The eigenvectors of a square matrix are the non-zero vectors that, after being multiplied by the matrix, remain parallel to the original vector. For each eigenvector, the corresponding eigenvalue is the factor by which the eigenvector is scaled when multiplied by the matrix. The prefix eigen- is adopted from the German word "eigen" for "self" in the sense of a characteristic description. The eigenvectors are sometimes also called characteristic vectors. Similarly, the eigenvalues are also known as 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 (lambda) such that
The scalar λ (lambda) 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.
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 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.
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