Lecture 5

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Essential Mathematics

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LECTURE 5: EIGEN VALUES AND EIGEN VECTORS
Change of basis
Change of Basis
Eigen Values and Eigen Vectors
To explain eigenvalues, we first explain eigenvectors.
Almost all vectors change direction, when they are multiplied by A.
Certain exceptional vectors x are in the same direction as Ax. Those are the “eigenvectors”.
Multiply an eigenvector by A, and the vector Ax is a number times the original x.
The basic equation is 𝑨𝒙 = 𝝀𝒙. The number 𝝀 is an eigenvalue of A.
The eigenvalue tells whether the special vector x is stretched or shrunk or reversed or left unchanged—when it is
multiplied by A.
1
We may find 𝜆 = 2 𝑜𝑟 𝑜𝑟 − 1 𝑜𝑟 1.
2
The eigenvalue could be zero!
Then Ax = 0x means that this eigenvector x is in the nullspace.
If A is the identity matrix, every vector has Ax = x. All vectors are eigenvectors of I . All eigenvalues “lambda” are
𝜆 =1.
Eigen Values and Eigen Vectors
Reference
Chapter 5: Linear Algebra and its Applications by Gilbert Strang
Thank you

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