Eigenvalues & Eigenvectors
See how a 2Γ2 matrix transforms space β eigenvectors stay collinear, eigenvalues reveal the stretching factor
π Eigenvalues & Eigenvectors
A vector v is an eigenvector of matrix
A if the transformation only scales it β it does
not rotate:
AΒ·v = λ·v β
where scalar Ξ» is the corresponding
eigenvalue.
To find eigenvalues, solve the
characteristic equation:
det(A β Ξ»I) = 0 ⹠λ² β tr(A)Β·Ξ» + det(A) = 0
giving Ξ» = (tr Β± β(trΒ² β 4Β·det)) / 2
Geometrically: the unit circle maps to an ellipse whose semi-axes point along the eigenvectors with lengths equal to |Ξ»|. Real distinct eigenvalues β stretching/compression along two axes. Complex eigenvalues β rotation + spiral. Repeated eigenvalues β uniform scaling or shear.
Eigenvalues are central to PCA, quantum mechanics (energy levels), graph theory (spectral graph theory), and stability analysis of ODEs.