Eigenvalues

Definition

Eigenvalues are scalar quantities associated with a linear transformation or a square matrix that describe the behavior of the transformation. They represent the values for which the linear transformation has non-zero solutions, revealing important properties about the matrix or transformation.

5 Must Know Facts For Your Next Test

1. Eigenvalues determine the scaling effect of a linear transformation on vectors in the corresponding eigendirections.
2. The number of linearly independent eigenvectors of a matrix is equal to the number of distinct eigenvalues.
3. Eigenvalues can be real or complex numbers, and they provide important information about the behavior of a system.
4. The eigenvalues of a matrix are the solutions to the characteristic equation, which is the determinant of the matrix minus the identity matrix multiplied by a scalar variable.
5. Diagonalizing a matrix involves finding a basis of eigenvectors, which can simplify calculations and provide insights into the matrix's properties.

Review Questions

• Explain how eigenvalues are used to describe the behavior of a linear transformation.
  • Eigenvalues describe the scaling effect of a linear transformation on vectors in the corresponding eigendirections. When a vector is transformed by the linear transformation, it is simply scaled by the associated eigenvalue. The eigenvalues, therefore, provide important information about the properties of the transformation, such as whether it stretches, compresses, or rotates the vectors. Understanding the eigenvalues is crucial for analyzing the behavior and characteristics of a linear system.
• Discuss the relationship between the number of distinct eigenvalues and the number of linearly independent eigenvectors of a matrix.
  • The number of linearly independent eigenvectors of a matrix is equal to the number of distinct eigenvalues. This is because each distinct eigenvalue corresponds to a unique eigendirection, and the set of eigenvectors spanning these directions must be linearly independent. The ability to find a full basis of eigenvectors is essential for diagonalizing a matrix, which simplifies calculations and provides deeper insights into the matrix's properties.
• Analyze the importance of the characteristic polynomial in the context of finding eigenvalues.
  • The characteristic polynomial is a crucial tool for finding the eigenvalues of a matrix. The eigenvalues are the roots of the characteristic polynomial, which is derived by taking the determinant of the matrix minus the identity matrix multiplied by a scalar variable. By solving the characteristic equation, you can determine the eigenvalues of the matrix, which then provide information about the scaling effects and behavior of the corresponding linear transformation. The characteristic polynomial is, therefore, a fundamental concept in understanding and working with eigenvalues.

Related terms

Eigenvectors:

Eigenvectors are non-zero vectors that, when transformed by a linear transformation, are simply scaled by a corresponding eigenvalue.

Characteristic Polynomial: The characteristic polynomial is a polynomial equation derived from a matrix that has the eigenvalues as its roots.

Diagonalization: Diagonalization is the process of transforming a square matrix into a diagonal matrix using a similarity transformation, which involves finding the eigenvalues and eigenvectors of the original matrix.