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Eigenvaluesandeigenvectors
FromWikipedia,thefreeencyclopedia

Inlinearalgebra,aneigenvectororcharacteristicvectorofalineartransformationTfromavectorspaceVovera
fieldFintoitselfisanonzerovectorthatdoesnotchangeitsdirectionwhenthatlineartransformationisapplied
toit.Inotherwords,ifvisavectorthatisnotthezerovector,thenitisaneigenvectorofalineartransformationT
ifT(v)isascalarmultipleofv.Thisconditioncanbewrittenasthemapping

whereisascalarinthefieldF,knownastheeigenvalueorcharacteristicvalueassociatedwiththe
eigenvectorv.
IfthevectorspaceVisfinitedimensional,thenthelineartransformationTcanberepresentedasasquarematrixA,
andthevectorvbyacolumnvector,renderingtheabovemappingasamatrixmultiplicationonthelefthandside
andascalingofthecolumnvectorontherighthandsideintheequation

Thereisacorrespondencebetweennbynsquarematricesandlineartransformationsfromanndimensionalvector
spacetoitself.Forthisreason,itisequivalenttodefineeigenvaluesandeigenvectorsusingeitherthelanguageof
matricesorthelanguageoflineartransformations.[1][2]
Geometrically,aneigenvectorcorrespondingtoareal,nonzeroeigenvaluepointsinadirectionthatisstretchedby
thetransformationandtheeigenvalueisthefactorbywhichitisstretched.Iftheeigenvalueisnegative,the
directionisreversed.[3]

Contents
1 Overview
2 History
3 Eigenvaluesandeigenvectorsofmatrices
3.1 Eigenvaluesandthecharacteristicpolynomial
3.2 Algebraicmultiplicity
3.3 Eigenspaces,geometricmultiplicity,andtheeigenbasisformatrices
3.4 Additionalpropertiesofeigenvalues
3.5 Leftandrighteigenvectors
3.6 Diagonalizationandtheeigendecomposition
3.7 Variationalcharacterization
3.8 Matrixexamples
3.8.1 Twodimensionalmatrixexample
3.8.2 Threedimensionalmatrixexample
3.8.3 Threedimensionalmatrixexamplewithcomplexeigenvalues
3.8.4 Diagonalmatrixexample
3.8.5 Triangularmatrixexample
3.8.6 Matrixwithrepeatedeigenvaluesexample
4 Eigenvaluesandeigenfunctionsofdifferentialoperators
4.1 Derivativeoperatorexample
5 Generaldefinition
5.1 Eigenspaces,geometricmultiplicity,andtheeigenbasis
5.2 Zerovectorasaneigenvector
5.3 Spectraltheory
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5.3 Spectraltheory
5.4 Associativealgebrasandrepresentationtheory
6 Dynamicequations
7 Calculation
7.1 Eigenvalues
7.2 Eigenvectors
8 Applications
8.1 Eigenvaluesofgeometrictransformations
8.2 Schrdingerequation
8.3 Molecularorbitals
8.4 Geologyandglaciology
8.5 Principalcomponentanalysis
8.6 Vibrationanalysis
8.7 Eigenfaces
8.8 Tensorofmomentofinertia
8.9 Stresstensor
8.10 Graphs
8.11 Basicreproductionnumber
9 Seealso
10 Notes
11 References
12 Externallinks
12.1 Theory
12.2 Demonstrationapplets

Overview
Eigenvaluesandeigenvectorsfeatureprominentlyintheanalysisoflineartransformations.Theprefixeigenis
adoptedfromtheGermanwordeigenfor"proper","inherent""own","individual","special""specific",
"peculiar",or"characteristic".[4]Originallyutilizedtostudyprincipalaxesoftherotationalmotionofrigidbodies,
eigenvaluesandeigenvectorshaveawiderangeofapplications,forexampleinstabilityanalysis,vibration
analysis,atomicorbitals,facialrecognition,andmatrixdiagonalization.
Inessence,aneigenvectorvofalineartransformationTisanonzerovectorthat,whenTisappliedtoit,doesnot
changedirection.ApplyingTtotheeigenvectoronlyscalestheeigenvectorbythescalarvalue,calledan
eigenvalue.Thisconditioncanbewrittenastheequation

referredtoastheeigenvalueequationoreigenequation.Ingeneral,maybeanyscalar.Forexample,maybe
negative,inwhichcasetheeigenvectorreversesdirectionaspartofthescaling,oritmaybezeroorcomplex.
TheMonaLisaexamplepicturedatrightprovidesasimpleillustration.Eachpointonthepaintingcanbe
representedasavectorpointingfromthecenterofthepaintingtothatpoint.Thelineartransformationinthis
exampleiscalledashearmapping.Pointsinthetophalfaremovedtotherightandpointsinthebottomhalfare
movedtotheleftproportionaltohowfartheyarefromthehorizontalaxisthatgoesthroughthemiddleofthe
painting.Thevectorspointingtoeachpointintheoriginalimagearethereforetiltedrightorleftandmadelonger
orshorterbythetransformation.Noticethatpointsalongthehorizontalaxisdonotmoveatallwhenthis
transformationisapplied.Therefore,anyvectorthatpointsdirectlytotherightorleftwithnoverticalcomponent
isaneigenvectorofthistransformationbecausethemappingdoesnotchangeitsdirection.Moreover,these
eigenvectorsallhaveaneigenvalueequaltoonebecausethemappingdoesnotchangetheirlength,either.
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Lineartransformationscantakemanydifferentforms,
mappingvectorsinavarietyofvectorspaces,sothe
eigenvectorscanalsotakemanyforms.Forexample,the
lineartransformationcouldbeadifferentialoperatorlike
,inwhichcasetheeigenvectorsarefunctionscalled
eigenfunctionsthatarescaledbythatdifferentialoperator,
suchas

Alternatively,thelineartransformationcouldtaketheform
ofannbynmatrix,inwhichcasetheeigenvectorsarenby
1matricesthatarealsoreferredtoaseigenvectors.Ifthe
lineartransformationisexpressedintheformofannbyn
matrixA,thentheeigenvalueequationaboveforalinear
transformationcanberewrittenasthematrixmultiplication

Inthisshearmappingtheredarrowchangesdirection
butthebluearrowdoesnot.Thebluearrowisan
eigenvectorofthisshearmappingbecauseitdoesn't
changedirection,andsinceitslengthisunchanged,its
eigenvalueis1.

wheretheeigenvectorvisannby1matrix.Foramatrix,eigenvaluesandeigenvectorscanbeusedtodecompose
thematrix,forexamplebydiagonalizingit.
Eigenvaluesandeigenvectorsgiverisetomanycloselyrelatedmathematicalconcepts,andtheprefixeigenis
appliedliberallywhennamingthem:
Thesetofalleigenvectorsofalineartransformation,eachpairedwithitscorrespondingeigenvalue,iscalled
theeigensystemofthattransformation.[5][6]
ThesetofalleigenvectorsofTcorrespondingtothesameeigenvalue,togetherwiththezerovector,iscalled
aneigenspaceorcharacteristicspaceofT.[7][8]
IfthesetofeigenvectorsofTformabasisofthedomainofT,thenthisbasisiscalledaneigenbasis.

History
Eigenvaluesareoftenintroducedinthecontextoflinearalgebraormatrixtheory.Historically,however,theyarose
inthestudyofquadraticformsanddifferentialequations.
Inthe18thcenturyEulerstudiedtherotationalmotionofarigidbodyanddiscoveredtheimportanceofthe
principalaxes.[9]Lagrangerealizedthattheprincipalaxesaretheeigenvectorsoftheinertiamatrix.[10]Intheearly
19thcentury,Cauchysawhowtheirworkcouldbeusedtoclassifythequadricsurfaces,andgeneralizeditto
arbitrarydimensions.[11]Cauchyalsocoinedthetermracinecaractristique(characteristicroot)forwhatisnow
calledeigenvaluehistermsurvivesincharacteristicequation.[12][13]
FourierusedtheworkofLaplaceandLagrangetosolvetheheatequationbyseparationofvariablesinhisfamous
1822bookThorieanalytiquedelachaleur.[14]SturmdevelopedFourier'sideasfurtherandbroughtthemtothe
attentionofCauchy,whocombinedthemwithhisownideasandarrivedatthefactthatrealsymmetricmatrices
haverealeigenvalues.[11]ThiswasextendedbyHermitein1855towhatarenowcalledHermitianmatrices.[12]

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Aroundthesametime,Brioschiprovedthattheeigenvaluesoforthogonalmatriceslieontheunitcircle,[11]and
Clebschfoundthecorrespondingresultforskewsymmetricmatrices.[12]Finally,Weierstrassclarifiedanimportant
aspectinthestabilitytheorystartedbyLaplacebyrealizingthatdefectivematricescancauseinstability.[11]
Inthemeantime,LiouvillestudiedeigenvalueproblemssimilartothoseofSturmthedisciplinethatgrewoutof
theirworkisnowcalledSturmLiouvilletheory.[15]SchwarzstudiedthefirsteigenvalueofLaplace'sequationon
generaldomainstowardstheendofthe19thcentury,whilePoincarstudiedPoisson'sequationafewyears
later.[16]
Atthestartofthe20thcentury,Hilbertstudiedtheeigenvaluesofintegraloperatorsbyviewingtheoperatorsas
infinitematrices.[17]HewasthefirsttousetheGermanwordeigen,whichmeans"own",todenoteeigenvalues
andeigenvectorsin1904,[18]thoughhemayhavebeenfollowingarelatedusagebyHelmholtz.Forsometime,the
standardterminEnglishwas"propervalue",butthemoredistinctiveterm"eigenvalue"isstandardtoday.[19]
Thefirstnumericalalgorithmforcomputingeigenvaluesandeigenvectorsappearedin1929,whenVonMises
publishedthepowermethod.Oneofthemostpopularmethodstoday,theQRalgorithm,wasproposed
independentlybyJohnG.F.Francis[20]andVeraKublanovskaya[21]in1961.[22]

Eigenvaluesandeigenvectorsofmatrices
Thissectiondescribeseigenvaluesandeigenvectorsofmatrices.Eigenvaluesandeigenvectorsareoften
introducedtostudentsinthecontextoflinearalgebracoursesfocusedonmatrices.[23][24]Furthermore,linear
transformationscanberepresentedusingmatrices,[1][2]whichisespeciallycommoninnumericaland
computationalapplications.[25]
Considerndimensionalvectorsthatareformedasalistofnscalars,
suchasthethreedimensionalvectors

Thesevectorsaresaidtobescalarmultiplesofeachother,orparallel
orcollinear,ifthereisascalarsuchthat

Inthiscase=1/20.
Nowconsiderthelineartransformationofndimensionalvectors
definedbyannbynmatrixA,

MatrixAactsbystretchingthevectorx,
notchangingitsdirection,soxisan
eigenvectorofA.

or

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where,foreachrow,
.
Ifitoccursthatvandwarescalarmultiples,thatisif

(1)

thenvisaneigenvectorofthelineartransformationAandthescalefactoristheeigenvaluecorrespondingto
thateigenvector.Equation(1)istheeigenvalueequationforthematrixA.
Equation(1)canbestatedequivalentlyas

(2)

whereIisthenbynidentitymatrix.

Eigenvaluesandthecharacteristicpolynomial
Equation(2)hasanonzerosolutionvifandonlyifthedeterminantofthematrix(AI)iszero.Therefore,the
eigenvaluesofAarevaluesofthatsatisfytheequation

(3)

UsingLeibniz'ruleforthedeterminant,thelefthandsideofEquation(3)isapolynomialfunctionofthevariable
.Thedegreeofthispolynomialisn,theorderofthematrixA.ItscoefficientsdependontheentriesofA,except
thatitstermofdegreenisalways(1)nn.ThispolynomialiscalledthecharacteristicpolynomialofA.Equation
(3)iscalledthecharacteristicequationorthesecularequationofA.
ThefundamentaltheoremofalgebraimpliesthatthecharacteristicpolynomialofannbynmatrixA,beinga
polynomialofdegreen,canbefactoredintotheproductofnlinearterms,

(4)

whereeachimayberealbutingeneralisacomplexnumber.Thenumbers1,2,...n,whichmaynotallhave
distinctvalues,arerootsofthepolynomialandaretheeigenvaluesofA.
Asabriefexample,whichisdescribedinmoredetailintheexamplessectionlater,considerthematrix

Takingthedeterminantof(MI),thecharacteristicpolynomialofMis
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Settingthecharacteristicpolynomialequaltozero,ithasrootsat=1and=3,whicharethetwoeigenvaluesof
M.Theeigenvectorscorrespondingtoeacheigenvaluecanbefoundbysolvingforthecomponentsofvinthe
equationMv=v.Inthisexample,theeigenvectorsareanynonzeroscalarmultiplesof

IftheentriesofthematrixAareallrealnumbers,thenthecoefficientsofthecharacteristicpolynomialwillalsobe
realnumbers,buttheeigenvaluesmaystillhavenonzeroimaginaryparts.Theentriesofthecorresponding
eigenvectorsthereforemayalsohavenonzeroimaginaryparts.Similarly,theeigenvaluesmaybeirrational
numbersevenifalltheentriesofAarerationalnumbersoreveniftheyareallintegers.However,iftheentriesof
Aareallalgebraicnumbers,whichincludetherationals,theeigenvaluesarecomplexalgebraicnumbers.
Thenonrealrootsofarealpolynomialwithrealcoefficientscanbegroupedintopairsofcomplexconjugates,
namelywiththetwomembersofeachpairhavingimaginarypartsthatdifferonlyinsignandthesamerealpart.If
thedegreeisodd,thenbytheintermediatevaluetheorematleastoneoftherootsisreal.Therefore,anyrealmatrix
withoddorderhasatleastonerealeigenvalue,whereasarealmatrixwithevenordermaynothaveanyreal
eigenvalues.Theeigenvectorsassociatedwiththesecomplexeigenvaluesarealsocomplexandalsoappearin
complexconjugatepairs.

Algebraicmultiplicity
LetibeaneigenvalueofannbynmatrixA.ThealgebraicmultiplicityA(i)oftheeigenvalueisits
multiplicityasarootofthecharacteristicpolynomial,thatis,thelargestintegerksuchthat(i)kdividesevenly
thatpolynomial.[8][26][27]
SupposeamatrixAhasdimensionnanddndistincteigenvalues.WhereasEquation(4)factorsthecharacteristic
polynomialofAintotheproductofnlineartermswithsometermspotentiallyrepeating,thecharacteristic
polynomialcaninsteadbewrittenastheproductdtermseachcorrespondingtoadistincteigenvalueandraisedto
thepowerofthealgebraicmultiplicity,

Ifd=nthentherighthandsideistheproductofnlineartermsandthisisthesameasEquation(4).Thesizeof
eacheigenvalue'salgebraicmultiplicityisrelatedtothedimensionnas

IfA(i)=1,theniissaidtobeasimpleeigenvalue.[27]IfA(i)equalsthegeometricmultiplicityofiA(i),
definedinthenextsection,theniissaidtobeasemisimpleeigenvalue.

Eigenspaces,geometricmultiplicity,andtheeigenbasisformatrices
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GivenaparticulareigenvalueofthenbynmatrixA,definethesetEtobeallvectorsvthatsatisfyEquation(2),

Ononehand,thissetispreciselythekernelornullspaceofthematrix(AI).Ontheotherhand,bydefinition,
anynonzerovectorthatsatisfiesthisconditionisaneigenvectorofAassociatedwith.So,thesetEistheunion
ofthezerovectorwiththesetofalleigenvectorsofAassociatedwith,andEequalsthenullspaceof(AI).E
iscalledtheeigenspaceorcharacteristicspaceofAassociatedwith.[7][8]Ingeneralisacomplexnumberand
theeigenvectorsarecomplexnby1matrices.Apropertyofthenullspaceisthatitisalinearsubspace,soEisa
linearsubspaceofn.
BecausetheeigenspaceEisalinearsubspace,itisclosedunderaddition.Thatis,iftwovectorsuandvbelongto
thesetE,written(u,v)E,then(u+v)EorequivalentlyA(u+v)=(u+v).Thiscanbecheckedusingthe
distributivepropertyofmatrixmultiplication.Similarly,becauseEisalinearsubspace,itisclosedunderscalar
multiplication.Thatis,ifvEandisacomplexnumber,(v)EorequivalentlyA(v)=(v).Thiscanbe
checkedbynotingthatmultiplicationofcomplexmatricesbycomplexnumbersiscommutative.Aslongasu+v
andvarenotzero,theyarealsoeigenvectorsofAassociatedwith.
ThedimensionoftheeigenspaceEassociatedwith,orequivalentlythemaximumnumberoflinearly
independenteigenvectorsassociatedwith,isreferredtoastheeigenvalue'sgeometricmultiplicityA().
BecauseEisalsothenullspaceof(AI),thegeometricmultiplicityofisthedimensionofthenullspaceof(A
I),alsocalledthenullityof(AI),whichrelatestothedimensionandrankof(AI)as

Becauseofthedefinitionofeigenvaluesandeigenvectors,aneigenvalue'sgeometricmultiplicitymustbeatleast
one,thatis,eacheigenvaluehasatleastoneassociatedeigenvector.Furthermore,aneigenvalue'sgeometric
multiplicitycannotexceeditsalgebraicmultiplicity.Additionally,recallthataneigenvalue'salgebraicmultiplicity
cannotexceedn.

TheconditionthatA()A()canbeprovenbyconsideringaparticulareigenvalueofAanddiagonalizingthe
firstA()columnsofAwithrespectto'seigenvectors,describedinalatersection.TheresultingsimilarmatrixB
isblockuppertriangular,withitstopleftblockbeingthediagonalmatrixIA().Asaresult,thecharacteristic
polynomialofBwillhaveafactorof()A().TheotherfactorsofthecharacteristicpolynomialofBarenot
known,sothealgebraicmultiplicityofasaneigenvalueofBisnolessthanthegeometricmultiplicityofasan
eigenvalueofA.Thelastelementoftheproofisthepropertythatsimilarmatriceshavethesamecharacteristic
polynomial.
SupposeAhasdndistincteigenvalues1,2,...,d,wherethegeometricmultiplicityofiisA(i).Thetotal
geometricmultiplicityofA,

isthedimensionoftheunionofalltheeigenspacesofA'seigenvalues,orequivalentlythemaximumnumberof
linearlyindependenteigenvectorsofA.IfA=n,then
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TheunionoftheeigenspacesofallofA'seigenvaluesistheentirevectorspacen
AbasisofncanbeformedfromnlinearlyindependenteigenvectorsofAsuchabasisiscalledan
eigenbasis
AnyvectorinncanbewrittenasalinearcombinationofeigenvectorsofA

Additionalpropertiesofeigenvalues
LetAbeanarbitrarynbynmatrixofcomplexnumberswitheigenvalues1,2,...,n.Eacheigenvalueappears
A(i)timesinthislist,whereA(i)istheeigenvalue'salgebraicmultiplicity.Thefollowingarepropertiesofthis
matrixanditseigenvalues:
ThetraceofA,definedasthesumofitsdiagonalelements,isalsothesumofalleigenvalues,
[28][29][30]

ThedeterminantofAistheproductofallitseigenvalues,
[28][31][32]

TheeigenvaluesofthekthpowerofA,i.e.theeigenvaluesofAk,foranypositiveintegerk,are1k,2k,...,
nk.
ThematrixAisinvertibleifandonlyifeveryeigenvalueisnonzero.
IfAisinvertible,thentheeigenvaluesofA1are1/1,1/2,...,1/nandeacheigenvalue'sgeometric
multiplicitycoincides.Moreover,sincethecharacteristicpolynomialoftheinverseisthereciprocal
polynomialoftheoriginal,theeigenvaluessharethesamealgebraicmultiplicity.
IfAisequaltoitsconjugatetransposeA*,orequivalentlyifAisHermitian,theneveryeigenvalueisreal.
Thesameistrueofanysymmetricrealmatrix.
IfAisnotonlyHermitianbutalsopositivedefinite,positivesemidefinite,negativedefinite,ornegative
semidefinite,theneveryeigenvalueispositive,nonnegative,negative,ornonpositive,respectively.
IfAisunitary,everyeigenvaluehasabsolutevalue|i|=1.

Leftandrighteigenvectors
Manydisciplinestraditionallyrepresentvectorsasmatriceswithasinglecolumnratherthanasmatriceswitha
singlerow.Forthatreason,theword"eigenvector"inthecontextofmatricesalmostalwaysreferstoaright
eigenvector,namelyacolumnvectorthatrightmultiplesthenbynmatrixAinthedefiningequation,Equation
(1),

TheeigenvalueandeigenvectorproblemcanalsobedefinedforrowvectorsthatleftmultiplymatrixA.Inthis
formulation,thedefiningequationis

whereisascalaranduisa1bynmatrix.Anyrowvectorusatisfyingthisequationiscalledalefteigenvector
ofAandisitsassociatedeigenvalue.Takingtheconjugatetransposeofthisequation,
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ComparingthisequationtoEquation(1),thelefteigenvectorsofAaretheconjugatetransposeoftheright
eigenvectorsofA*.Theeigenvaluesofthelefteigenvectorsarethesolutionofthecharacteristicpolynomial|A*
*I|=0.BecausetheidentitymatrixisHermitianand|M*|=|M|*forasquarematrixM,theeigenvaluesoftheleft
eigenvectorsofAarethecomplexconjugatesoftheeigenvaluesoftherighteigenvectorsofA.RecallthatifAisa
realmatrix,allofitscomplexeigenvaluesappearincomplexconjugatepairs.Therefore,theeigenvaluesoftheleft
andrighteigenvectorsofarealmatrixarethesame.Similarly,ifAisarealmatrix,allofitscomplexeigenvectors
alsoappearincomplexconjugatepairs.Therefore,thelefteigenvectorssimplifytothetransposeoftheright
eigenvectorsofATifAisreal.

Diagonalizationandtheeigendecomposition
SupposetheeigenvectorsofAformabasis,orequivalentlyAhasnlinearlyindependenteigenvectorsv1,v2,...,vn
withassociatedeigenvalues1,2,...,n.Theeigenvaluesneednotbedistinct.DefineasquarematrixQwhose
columnsarethenlinearlyindependenteigenvectorsofA,

SinceeachcolumnofQisaneigenvectorofA,rightmultiplyingAbyQscaleseachcolumnofQbyitsassociated
eigenvalue,

Withthisinmind,defineadiagonalmatrixwhereeachdiagonalelementiiistheeigenvalueassociatedwith
theithcolumnofQ.Then

BecausethecolumnsofQarelinearlyindependent,Qisinvertible.Rightmultiplyingbothsidesoftheequationby
Q1,

orbyinsteadleftmultiplyingbothsidesbyQ1,

Acanthereforebedecomposedintoamatrixcomposedofitseigenvectors,adiagonalmatrixwithitseigenvalues
alongthediagonal,andtheinverseofthematrixofeigenvectors.Thisiscalledtheeigendecompositionanditisa
similaritytransformation.SuchamatrixAissaidtobesimilartothediagonalmatrixordiagonalizable.The
matrixQisthechangeofbasismatrixofthesimilaritytransformation.Essentially,thematricesAandrepresent
thesamelineartransformationexpressedintwodifferentbases.Theeigenvectorsareusedasthebasiswhen
representingthelineartransformationas.
Conversely,supposeamatrixAisdiagonalizable.LetPbeanonsingularsquarematrixsuchthatP1APissome
diagonalmatrixD.LeftmultiplyingbothbyP,AP=PD.EachcolumnofPmustthereforebeaneigenvectorofA
whoseeigenvalueisthecorrespondingdiagonalelementofD.SincethecolumnsofPmustbelinearly
independentforPtobeinvertible,thereexistnlinearlyindependenteigenvectorsofA.Itthenfollowsthatthe
eigenvectorsofAformabasisifandonlyifAisdiagonalizable.
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Amatrixthatisnotdiagonalizableissaidtobedefective.Fordefectivematrices,thenotionofeigenvectors
generalizestogeneralizedeigenvectorsandthediagonalmatrixofeigenvaluesgeneralizestotheJordannormal
form.Overanalgebraicallyclosedfield,anymatrixAhasaJordannormalformandthereforeadmitsabasisof
generalizedeigenvectorsandadecompositionintogeneralizedeigenspaces.

Variationalcharacterization
IntheHermitiancase,eigenvaluescanbegivenavariationalcharacterization.Thelargesteigenvalueof isthe
maximumvalueofthequadraticform
.Avalueof thatrealizesthatmaximum,isaneigenvector.

Matrixexamples
Twodimensionalmatrixexample
Considerthematrix

Thefigureontherightshowstheeffectofthistransformation
onpointcoordinatesintheplane.Theeigenvectorsvofthis
transformationsatisfyEquation(1),andthevaluesoffor
whichthedeterminantofthematrix(AI)equalszeroare
theeigenvalues.
TakingthedeterminanttofindcharacteristicpolynomialofA,

ThetransformationmatrixA=

preservesthe

directionofvectorsparalleltov=1=[11]T(in
purple)andv=3=[11]T(inblue).Thevectorsin
redarenotparalleltoeithereigenvector,so,their
directionsarechangedbythetransformation.See
also:Anextendedversion,showingallfour
quadrants.

Settingthecharacteristicpolynomialequaltozero,ithasrootsat=1and=3,whicharethetwoeigenvaluesof
A.
For=1,Equation(2)becomes,

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Anynonzerovectorwithv1=v2solvesthisequation.Therefore,

isaneigenvectorofAcorrespondingto=1,asisanyscalarmultipleofthisvector.
For=3,Equation(2)becomes

Anynonzerovectorwithv1=v2solvesthisequation.Therefore,

isaneigenvectorofAcorrespondingto=3,asisanyscalarmultipleofthisvector.
Thus,thevectorsv=1andv=3areeigenvectorsofAassociatedwiththeeigenvalues=1and=3,respectively.
Threedimensionalmatrixexample
Considerthematrix

ThecharacteristicpolynomialofAis

Therootsofthecharacteristicpolynomialare2,1,and11,whicharetheonlythreeeigenvaluesofA.These
eigenvaluescorrespondtotheeigenvectors

and
,oranynonzeromultiplethereof.
Threedimensionalmatrixexamplewithcomplexeigenvalues
Considerthecyclicpermutationmatrix

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Thismatrixshiftsthecoordinatesofthevectorupbyonepositionandmovesthefirstcoordinatetothebottom.Its
characteristicpolynomialis13,whoserootsare

wherei=

istheimaginaryunit.

Fortherealeigenvalue1=1,anyvectorwiththreeequalnonzeroentriesisaneigenvector.Forexample,

Forthecomplexconjugatepairofimaginaryeigenvalues,notethat

Then

and

Therefore,theothertwoeigenvectorsofAarecomplexandare
and
with
eigenvalues2and3,respectively.Notethatthetwocomplexeigenvectorsalsoappearinacomplexconjugate
pair,

Diagonalmatrixexample
Matriceswithentriesonlyalongthemaindiagonalarecalleddiagonalmatrices.Theeigenvaluesofadiagonal
matrixarethediagonalelementsthemselves.Considerthematrix

ThecharacteristicpolynomialofAis

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whichhastheroots1=1,2=2,and3=3.Theserootsarethediagonalelementsaswellastheeigenvaluesof
A.
Eachdiagonalelementcorrespondstoaneigenvectorwhoseonlynonzerocomponentisinthesamerowasthat
diagonalelement.Intheexample,theeigenvaluescorrespondtotheeigenvectors,

respectively,aswellasscalarmultiplesofthesevectors.
Triangularmatrixexample
Amatrixwhoseelementsabovethemaindiagonalareallzeroiscalledalowertriangularmatrix,whileamatrix
whoseelementsbelowthemaindiagonalareallzeroiscalledanuppertriangularmatrix.Aswithdiagonal
matrices,theeigenvaluesoftriangularmatricesaretheelementsofthemaindiagonal.
Considerthelowertriangularmatrix,

ThecharacteristicpolynomialofAis

whichhastheroots1=1,2=2,and3=3.Theserootsarethediagonalelementsaswellastheeigenvaluesof
A.
Theseeigenvaluescorrespondtotheeigenvectors,

respectively,aswellasscalarmultiplesofthesevectors.
Matrixwithrepeatedeigenvaluesexample
Asinthepreviousexample,thelowertriangularmatrix

hasacharacteristicpolynomialthatistheproductofitsdiagonalelements,
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Therootsofthispolynomial,andhencetheeigenvalues,are2and3.Thealgebraicmultiplicityofeacheigenvalue
is2inotherwordstheyarebothdoubleroots.Thesumofthealgebraicmultiplicitiesofeachdistincteigenvalue
isA=4=n,theorderofthecharacteristicpolynomialandthedimensionofA.
Ontheotherhand,thegeometricmultiplicityoftheeigenvalue2isonly1,becauseitseigenspaceisspannedby
justonevector[0111]Tandistherefore1dimensional.Similarly,thegeometricmultiplicityoftheeigenvalue3
is1becauseitseigenspaceisspannedbyjustonevector[0001]T.ThetotalgeometricmultiplicityAis2,which
isthesmallestitcouldbeforamatrixwithtwodistincteigenvalues.Geometricmultiplicitiesaredefinedinalater
section.

Eigenvaluesandeigenfunctionsofdifferentialoperators
ThedefinitionsofeigenvalueandeigenvectorsofalineartransformationTremainsvalideveniftheunderlying
vectorspaceisaninfinitedimensionalHilbertorBanachspace.Awidelyusedclassoflineartransformations
actingoninfinitedimensionalspacesarethedifferentialoperatorsonfunctionspaces.LetDbealineardifferential
operatoronthespaceCofinfinitelydifferentiablerealfunctionsofarealargumentt.Theeigenvalueequation
forDisthedifferentialequation

ThefunctionsthatsatisfythisequationareeigenvectorsofDandarecommonlycalledeigenfunctions.

Derivativeoperatorexample
Considerthederivativeoperator

witheigenvalueequation

Thisdifferentialequationcanbesolvedbymultiplyingbothsidesbydt/f(t)andintegrating.Itssolution,the
exponentialfunction

istheeigenfunctionofthederivativeoperator.Notethatinthiscasetheeigenfunctionisitselfafunctionofits
associatedeigenvalue.Inparticular,notethatfor=0theeigenfunctionf(t)isaconstant.
Themaineigenfunctionarticlegivesotherexamples.

Generaldefinition

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Theconceptofeigenvaluesandeigenvectorsextendsnaturallytoarbitrarylineartransformationsonarbitrary
vectorspaces.LetVbeanyvectorspaceoversomefieldKofscalars,andletTbealineartransformationmapping
VintoV,

WesaythatanonzerovectorvVisaneigenvectorofTifandonlyifthereexistsascalarKsuchthat

(5)

ThisequationiscalledtheeigenvalueequationforT,andthescalaristheeigenvalueofTcorrespondingtothe
eigenvectorv.NotethatT(v)istheresultofapplyingthetransformationTtothevectorv,whilevistheproduct
ofthescalarwithv.[33]

Eigenspaces,geometricmultiplicity,andtheeigenbasis
Givenaneigenvalue,considertheset

whichistheunionofthezerovectorwiththesetofalleigenvectorsassociatedwith.Eiscalledtheeigenspace
orcharacteristicspaceofTassociatedwith.
Bydefinitionofalineartransformation,

for(x,y)VandK.Therefore,ifuandvareeigenvectorsofTassociatedwitheigenvalue,namely(u,v)E,
then

So,bothu+vandvareeitherzerooreigenvectorsofTassociatedwith,namely(u+v,v)E,andEisclosed
underadditionandscalarmultiplication.TheeigenspaceEassociatedwithisthereforealinearsubspaceof
V.[8][34][35]Ifthatsubspacehasdimension1,itissometimescalledaneigenline.[36]
ThegeometricmultiplicityT()ofaneigenvalueisthedimensionoftheeigenspaceassociatedwith,i.e.,the
maximumnumberoflinearlyindependenteigenvectorsassociatedwiththateigenvalue.[8][27]Bythedefinitionof
eigenvaluesandeigenvectors,T()1becauseeveryeigenvaluehasatleastoneeigenvector.
TheeigenspacesofTalwaysformadirectsum.Asaconsequence,eigenvectorsofdifferenteigenvaluesare
alwayslinearlyindependent.Therefore,thesumofthedimensionsoftheeigenspacescannotexceedthedimension
nofthevectorspaceonwhichToperates,andtherecannotbemorethanndistincteigenvalues.[37]
AnysubspacespannedbyeigenvectorsofTisaninvariantsubspaceofT,andtherestrictionofTtosucha
subspaceisdiagonalizable.Moreover,iftheentirevectorspaceVcanbespannedbytheeigenvectorsofT,or
equivalentlyifthedirectsumoftheeigenspacesassociatedwithalltheeigenvaluesofTistheentirevectorspace
V,thenabasisofVcalledaneigenbasiscanbeformedfromlinearlyindependenteigenvectorsofT.WhenT
admitsaneigenbasis,Tisdiagonalizable.
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Zerovectorasaneigenvector
Whilethedefinitionofaneigenvectorusedinthisarticleexcludesthezerovector,itispossibletodefine
eigenvaluesandeigenvectorssuchthatthezerovectorisaneigenvector.[38]
Consideragaintheeigenvalueequation,Equation(5).DefineaneigenvaluetobeanyscalarKsuchthatthere
existsanonzerovectorvVsatisfyingEquation(5).Itisimportantthatthisversionofthedefinitionofan
eigenvaluespecifythatthevectorbenonzero,otherwisebythisdefinitionthezerovectorwouldallowanyscalar
inKtobeaneigenvalue.Defineaneigenvectorvassociatedwiththeeigenvaluetobeanyvectorthat,given,
satisfiesEquation(5).Giventheeigenvalue,thezerovectorisamongthevectorsthatsatisfyEquation(5),sothe
zerovectorisincludedamongtheeigenvectorsbythisalternatedefinition.

Spectraltheory
IfisaneigenvalueofT,thentheoperator(TI)isnotonetoone,andthereforeitsinverse(TI)1doesnot
exist.Theconverseistrueforfinitedimensionalvectorspaces,butnotforinfinitedimensionalvectorspaces.In
general,theoperator(TI)maynothaveaninverseevenifisnotaneigenvalue.
Forthisreason,infunctionalanalysiseigenvaluescanbegeneralizedtothespectrumofalinearoperatorTasthe
setofallscalarsforwhichtheoperator(TI)hasnoboundedinverse.Thespectrumofanoperatoralways
containsallitseigenvaluesbutisnotlimitedtothem.

Associativealgebrasandrepresentationtheory
Onecangeneralizethealgebraicobjectthatisactingonthevectorspace,replacingasingleoperatoractingona
vectorspacewithanalgebrarepresentationanassociativealgebraactingonamodule.Thestudyofsuchactions
isthefieldofrepresentationtheory.
Therepresentationtheoreticalconceptofweightisananalogofeigenvalues,whileweightvectorsandweight
spacesaretheanalogsofeigenvectorsandeigenspaces,respectively.

Dynamicequations
Thesimplestdifferenceequationshavetheform

Thesolutionofthisequationforxintermsoftisfoundbyusingitscharacteristicequation

whichcanbefoundbystackingintomatrixformasetofequationsconsistingoftheabovedifferenceequationand
thek1equations
givingakdimensionalsystemofthefirstorderinthe
stackedvariablevector
intermsofitsoncelaggedvalue,andtakingthecharacteristicequationof
thissystem'smatrix.Thisequationgiveskcharacteristicroots
foruseinthesolutionequation

Asimilarprocedureisusedforsolvingadifferentialequationoftheform

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Calculation
Eigenvalues
Theeigenvaluesofamatrix canbedeterminedbyfindingtherootsofthecharacteristicpolynomial.Explicit
algebraicformulasfortherootsofapolynomialexistonlyifthedegree is4orless.AccordingtotheAbel
Ruffinitheoremthereisnogeneral,explicitandexactalgebraicformulafortherootsofapolynomialwithdegree
5ormore.
Itturnsoutthatanypolynomialwithdegree isthecharacteristicpolynomialofsomecompanionmatrixoforder
.Therefore,formatricesoforder5ormore,theeigenvaluesandeigenvectorscannotbeobtainedbyanexplicit
algebraicformula,andmustthereforebecomputedbyapproximatenumericalmethods.
Intheory,thecoefficientsofthecharacteristicpolynomialcanbecomputedexactly,sincetheyaresumsof
productsofmatrixelementsandtherearealgorithmsthatcanfindalltherootsofapolynomialofarbitrarydegree
toanyrequiredaccuracy.[39]However,thisapproachisnotviableinpracticebecausethecoefficientswouldbe
contaminatedbyunavoidableroundofferrors,andtherootsofapolynomialcanbeanextremelysensitive
functionofthecoefficients(asexemplifiedbyWilkinson'spolynomial).[39]
Efficient,accuratemethodstocomputeeigenvaluesandeigenvectorsofarbitrarymatriceswerenotknownuntil
theadventoftheQRalgorithmin1961.[39]CombiningtheHouseholdertransformationwiththeLU
decompositionresultsinanalgorithmwithbetterconvergencethantheQRalgorithm.ForlargeHermitiansparse
matrices,theLanczosalgorithmisoneexampleofanefficientiterativemethodtocomputeeigenvaluesand
eigenvectors,amongseveralotherpossibilities.[39]

Eigenvectors
Oncethe(exact)valueofaneigenvalueisknown,thecorrespondingeigenvectorscanbefoundbyfindingnon
zerosolutionsoftheeigenvalueequation,thatbecomesasystemoflinearequationswithknowncoefficients.For
example,onceitisknownthat6isaneigenvalueofthematrix

wecanfinditseigenvectorsbysolvingtheequation

,thatis

Thismatrixequationisequivalenttotwolinearequations
thatis
Bothequationsreducetothesinglelinearequation
.Therefore,anyvectoroftheform
zerorealnumber ,isaneigenvectorof witheigenvalue
.
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Thematrix abovehasanothereigenvalue
eigenvectorsarethenonzerosolutionsof
realnumber .

.Asimilarcalculationshowsthatthecorresponding
,thatis,anyvectoroftheform
,foranynonzero

Somenumericmethodsthatcomputetheeigenvaluesofamatrixalsodetermineasetofcorresponding
eigenvectorsasabyproductofthecomputation.

Applications
Eigenvaluesofgeometrictransformations
Thefollowingtablepresentssomeexampletransformationsintheplanealongwiththeir22matrices,
eigenvalues,andeigenvectors.
scaling

unequalscaling

rotation

horizontal
shear

hyperbolic
rotation

illustration

matrix

characteristic
polynomial

eigenvalues

algebraicmultipl.

geometric
multipl.

eigenvectors

Allnonzero
vectors

Notethatthecharacteristicequationforarotationisaquadraticequationwithdiscriminant
,
whichisanegativenumberwhenever isnotanintegermultipleof180.Therefore,exceptforthesespecial
cases,thetwoeigenvaluesarecomplexnumbers,
andalleigenvectorshavenonrealentries.
Indeed,exceptforthosespecialcases,arotationchangesthedirectionofeverynonzerovectorintheplane.
Alineartransformationthattakesasquaretoarectangleofthesamearea(asqueezemapping)hasreciprocal
eigenvalues.
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Schrdingerequation
Anexampleofaneigenvalueequationwherethetransformation
isrepresentedintermsofadifferentialoperatoristhetime
independentSchrdingerequationinquantummechanics:

where ,theHamiltonian,isasecondorderdifferentialoperator
and ,thewavefunction,isoneofitseigenfunctions
correspondingtotheeigenvalue ,interpretedasitsenergy.
However,inthecasewhereoneisinterestedonlyintheboundstate
solutionsoftheSchrdingerequation,onelooksfor withinthe
spaceofsquareintegrablefunctions.SincethisspaceisaHilbert
spacewithawelldefinedscalarproduct,onecanintroduceabasis
setinwhich and canberepresentedasaonedimensional
array(i.e.,avector)andamatrixrespectively.Thisallowsoneto
representtheSchrdingerequationinamatrixform.
Thebraketnotationisoftenusedinthiscontext.Avector,which
representsastateofthesystem,intheHilbertspaceofsquare
integrablefunctionsisrepresentedby
.Inthisnotation,the
Schrdingerequationis:

where
isaneigenstateof and representstheeigenvalue.
isanobservableselfadjointoperator,theinfinitedimensional
analogofHermitianmatrices.Asinthematrixcase,intheequation
above
isunderstoodtobethevectorobtainedby
applicationofthetransformation to
.

Thewavefunctionsassociatedwiththebound
statesofanelectroninahydrogenatomcanbe
seenastheeigenvectorsofthehydrogenatom
Hamiltonianaswellasoftheangular
momentumoperator.Theyareassociatedwith
eigenvaluesinterpretedastheirenergies
(increasingdownward:
)and
angularmomentum(increasingacross:s,p,d,
...).Theillustrationshowsthesquareofthe
absolutevalueofthewavefunctions.Brighter
areascorrespondtohigherprobabilitydensity
forapositionmeasurement.Thecenterofeach
figureistheatomicnucleus,aproton.

Molecularorbitals
Inquantummechanics,andinparticularinatomicandmolecularphysics,withintheHartreeFocktheory,the
atomicandmolecularorbitalscanbedefinedbytheeigenvectorsoftheFockoperator.Thecorresponding
eigenvaluesareinterpretedasionizationpotentialsviaKoopmans'theorem.Inthiscase,thetermeigenvectoris
usedinasomewhatmoregeneralmeaning,sincetheFockoperatorisexplicitlydependentontheorbitalsandtheir
eigenvalues.Thus,ifonewantstounderlinethisaspect,onespeaksofnonlineareigenvalueproblems.Such
equationsareusuallysolvedbyaniterationprocedure,calledinthiscaseselfconsistentfieldmethod.Inquantum
chemistry,oneoftenrepresentstheHartreeFockequationinanonorthogonalbasisset.Thisparticular
representationisageneralizedeigenvalueproblemcalledRoothaanequations.

Geologyandglaciology
Ingeology,especiallyinthestudyofglacialtill,eigenvectorsandeigenvaluesareusedasamethodbywhicha
massofinformationofaclastfabric'sconstituents'orientationanddipcanbesummarizedina3Dspacebysix
numbers.Inthefield,ageologistmaycollectsuchdataforhundredsorthousandsofclastsinasoilsample,which

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canonlybecomparedgraphicallysuchasinaTriPlot(SneedandFolk)diagram,[40][41]orasaStereonetona
WulffNet.[42]
Theoutputfortheorientationtensorisinthethreeorthogonal(perpendicular)axesofspace.Thethree
eigenvectorsareordered
bytheireigenvalues
[43] thenistheprimaryorientation/dip
ofclast, isthesecondaryand isthetertiary,intermsofstrength.Theclastorientationisdefinedasthe
directionoftheeigenvector,onacompassroseof360.Dipismeasuredastheeigenvalue,themodulusofthe
tensor:thisisvaluedfrom0(nodip)to90(vertical).Therelativevaluesof , ,and aredictatedbythe
natureofthesediment'sfabric.If
,thefabricissaidtobeisotropic.If
,thefabric
issaidtobeplanar.If

,thefabricissaidtobelinear.[44]

Principalcomponentanalysis
Theeigendecompositionofasymmetricpositivesemidefinite(PSD)matrix
yieldsanorthogonalbasisofeigenvectors,eachofwhichhasanonnegative
eigenvalue.TheorthogonaldecompositionofaPSDmatrixisusedin
multivariateanalysis,wherethesamplecovariancematricesarePSD.This
orthogonaldecompositioniscalledprincipalcomponentsanalysis(PCA)in
statistics.PCAstudieslinearrelationsamongvariables.PCAisperformed
onthecovariancematrixorthecorrelationmatrix(inwhicheachvariable
isscaledtohaveitssamplevarianceequaltoone).Forthecovarianceor
correlationmatrix,theeigenvectorscorrespondtoprincipalcomponents
andtheeigenvaluestothevarianceexplainedbytheprincipalcomponents.
Principalcomponentanalysisofthecorrelationmatrixprovidesan
orthonormaleigenbasisforthespaceoftheobserveddata:Inthisbasis,the
largesteigenvaluescorrespondtotheprincipalcomponentsthatare
associatedwithmostofthecovariabilityamonganumberofobserveddata.
Principalcomponentanalysisisusedtostudylargedatasets,suchasthose
encounteredinbioinformatics,datamining,chemicalresearch,psychology,
andinmarketing.PCAispopularespeciallyinpsychology,inthefieldof
psychometrics.InQmethodology,theeigenvaluesofthecorrelationmatrix
determinetheQmethodologist'sjudgmentofpracticalsignificance(which
differsfromthestatisticalsignificanceofhypothesistestingcf.criteriafor
determiningthenumberoffactors).Moregenerally,principalcomponent
analysiscanbeusedasamethodoffactoranalysisinstructuralequation
modeling.

Vibrationanalysis

PCAofthemultivariateGaussian
distributioncenteredat
witha
standarddeviationof3inroughlythe
directionandof1in
theorthogonaldirection.Thevectors
shownareuniteigenvectorsofthe
(symmetric,positivesemidefinite)
covariancematrixscaledbythe
squarerootofthecorresponding
eigenvalue.(Justasintheone
dimensionalcase,thesquarerootis
takenbecausethestandarddeviation
ismorereadilyvisualizedthanthe
variance.

Eigenvalueproblemsoccurnaturallyinthevibrationanalysisofmechanicalstructureswithmanydegreesof
freedom.Theeigenvaluesarethenaturalfrequencies(oreigenfrequencies)ofvibration,andtheeigenvectorsare
theshapesofthesevibrationalmodes.Inparticular,undampedvibrationisgovernedby

or

thatis,accelerationisproportionaltoposition(i.e.,weexpect tobesinusoidalintime).
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In dimensions, becomesamassmatrixand astiffnessmatrix.


Admissiblesolutionsarethenalinearcombinationofsolutionstothe
generalizedeigenvalueproblem

where istheeigenvalueand istheangularfrequency.Notethatthe


principalvibrationmodesaredifferentfromtheprincipalcompliance
modes,whicharetheeigenvectorsof alone.Furthermore,damped
vibration,governedby

leadstoasocalledquadraticeigenvalueproblem,

ModeShapeofaTuningForkat
Eigenfrequency440.09Hz

Thiscanbereducedtoageneralizedeigenvalueproblembycleveruseofalgebraatthecostofsolvingalarger
system.
Theorthogonalitypropertiesoftheeigenvectorsallowsdecouplingofthedifferentialequationssothatthesystem
canberepresentedaslinearsummationoftheeigenvectors.Theeigenvalueproblemofcomplexstructuresisoften
solvedusingfiniteelementanalysis,butneatlygeneralizethesolutiontoscalarvaluedvibrationproblems.

Eigenfaces
Inimageprocessing,processedimagesoffacescanbeseenasvectorswhose
componentsarethebrightnessesofeachpixel.[45]Thedimensionofthisvector
spaceisthenumberofpixels.Theeigenvectorsofthecovariancematrix
associatedwithalargesetofnormalizedpicturesoffacesarecalled
eigenfacesthisisanexampleofprincipalcomponentsanalysis.Theyarevery
usefulforexpressinganyfaceimageasalinearcombinationofsomeofthem.
Inthefacialrecognitionbranchofbiometrics,eigenfacesprovideameansof
applyingdatacompressiontofacesforidentificationpurposes.Research
relatedtoeigenvisionsystemsdetermininghandgestureshasalsobeenmade.
Similartothisconcept,eigenvoicesrepresentthegeneraldirectionof
variabilityinhumanpronunciationsofaparticularutterance,suchasawordin
alanguage.Basedonalinearcombinationofsucheigenvoices,anewvoice
pronunciationofthewordcanbeconstructed.Theseconceptshavebeenfound
usefulinautomaticspeechrecognitionsystemsforspeakeradaptation.

Eigenfacesasexamplesof
eigenvectors

Tensorofmomentofinertia
Inmechanics,theeigenvectorsofthemomentofinertiatensordefinetheprincipalaxesofarigidbody.Thetensor
ofmomentofinertiaisakeyquantityrequiredtodeterminetherotationofarigidbodyarounditscenterofmass.

Stresstensor

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Insolidmechanics,thestresstensorissymmetricandsocanbedecomposedintoadiagonaltensorwiththe
eigenvaluesonthediagonalandeigenvectorsasabasis.Becauseitisdiagonal,inthisorientation,thestresstensor
hasnoshearcomponentsthecomponentsitdoeshavearetheprincipalcomponents.

Graphs
Inspectralgraphtheory,aneigenvalueofagraphisdefinedasaneigenvalueofthegraph'sadjacencymatrix ,or
(increasingly)ofthegraph'sLaplacianmatrixduetoitsDiscreteLaplaceoperator,whichiseither
(sometimescalledthecombinatorialLaplacian)or
(sometimescalledthenormalized
Laplacian),where isadiagonalmatrixwith equaltothedegreeofvertex ,andin
,the thdiagonal
entryis

.The thprincipaleigenvectorofagraphisdefinedaseithertheeigenvectorcorresponding

tothe thlargestor thsmallesteigenvalueoftheLaplacian.Thefirstprincipaleigenvectorofthegraphisalso


referredtomerelyastheprincipaleigenvector.
Theprincipaleigenvectorisusedtomeasurethecentralityofitsvertices.AnexampleisGoogle'sPageRank
algorithm.TheprincipaleigenvectorofamodifiedadjacencymatrixoftheWorldWideWebgraphgivesthepage
ranksasitscomponents.ThisvectorcorrespondstothestationarydistributionoftheMarkovchainrepresentedby
therownormalizedadjacencymatrixhowever,theadjacencymatrixmustfirstbemodifiedtoensureastationary
distributionexists.Thesecondsmallesteigenvectorcanbeusedtopartitionthegraphintoclusters,viaspectral
clustering.Othermethodsarealsoavailableforclustering.

Basicreproductionnumber
Thebasicreproductionnumber( )isafundamentalnumberinthestudyofhowinfectiousdiseasesspread.If
oneinfectiouspersonisputintoapopulationofcompletelysusceptiblepeople,then istheaveragenumberof
peoplethatonetypicalinfectiouspersonwillinfect.Thegenerationtimeofaninfectionisthetime, ,fromone
personbecominginfectedtothenextpersonbecominginfected.Inaheterogeneouspopulation,thenextgeneration
matrixdefineshowmanypeopleinthepopulationwillbecomeinfectedaftertime haspassed. isthenthe
largesteigenvalueofthenextgenerationmatrix.[46][47]

Seealso
Antieigenvaluetheory
Eigenplane
Eigenvaluealgorithm
Introductiontoeigenstates
Jordannormalform
Listofnumericalanalysissoftware
Nonlineareigenproblem
Quadraticeigenvalueproblem
Singularvalue

Notes
1.Herstein(1964,pp.228,229)
2.Nering(1970,p.38)
3.Burden&Faires(1993,p.401)
4.Betteridge(1965)
5.Press(2007,p.536)
https://en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

6.WolframResearch,Inc.(2010)Eigenvector(http://math
world.wolfram.com/Eigenvector.html).Accessedon
20160401.
7.Anton(1987,pp.305,307)
8.Nering(1970,p.107)
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9.Note:
In1751,LeonhardEulerprovedthatanybody
hasaprincipalaxisofrotation:LeonhardEuler
(presented:October1751published:1760)"Du
mouvementd'uncorpssolidequelconque
lorsqu'iltourneautourd'unaxemobile"(https://a
rchive.org/stream/histoiredelacad07unkngoog#pa
ge/n196/mode/2up)(Onthemovementofany
solidbodywhileitrotatesaroundamoving
axis),Histoiredel'Acadmieroyaledessciences
etdesbelleslettresdeBerlin,pp.176227.Onp.
212,(https://archive.org/stream/histoiredelacad0
7unkngoog#page/n232/mode/2up)Eulerproves
thatanybodycontainsaprincipalaxisof
rotation:"Thorem.44.Dequelquefigureque
soitlecorps,onypeuttoujoursassigneruntel
axe,quipasseparsoncentredegravit,autour
duquellecorpspeuttournerlibrement&d'un
mouvementuniforme."(Theorem.44.Whatever
betheshapeofthebody,onecanalwaysassign
toitsuchanaxis,whichpassesthroughits
centerofgravity,aroundwhichitcanrotate
freelyandwithauniformmotion.)
In1755,JohannAndreasSegnerprovedthatany
bodyhasthreeprincipalaxesofrotation:Johann
AndreasSegner,Specimentheoriaeturbinum
[Essayonthetheoryoftops(i.e.,rotating
bodies)](Halle("Halae"),(Germany):Gebauer,
1755).Onp.XXVIIII(i.e.,29),(https://books.g
oogle.com/books?id=89NMAAAAcAAJ&pg=PR
29#v=onepage&q&f=false)Segnerderivesa
thirddegreeequationint,whichprovesthata
bodyhasthreeprincipalaxesofrotation.Hethen
states(onthesamepage):"Nonautemrepugnat
tresesseeiusmodipositionesplaniHM,quiain
aequationecubicaradicestresessepossunt,et
trestangentistvalores."(However,itisnot
inconsistent[thatthere]bethreesuchpositions
oftheplaneHM,becauseincubicequations,
[there]canbethreeroots,andthreevaluesofthe
tangentt.)
TherelevantpassageofSegner'sworkwas
discussedbrieflybyArthurCayley.See:A.
Cayley(1862)"Reportontheprogressofthe
solutionofcertainspecialproblemsof
dynamics,"ReportoftheThirtysecondmeeting
oftheBritishAssociationfortheAdvancement
ofScienceheldatCambridgeinOctober1862,
32:184252seeespeciallypages225226.(htt
ps://books.google.com/books?id=S_RJAAAAcA
AJ&pg=PA225#v=onepage&q&f=false)
10.SeeHawkins1975,2
11.SeeHawkins1975,3
12.SeeKline1972,pp.807808

https://en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

13.AugustinCauchy(1839)"Mmoiresurl'intgrationdes
quationslinaires"(Memoirontheintegrationof
linearequations),Comptesrendus,8:827830,845
865,889907,931937.Fromp.827:(http://gallica.bnf.
fr/ark:/12148/bpt6k2967c/f833.item.r=.zoom)"Onsait
d'ailleursqu'ensuivantlamthodedeLagrange,on
obtientpourvaleurgnraledelavariableprinicipale
unefonctiondanslaquelleentrentaveclavariable
principalelesracinesd'unecertainequationque
j'appellerail'quationcaractristique,ledegrdecette
quationtantprcismentl'orderdel'quation
diffrentiellequ'ils'agitd'intgrer."(Onknows,
moreover,thatbyfollowingLagrange'smethod,one
obtainsforthegeneralvalueoftheprincipalvariablea
functioninwhichthereappear,togetherwiththe
principalvariable,therootsofacertainequationthatI
willcallthe"characteristicequation",thedegreeofthis
equationbeingpreciselytheorderofthedifferential
equationthatmustbeintegrated.)
14.SeeKline1972,p.673
15.SeeKline1972,pp.715716
16.SeeKline1972,pp.706707
17.SeeKline1972,p.1063

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18.See:
DavidHilbert(1904)"Grundzgeeiner
allgemeinenTheoriederlinearen
Integralgleichungen.(ErsteMitteilung)"(http://
www.digizeitschriften.de/dms/img/?PPN=PPN25
2457811_1904&DMDID=dmdlog11&LOGID=lo
g11&PHYSID=phys57#navi)(Fundamentalsofa
generaltheoryoflinearintegralequations.(First
report)),NachrichtenvonderGesellschaftder
WissenschaftenzuGttingen,Mathematisch
PhysikalischeKlasse(NewsofthePhilosophical
SocietyatGttingen,mathematicalphysical
section),pp.4991.Frompage51:(http://www.d
igizeitschriften.de/dms/img/?PPN=PPN25245781
1_1904&DMDID=dmdlog11&LOGID=log11&P
HYSID=phys57#navi)"Insbesondereindieser
erstenMitteilunggelangeichzuFormeln,die
dieEntwickelungeinerwillkrlichenFunktion
nachgewissenausgezeichnetenFunktionen,die
ichEigenfunktionennenne,liefern:(In
particular,inthisfirstreportIarriveatformulas
thatprovidethe[series]developmentofan
arbitraryfunctionintermsofsomedistinctive
functions,whichIcalleigenfunctions:)Later
onthesamepage:"DieserErfolgistwesentlich
durchdenUmstandbedingt,daichnicht,wie
esbishergeschah,inersterLinieaufden
BeweisfrdieExistenzderEigenwerteausgehe,
"(Thissuccessismainlyattributabletothe
factthatIdonot,asithashappeneduntilnow,
firstofallaimataproofoftheexistenceof
eigenvalues,)
Fortheoriginandevolutionoftheterms
eigenvalue,characteristicvalue,etc.,see:
EarliestKnownUsesofSomeoftheWordsof
Mathematics(E)(http://jeff560.tripod.com/e.htm
l)
19.SeeAldrich2006
20.Francis,J.G.F.(1961),"TheQRTransformation,I
(part1)",TheComputerJournal4(3):265271,
doi:10.1093/comjnl/4.3.265andFrancis,J.G.F.
(1962),"TheQRTransformation,II(part2)",The
ComputerJournal4(4):332345,
doi:10.1093/comjnl/4.4.332
21.Kublanovskaya,VeraN.(1961),"Onsomealgorithms
forthesolutionofthecompleteeigenvalueproblem",
USSRComputationalMathematicsandMathematical
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23.CornellUniversityDepartmentofMathematics(2016)
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25.Press(2007,pp.38)
26.Fraleigh(1976,p.358)
27.Golub&VanLoan(1996,p.316)
28.Beauregard&Fraleigh(1973,p.307)
29.Herstein(1964,p.272)
30.Nering(1970,pp.115116)
31.Herstein(1964,p.290)
32.Nering(1970,p.116)
33.SeeKorn&Korn2000,Section14.3.5aFriedberg,
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34.Shilov1977,p.109
35.Lemmafortheeigenspace
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38.Axler,Sheldon,"Ch.5",LinearAlgebraDoneRight
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39.Trefethen,LloydN.Bau,David(1997),Numerical
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46.DiekmannO,HeesterbeekJA,MetzJA(1990),"Onthe
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Externallinks
WhatareEigenValues?(http://www.physlink.com/education/AskEx
perts/ae520.cfm)nontechnicalintroductionfromPhysLink.com's
"AsktheExperts"
EigenValuesandEigenVectorsNumericalExamples(http://people.r
evoledu.com/kardi/tutorial/LinearAlgebra/EigenValueEigenVector.ht
ml)TutorialandInteractiveProgramfromRevoledu.
IntroductiontoEigenVectorsandEigenValues(http://khanexercises.
appspot.com/video?v=PhfbEr2btGQ)lecturefromKhanAcademy
Hill,Roger(2009)."Eigenvalues".SixtySymbols.BradyHaran
fortheUniversityofNottingham.
"ABeginner'sGuidetoEigenvectors".Deeplearning4j.2015.

TheWikibookLinear
Algebrahasapageonthe
topicof:Eigenvaluesand
Eigenvectors
TheWikibookTheBook
ofMathematicalProofs
hasapageonthetopicof:
Algebra/Linear
Transformations

Theory
Hazewinkel,Michiel,ed.(2001),"Eigenvalue",EncyclopediaofMathematics,Springer,ISBN9781
556080104
Hazewinkel,Michiel,ed.(2001),"Eigenvector",EncyclopediaofMathematics,Springer,ISBN9781
556080104
Eigenvalue(ofamatrix)(http://planetmath.org/?op=getobj&from=objects&id=4397)atPlanetMath.org.
Eigenvector(http://mathworld.wolfram.com/Eigenvector.html)WolframMathWorld
EigenVectorExaminationworkingapplet(http://ocw.mit.edu/ans7870/18/18.06/javademo/Eigen/)
SameEigenVectorExaminationasaboveinaFlashdemowithsound(http://web.mit.edu/18.06/www/Demo
s/eigenappletall/eigen_sound_all.html)
ComputationofEigenvalues(http://www.sosmath.com/matrix/eigen1/eigen1.html)
Numericalsolutionofeigenvalueproblems(http://www.cs.utk.edu/~dongarra/etemplates/index.html)Edited
byZhaojunBai,JamesDemmel,JackDongarra,AxelRuhe,andHenkvanderVorst
EigenvaluesandEigenvectorsontheAskDr.Mathforums:[1](http://mathforum.org/library/drmath/view/5
5483.html),[2](http://mathforum.org/library/drmath/view/51989.html)

Demonstrationapplets
https://en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

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Javaappletabouteigenvectorsintherealplane(http://scienceapplets.blogspot.com/2012/03/eigenvaluesand
eigenvectors.html)
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