Eigenvalues and eigenvectors
An eigenvector is a nonzero vector whose direction is preserved by a square linear map. Its eigenvalue is the corresponding scaling factor.
Definition
An eigenvector is a nonzero vector whose direction is preserved by a square linear map. Its eigenvalue is the corresponding scaling factor.
Intuition
Most vectors rotate or mix under a map; eigenvectors lie along special invariant directions.
Worked example
For diag(2, 3), (1, 0) has eigenvalue 2 and (0, 1) has eigenvalue 3.
The math
with . Not every real matrix has a real eigenbasis.
In machine learning
Eigenvalues describe dynamical stability, principal directions of symmetric matrices, and graph properties.
Sources
More in Linear algebra
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