Eigenvalues and eigenvectors

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For more specific information regarding the eigenvalues and eigenvectors of matrices, see
Eigendecomposition of a matrix.

In this shear mapping of the Mona Lisa, the picture was deformed in such a way that its central
vertical axis (red vector) has not changed direction, but the diagonal vector (blue) has changed
direction. Hence the red vector is an eigenvector of the transformation and the blue vector is not.
Since the red vector was neither stretched nor compressed, its eigenvalue is 1. All vectors with
the same or opposite direction (vertical upward or downward) are also eigenvectors, and have the
same eigenvalue. Together with the zero vector, they form the eigenspace for this eigenvalue.

The eigenvectors of a square matrix are the non-zero vectors which, after being multiplied by
the matrix, remain proportional to the original vector. For each eigenvector, the corresponding
eigenvalue is the factor by which the eigenvector changes when multiplied by the matrix. The
prefix eigen- is adopted from the German word "eigen" for "innate", "own".[1] The eigenvectors
are sometimes also called proper vectors, or characteristic vectors. Similarly, the eigenvalues
are also known as proper values, or characteristic values. The mathematical expression of this
idea is as follows: if A is a square matrix, a non-zero vector v is an eigenvector of A if there is a
scalar λ such that

The scalar λ is said to be the eigenvalue of A corresponding to v. An eigenspace of A is the set of

all eigenvectors with the same eigenvalue together with the zero vector. However, the zero
vector is not an eigenvector.[2]

These ideas are often extended to more general situations, where scalars are elements of any field,
vectors are elements of any vector space, and linear transformations may or may not be
represented by matrix multiplication. For example, instead of real numbers, scalars may be the
complex numbers; instead of arrows, vectors may be functions or frequencies; instead of matrix
multiplication, linear transformations may be operators such as the derivative from calculus.
These are only a few of countless examples where eigenvectors and eigenvalues are important.

In these cases, the concept of direction loses its ordinary meaning, and is given an abstract
definition. Even so, if this abstract direction is unchanged by a given linear transformation, the
prefix "eigen" is used, as in eigenfunction, eigenmode, eigenface, eigenstate, and eigenfrequency.

Eigenvalues and eigenvectors have many applications in both pure and applied mathematics.
They are used in matrix factorization, in quantum mechanics, and in many other areas.

Contents
[hide]

• 1 Definition
o 1.1 Prerequisites and motivation
o 1.2 Example
o 1.3 Formal definition
• 2 Eigenvalues and eigenvectors of matrices
o 2.1 Characteristic polynomial
o 2.2 Eigenspace
o 2.3 Algebraic and geometric multiplicities
o 2.4 Worked example
o 2.5 Eigendecomposition
o 2.6 Further properties
o 2.7 Examples in the plane

2.7.1 Shear

2.7.2 Uniform scaling and reflection

2.7.3 Unequal scaling

2.7.4 Rotation
• 3 Calculation
• 4 Left and right eigenvectors
• 5 History
• 6 Infinite-dimensional spaces and spectral theory
o 6.1 Eigenfunctions

6.1.1 Waves on a string
• 7 Applications
o 7.1 Schrödinger equation
o 7.2 Molecular orbitals
o 7.3 Geology and glaciology
o 7.4 Principal components analysis
o 7.5 Vibration analysis
o 7.6 Eigenfaces
o 7.7 Tensor of inertia
o 7.8 Stress tensor
o 7.9 Eigenvalues of a graph
 • 8 See also
• 9 Notes
• 10 References
• 11 External links

[edit] Definition
[edit] Prerequisites and motivation

Matrix A acts by stretching the vector x, not changing its direction, so x is an eigenvector of A.

Eigenvectors and eigenvalues depend on the concepts of vectors and linear transformations. In
the most elementary case, vectors can be thought of as arrows that have both length (or
magnitude) and direction. Once a set of Cartesian coordinates are established, a vector can be
described relative to that set of coordinates by a sequence of numbers. A linear transformation
can be described by a square matrix. For example, in the standard coordinates of n-dimensional
space a vector can be written

A matrix can be written

Here n is some fixed natural number.

Usually, the multiplication of a vector x by a square matrix A changes both the magnitude and
the direction of the vector upon which it acts, but in the special case where it changes only the
scale of the vector and leaves the direction unchanged, or switches the vector to the opposite
direction, then that vector is called an eigenvector of that matrix. (The term "eigenvector" is
meaningless except in relation to some particular matrix.) When multiplied by a matrix, each
eigenvector of that matrix changes its magnitude by a factor, called the eigenvalue corresponding
to that eigenvector.

The vector x is an eigenvector of the matrix A with eigenvalue λ if the following equation holds:

Geometrically, the eigenvalue equation can be interpreted as follows: a vector x is an eigenvector

if multiplication by A stretches, shrinks, leaves unchanged, flips, flips and stretches, or flips and
shrinks x. If the eigenvalue λ > 1, x is stretched by this factor. If λ = 1, the vector x is not
affected at all by multiplication by A. If 0 < λ < 1, x is shrunk (or compressed). The case λ = 0
means that x shrinks to a point (represented by the origin). If λ is negative then x flips and points
in the opposite direction as well as being scaled by a factor equal to the absolute value of λ.

As a special case, the identity matrix I is the matrix that leaves all vectors unchanged:

Every non-zero vector x is an eigenvector of the identity matrix with eigenvalue 1.

[edit] Example

For the matrix A

the vector

is an eigenvector with eigenvalue 1. Indeed,

On the other hand the vector

is not an eigenvector, since

and this vector is not a multiple of the original vector x.

[edit] Formal definition

In abstract mathematics, a more general definition is given:

Let V be any vector space, let x be a vector in that vector space, and let T be a linear
transformation mapping V into V. Then x is an eigenvector of T with eigenvalue λ if the
following equation holds:

This equation is called the eigenvalue equation. Note that Tx means T of x, the action of the
transformation T on x, while λx means the product of the number λ times the vector x.[3] Most,
but not all [4] authors also require x to be non-zero. The set of eigenvalues of T is sometimes
called the spectrum of T.

[edit] Eigenvalues and eigenvectors of matrices

[edit] Characteristic polynomial

Main article: Characteristic polynomial

The eigenvalues of A are precisely the solutions λ to the equation

Here det is the determinant of matrices and I is the n×n identity matrix. This equation is called
the characteristic equation (or less often the secular equation) of A. For example, if A is the
following matrix (a so-called diagonal matrix):
then the characteristic equation reads

The solutions to this equation are the eigenvalues λi = ai,i (i = 1, ..., n).

Proving the afore-mentioned relation of eigenvalues and solutions of the characteristic equation
requires some linear algebra, specifically the notion of linearly independent vectors: briefly, the
eigenvalue equation for a matrix A can be expressed as

which can be rearranged to

If there existed an inverse

then both sides could be left-multiplied by it, to obtain x = 0. Therefore, if λ is such that A − λI is
invertible, λ cannot be an eigenvalue. It can be shown that the converse holds, too: if A − λI is
not invertible, λ is an eigenvalue. A criterion from linear algebra states that a matrix (here: A − λI)
is non-invertible if and only if its determinant is zero, thus leading to the characteristic equation.

The left-hand side of this equation can be seen (using Leibniz' rule for the determinant) to be a
polynomial function in λ, whose coefficients depend on the entries of A. This polynomial is
called the characteristic polynomial. Its degree is n, that is to say, the highest power of λ
occurring in this polynomial is λn. At least for small matrices, the solutions of the characteristic
equation (hence, the eigenvalues of A) can be found directly. Moreover, it is important for
theoretical purposes, such as the Cayley-Hamilton theorem. It also shows that any n×n matrix
has at most n eigenvalues. However, the characteristic equation need not have n distinct solutions.
In other words, there may stricly less than n distinct eigenvalues. This happens for the matrix
describing the shear mapping discussed below.

If the matrix has real entries, the coefficients of the characteristic polynomial are all real.
However, the roots are not necessarily real; they may include complex numbers with a non-zero
imaginary component. For example, a 2×2 matrix describing a 45° rotation will not leave any
non-zero vector pointing in the same direction. However, there is at least one complex number λ
solving the characteristic equation, even if the entries of the matrix A are complex numbers to
begin with. (This existence of such a solution is known as the fundamental theorem of algebra.)
For a complex eigenvalue, the corresponding eigenvectors also have complex components.

[edit] Eigenspace

If x is an eigenvector of the matrix A with eigenvalue λ, then any scalar multiple αx is also an
eigenvector of A with the same eigenvalue, since A(αx) = αAx = αλx = λ(αx). More generally,
any non-zero linear combination of eigenvectors that share the same eigenvalue λ, will itself be
an eigenvector with eigenvalue λ.[5] Together with the zero vector, the eigenvectors of A with the
same eigenvalue form a linear subspace of the vector space called an eigenspace, Eλ. In case of
dim(Eλ) = 1, it is called an eigenline and λ is called a scaling factor.

[edit] Algebraic and geometric multiplicities

Given an n×n matrix A and an eigenvalue λi of this matrix, there are two numbers measuring,
roughly speaking, the number of eigenvectors belonging to λi. They are called multiplicities: the
algebraic multiplicity of an eigenvalue is defined as the multiplicity of the corresponding root of
the characteristic polynomial. The geometric multiplicity of an eigenvalue is defined as the
dimension of the associated eigenspace, i.e. number of linearly independent eigenvectors with
that eigenvalue. Both algebraic and geometric multiplicity are integers between (including) 1 and
n. The algebraic multiplicity ni and geometric multiplicity mi may or may not be equal, but we
always have mi ≤ ni. The simplest case is of course when mi = ni = 1. The total number of linearly
independent eigenvectors, x, is given by summing the geometric multiplicities

Over a complex vector space, the sum of the algebraic multiplicities will equal the dimension of
the vector space, but the sum of the geometric multiplicities may be smaller. In a sense, it is
possible that there may not be sufficient eigenvectors to span the entire space. This is intimately
related to the question of whether a given matrix may be diagonalized by a suitable choice of
coordinates.
The eigenvectors corresponding to different eigenvalues are linearly independent, meaning, in
particular, that in an n-dimensional space the linear transformation A cannot have more than n
eigenvalues (or eigenspaces).[6] A matrix is said to be defective if it fails to have n linearly
independent eigenvectors. All defective matrices have fewer than n distinct eigenvalues, but not
all matrices with fewer than n distinct eigenvalues are defective.[7]

The eigenvectors can be indexed by eigenvalues, i.e. using a double index, with xi,j being the jth
eigenvector for the ith eigenvalue. The eigenvectors can also be indexed using the simpler
notation of a single index xk, with k = 1, 2, ... , x.

[edit] Worked example

These concepts are explained for the matrix

The characteristic equation of this matrix reads

Calculating the determinant, this yields the quadratic equation

whose solutions (also called roots) are λ = 1 and λ = 3. The eigenvectors to the eigenvalue λ = 3
are determined by using the eigenvalue equation, which in this case reads

The juxtaposition at the left hand side denotes matrix multiplication. Spelling this out, this
equation comparing two vectors is tantamount to a system of the following two linear equations:

Both equations reduce to the single linear equation x = y. That is to say, any vector of the form (x,
y) with y = x is an eigenvector to the eigenvalue λ = 3. However, the vector (0, 0) is excluded. A
similar calculation shows that the eigenvectors corresponding to the eigenvalue λ = 1, are given
by non-zero vectors (x, y) such that y = −x.

[edit] Eigendecomposition
Main article: Eigendecomposition of a matrix

The spectral theorem for matrices can be stated as follows. Let A be a square n × n matrix. Let
q1 ... qk be an eigenvector basis, i.e. an indexed set of k linearly independent eigenvectors, where
k is the dimension of the space spanned by the eigenvectors of A. If k = n, then A can be written

where Q is the square n × n matrix whose i-th column is the basis eigenvector qi of A and Λ is
the diagonal matrix whose diagonal elements are the corresponding eigenvalues, i.e. Λii = λi.

[edit] Further properties

Let A be an n×n matrix with eigenvalues λi, . Then

• Trace of A

• Determinant of A

• Eigenvalues of Ak are
• If A = AH, i.e., A is Hermitian, every eigenvalue is real.
• Every eigenvalue of a Unitary matrix has absolute value | λ | = 1.

[edit] Examples in the plane

The following table presents some example transformations in the plane along with their 2×2
matrices, eigenvalues, and eigenvectors.

counterclockwise
horizontal shear scaling unequal scaling
rotation by
illustratio
n

matrix

character 2
λ − 2λ+1 = (1 − λ)2 λ2 − 2λk + k2 = (λ - λ2 − 2λ cos φ + 1 =
istic (λ − k1)(λ − k2) = 0
=0 k)2 = 0 0
equation

eigenvalu λ1,2 = cos φ ± i sin φ

λ1=1 λ1=k λ1 = k1, λ2 = k2
es λi = e ± iφ

algebraic
and
geometri n1 = m1 = 1, n2 = m2 n1 = m1 = 1, n2 = m2
n1 = 2, m1 = 1 n1 = 2, m1 = 2
c =1 =1
multiplici
ties

eigenvect
ors

[edit] Shear

Shear in the plane is a transformation in which all points along a given line remain fixed while
other points are shifted parallel to that line by a distance proportional to their perpendicular
distance from the line.[8] In the horizontal shear depicted above, a point P of the plane moves
parallel to the x-axis to the place P' so that its coordinate y does not change while the x
coordinate increments to become x' = x + k y, where k is called the shear factor. The shear angle
φ is determined by k = cot φ.
Applying repeatedly the shear transformation changes the direction of any vector in the plane
closer and closer to the direction of the eigenvector.

[edit] Uniform scaling and reflection

Multiplying every vector with a constant real number k is represented by the diagonal matrix
whose entries on the diagonal are all equal to k. Mechanically, this corresponds to stretching a
rubber sheet equally in all directions such as a small area of the surface of an inflating balloon.
All vectors originating at origin (i.e., the fixed point on the balloon surface) are stretched equally
with the same scaling factor k while preserving its original direction. Thus, every non-zero vector
is an eigenvector with eigenvalue k. Whether the transformation is stretching (elongation,
extension, inflation), or shrinking (compression, deflation) depends on the scaling factor: if k > 1,
it is stretching; if 0 < k < 1, it is shrinking. Negative values of k correspond to a reversal of
direction, followed by a stretch or a shrink, depending on the absolute value of k.

[edit] Unequal scaling

For a slightly more complicated example, consider a sheet that is stretched unequally in two
perpendicular directions along the coordinate axes, or, similarly, stretched in one direction, and
shrunk in the other direction. In this case, there are two different scaling factors: k1 for the
scaling in direction x, and k2 for the scaling in direction y. If a given eigenvalue is greater than 1,
the vectors are stretched in the direction of the corresponding eigenvector; if less than 1, they are
shrunken in that direction. Negative eigenvalues correspond to reflections followed by a stretch
or shrink. In general, matrices that are diagonalizable over the real numbers represent scalings
and reflections: the eigenvalues represent the scaling factors (and appear as the diagonal terms),
and the eigenvectors are the directions of the scalings.

The figure shows the case where k1 > 1 and 1 > k2 > 0. The rubber sheet is stretched along the x
axis and simultaneously shrunk along the y axis. After repeatedly applying this transformation of
stretching/shrinking many times, almost any vector on the surface of the rubber sheet will be
oriented closer and closer to the direction of the x axis (the direction of stretching). The
exceptions are vectors along the y-axis, which will gradually shrink away to nothing.

[edit] Rotation

For more details on this topic, see Rotation matrix.

A rotation in a plane is a transformation that describes motion of a vector, plane, coordinates, etc.,
around a fixed point. Clearly, for rotations other than through 0° and 180°, every vector in the
real plane will have its direction changed, and thus there cannot be any eigenvectors. But this is
not necessarily true if we consider the same matrix over a complex vector space. The
characteristic equation is a quadratic equation with discriminant D = 4 (cos2 φ − 1) = − 4 sin2 φ,
which is a negative number whenever φ is not equal to a multiple of 180°. A rotation of 0°,
360°, … is just the identity transformation (a uniform scaling by +1), while a rotation of 180°,
540°, …, is a reflection (uniform scaling by -1). Otherwise, as expected, there are no real
eigenvalues or eigenvectors for rotation in the plane. Instead, the eigenvalues are complex
numbers in general. Although not diagonalizable over the reals, the rotation matrix is
diagonalizable over the complex numbers, and again the eigenvalues appear on the diagonal.
Thus rotation matrices acting on complex spaces can be thought of as scaling matrices, with
complex scaling factors.

[edit] Calculation
The complexity of the problem for finding roots/eigenvalues of the characteristic polynomial
increases rapidly with increasing the degree of the polynomial (the dimension of the vector
space). There are exact solutions for dimensions below 5, but for dimensions greater than or
equal to 5 there are generally no exact solutions and one has to resort to numerical methods to
find them approximately. Worse, this computational procedure can be very inaccurate in the
presence of round-off error, because the roots of a polynomial are an extremely sensitive
function of the coefficients (see Wilkinson's polynomial).[9] Efficient, accurate methods to
compute eigenvalues and eigenvectors of arbitrary matrices were not known until the advent of
the QR algorithm in 1961.[9] For large Hermitian sparse matrices, the Lanczos algorithm is one
example of an efficient iterative method to compute eigenvalues and eigenvectors, among
several other possibilities.[9]

[edit] Left and right eigenvectors

The word eigenvector formally refers to the right eigenvector xR. It is defined by the above
eigenvalue equation

and is the most commonly used eigenvector. However, the left eigenvector xL exists as well, and
is defined by

[edit] History
Eigenvalues are often introduced in the context of linear algebra or matrix theory. Historically,
however, they arose in the study of quadratic forms and differential equations.

Euler studied the rotational motion of a rigid body and discovered the importance of the principal
axes. Lagrange realized that the principal axes are the eigenvectors of the inertia matrix.[10] In the
early 19th century, Cauchy saw how their work could be used to classify the quadric surfaces,
and generalized it to arbitrary dimensions.[11] Cauchy also coined the term racine caractéristique
(characteristic root) for what is now called eigenvalue; his term survives in characteristic
equation.[12]

Fourier used the work of Laplace and Lagrange to solve the heat equation by separation of
variables in his famous 1822 book Théorie analytique de la chaleur.[13] Sturm developed
Fourier's ideas further and brought them to the attention of Cauchy, who combined them with his
own ideas and arrived at the fact that real symmetric matrices have real eigenvalues.[11] This was
extended by Hermite in 1855 to what are now called Hermitian matrices.[12] Around the same
time, Brioschi proved that the eigenvalues of orthogonal matrices lie on the unit circle,[11] and
Clebsch found the corresponding result for skew-symmetric matrices.[12] Finally, Weierstrass
clarified an important aspect in the stability theory started by Laplace by realizing that defective
matrices can cause instability.[11]

In the meantime, Liouville studied eigenvalue problems similar to those of Sturm; the discipline
that grew out of their work is now called Sturm–Liouville theory.[14] Schwarz studied the first
eigenvalue of Laplace's equation on general domains towards the end of the 19th century, while
Poincaré studied Poisson's equation a few years later.[15]

At the start of the 20th century, Hilbert studied the eigenvalues of integral operators by viewing
the operators as infinite matrices.[16] He was the first to use the German word eigen to denote
eigenvalues and eigenvectors in 1904, though he may have been following a related usage by
Helmholtz. For some time, the standard term in English was "proper value", but the more
distinctive term "eigenvalue" is standard today.[17]

The first numerical algorithm for computing eigenvalues and eigenvectors appeared in 1929,
when Von Mises published the power method. One of the most popular methods today, the QR
algorithm, was proposed independently by John G.F. Francis[18] and Vera Kublanovskaya[19] in
1961.[20]

[edit] Infinite-dimensional spaces and spectral theory

For more details on this topic, see Spectral theorem.

If the vector space is an infinite dimensional Banach space, the notion of eigenvalues can be
generalized to the concept of spectrum. The spectrum is the set of scalars λ for which (T − λI)−1
is not defined; that is, such that T − λI has no bounded inverse.

Clearly if λ is an eigenvalue of T, λ is in the spectrum of T. In general, the converse is not true.

There are operators on Hilbert or Banach spaces which have no eigenvectors at all. This can be
seen in the following example. The bilateral shift on the Hilbert space ℓ 2(Z) (that is, the space of
all sequences of scalars … a−1, a0, a1, a2, … such that

converges) has no eigenvalue but does have spectral values.

In infinite-dimensional spaces, the spectrum of a bounded operator is always nonempty. This is

also true for an unbounded self adjoint operator. Via its spectral measures, the spectrum of any
self adjoint operator, bounded or otherwise, can be decomposed into absolutely continuous, pure
point, and singular parts. (See Decomposition of spectrum.)
The hydrogen atom is an example where both types of spectra appear. The eigenfunctions of the
hydrogen atom Hamiltonian are called eigenstates and are grouped into two categories. The
bound states of the hydrogen atom correspond to the discrete part of the spectrum (they have a
discrete set of eigenvalues which can be computed by Rydberg formula) while the ionization
processes are described by the continuous part (the energy of the collision/ionization is not
quantized).

[edit] Eigenfunctions

Main article: Eigenfunction

A common example of such maps on infinite dimensional spaces are the action of differential
operators on function spaces. As an example, on the space of infinitely differentiable functions,
the process of differentiation defines a linear operator since

where f(t) and g(t) are differentiable functions, and a and b are constants.

The eigenvalue equation for linear differential operators is then a set of one or more differential
equations. The eigenvectors are commonly called eigenfunctions. The simplest case is the
eigenvalue equation for differentiation of a real valued function by a single real variable. We
seek a function (equivalent to an infinite-dimensional vector) which, when differentiated, yields
a constant times the original function. In this case, the eigenvalue equation becomes the linear
differential equation

Here λ is the eigenvalue associated with the function, f(x). This eigenvalue equation has a
solution for any value of λ. If λ is zero, the solution is

where A is any constant; if λ is non-zero, the solution is the exponential function

If we expand our horizons to complex valued functions, the value of λ can be any complex
number. The spectrum of d/dt is therefore the whole complex plane. This is an example of a
continuous spectrum.

[edit] Waves on a string

The shape of a standing wave in a string fixed at its boundaries is an example of an eigenfunction
of a differential operator. The admittable eigenvalues are governed by the length of the string and
determine the frequency of oscillation.

The displacement, h(x,t), of a stressed rope fixed at both ends, like the vibrating strings of a
string instrument, satisfies the wave equation

which is a linear partial differential equation, where c is the constant wave speed. The normal
method of solving such an equation is separation of variables. If we assume that h can be written
as the product of the form X(x)T(t), we can form a pair of ordinary differential equations:

and

Each of these is an eigenvalue equation (the unfamiliar form of the eigenvalue is chosen merely
for convenience). For any values of the eigenvalues, the eigenfunctions are given by

and

If we impose boundary conditions (that the ends of the string are fixed with X(x)=0 at x=0 and
x=L, for example) we can constrain the eigenvalues. For those boundary conditions, we find

, and so the phase angle

and

Thus, the constant ω is constrained to take one of the values , where n is any integer.
Thus the clamped string supports a family of standing waves of the form
From the point of view of our musical instrument, the frequency is the frequency of the nth
harmonic, which is called the (n-1)st overtone.

[edit] Applications
[edit] Schrödinger equation

The wavefunctions associated with the bound states of an electron in a hydrogen atom can be
seen as the eigenvectors of the hydrogen atom Hamiltonian as well as of the angular momentum
operator. They are associated with eigenvalues interpreted as their energies (increasing
downward: n=1,2,3,...) and angular momentum (increasing across: s, p, d,...). The illustration
shows the square of the absolute value of the wavefunctions. Brighter areas correspond to higher
probability density for a position measurement. The center of each figure is the atomic nucleus, a
proton.

An example of an eigenvalue equation where the transformation T is represented in terms of a

differential operator is the time-independent Schrödinger equation in quantum mechanics:

where H, the Hamiltonian, is a second-order differential operator and ψE, the wavefunction, is
one of its eigenfunctions corresponding to the eigenvalue E, interpreted as its energy.

However, in the case where one is interested only in the bound state solutions of the Schrödinger
equation, one looks for ψE within the space of square integrable functions. Since this space is a
Hilbert space with a well-defined scalar product, one can introduce a basis set in which ψE and H
can be represented as a one-dimensional array and a matrix respectively. This allows one to
represent the Schrödinger equation in a matrix form.
Bra-ket notation is often used in this context. A vector, which represents a state of the system, in
the Hilbert space of square integrable functions is represented by . In this notation, the
Schrödinger equation is:

where is an eigenstate of H. It is a self adjoint operator, the infinite dimensional analog of

Hermitian matrices (see Observable). As in the matrix case, in the equation above is
understood to be the vector obtained by application of the transformation H to .

[edit] Molecular orbitals

In quantum mechanics, and in particular in atomic and molecular physics, within the Hartree–
Fock theory, the atomic and molecular orbitals can be defined by the eigenvectors of the Fock
operator. The corresponding eigenvalues are interpreted as ionization potentials via Koopmans'
theorem. In this case, the term eigenvector is used in a somewhat more general meaning, since
the Fock operator is explicitly dependent on the orbitals and their eigenvalues. If one wants to
underline this aspect one speaks of nonlinear eigenvalue problem. Such equations are usually
solved by an iteration procedure, called in this case self-consistent field method. In quantum
chemistry, one often represents the Hartree–Fock equation in a non-orthogonal basis set. This
particular representation is a generalized eigenvalue problem called Roothaan equations.

[edit] Geology and glaciology

In geology, especially in the study of glacial till, eigenvectors and eigenvalues are used as a
method by which a mass of information of a clast fabric's constituents' orientation and dip can be
summarized in a 3-D space by six numbers. In the field, a geologist may collect such data for
hundreds or thousands of clasts in a soil sample, which can only be compared graphically such as
in a Tri-Plot (Sneed and Folk) diagram,[21][22] or as a Stereonet on a Wulff Net.[23] The output for
the orientation tensor is in the three orthogonal (perpendicular) axes of space. Eigenvectors
output from programs such as Stereo32 [24] are in the order E1 ≥ E2 ≥ E3, with E1 being the
primary orientation of clast orientation/dip, E2 being the secondary and E3 being the tertiary, in
terms of strength. The clast orientation is defined as the eigenvector, on a compass rose of 360°.
Dip is measured as the eigenvalue, the modulus of the tensor: this is valued from 0° (no dip) to
90° (vertical). The relative values of E1, E2, and E3 are dictated by the nature of the sediment's
fabric. If E1 = E2 = E3, the fabric is said to be isotropic. If E1 = E2 > E3 the fabric is planar. If
E1 > E2 > E3 the fabric is linear. See 'A Practical Guide to the Study of Glacial Sediments' by
Benn & Evans, 2004.[25]

[edit] Principal components analysis

PCA of the multivariate Gaussian distribution centered at (1,3) with a standard deviation of 3 in
roughly the (0.878, 0.478) direction and of 1 in the orthogonal direction.
Main article: Principal components analysis
See also: Positive semidefinite matrix and Factor analysis

The eigendecomposition of a symmetric positive semidefinite (PSD) matrix yields an orthogonal

basis of eigenvectors, each of which has a nonnegative eigenvalue. The orthogonal
decomposition of a PSD matrix is used in multivariate analysis, where the sample covariance
matrices are PSD. This orthogonal decomposition is called principal components analysis (PCA)
in statistics. PCA studies linear relations among variables. PCA is performed on the covariance
matrix or the correlation matrix (in which each variable is scaled to have its sample variance
equal to one). For the covariance or correlation matrix, the eigenvectors correspond to principal
components and the eigenvalues to the variance explained by the principal components. Principal
component analysis of the correlation matrix provides an orthonormal eigen-basis for the space
of the observed data: In this basis, the largest eigenvalues correspond to the principal-
components that are associated with most of the covariability among a number of observed data.

Principal component analysis is used to study large data sets, such as those encountered in data
mining, chemical research, psychology, and in marketing. PCA is popular especially in
psychology, in the field of psychometrics. In Q-methodology, the eigenvalues of the correlation
matrix determine the Q-methodologist's judgment of practical significance (which differs from
the statistical significance of hypothesis testing): The factors with eigenvalues greater than 1.00
are considered to be practically significant, that is, as explaining an important amount of the
variability in the data, while eigenvalues less than 1.00 are considered practically insignificant,
as explaining only a negligible portion of the data variability. More generally, principal
component analysis can be used as a method of factor analysis in structural equation modeling.

[edit] Vibration analysis

1st lateral bending (See vibration for more types of vibration)
Main article: Vibration

Eigenvalue problems occur naturally in the vibration analysis of mechanical structures with
many degrees of freedom. The eigenvalues are used to determine the natural frequencies (or
eigenfrequencies) of vibration, and the eigenvectors determine the shapes of these vibrational
modes. The orthogonality properties of the eigenvectors allows decoupling of the differential
equations so that the system can be represented as linear summation of the eigenvectors. The
eigenvalue problem of complex structures is often solved using finite element analysis.

[edit] Eigenfaces

Eigenfaces as examples of eigenvectors

Main article: Eigenfaces

In image processing, processed images of faces can be seen as vectors whose components are the
brightnesses of each pixel.[26] The dimension of this vector space is the number of pixels. The
eigenvectors of the covariance matrix associated with a large set of normalized pictures of faces
are called eigenfaces; this is an example of principal components analysis. They are very useful
for expressing any face image as a linear combination of some of them. In the facial recognition
branch of biometrics, eigenfaces provide a means of applying data compression to faces for
identification purposes. Research related to eigen vision systems determining hand gestures has
also been made.
Similar to this concept, eigenvoices represent the general direction of variability in human
pronunciations of a particular utterance, such as a word in a language. Based on a linear
combination of such eigenvoices, a new voice pronunciation of the word can be constructed.
These concepts have been found useful in automatic speech recognition systems, for speaker
adaptation.

[edit] Tensor of inertia

In mechanics, the eigenvectors of the inertia tensor define the principal axes of a rigid body. The
tensor of inertia is a key quantity required in order to determine the rotation of a rigid body
around its center of mass.

[edit] Stress tensor

In solid mechanics, the stress tensor is symmetric and so can be decomposed into a diagonal
tensor with the eigenvalues on the diagonal and eigenvectors as a basis. Because it is diagonal, in
this orientation, the stress tensor has no shear components; the components it does have are the
principal components.

[edit] Eigenvalues of a graph

In spectral graph theory, an eigenvalue of a graph is defined as an eigenvalue of the graph's

adjacency matrix A, or (increasingly) of the graph's Laplacian matrix, which is either T−A
(sometimes called the Combinatorial Laplacian) or I−T−1/2AT−1/2 (sometimes called the
Normalized Laplacian), where T is a diagonal matrix with Tv,v equal to the degree of vertex v,
and in T−1/2, the vth diagonal entry is deg(v)−1/2. The kth principal eigenvector of a graph is defined
as either the eigenvector corresponding to the kth largest or kth smallest eigenvalue of the
Laplacian. The first principal eigenvector of the graph is also referred to merely as the principal
eigenvector.

The principal eigenvector is used to measure the centrality of its vertices. An example is
Google's PageRank algorithm. The principal eigenvector of a modified adjacency matrix of the
World Wide Web graph gives the page ranks as its components. This vector corresponds to the
stationary distribution of the Markov chain represented by the row-normalized adjacency matrix;
however, the adjacency matrix must first be modified to ensure a stationary distribution exists.
The second smallest eigenvector can be used to partition the graph into clusters, via spectral
clustering. Other methods are also available for clustering.

[edit] See also

• Nonlinear eigenproblem
• Quadratic eigenvalue problem
• Introduction to eigenstates
• Eigenplane
• Jordan normal form
[edit] 2otes
1. ^ See also: eigen or eigenvalue at Wiktionary.
2. ^ "Eigenvector". Wolfram Research, Inc..
http://mathworld.wolfram.com/Eigenvector.html. Retrieved 29 January 2010.
3. ^ See Korn & Korn 2000, Section 14.3.5a; Friedberg, Insel & Spence 1989, p. 217
4. ^ Axler, Sheldon Linear Algebra Done Right 2nd Edition, Ch. 5, page 77
5. ^ For a proof of this lemma, see Shilov 1977, p. 109, and Lemma for the eigenspace
6. ^ For a proof of this lemma, see Roman 2008, Theorem 8.2 on p. 186; Shilov 1977, p.
109; Hefferon 2001, p. 364; Beezer 2006, Theorem EDELI on p. 469; and Lemma for
linear independence of eigenvectors
7. ^ Gilbert Strang, Linear Algebra and Its Applications, 3rd ed. (Harcourt: San Diego,
1988).
8. ^ Definition according to Weisstein, Eric W. Shear From MathWorld − A Wolfram Web
Resource
9. ^ a b c Lloyd N. Trefethen and David Bau, umerical Linear Algebra (SIAM, 1997)
10. ^ See Hawkins 1975, §2
11. ^ a b c d See Hawkins 1975, §3
12. ^ a b c See Kline 1972, pp. 807-808
13. ^ See Kline 1972, p. 673
14. ^ See Kline 1972, pp. 715-716
15. ^ See Kline 1972, pp. 706-707
16. ^ See Kline 1972, p. 1063
17. ^ See Aldrich 2006
18. ^ J.G.F. Francis, "The QR Transformation, I" (part 1), The Computer Journal, vol. 4, no.
3, pages 265-271 (1961); "The QR Transformation, II" (part 2), The Computer Journal,
vol. 4, no. 4, pages 332-345 (1962).
19. ^ Vera N. Kublanovskaya, "On some algorithms for the solution of the complete
eigenvalue problem" USSR Computational Mathematics and Mathematical Physics, vol.
3, pages 637–657 (1961). Also published in: Zhurnal Vychislitel'noi Matematiki i
Matematicheskoi Fiziki, vol.1, no. 4, pages 555–570 (1961).
20. ^ See Golub & van Loan 1996, §7.3; Meyer 2000, §7.3
21. ^ Graham, D., and Midgley, N., 2000. Earth Surface Processes and Landforms (25) pp
1473-1477
22. ^ Sneed ED, Folk RL. 1958. Pebbles in the lower Colorado River, Texas, a study of
particle morphogenesis. Journal of Geology 66(2): 114–150
23. ^ GIS-stereoplot: an interactive stereonet plotting module for ArcView 3.0 geographic
information system
24. ^ Stereo32
25. ^ Benn, D., Evans, D., 2004. A Practical Guide to the study of Glacial Sediments.
London: Arnold. pp 103-107
26. ^ Xirouhakis, A.; Votsis, G.; Delopoulus, A. (2004) (PDF), Estimation of 3D motion and
structure of human faces, Online paper in PDF format, National Technical University of
Athens, http://www.image.ece.ntua.gr/papers/43.pdf
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Engineers: Definitions, Theorems, and Formulas for Reference and Review, 1152 p.,
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[edit] External links

The Wikibook Linear Algebra has a page on the topic of
Eigenvalues and Eigenvectors
The Wikibook The Book of Mathematical Proofs has a page on the topic of
Algebra/Linear Transformations

• What are Eigen Values? — non-technical introduction from PhysLink.com's "Ask the
Experts"
 • Introduction to Eigen Vectors and Eigen Values -- lecture from Kahn Academy

Theory

• Eigenvalue (of a matrix) on PlanetMath

• Eigenvector — Wolfram MathWorld
• Eigen Vector Examination working applet
• Same Eigen Vector Examination as above in a Flash demo with sound
• Computation of Eigenvalues
• Numerical solution of eigenvalue problems Edited by Zhaojun Bai, James Demmel, Jack
Dongarra, Axel Ruhe, and Henk van der Vorst
• Eigenvalues and Eigenvectors on the Ask Dr. Math forums: [1], [2]

Algorithms

• ARPACK is a collection of FORTRAN subroutines for solving large scale (sparse)

eigenproblems.
• IRBLEIGS, has MATLAB code with similar capabilities to ARPACK. (See this paper for
a comparison between IRBLEIGS and ARPACK.)
• LAPACK is a collection of FORTRAN subroutines for solving dense linear algebra
problems
• ALGLIB includes a partial port of the LAPACK to C++, C#, Delphi, etc.
• Vanderplaats Research and Development - Provides the SMS eigenvalue solver for
Structural Finite Element. The solver is in the GEESIS program as well as other
commercial programs. SMS can be easily use with MSC.Nastran or NX/Nastran via
DMAPs.

Online calculators

• arndt-bruenner.de
• bluebit.gr
• wims.unice.fr

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