Eigenvalues & Eigenvectors
Most directions a matrix shoves to a new angle; a few it leaves on their own line, only stretched. Those are eigenvectors, the stretch factors are eigenvalues — found from one determinant equation, with trace and determinant as instant shortcuts.
What you'll learn
- The defining equation A v = λ v and why v must be non-zero
- Eigenvalues solve the characteristic polynomial det(A − λI) = 0
- Two shortcuts: trace(A) = sum of eigenvalues, det(A) = product of eigenvalues
- Eigenvectors are non-unique — any non-zero scalar multiple is the same eigenvector
Before you start
The last lesson ended on a hint: most directions a matrix shoves off to a new angle,
but a few it leaves sitting on their own line. Those special directions are
eigenvectors, and the factor by which each one is stretched is its eigenvalue
λ. Push a random arrow through a matrix and it comes out rotated and stretched; push
an eigenvector through and it comes out pointing the very same way, only longer or
shorter. That single idea powers covariance, PCA, PageRank, and the stability of
dynamical systems — and it shows up almost every year in GATE DA.
The defining equation
A non-zero vector v is an eigenvector of A when applying A only scales it:
A v = λ v (v ≠ 0)
The scalar λ says by how much: positive keeps the direction, negative flips it, a
small λ shrinks it. We insist v ≠ 0 because A·0 = λ·0 holds for every λ and so
tells us nothing.
Play with it below. The fan of faint arrows shows where the matrix sends every input direction — most swing to a new angle, but the highlighted lines stay put and only scale by their eigenvalue. Drag the test vector onto one to feel a direction survive; switch to the rotation preset and the eigenlines vanish — those eigenvalues are complex, more on that shortly.
Almost every vector rotates — eigenvectors only stretch
The faint fan shows where the matrix sends each input direction. Most swing to a new angle. The highlighted lines are the exceptions: vectors on them keep their direction and just scale by λ. Drag î/ĵ or the test vector to feel it.
Finding them — the characteristic polynomial
Rearrange A v = λ v into (A − λI) v = 0. A non-zero v can solve this only if
A − λI is singular — and singular, from the determinant lesson, means
det(A − λI) = 0
This is the characteristic polynomial. For a 2×2 matrix it is always a quadratic,
and it has a form worth memorising on sight:
λ² − trace(A)·λ + det(A) = 0
Once you have the eigenvalues, plug each back into (A − λI)v = 0 and solve the linear
system for the eigenvector direction v. Two shortcuts ride along, and they earn a
large share of the marks on this topic — for any n×n matrix with eigenvalues λ₁, …, λₙ:
So trace(A) = Σλᵢ and det(A) = Πλᵢ. They let you check an answer instantly, and
often find the second eigenvalue the moment you know the first.
A worked example — a real GATE DA 2024 question
Find the eigenvalues of
M = [[2, −1], [3, 1]].
Read off the trace and determinant, build the quadratic, check the discriminant:
trace(M) = 2 + 1 = 3
det(M) = (2)(1) − (−1)(3) = 2 + 3 = 5
λ² − 3λ + 5 = 0 discriminant = (−3)² − 4·5 = 9 − 20 = −11 < 0
λ = (3 ± √(−11)) / 2 = (3 ± i√11)/2 → a complex conjugate pair
The negative discriminant means no real eigenvalues — a complex conjugate pair
(this is GATE DA 2024). Geometrically M rotates as well as scales, so no real
direction survives, exactly the rotation preset in the widget. For contrast, a clean
real case — a triangular matrix gives its eigenvalues for free:
A = [[2, 1], det(A − λI) = (2−λ)(3−λ) − 0 = 0 → λ = 2 or λ = 3
[0, 3]]
For any triangular matrix (zeros below or above the diagonal) the eigenvalues are
just the diagonal entries — no algebra. Check: trace = 5 = λ₁+λ₂ ✓, det = 6 = λ₁·λ₂ ✓.
A question to carry forward
Eigenvalues are not just a number to find — they are a handle on the matrix itself. Here
is the thread onward: if you know the eigenvalues of A, what are the eigenvalues of
A², of A⁻¹, of A + 5I? And what makes a symmetric matrix so much better
behaved than a general one that its eigenvectors come out perpendicular?
In one breath
- Eigenvector
v ≠ 0: a direction the matrix only stretches,A v = λ v; the eigenvalueλis the stretch factor. - Find via
det(A − λI) = 0; for a2×2,λ² − trace·λ + det = 0. Then solve(A−λI)v = 0for the direction. - Shortcuts:
trace = Σλ(sum),det = Πλ(product) — check answers, or get the second eigenvalue from the first. - Triangular matrix → eigenvalues are the diagonal entries.
- Traps: a real matrix can have a complex conjugate pair (
trace²−4det < 0); eigenvectors are non-unique (any non-zero scalar multiple).
Practice
Quick check
Practice this in an interview
All questionsExpected value is the probability-weighted average outcome of a random variable; variance measures average squared deviation from that mean. Both are linear/additive in specific ways — knowing these rules prevents algebraic mistakes under interview pressure.
OLS minimizes the sum of squared residuals. Setting the gradient of the loss to zero yields the normal equations, whose unique solution is the projection of y onto the column space of X. The closed-form is the hat matrix formula β = (XᵀX)⁻¹Xᵀy.