Eigen Value and Eigen Vector (L12)
Eigen Value and Eigen Vector (L12)
Eigenvalues are associated with eigenvectors in Linear algebra. Both terms are used
in the analysis of linear transformations. Eigenvalues are the special set of scalar values
that is associated with the set of linear equations most probably in the matrix equations.
The eigenvectors are also termed as characteristic roots. It is a non-zero vector that can
be changed at most by its scalar factor after the application of linear transformations.
And the corresponding factor which scales the eigenvectors is called an eigenvalue.
Eigenvalue Definition
Eigenvalues are the special set of scalars associated with the system of linear equations.
It is mostly used in matrix equations. ‘Eigen’ is a German word that means ‘proper’ or
‘characteristic’. Therefore, the term eigenvalue can be termed as characteristic
value, characteristic root, proper values or latent roots as well. In simple words, the
eigenvalue is a scalar that is used to transform the eigenvector. The basic equation is
Ax = λx
In Mathematics, an eigenvector corresponds to the real non zero eigenvalues which point
in the direction stretched by the transformation whereas eigenvalue is considered as a
factor by which it is stretched. In case, if the eigenvalue is negative, the direction of the
transformation is negative.
For every real matrix, there is an eigenvalue. Sometimes it might be complex. The
existence of the eigenvalue for the complex matrices is equal to the fundamental
theorem of algebra.
What are EigenVectors?
Eigenvectors are the vectors (non-zero) that do not change the direction when any linear
transformation is applied. It changes by only a scalar factor. In a brief, we can say, if A is
a linear transformation from a vector space V and x is a vector in V, which is not a zero
vector, then v is an eigenvector of A if A(X) is a scalar multiple of x.
Ax = λx
x is an eigenvector of A corresponding to eigenvalue, λ.
Note:
Suppose, An×n is a square matrix, then [A- λI] is called an Eigen or characteristic matrix,
which is an indefinite or undefined scalar. Where determinant of Eigen matrix can be
written as, |A- λI| and |A- λI| = 0 is the Eigen equation or characteristics equation,
where “I” is the identity matrix. The roots of an Eigen matrix are called Eigen roots.
Eigenvalues of a triangular matrix and diagonal matrix are equivalent to the elements on
the principal diagonals. But eigenvalues of the scalar matrix are the scalar only.
Properties of Eigenvalues
EigenValue Example
In this shear mapping, the blue arrow changes direction, whereas the pink arrow does
not. Here, the pink arrow is an eigenvector because it does not change direction. Also,
the length of this arrow is not changed; its eigenvalue is 1.
Eigenvalues of 2 x 2 Matrix
Let us have a look at the example given below to learn how to find the
eigenvalues of a 2 x 2 matrix.