Every topic so far has treated a matrix as a machine that scrambles vectors — mixes components, changes direction, tangles inputs together. This topic asks the question the unit's conceptual spine promised from the start: are there directions a linear map does not scramble — directions it merely stretches or shrinks? Those directions are eigenvectors, the associated stretch factors are eigenvalues, and finding them turns out to be the single most powerful move available for understanding what a matrix does, repeated across probability (Markov chains), differential equations, and — previewed at the topic's end — every method for extracting statistical structure from data.
By the end of this topic you should be able to:
- compute eigenvalues via the characteristic polynomial and eigenvectors via the resulting nullspace;
- diagonalise a matrix as when possible, and state precisely when it is not;
- solve discrete difference equations and continuous differential equations using the eigenvalue method;
- read the long-run behaviour of a Markov chain or dynamical system directly from its eigenvalues.
In this lesson
- Contents
- The big picture
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