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difficulty 3/5

Eigenvectors and eigenvalues

Definition

The directions a matrix does not turn, and how much it stretches each of them. Almost every method that reduces, ranks or propagates through a linear map is a question about these.

Formula
Av=λvA=WΣW−1An=WΣnW−1A\mathbf{v} = \lambda \mathbf{v} \qquad A = W \Sigma W^{-1} \qquad A^n = W \Sigma^n W^{-1}

Intuition

A matrix does two things to a vector at once: it turns it and it stretches it. Almost every direction gets both. An eigenvector is a direction that gets only the second — the output lies on the same line as the input, and the eigenvalue is the factor [1, §22.2].

That sounds like a curiosity until you notice what it buys. If the matrix leaves certain directions pointing where they were, then in those directions it is just a number, and a matrix problem becomes an arithmetic one. Raising a matrix to the hundredth power is hard; raising a number to the hundredth power is not [1, §22.2.3].

Formal definition

How it works

Where it's used

Why & when

Worked example

Pitfalls

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Sources

  1. Zhang, Lipton, Li, Smola. Dive into Deep Learningbook · retrieved 2026-09-12https://d2l.ai/chapter_appendix-mathematics-for-deep-learning/eigendecomposition.html
  2. Shlens. A Tutorial on Principal Component Analysis (2014)paperhttps://ar5iv.labs.arxiv.org/html/1404.1100
  3. Manning, Raghavan, Schütze. Introduction to Information Retrieval (2008)bookhttps://nlp.stanford.edu/IR-book/html/htmledition/irbook.html
  4. Goodfellow, Bengio, Courville. Deep Learning (2016)bookhttps://www.deeplearningbook.org/

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