Eigenvalues and Eigenvectors
Summary
We're considering the transformation   . Eigenvectors provide the ideal basis for
 . Eigenvectors provide the ideal basis for   when considering
this transformation. Their images under the transformation are simple scalings.
  when considering
this transformation. Their images under the transformation are simple scalings.
Eigenstuff: An eigenvector  of   is a nonzero vector
  is a nonzero vector
  such that
  such that   . The scalar
 . The scalar   is
called the eigenvalue of A corresponding to
  is
called the eigenvalue of A corresponding to   . There may be
several eigenvectors corresponding to a given
 . There may be
several eigenvectors corresponding to a given   .
 . 
The idea is that an eigenvector is simply scaled by the transformation, so the
actions of a transformation are easily understood for eigenvectors. If we could
write a vector as a linear combination of eigenvectors, then it would be easy
to calculate its image: if there are n eigenvectors   , with n
eigenvalues
 , with n
eigenvalues   , then if
 , then if
  
 
then
  
 
Nice, no?
If   is an eigenvalue of matrix A corresponding to eigenvector
  is an eigenvalue of matrix A corresponding to eigenvector
  , then
 , then
  
 
This means the
  
 
which is equivalent to
  
 
So   is in the null space of
  is in the null space of   . If the null space is
trivial, then
 . If the null space is
trivial, then   is the zero vector, and
  is the zero vector, and   is not an
eigenvalue. Alternatively, all vectors in the null space are eigenvectors
corresponding to the eigenvalue
  is not an
eigenvalue. Alternatively, all vectors in the null space are eigenvectors
corresponding to the eigenvalue   .
 . 
As for determining the eigenvectors and eigenvalues, there is some cases in which this is extremely easy:
The eigenvalues of a diagonal matrix are the entries on its diagonal. More generally,
Theorem 1: The eigenvalues of a triangular matrix are the entries on its main diagonal.
Theorem 2: If   are eigenvectors
corresponding to distince eigenvalues
  are eigenvectors
corresponding to distince eigenvalues   of an
  of an   matrix A, then the set
  matrix A, then the set   is linearly
independent.
  is linearly
independent.
The eigenvectors and difference equations portion of this section can be illustrated with the example of the Fibonacci numbers transformation: recall that the Fibonacci numbers are those obtained by the recurrence relation
  
 
and   and
  and   .
 .
  
 
where
  
 
The eigenvalues of this matrix are approximately 
  and -0.618033988749894.
  and -0.618033988749894.   is the so-called ``golden
mean'', which is a nearly sacred number in nature, well approximated by the
ratio of consecutive Fibonacci numbers.
  is the so-called ``golden
mean'', which is a nearly sacred number in nature, well approximated by the
ratio of consecutive Fibonacci numbers.
An eigenvector corresponding to the golden mean (normalized to have a norm of 1) is approximately
  
 
so that
 