Eigenvalues and eigenvectors: Eigenvalues and eigenvectors
Eigenvalues and eigenvectors of a matrix
The introductory example was a linear mapping in a plane, but you can also define the notion of eigenvalue and eigenvector for a matrix mapping , that is, for an matrix with large . We give an example of a matrix.
We consider the matrix
If , then:
We say: is an eigenvector corresponding to the eigenvalue .
Check yourself:
- is an eigenvector corresponding to the eigenvalue .
- is an eigenvector corresponding to the eigenvalue .
We can place the three eigenvectors as columns in a transformation matrix :
Then (check it yourself):
In other words, the matrix is similar to the diagonal matrix with the eigenvalues on the main diagonal.
The similarity of a matrix to a diagonal matrix by means of a transformation has an important application. Suppose that you want to compute for whatever reason. Instead of computing many matrix multiplications you better consider
and realize that is a diagonal matrix with the main diagonal , and . Then you get faster the result
Now you may wonder when you would ever need such powers of matrices, but the answer to this question is simple: science fields such as population ecology and studies of stochastic processes (e.g. in neural networks) are full of high powers of matrices; Google's search algorithm PageRank is based on finding an eigenvector. One also encounters eigenvalues and eigenvectors when solving linear dynamic systems.
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