Difference between revisions of "Eigenvalue"
(restoring some material, clarifying that the eigenvalue is simply a member of the field the vector space is built on) |
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:<math>A\boldsymbol{x}=\lambda\boldsymbol{x}</math> | :<math>A\boldsymbol{x}=\lambda\boldsymbol{x}</math> | ||
| − | for some non-zero vector <math>\boldsymbol{x}\in\mathbb{R}^n</math> known as a [[eigenvector]]. The eigenvalues are the zeroes of a matrix's [[ | + | for some non-zero vector <math>\boldsymbol{x}\in\mathbb{R}^n</math> known as a [[eigenvector]]. The eigenvalues are the zeroes of a matrix's [[characteristic polynomial]], the degree of the corresponding root is called the '''algebraic multiplicity''' of the eigenvalue. |
| − | + | If the characteristic polynomial splits into linear factors, then he product of all the eigenvalues of a matrix counted with their algebraic multiplicities equals the value of the matrix's determinant. Since a matrix is invertible if and only if the determinant is non-zero, it is invertible if and only if zero is not an eigenvalue. | |
The [[span]] of all the eigenvectors corresponding to a fixed eigenvalue <math>\lambda</math> is called the [[eigenspace]] <math>E_\lambda</math> of <math>A</math>. The dimension of this space is called the '''geometric multiplicity''' of the eigenvalue. | The [[span]] of all the eigenvectors corresponding to a fixed eigenvalue <math>\lambda</math> is called the [[eigenspace]] <math>E_\lambda</math> of <math>A</math>. The dimension of this space is called the '''geometric multiplicity''' of the eigenvalue. | ||
[[category:Linear algebra]] | [[category:Linear algebra]] | ||
Revision as of 13:03, May 5, 2010
An eigenvalue of a square matrix <math>A</math> is a scalar <math>\lambda</math> such that
- <math>A\boldsymbol{x}=\lambda\boldsymbol{x}</math>
for some non-zero vector <math>\boldsymbol{x}\in\mathbb{R}^n</math> known as a eigenvector. The eigenvalues are the zeroes of a matrix's characteristic polynomial, the degree of the corresponding root is called the algebraic multiplicity of the eigenvalue.
If the characteristic polynomial splits into linear factors, then he product of all the eigenvalues of a matrix counted with their algebraic multiplicities equals the value of the matrix's determinant. Since a matrix is invertible if and only if the determinant is non-zero, it is invertible if and only if zero is not an eigenvalue.
The span of all the eigenvectors corresponding to a fixed eigenvalue <math>\lambda</math> is called the eigenspace <math>E_\lambda</math> of <math>A</math>. The dimension of this space is called the geometric multiplicity of the eigenvalue.