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Linear Algebra · College

Linear Algebra: Eigenvalues and Eigenvectors

Eigenvalues, eigenvectors, and diagonalization from a college linear algebra course.

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What is an eigenvalue of a square matrix A?
A scalar λ such that Av = λv for some non-zero vector v.
What is an eigenvector of a square matrix A?
A non-zero vector v such that Av = λv for some scalar λ.
What is the characteristic polynomial of a matrix A?
The polynomial det(A - λI), where λ is a variable and I is the identity matrix.
What is the characteristic equation of a matrix A?
The equation det(A - λI) = 0, whose solutions are the eigenvalues of A.
How do you find the eigenvalues of a matrix A?
Solve the characteristic equation det(A - λI) = 0.
What is an eigenspace of A corresponding to eigenvalue λ?
The set of all vectors v such that (A - λI)v = 0, which is the null space of A - λI.
How do you find eigenvectors for a given eigenvalue λ?
Solve the homogeneous system (A - λI)x = 0.
Can the zero vector be an eigenvector?
No, eigenvectors are defined to be non-zero vectors.
What is the algebraic multiplicity of an eigenvalue?
Its multiplicity as a root of the characteristic polynomial.
What is the geometric multiplicity of an eigenvalue?
The dimension of the eigenspace, or the number of linearly independent eigenvectors for that eigenvalue.
What is the relationship between algebraic and geometric multiplicity?
Geometric multiplicity is always less than or equal to algebraic multiplicity.
What is a diagonalizable matrix?
A matrix that is similar to a diagonal matrix, or can be written as A = PDP^(-1) where D is diagonal and P is invertible.
When is an n by n matrix diagonalizable?
When it has n linearly independent eigenvectors.
If a matrix has n distinct eigenvalues, what can you conclude?
The matrix is diagonalizable, because eigenvectors for distinct eigenvalues are linearly independent.
What are the columns of the matrix P in A = PDP^(-1)?
Linearly independent eigenvectors of A, with the order matching the eigenvalues on the diagonal of D.

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