Linear Algebra · Undergraduate

Eigenvalues and Eigenvectors

Quick answer

An eigenvector of a square matrix A is a nonzero vector that A sends to a multiple of itself, Av = λv, and the multiple λ is its eigenvalue. Along an eigenvector the transformation only stretches, shrinks or flips. The eigenvalues are the roots of the characteristic equation det(A − λI) = 0, because Av = λv has a nonzero solution exactly when A − λI is not invertible. For each eigenvalue, the eigenvectors, together with zero, form the null space of A − λI, called the eigenspace.

What you'll learn

  • Check whether a vector is an eigenvector
  • Find eigenvalues from the characteristic equation
  • Find a basis for each eigenspace
  • Read eigenvalues of a triangular matrix from its diagonal

Directions that do not turn

Most vectors change direction when a matrix acts on them. A few special ones only stretch. For

A=[2112]A = \begin{bmatrix} 2 & 1\\ 1 & 2 \end{bmatrix}

the vector (1,0)(1, 0) goes to (2,1)(2, 1), a new direction, but (1,1)(1, 1) goes to (3,3)(3, 3), which is 33 times itself.

An eigenvector of a square matrix AA is a nonzero vector v\mathbf{v} with Av=λvA\mathbf{v} = \lambda\mathbf{v} for some scalar λ\lambda, called its eigenvalue.

Along an eigenvector the transformation is as simple as it can be: multiplication by a number. A positive λ\lambda stretches or shrinks, a negative one also flips the direction, and λ=0\lambda = 0 collapses the vector to 0\mathbf{0}.

An eigenvector keeps its line; other vectors turn For the matrix [[2, 1], [1, 2]]: the vector v = (1, 1) and its image Av = (3, 3) lie on the same line through the origin, the image three times as long. The vector w = (1, 0) goes to Aw = (2, 1), which points in a new direction. v 123123xy Av = 3v w Aw
An eigenvector keeps its line; other vectors turn

Why the determinant finds them

Rewrite the defining equation with everything on one side. Since λv=λIv\lambda\mathbf{v} = \lambda I\mathbf{v},

Av=λv⟺(A−λI)v=0A\mathbf{v} = \lambda\mathbf{v} \quad\Longleftrightarrow\quad (A - \lambda I)\mathbf{v} = \mathbf{0}

An eigenvector is a nonzero solution of that homogeneous system, and a nonzero solution exists exactly when A−λIA - \lambda I is not invertible. By the Invertible Matrix Theorem, that happens exactly when its determinant is zero. The eigenvalues are the numbers λ\lambda that make A−λIA - \lambda I singular, found by solving the characteristic equation

det⁡(A−λI)=0\det(A - \lambda I) = 0

For each eigenvalue, the solutions of (A−λI)x=0(A - \lambda I)\mathbf{x} = \mathbf{0} form a subspace, the eigenspace for λ\lambda: the null space of A−λIA - \lambda I. Its nonzero vectors are the eigenvectors.

Worked examples

Common mistakes

Practice problems

  1. Is (1,1)(1, 1) an eigenvector of [3122]\begin{bmatrix} 3 & 1\\ 2 & 2 \end{bmatrix}? If so, with what eigenvalue?

    Answer

    Yes, with eigenvalue 44

    Full solution

    A(1,1)=(3+1, 2+2)=(4,4)=4(1,1)A(1, 1) = (3 + 1,\ 2 + 2) = (4, 4) = 4(1, 1).

  2. Find the eigenvalues of [3122]\begin{bmatrix} 3 & 1\\ 2 & 2 \end{bmatrix}.

    Answer

    44 and 11

    Full solution

    (3−λ)(2−λ)−2=λ2−5λ+4=(λ−4)(λ−1)(3 - \lambda)(2 - \lambda) - 2 = \lambda^2 - 5\lambda + 4 = (\lambda - 4)(\lambda - 1).

  3. Find an eigenvector of the same matrix for λ=1\lambda = 1.

    Answer

    (1,−2)(1, -2), or any nonzero multiple

    Full solution

    A−I=[2121]A - I = \begin{bmatrix} 2 & 1\\ 2 & 1 \end{bmatrix} gives 2x1+x2=02x_1 + x_2 = 0, so x2=−2x1x_2 = -2x_1. Check: A(1,−2)=(1,−2)A(1, -2) = (1, -2).

  4. Find the eigenvalues of [500−2]\begin{bmatrix} 5 & 0\\ 0 & -2 \end{bmatrix}.

    Answer

    55 and −2-2

    Full solution

    A diagonal matrix is triangular, so its eigenvalues are its diagonal entries, with eigenvectors e1\mathbf{e}_1 and e2\mathbf{e}_2.

  5. Find an eigenvector of [210034005]\begin{bmatrix} 2 & 1 & 0\\ 0 & 3 & 4\\ 0 & 0 & 5 \end{bmatrix} for λ=5\lambda = 5.

    Answer

    (2,6,3)(2, 6, 3)

    Full solution

    A−5I=[−3100−24000]A - 5I = \begin{bmatrix} -3 & 1 & 0\\ 0 & -2 & 4\\ 0 & 0 & 0 \end{bmatrix}. With x3=3x_3 = 3, the second row gives x2=6x_2 = 6 and the first gives x1=2x_1 = 2. Check: A(2,6,3)=(10,30,15)A(2, 6, 3) = (10, 30, 15).

  6. Show that [0−110]\begin{bmatrix} 0 & -1\\ 1 & 0 \end{bmatrix} has no real eigenvalues.

    Answer

    Its characteristic equation is λ2+1=0\lambda^2 + 1 = 0.

    Full solution

    det⁡[−λ−11−λ]=λ2+1\det\begin{bmatrix} -\lambda & -1\\ 1 & -\lambda \end{bmatrix} = \lambda^2 + 1, which is positive for every real λ\lambda.

  7. Av=3vA\mathbf{v} = 3\mathbf{v}. Find A2vA^2\mathbf{v} and A10vA^{10}\mathbf{v}.

    Answer

    9v9\mathbf{v} and 310v3^{10}\mathbf{v}

    Full solution

    A2v=A(3v)=3Av=9vA^2\mathbf{v} = A(3\mathbf{v}) = 3A\mathbf{v} = 9\mathbf{v}, and each further factor of AA multiplies by another 33.

  8. AA is invertible and has eigenvalue λ\lambda with eigenvector v\mathbf{v}. Find an eigenvalue of A−1A^{-1}.

    Answer

    1λ\tfrac{1}{\lambda}, with the same eigenvector

    Full solution

    Apply A−1A^{-1} to both sides of Av=λvA\mathbf{v} = \lambda\mathbf{v}: v=λA−1v\mathbf{v} = \lambda A^{-1}\mathbf{v}. Since AA is invertible, λ≠0\lambda \ne 0, so A−1v=1λvA^{-1}\mathbf{v} = \tfrac{1}{\lambda}\mathbf{v}.

  9. A 3×33 \times 3 matrix has eigenvalues 11, 00 and 44. Is it invertible?

    Answer

    No

    Full solution

    An eigenvalue of 00 means Av=0A\mathbf{v} = \mathbf{0} for some nonzero v\mathbf{v}, so the null space is not trivial. Equivalently, det⁡A\det A is the product of the eigenvalues, which is 00.

  10. A student row reduces [1234]\begin{bmatrix} 1 & 2\\ 3 & 4 \end{bmatrix} to [120−2]\begin{bmatrix} 1 & 2\\ 0 & -2 \end{bmatrix} and reports the eigenvalues 11 and −2-2. What went wrong?

    Hint

    Do the reported eigenvalues add to the diagonal sum of the original?

    Answer

    Row operations change eigenvalues. The true ones are 5±332≈5.37\tfrac{5 \pm \sqrt{33}}{2} \approx 5.37 and −0.37-0.37.

    Full solution

    det⁡(A−λI)=(1−λ)(4−λ)−6=λ2−5λ−2\det(A - \lambda I) = (1 - \lambda)(4 - \lambda) - 6 = \lambda^2 - 5\lambda - 2, whose roots are 5±332\tfrac{5 \pm \sqrt{33}}{2}. The student’s values add to −1-1, not to the diagonal sum 55, which already shows they are wrong.

Frequently asked questions

What is an eigenvector?

A nonzero vector v with Av = λv for some number λ. The matrix sends it to a multiple of itself, so it stays on its own line through the origin.

How do you find eigenvalues?

Solve the characteristic equation det(A − λI) = 0. For a 2 × 2 matrix it is a quadratic in λ.

How do you find the eigenvectors for an eigenvalue?

Solve (A − λI)x = 0. Its nonzero solutions are the eigenvectors, and the whole solution set is the eigenspace.

Can the zero vector be an eigenvector?

No. A0 = λ0 for every λ, so allowing it would make every number an eigenvalue. Eigenvalues may be zero; eigenvectors may not.

What does an eigenvalue of 0 mean?

Av = 0 for some nonzero v, so A has a nontrivial null space and is not invertible.

What to learn next