Eigenvalues

Study Sheet

Eigenvalues

The directions a matrix merely stretches

Eigenvalues & Eigenvectors

Tip
Stretch directions

A nonzero vector v\mathbf v is an eigenvector of AA when Av=λvA\mathbf v = \lambda\mathbf v: the matrix only stretches it, by the eigenvalue λ\lambda, and never turns it off its line. Eigenvalues are the roots of det⁡(A−λI)=0\det(A - \lambda I) = 0. For a 2×22\times2 matrix this is λ2−(tr⁡A)λ+det⁡A=0\lambda^2 - (\operatorname{tr}A)\lambda + \det A = 0, so the eigenvalues add to the trace and multiply to the determinant.

Why the determinant: Av=λvA\mathbf v = \lambda\mathbf v rearranges to (A−λI)v=0(A - \lambda I)\mathbf v = \mathbf 0. A nonzero v\mathbf v can solve that only if A−λIA - \lambda I has a nonzero null space, that is, only if it is singular — and singular means determinant 00. So the search for special directions becomes a polynomial equation in one unknown, λ\lambda; each root then gives its direction by solving a singular linear system.

Concept
Powers become easy

If Av=λvA\mathbf v = \lambda\mathbf v then Akv=λkvA^k\mathbf v = \lambda^k\mathbf v, and tr(Ak)=∑λik\mathrm{tr}(A^k) = \sum\lambda_i^k. This is why eigenvalues run the long-term behavior of everything iterative — Fibonacci (QnQ^n holds FnF_n, and det⁡Q=−1\det Q = -1 gives Cassini’s identity in one line), Markov chains, and populations alike.

Along an eigenvector the matrix is just a number, so applying it kk times multiplies by that number kk times. A general vector is a combination of eigenvectors (when there are enough of them), and AkA^k acts on each piece separately: Ak(c1v1+c2v2)=c1λ1kv1+c2λ2kv2A^k(c_1\mathbf v_1 + c_2\mathbf v_2) = c_1\lambda_1^k\mathbf v_1 + c_2\lambda_2^k\mathbf v_2. As kk grows, the term with the largest ∣λ∣|\lambda| takes over — which is why long-run behavior is read off the eigenvalues.

Example
A symmetric 2×2
Av₁ = (3, 3)v₁v₂ = Av₂xAx
v₁ = (1, 1) is tripled along its line, v₂ = (1, −1) stays put; x = (1, 0) is turned to Ax = (2, 1).

(2112)\begin{pmatrix}2&1\\1&2\end{pmatrix}: trace 44, determinant 33, so λ2−4λ+3=0\lambda^2 - 4\lambda + 3 = 0 gives λ=1,3\lambda = 1, 3 — with perpendicular eigenvectors (1,−1)(1,-1) and (1,1)(1,1), as symmetry guarantees.

Check both directions by multiplying: A(1,1)=(3,3)=3(1,1)A(1, 1) = (3, 3) = 3(1, 1) and A(1,−1)=(1,−1)A(1, -1) = (1, -1), so (1,−1)(1, -1) is fixed outright (λ=1\lambda = 1). An ordinary vector is turned: A(1,0)=(2,1)A(1, 0) = (2, 1) is not a multiple of (1,0)(1, 0). In the eigenvector coordinates the matrix is simply "triple along (1,1)(1, 1), leave (1,−1)(1, -1) alone"; every other vector is a mix of the two and gets pulled toward the (1,1)(1, 1) line.

Side note
Significance: the axes the world actually uses

Google ranks pages by an eigenvector; bridges have resonant eigenfrequencies (soldiers break step crossing them); quantum energy levels are eigenvalues; population models stabilize along their dominant eigenvector. Whenever a system is applied repeatedly, its eigenvalues write its future.

Try it
Try it: eigenvalues at sight

Find the eigenvalues of the triangular matrix (4702)\begin{pmatrix}4&7\\0&2\end{pmatrix}, and an eigenvector for each.

Show the answer

The characteristic determinant is det⁡(4−λ702−λ)=(4−λ)(2−λ)\det\begin{pmatrix}4 - \lambda&7\\0&2 - \lambda\end{pmatrix} = (4 - \lambda)(2 - \lambda), because the zero below the diagonal kills the 77's contribution. So the eigenvalues are the diagonal entries, 44 and 22 — true for every triangular matrix. Check: 4+2=64 + 2 = 6 is the trace ✓ and 4⋅2=84\cdot2 = 8 is the determinant ✓. Eigenvectors: for λ=4\lambda = 4, (A−4I)v=(070−2)v=0(A - 4I)\mathbf v = \begin{pmatrix}0&7\\0&-2\end{pmatrix}\mathbf v = \mathbf 0 forces v2=0v_2 = 0, so v=(1,0)\mathbf v = (1, 0). For λ=2\lambda = 2, (2700)v=0\begin{pmatrix}2&7\\0&0\end{pmatrix}\mathbf v = \mathbf 0 gives 2v1+7v2=02v_1 + 7v_2 = 0, so v=(7,−2)\mathbf v = (7, -2); check A(7,−2)=(28−14,−4)=(14,−4)=2(7,−2)A(7, -2) = (28 - 14, -4) = (14, -4) = 2(7, -2) ✓.

Computing Eigenvectors, Beyond the Symmetric Case

Tip
The two-step method, in general
  • Solve the characteristic equation det⁡(A−λI)=0\det(A - \lambda I) = 0 for the eigenvalues.
  • For each eigenvalue, row reduce A−λIA - \lambda I and solve (A−λI)v=0(A - \lambda I)\mathbf v = \mathbf 0; the free variables parametrize the eigenvectors.

An n×nn\times n matrix has nn eigenvalues counted with multiplicity, possibly complex. Eigenvectors of distinct eigenvalues are always independent, but they need not be perpendicular unless AA is symmetric.

Step 2 always has a nonzero solution, because step 1 chose λ\lambda to make A−λIA - \lambda I singular; if row reduction ever shows only the zero solution, the eigenvalue was computed wrongly. The characteristic polynomial has degree nn, so over the complex numbers it has exactly nn roots. A real matrix can have complex roots — then no real direction is merely stretched, and the matrix contains a rotation.

Example
Worked: a non-symmetric 2×2
Av₁v₁v₂Av₂xAx
Each eigenvector stays on its dashed line (v₁ tripled, v₂ doubled); x = (0, 1) is turned to (−2, 1).

Find the eigenvalues and eigenvectors of A=(4−211)A = \begin{pmatrix}4&-2\\1&1\end{pmatrix}. Trace 55, determinant 4+2=64 + 2 = 6, so λ2−5λ+6=(λ−2)(λ−3)=0\lambda^2 - 5\lambda + 6 = (\lambda - 2)(\lambda - 3) = 0: λ=3\lambda = 3 and λ=2\lambda = 2.

For λ=3\lambda = 3: A−3I=(1−21−2)A - 3I = \begin{pmatrix}1&-2\\1&-2\end{pmatrix}, whose rows both say v1=2v2v_1 = 2v_2, so v1=(2,1)\mathbf v_1 = (2, 1). For λ=2\lambda = 2: A−2I=(2−21−1)A - 2I = \begin{pmatrix}2&-2\\1&-1\end{pmatrix} gives v1=v2v_1 = v_2, so v2=(1,1)\mathbf v_2 = (1, 1). Checks: A(2,1)=(8−2,2+1)=(6,3)=3(2,1)A(2, 1) = (8 - 2, 2 + 1) = (6, 3) = 3(2, 1) ✓ and A(1,1)=(2,2)A(1, 1) = (2, 2) ✓. The two eigenvectors are independent but not perpendicular ((2,1)⋅(1,1)=3(2, 1)\cdot(1, 1) = 3), as expected for a non-symmetric matrix. An ordinary vector such as (0,1)(0, 1) is turned, to (−2,1)(-2, 1).

Example
Worked: a 3×3 with a triangular shortcut

Find the eigenvalues of A=(200130011)A = \begin{pmatrix}2&0&0\\1&3&0\\0&1&1\end{pmatrix} and an eigenvector for λ=3\lambda = 3. AA is lower triangular, so det⁡(A−λI)=(2−λ)(3−λ)(1−λ)\det(A - \lambda I) = (2 - \lambda)(3 - \lambda)(1 - \lambda) and the eigenvalues are 2,3,12, 3, 1.

For λ=3\lambda = 3: A−3I=(−10010001−2)A - 3I = \begin{pmatrix}-1&0&0\\1&0&0\\0&1&-2\end{pmatrix}. Row 1 forces v1=0v_1 = 0 (row 2 then agrees), and row 3 gives v2=2v3v_2 = 2v_3. Take v3=1v_3 = 1: v=(0,2,1)\mathbf v = (0, 2, 1). Check: A(0,2,1)=(0, 0+6+0, 0+2+1)=(0,6,3)=3(0,2,1)A(0, 2, 1) = (0,\ 0 + 6 + 0,\ 0 + 2 + 1) = (0, 6, 3) = 3(0, 2, 1) ✓. The trace 2+3+1=62 + 3 + 1 = 6 equals the sum of the eigenvalues, the same bookkeeping as in the 2×22\times2 case.

Example
Worked: complex eigenvalues mean rotation

Find the eigenvalues of A=(1−213)A = \begin{pmatrix}1&-2\\1&3\end{pmatrix}. Trace 44, determinant 3+2=53 + 2 = 5, so λ2−4λ+5=0\lambda^2 - 4\lambda + 5 = 0 and λ=4±16−202=2±i\lambda = \dfrac{4 \pm \sqrt{16 - 20}}{2} = 2 \pm i.

The discriminant is negative, so there is no real eigenvalue and no real direction that AA merely stretches: every nonzero real vector is turned. The complex pair still carries geometry. Its modulus ∣2±i∣=5|2 \pm i| = \sqrt5 is the average stretch (and 5⋅5=5=det⁡A\sqrt5\cdot\sqrt5 = 5 = \det A), and its argument arctan⁡12≈26.6∘\arctan\tfrac12 \approx 26.6^\circ is the rotation angle in a suitable basis. Iterating AA spirals vectors outward, growing by about 5\sqrt5 per step.

Side note
Where it goes wrong: reading eigenvalues off an echelon form

Row operations change eigenvalues. Reducing (4−211)\begin{pmatrix}4&-2\\1&1\end{pmatrix} with R2←R2−14R1R_2 \gets R_2 - \tfrac14R_1 gives (4−2032)\begin{pmatrix}4&-2\\0&\tfrac32\end{pmatrix}, whose diagonal suggests "eigenvalues 44 and 32\tfrac32." The true eigenvalues are 33 and 22. Only the product survives (4⋅32=6=3⋅24\cdot\tfrac32 = 6 = 3\cdot2), because replacements preserve the determinant but not the trace. Eigenvalues come from det⁡(A−λI)\det(A - \lambda I), with λ\lambda subtracted before any elimination.

Try it
Try it: eigenvalues and eigenvectors

Find the eigenvalues and eigenvectors of A=(1243)A = \begin{pmatrix}1&2\\4&3\end{pmatrix}.

Show the answer

Trace 44, determinant 3−8=−53 - 8 = -5, so λ2−4λ−5=(λ−5)(λ+1)=0\lambda^2 - 4\lambda - 5 = (\lambda - 5)(\lambda + 1) = 0: λ=5\lambda = 5 and λ=−1\lambda = -1. For λ=5\lambda = 5: A−5I=(−424−2)A - 5I = \begin{pmatrix}-4&2\\4&-2\end{pmatrix} gives v2=2v1v_2 = 2v_1, so (1,2)(1, 2); check A(1,2)=(5,10)=5(1,2)A(1, 2) = (5, 10) = 5(1, 2) ✓. For λ=−1\lambda = -1: A+I=(2244)A + I = \begin{pmatrix}2&2\\4&4\end{pmatrix} gives v2=−v1v_2 = -v_1, so (1,−1)(1, -1); check A(1,−1)=(−1,1)=−1⋅(1,−1)A(1, -1) = (-1, 1) = -1\cdot(1, -1) ✓. The negative eigenvalue means vectors along (1,−1)(1, -1) are flipped to point the other way.

What the Eigenvalues Tell You

Tip
Reading a matrix through its eigenvalues

Along an eigenvector, ∣λ∣>1|\lambda| > 1 stretches, ∣λ∣<1|\lambda| < 1 shrinks, a negative λ\lambda flips, and λ=0\lambda = 0 collapses the direction to 0\mathbf 0 (it lies in the kernel). AA is invertible exactly when 00 is not an eigenvalue. If Av=λvA\mathbf v = \lambda\mathbf v, then for any polynomial pp, p(A)v=p(λ)vp(A)\mathbf v = p(\lambda)\mathbf v, and A−1v=1λvA^{-1}\mathbf v = \tfrac1\lambda\mathbf v: the eigenvectors stay, the eigenvalues transform.

All of this follows from applying AA repeatedly to one vector. A2v=A(λv)=λ2vA^2\mathbf v = A(\lambda\mathbf v) = \lambda^2\mathbf v, sums of powers act by sums of powers of λ\lambda, and multiplying Av=λvA\mathbf v = \lambda\mathbf v by 1λA−1\tfrac1\lambda A^{-1} gives A−1v=1λvA^{-1}\mathbf v = \tfrac1\lambda\mathbf v. Since det⁡A\det A is the product of the eigenvalues, a zero eigenvalue is the same thing as a zero determinant.

Example
Worked: a matrix that satisfies a quadratic

A=(122−2)A = \begin{pmatrix}1&2\\2&-2\end{pmatrix} has trace −1-1 and determinant −2−4=−6-2 - 4 = -6, so λ2+λ−6=(λ−2)(λ+3)=0\lambda^2 + \lambda - 6 = (\lambda - 2)(\lambda + 3) = 0: eigenvalues 22 and −3-3, with eigenvectors (2,1)(2, 1) and (1,−2)(1, -2). What is A2+AA^2 + A?

On each eigenvector, A2+AA^2 + A acts as λ2+λ\lambda^2 + \lambda: that is 4+2=64 + 2 = 6 and 9−3=69 - 3 = 6. The same number on both independent directions means A2+A=6IA^2 + A = 6I. Check directly: A2=(5−2−28)A^2 = \begin{pmatrix}5&-2\\-2&8\end{pmatrix}, and adding AA gives (6006)\begin{pmatrix}6&0\\0&6\end{pmatrix} ✓. A free inverse falls out: A(A+I)=6IA(A + I) = 6I, so A−1=16(A+I)=16(222−1)A^{-1} = \tfrac16(A + I) = \tfrac16\begin{pmatrix}2&2\\2&-1\end{pmatrix}. Geometrically, the −3-3 says vectors along (1,−2)(1, -2) are flipped and tripled.

Example
Worked: a zero eigenvalue is a kernel
(2, −1) ↦ 0(8, 4)(1, 1)(6, 3)
A flattens the plane onto the line through (2, 1): (2, −1) is crushed to 0, (1, 1) lands on (6, 3).

A=(2412)A = \begin{pmatrix}2&4\\1&2\end{pmatrix} has trace 44 and determinant 00, so λ2−4λ=0\lambda^2 - 4\lambda = 0: eigenvalues 00 and 44. For λ=0\lambda = 0, solve Av=0A\mathbf v = \mathbf 0: 2v1+4v2=02v_1 + 4v_2 = 0 gives v=(2,−1)\mathbf v = (2, -1).

For λ=4\lambda = 4: A−4I=(−241−2)A - 4I = \begin{pmatrix}-2&4\\1&-2\end{pmatrix} gives v1=2v2v_1 = 2v_2, so (2,1)(2, 1), and A(2,1)=(8,4)A(2, 1) = (8, 4) ✓. Every input lands on the line through (2,1)(2, 1) — the columns (2,1)(2, 1) and (4,2)(4, 2) both lie on it — so the image is that line, and the kernel is the line through (2,−1)(2, -1). For instance (1,1)(1, 1) goes to (6,3)(6, 3). AA is not invertible, as the zero eigenvalue announced.

Side note
Where it goes wrong: adding eigenvalues of two matrices

Eigenvalues of A+BA + B are not sums of eigenvalues of AA and BB. Both A=(0100)A = \begin{pmatrix}0&1\\0&0\end{pmatrix} and B=(0010)B = \begin{pmatrix}0&0\\1&0\end{pmatrix} have only the eigenvalue 00, yet A+B=(0110)A + B = \begin{pmatrix}0&1\\1&0\end{pmatrix} has eigenvalues 11 and −1-1. The rules above work because they involve a single matrix and its own eigenvectors; two matrices generally have different eigenvectors, and nothing lines up.

Try it
Try it: facts from the spectrum

A 3×33\times3 matrix AA has eigenvalues 22, −1-1 and 33. Find det⁡A\det A, tr⁡A\operatorname{tr}A, the eigenvalues of A2A^2 and of A−1A^{-1}, and decide whether A+IA + I is invertible.

Show the answer

The determinant is the product, 2⋅(−1)⋅3=−62\cdot(-1)\cdot3 = -6, and the trace is the sum, 2−1+3=42 - 1 + 3 = 4. A2A^2 has eigenvalues λ2\lambda^2: 4,1,94, 1, 9. A−1A^{-1} exists (no zero eigenvalue) and has eigenvalues 1λ\tfrac1\lambda: 12,−1,13\tfrac12, -1, \tfrac13. A+IA + I has eigenvalues λ+1\lambda + 1: 3,0,43, 0, 4. The 00 means A+IA + I is singular — the eigenvector for −1-1 is sent to 0\mathbf 0 by A+IA + I.

Proofs & Why It Matters

Tip
Proof: eigenvalues sum to the trace, multiply to the determinant (2×2)

Expand the characteristic polynomial: det⁡(a−λbcd−λ)=λ2−(a+d)λ+(ad−bc)\det\begin{pmatrix}a-\lambda & b\\ c & d-\lambda\end{pmatrix} = \lambda^2 - (a+d)\lambda + (ad - bc). By Vieta, its roots λ1,λ2\lambda_1, \lambda_2 satisfy λ1+λ2=a+d=tr A\lambda_1 + \lambda_2 = a + d = \mathrm{tr}\,A and λ1λ2=ad−bc=det⁡A\lambda_1\lambda_2 = ad - bc = \det A.

Reminder — Vieta's formulas:  r1+r2=−ba,r1r2=car_1+r_2=-\frac{b}{a},\qquad r_1 r_2=\frac{c}{a}

The trace and determinant are the eigenvalues' fingerprints, readable without solving anything. ■\blacksquare

Tip
Proof: Aᵏv = λᵏv

Induction on kk. Base: Av=λvA\mathbf v = \lambda\mathbf v is given. Step: if Akv=λkvA^k\mathbf v = \lambda^k\mathbf v, apply AA once more: Ak+1v=A(λkv)=λk(Av)=λk+1vA^{k+1}\mathbf v = A(\lambda^k\mathbf v) = \lambda^k(A\mathbf v) = \lambda^{k+1}\mathbf v.

So along an eigenvector, iterating the matrix is just repeated scalar multiplication — the engine behind diagonalization, Fibonacci formulas, and Markov-chain limits. ■\blacksquare

Going Deeper: Explanations & Worked Problems

Concept
Finding eigenvalues and eigenvectors: the complete procedure

Step one: eigenvalues are the roots of det⁡(A−λI)=0\det(A - \lambda I) = 0 — the values of λ\lambda making A−λIA - \lambda I singular, because only a singular matrix can send a nonzero vector to zero. For a 2×22\times2, skip straight to λ2−(trA)λ+det⁡A=0\lambda^2 - (\mathrm{tr}A)\lambda + \det A = 0.

Step two: for each root, solve (A−λI)v=0(A - \lambda I)\mathbf v = \mathbf 0 — the matrix is now singular by design, so its rows are dependent and one row determines v\mathbf v up to scale. Step three: use them — along eigenvectors the matrix acts as a number, so AkA^k acts as λk\lambda^k, systems decouple, and Akx0A^k\mathbf x_0 for large kk tilts toward the eigenvector of the largest ∣λ∣|\lambda| (the power method, and the reason Markov chains forget their starting point). Two structural gifts: symmetric matrices always have real eigenvalues with orthogonal eigenvectors, and distinct eigenvalues always give independent eigenvectors.

Example
Worked: full eigen-analysis of a symmetric matrix

Analyze A=(2112)A = \begin{pmatrix}2&1\\1&2\end{pmatrix}.

Step 1 — characteristic equation via trace and determinant: tr=4\mathrm{tr} = 4, det⁡=3\det = 3, so λ2−4λ+3=0\lambda^2 - 4\lambda + 3 = 0, factoring as (λ−1)(λ−3)=0(\lambda - 1)(\lambda - 3) = 0: eigenvalues 11 and 33.

Step 2 — eigenvector for λ=3\lambda = 3: (A−3I)v=(−111−1)v=0(A - 3I)\mathbf v = \begin{pmatrix}-1&1\\1&-1\end{pmatrix}\mathbf v = \mathbf 0 gives v1=v2v_1 = v_2: take (1,1)(1, 1).

Step 3 — for λ=1\lambda = 1: (1111)v=0\begin{pmatrix}1&1\\1&1\end{pmatrix}\mathbf v = \mathbf 0 gives v1=−v2v_1 = -v_2: take (1,−1)(1, -1).

Step 4 — checks: A(1,1)=(3,3)=3(1,1)A(1,1) = (3,3) = 3(1,1) ✓; A(1,−1)=(1,−1)A(1,-1) = (1,-1) ✓; and (1,1)⋅(1,−1)=0(1,1)\cdot(1,-1) = 0 — orthogonal, as symmetry promised.

Step 5 — payoff: A10(1,0)=A10⋅12[(1,1)+(1,−1)]=12[310(1,1)+(1,−1)]A^{10}(1, 0) = A^{10}\cdot\tfrac12\left[(1,1) + (1,-1)\right] = \tfrac12\left[3^{10}(1,1) + (1,-1)\right] — a closed form with no repeated multiplication anywhere.

Example
Worked: eigenvalues running a dynamical system
xy0.20.40.60.810.20.40.6p₀p₁p₂along (3, 2)
The splits p₀, p₁, p₂, p₃ march along x + y = 1 toward the eigenvector line through (0.6, 0.4).

A population splits between two sites, redistributing each year by pk+1=Mpk\mathbf p_{k+1} = M\mathbf p_k with M=(0.80.30.20.7)M = \begin{pmatrix}0.8&0.3\\0.2&0.7\end{pmatrix} (columns sum to 11: nobody is lost).

Step 1 — eigenvalues: tr=1.5\mathrm{tr} = 1.5, det⁡=0.56−0.06=0.5\det = 0.56 - 0.06 = 0.5: λ2−1.5λ+0.5=0\lambda^2 - 1.5\lambda + 0.5 = 0 factors as (λ−1)(λ−0.5)=0(\lambda - 1)(\lambda - 0.5) = 0.

Step 2 — the λ=1\lambda = 1 eigenvector: (M−I)v=0(M - I)\mathbf v = \mathbf 0 gives −0.2v1+0.3v2=0-0.2v_1 + 0.3v_2 = 0, so v∝(3,2)\mathbf v \propto (3, 2).

Step 3 — conclusion: the λ=0.5\lambda = 0.5 component halves every year and dies; every starting split converges to the ratio 3:23 : 2 — sixty percent at site one, forever, regardless of history.

Step 4 — check one iteration from (1,0)(1, 0): M(1,0)=(0.8,0.2)M(1,0) = (0.8, 0.2), then (0.7,0.3)(0.7, 0.3), then (0.65,0.35)(0.65, 0.35) — marching monotonically toward (0.6,0.4)(0.6, 0.4) ✓. The eigenvalue 11 holds the destination; the second eigenvalue sets the speed of forgetting.