What are eigenvalues and eigenvectors?
Let’s say A is a square matrix. Now, if we multiply A with a vector u, we will get another vector v.
The direction of the vectors u and v will be different in most cases. In other words, if we multiply a matrix with a vector, the direction and magnitude of the vector change. But, if u is an eigenvector of the square matrix A, then the vector v and the vector u will point to the same direction. In other words, the square matrix will scale the vector u.
The vector u is called an eigenvector of the square matrix A and λ is called an eigenvalue.
So, we can say from the above equation,
In other words, if u is not a null vector, then we can get the eigenvalues of a square matrix A by solving the following equation:
If we solve for λ, we get the eigenvalues. And for a particular eigenvalue λ, when we solve the following equation, we get the eigenvector corresponding to the eigenvalue.
How to calculate the eigenvalues and the eigenvectors of a square matrix?
Now, let’s look at an example. Let’s say A is the following square matrix…
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