
Three-dimensional matrix
example with complex
eigenvalues
Then
and
which has the roots λ1 = 1, λ2 = 2, and
λ3 = 3. These roots are the diagonal
elements as well as the eigenvalues of A.
which has the roots λ1 = 1, λ2 = 2, and
λ3 = 3. These roots are the diagonal
elements as well as the eigenvalues of A.
eigenvalue equation
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,
(5)
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
Spectral theory
Dynamic equations
The simplest difference equations have
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
Eigenvalues
Eigenvectors
we can find its eigenvectors by solving
the equation , that is
number .
Modern methods
Applications
Eigenvalues of geometric
transformations
The following table presents some
example transformations in the plane
along with their 2×2 matrices,
eigenvalues, and eigenvectors.
Horizontal Hyperboli
Scaling Unequal scaling Rotation
shear
Illustration
Matrix
Characteristic
polynomial
Eigenvalues,
Algebraic
mult.,
Geometric
mult.,
All non-zero
Eigenvectors
vectors
Note that 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.
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 .
Molecular orbitals
Vibration analysis
Mode shape of a tuning fork at eigenfr equency
440.09 Hz
or
Eigenfaces
Eigenfaces as examples of eigenvectors
Stress tensor
Graphs
See also
Antieigenvalue theory
Eigenoperator
Eigenplane
Eigenvalue algorithm
Introduction to eigenstates
Jordan normal form
List of numerical analysis software
Nonlinear eigenproblem
Quadratic eigenvalue problem
Singular value
Notes
1. 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.
References
Citations
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External links
External links
Theory
Hazewinkel, Michiel, ed. (2001) [1994],
"Eigen value" , Encyclopedia of
Mathematics, Springer
Science+Business Media B.V. / Kluwer
Academic Publishers, ISBN 978-1-
55608-010-4
Hazewinkel, Michiel, ed. (2001) [1994],
"Eigen vector" , Encyclopedia of
Mathematics, Springer
Science+Business Media B.V. / Kluwer
Academic Publishers, ISBN 978-1-
55608-010-4
"Eigenvalue (of a matrix)" . PlanetMath.
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]
Demonstration applets