Eigenvector
Given a matrix, its eigenvectors are special vectors that satisfy the following property:
where is the eigenvalue associated with the eigenvector
The definition of eigenvectors are also frequently written in this form:
Eigenvectors are the foundation of the diagonalization technique.
Intuition
If we think of a matrix as a linear transformation, eigenvectors do not change direction. Instead, they simply scale by an eigenvalue.
Eigenspace
Given A and , the eigenspace is all the eigenvectors.
Because any linear combination of eigenvectors will yield another eigenvector of the same eigenvalue, the eigenspace is a vector space.
The following definition of eigenvectors help explore the eigenspace:
We can find the determinant of the preceding matrix:
This is the characteristic polynomial of the A, showing that for any A, there are at most n eigenvalues.
Symmetric matrices
For any symmetric matrix, one can make an orthonormal basis out of their eigenvectors.