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Eigenvalues and Eigenvectors

Today we will look at Eigenvalues and Eigenvectors in linear algebra. I will use the great book "Algebra Lineare" by Marco Abate as my reference.

Eigenvectors are an important theoretical and practical topic, they are is used in machine learning and are often used as the preferred axis for rotations or other transformations.

Definition

Let \(T: V\rightarrow V\) be an endomorphism (maps from a space to itself) of a vector space \(V\). A vector \(v_0 \ne 0\) of \(V\) is an eigenvector of \(T\) with respect to the eigenvalue \(\lambda\) if:

\[T(v_0)=\lambda v_0\]

The set of eigenvalues is called the spectre of \(T\). If \(\lambda \in \ space(T)\) then the set:

\[V_{\lambda} = \{ v\in T\ |\ T(v)=\lambda v \}\]

is called eigenspace.

Notice that from the definition follows:

\[Tv_0 - \lambda v_0 = 0\] \[(T - \lambda I)v_0 = 0\]

Therefore \((T-\lambda I)=0\) (is singular) and It's determinant is 0.

\[det(T-\lambda I)=0\]

This is very useful to compute the eigenvalues. Once you have those, and T, you can use them in the definition to get the eigenspace and the eigenvectors.


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