Intermediate Topic 28 of 51 Math for Computing
Eigenvalues and Eigenvectors
Directions a matrix only stretches.
How it works
For a square matrix A, an eigenvector is a nonzero vector v whose direction is unchanged by the transformation, A v equals lambda v, where the scalar lambda is the corresponding eigenvalue, how much v is stretched or flipped. Eigenvalues are roots of the characteristic polynomial det(A minus lambda I). Symmetric matrices have real eigenvalues and orthogonal eigenvectors, and diagonalization writes A as P D P inverse, simplifying powers of A. Eigenvalues of a Markov matrix and of the Laplacian describe long-term behavior and graph structure.
Where it is used
Principal component analysis, PageRank, vibration modes, stability analysis of systems, spectral clustering, quantum mechanics and facial recognition use eigen-decomposition.
Common pitfall
Not all matrices are diagonalizable, and eigenvalues may be complex. Computing eigenvalues via the characteristic polynomial is numerically poor; use QR algorithm or power iteration. Eigenvectors are defined only up to scaling. Sensitive to perturbations for non-symmetric matrices. Use libraries such as LAPACK and check residuals.
Where it fits in the course
Eigenvalues and Eigenvectors is topic 28 of 51 in Math for Computing, rated Intermediate. It follows Gaussian Elimination. The next topic is Singular Value Decomposition.
Practice and explore
- Open the interactive lesson, with a mini quiz.
- Take the Math for Computing quiz.
How to study this topic
- Read the explanation above and restate the definition in your own words.
- Open the interactive lesson and answer its mini quiz.
- Read the common pitfall, then write a short example that avoids it.
- Check your understanding in the Math for Computing quiz, and revisit the topic if you miss a question.
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Related topics
- Gaussian Elimination (Math for Computing)
- Singular Value Decomposition (Math for Computing)
- Linear Systems (Math for Computing)
- Orthogonality and Projections (Math for Computing)