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Chapter 4 of 7

Eigenvalues and Diagonalization

An eigenvalue of a square matrix \(A\) is a scalar \(\lambda\) for which \(Av = \lambda v\) for some nonzero vector \(v\); the corresponding vector \(v\) is the eigenvector. Eigenvalues encode how \(A\) acts along preferred directions and are precisely the roots of the characteristic polynomial \(p(\lambda) = \det(A - \lambda I)\). For a 2×2 matrix \(\begin{pmatrix} a & b \\ c & d \end{pmatrix}\) this polynomial becomes \(\lambda^2 - (a+d)\lambda + (ad-bc) = 0\); the sum \(a+d\) is therefore the trace, while the constant \(ad-bc\) is the determinant.

A matrix is diagonalizable when it can be written \(A = P D P^{-1}\) with \(D\) diagonal; the columns of \(P\) are the eigenvectors of \(A\), and \(D\) contains the corresponding eigenvalues. The criterion is clean: diagonalizability holds exactly when \(A\) has \(n\) linearly independent eigenvectors, which happens when the geometric multiplicity of every eigenvalue — the dimension of its eigenspace, the null space of \(A - \lambda I\) — equals its algebraic multiplicity, namely the multiplicity of \(\lambda\) as a root of the characteristic polynomial. The trace equals the sum of eigenvalues, and the Cayley–Hamilton theorem guarantees that every square matrix satisfies its own characteristic polynomial: \(p(A) = 0\).

Several canonical forms sharpen this picture. The spectral theorem says that every real symmetric matrix can be orthogonally diagonalized, \(A = Q D Q^T\) with \(Q\) orthogonal and \(D\) real diagonal. The Schur decomposition relaxes the symmetry requirement to write any square matrix as \(A = Q T Q^*\) with \(Q\) unitary and \(T\) upper triangular; the diagonal entries of \(T\) are the eigenvalues. The polar decomposition goes further by writing a square invertible matrix as \(A = UP\) with \(U\) unitary and \(P\) positive definite. When a matrix is not diagonalizable, the Jordan canonical form provides the closest analogue: every square matrix is similar to an upper-triangular matrix whose diagonal entries are the eigenvalues and whose superdiagonal contains 1s grouped into Jordan blocks. The minimal polynomial is the monic polynomial of least degree annihilating \(A\); for a diagonalizable matrix it is the product \(\prod_i (x - \lambda_i)\) of distinct factors over its eigenvalues. The companion matrix of a monic polynomial \(p(x) = x^n + c_{n-1} x^{n-1} + \cdots + c_0\) is an \(n \times n\) matrix whose characteristic polynomial is \(p\), giving a concrete matrix realization of any monic polynomial.

All chapters
  1. 1Foundations — Scalars, Vectors, and Vector Spaces
  2. 2Matrices, Special Forms, and Linear Transformations
  3. 3Determinants
  4. 4Eigenvalues and Diagonalization
  5. 5Inner Products, Norms, and Orthogonality
  6. 6Decompositions, Projections, and Least Squares
  7. 7Systems, Applications, and Beyond

Drill it

Reading is not remembering. These come from the Linear Algebra Essentials deck:

Q

What is a scalar?

A single real (or complex) number, as opposed to a vector or matrix.

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What is a vector?

An ordered list of scalars; geometrically, a directed magnitude in space.

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What is a matrix?

A rectangular array of numbers arranged in rows and columns.

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What is a tensor?

A multi-dimensional array that generalizes scalars (0-D), vectors (1-D), and matrices (2-D) to higher orders.