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| Meta Description | Eigenvalues are a special set of scalars associated with a linear system of equations (i.e., a matrix equation) that are sometimes also known as characteristic roots, characteristic values (Hoffman and Kunze 1971), proper values, or latent roots (Marcus and Minc 1988, p. 144). The determination of the eigenvalues and eigenvectors of a system is extremely important in physics and engineering, where it is equivalent to matrix diagonalization and arises in such common applications as stability... |
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| Boilerpipe Text | Algebra
Applied Mathematics
Calculus and Analysis
Discrete Mathematics
Foundations of Mathematics
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History and Terminology
Number Theory
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Topology
Alphabetical Index
New in MathWorld
Eigenvalues are a special set of scalars associated with a
linear system of equations
(i.e., a
matrix equation
)
that are sometimes also known as characteristic roots, characteristic values (Hoffman
and Kunze 1971), proper values, or latent roots (Marcus and Minc 1988, p. 144).
The determination of the eigenvalues and eigenvectors of a system is extremely important in physics and engineering, where it is equivalent to
matrix
diagonalization
and arises in such common applications as stability analysis,
the physics of rotating bodies, and small oscillations of vibrating systems, to name
only a few. Each eigenvalue is paired with a corresponding so-called
eigenvector
(or, in general, a corresponding
right eigenvector
and a corresponding
left eigenvector
; there is
no analogous distinction between left and right for eigenvalues).
The decomposition of a
square matrix
into eigenvalues and eigenvectors is known in this work as
eigen decomposition
, and the fact that this
decomposition is always possible as long as the matrix consisting of the eigenvectors
of
is
square
is known as the
eigen decomposition theorem
.
The
Lanczos algorithm
is an algorithm for computing the eigenvalues and
eigenvectors
for large
symmetric
sparse matrices
.
Let
be a
linear
transformation
represented by a
matrix
. If there is a
vector
such that
(1)
for some
scalar
, then
is called the eigenvalue of
with corresponding (right)
eigenvector
.
Letting
be a
square
matrix
(2)
with eigenvalue
,
then the corresponding
eigenvectors
satisfy
(3)
which is equivalent to the homogeneous system
(4)
Equation (
4
) can be written compactly as
(5)
where
is the
identity matrix
. As shown in
Cramer's
rule
, a
linear system of equations
has nontrivial solutions
iff
the
determinant
vanishes, so the solutions of equation (
5
) are given by
(6)
This equation is known as the
characteristic equation
of
,
and the left-hand side is known as the
characteristic
polynomial
.
For example, for a
matrix, the eigenvalues are
(7)
which arises as the solutions of the
characteristic
equation
(8)
If all
eigenvalues are different, then plugging these back in gives
independent equations for the
components of each corresponding
eigenvector
,
and the system is said to be nondegenerate. If the eigenvalues are
-fold
degenerate
, then the system
is said to be degenerate and the
eigenvectors
are
not linearly independent. In such cases, the additional constraint that the
eigenvectors
be
orthogonal
,
(9)
where
is the
Kronecker delta
, can be applied to yield
additional constraints, thus allowing
solution for the
eigenvectors
.
Eigenvalues may be computed in the
Wolfram Language
using
Eigenvalues
[
matrix
].
Eigenvectors and eigenvalues can be returned together using the command
Eigensystem
[
matrix
].
Assume we know the eigenvalue for
(10)
Adding a constant times the
identity matrix
to
,
(11)
so the new eigenvalues equal the old plus
. Multiplying
by a constant
(12)
so the new eigenvalues are the old multiplied by
.
Now consider a
similarity transformation
of
. Let
be the
determinant
of
, then
(13)
(14)
(15)
so the eigenvalues are the same as for
.
See also
Brauer's Theorem
,
Characteristic Equation
,
Characteristic Polynomial
,
Complex Matrix
,
Condition
Number
,
Eigen Decomposition
,
Eigen
Decomposition Theorem
,
Eigenfunction
,
Eigenvector
,
Frobenius Theorem
,
Gershgorin
Circle Theorem
,
Lanczos Algorithm
,
Lyapunov's
First Theorem
,
Lyapunov's Second Theorem
,
Matrix Diagonalization
,
Ostrowski's
Theorem
,
Perron's Theorem
,
Perron-Frobenius
Theorem
,
Poincaré Separation
Theorem
,
Random Matrix
,
Real
Matrix
,
Schur's Inequalities
,
Similarity
Transformation
,
Sturmian Separation
Theorem
,
Sylvester's Inertia Law
,
Wielandt's Theorem
Explore this topic in the MathWorld classroom
Explore with Wolfram|Alpha
References
Arfken, G. "Eigenvectors, Eigenvalues." §4.7 in
Mathematical
Methods for Physicists, 3rd ed.
Orlando, FL: Academic Press, pp. 229-237,
1985.
Hoffman, K. and Kunze, R. "Characteristic Values." §6.2
in
Linear
Algebra, 2nd ed.
Englewood Cliffs, NJ: Prentice-Hall, p. 182, 1971.
Kaltofen,
E. "Challenges of Symbolic Computation: My Favorite Open Problems."
J.
Symb. Comput.
29
, 891-919, 2000.
Marcus, M. and Minc, H.
Introduction
to Linear Algebra.
New York: Dover, p. 145, 1988.
Nash,
J. C. "The Algebraic Eigenvalue Problem." Ch. 9 in
Compact
Numerical Methods for Computers: Linear Algebra and Function Minimisation, 2nd ed.
Bristol, England: Adam Hilger, pp. 102-118, 1990.
Press, W. H.;
Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Eigensystems."
Ch. 11 in
Numerical
Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed.
Cambridge, England:
Cambridge University Press, pp. 449-489, 1992.
Referenced on Wolfram|Alpha
Eigenvalue
Cite this as:
Weisstein, Eric W.
"Eigenvalue." From
MathWorld
--A Wolfram Resource.
https://mathworld.wolfram.com/Eigenvalue.html
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- [Algebra](https://mathworld.wolfram.com/topics/Algebra.html)
- [Linear Algebra](https://mathworld.wolfram.com/topics/LinearAlgebra.html)
- [Matrices](https://mathworld.wolfram.com/topics/Matrices.html)
- [Matrix Decomposition](https://mathworld.wolfram.com/topics/MatrixDecomposition.html)
# Eigenvalue
***
[Download Wolfram Notebook](https://mathworld.wolfram.com/notebooks/LinearAlgebra/Eigenvalue.nb)
Eigenvalues are a special set of scalars associated with a [linear system of equations](https://mathworld.wolfram.com/LinearSystemofEquations.html) (i.e., a [matrix equation](https://mathworld.wolfram.com/MatrixEquation.html)) that are sometimes also known as characteristic roots, characteristic values (Hoffman and Kunze 1971), proper values, or latent roots (Marcus and Minc 1988, p. 144).
The determination of the eigenvalues and eigenvectors of a system is extremely important in physics and engineering, where it is equivalent to [matrix diagonalization](https://mathworld.wolfram.com/MatrixDiagonalization.html) and arises in such common applications as stability analysis, the physics of rotating bodies, and small oscillations of vibrating systems, to name only a few. Each eigenvalue is paired with a corresponding so-called [eigenvector](https://mathworld.wolfram.com/Eigenvector.html) (or, in general, a corresponding [right eigenvector](https://mathworld.wolfram.com/RightEigenvector.html) and a corresponding [left eigenvector](https://mathworld.wolfram.com/LeftEigenvector.html); there is no analogous distinction between left and right for eigenvalues).
The decomposition of a [square matrix](https://mathworld.wolfram.com/SquareMatrix.html)  into eigenvalues and eigenvectors is known in this work as [eigen decomposition](https://mathworld.wolfram.com/EigenDecomposition.html), and the fact that this decomposition is always possible as long as the matrix consisting of the eigenvectors of  is [square](https://mathworld.wolfram.com/SquareMatrix.html) is known as the [eigen decomposition theorem](https://mathworld.wolfram.com/EigenDecompositionTheorem.html).
The [Lanczos algorithm](https://mathworld.wolfram.com/LanczosAlgorithm.html) is an algorithm for computing the eigenvalues and [eigenvectors](https://mathworld.wolfram.com/Eigenvector.html) for large [symmetric](https://mathworld.wolfram.com/SymmetricMatrix.html) [sparse matrices](https://mathworld.wolfram.com/SparseMatrix.html).
Let  be a [linear transformation](https://mathworld.wolfram.com/LinearTransformation.html) represented by a [matrix](https://mathworld.wolfram.com/Matrix.html) . If there is a [vector](https://mathworld.wolfram.com/Vector.html)  such that
| | |
|---|---|
|  | (1) |
for some [scalar](https://mathworld.wolfram.com/Scalar.html) , then  is called the eigenvalue of  with corresponding (right) [eigenvector](https://mathworld.wolfram.com/Eigenvector.html) .
Letting  be a  [square matrix](https://mathworld.wolfram.com/SquareMatrix.html)
| | |
|---|---|
| ![ \[a\_(11) a\_(12) ... a\_(1k); a\_(21) a\_(22) ... a\_(2k); \| \| ... \|; a\_(k1) a\_(k2) ... a\_(kk)\] ](https://mathworld.wolfram.com/images/equations/Eigenvalue/NumberedEquation2.svg) | (2) |
with eigenvalue , then the corresponding [eigenvectors](https://mathworld.wolfram.com/Eigenvector.html) satisfy
| | |
|---|---|
| ![ \[a\_(11) a\_(12) ... a\_(1k); a\_(21) a\_(22) ... a\_(2k); \| \| ... \|; a\_(k1) a\_(k2) ... a\_(kk)\]\[x\_1; x\_2; \|; x\_k\]=lambda\[x\_1; x\_2; \|; x\_k\], ](https://mathworld.wolfram.com/images/equations/Eigenvalue/NumberedEquation3.svg) | (3) |
which is equivalent to the homogeneous system
| | |
|---|---|
| ![ \[a\_(11)-lambda a\_(12) ... a\_(1k); a\_(21) a\_(22)-lambda ... a\_(2k); \| \| ... \|; a\_(k1) a\_(k2) ... a\_(kk)-lambda\]\[x\_1; x\_2; \|; x\_k\]=\[0; 0; \|; 0\]. ](https://mathworld.wolfram.com/images/equations/Eigenvalue/NumberedEquation4.svg) | (4) |
Equation ([4](https://mathworld.wolfram.com/Eigenvalue.html#eqn4)) can be written compactly as
| | |
|---|---|
|  | (5) |
where  is the [identity matrix](https://mathworld.wolfram.com/IdentityMatrix.html). As shown in [Cramer's rule](https://mathworld.wolfram.com/CramersRule.html), a [linear system of equations](https://mathworld.wolfram.com/LinearSystemofEquations.html) has nontrivial solutions [iff](https://mathworld.wolfram.com/Iff.html) the [determinant](https://mathworld.wolfram.com/Determinant.html) vanishes, so the solutions of equation ([5](https://mathworld.wolfram.com/Eigenvalue.html#eqn5)) are given by
| | |
|---|---|
|  | (6) |
This equation is known as the [characteristic equation](https://mathworld.wolfram.com/CharacteristicEquation.html) of , and the left-hand side is known as the [characteristic polynomial](https://mathworld.wolfram.com/CharacteristicPolynomial.html).
For example, for a  matrix, the eigenvalues are
| | |
|---|---|
| ![ lambda\_+/-=1/2\[(a\_(11)+a\_(22))+/-sqrt(4a\_(12)a\_(21)+(a\_(11)-a\_(22))^2)\], ](https://mathworld.wolfram.com/images/equations/Eigenvalue/NumberedEquation7.svg) | (7) |
which arises as the solutions of the [characteristic equation](https://mathworld.wolfram.com/CharacteristicEquation.html)
| | |
|---|---|
|  | (8) |
If all  eigenvalues are different, then plugging these back in gives  independent equations for the  components of each corresponding [eigenvector](https://mathworld.wolfram.com/Eigenvector.html), and the system is said to be nondegenerate. If the eigenvalues are \-fold [degenerate](https://mathworld.wolfram.com/Degenerate.html), then the system is said to be degenerate and the [eigenvectors](https://mathworld.wolfram.com/Eigenvector.html) are not linearly independent. In such cases, the additional constraint that the [eigenvectors](https://mathworld.wolfram.com/Eigenvector.html) be [orthogonal](https://mathworld.wolfram.com/OrthogonalVectors.html),
| | |
|---|---|
|  | (9) |
where  is the [Kronecker delta](https://mathworld.wolfram.com/KroneckerDelta.html), can be applied to yield  additional constraints, thus allowing solution for the [eigenvectors](https://mathworld.wolfram.com/Eigenvector.html).
Eigenvalues may be computed in the [Wolfram Language](http://www.wolfram.com/language/) using [Eigenvalues](http://reference.wolfram.com/language/ref/Eigenvalues.html)\[*matrix*\]. Eigenvectors and eigenvalues can be returned together using the command [Eigensystem](http://reference.wolfram.com/language/ref/Eigensystem.html)\[*matrix*\].
Assume we know the eigenvalue for
| | |
|---|---|
|  | (10) |
Adding a constant times the [identity matrix](https://mathworld.wolfram.com/IdentityMatrix.html) to ,
| | |
|---|---|
|  | (11) |
so the new eigenvalues equal the old plus . Multiplying  by a constant 
| | |
|---|---|
|  | (12) |
so the new eigenvalues are the old multiplied by .
Now consider a [similarity transformation](https://mathworld.wolfram.com/SimilarityTransformation.html) of . Let  be the [determinant](https://mathworld.wolfram.com/Determinant.html) of , then
| | | | |
|---|---|---|---|
|  |  |  | (13) |
|  |  |  | (14) |
|  |  |  | (15) |
so the eigenvalues are the same as for .
***
## See also
[Brauer's Theorem](https://mathworld.wolfram.com/BrauersTheorem.html), [Characteristic Equation](https://mathworld.wolfram.com/CharacteristicEquation.html), [Characteristic Polynomial](https://mathworld.wolfram.com/CharacteristicPolynomial.html), [Complex Matrix](https://mathworld.wolfram.com/ComplexMatrix.html), [Condition Number](https://mathworld.wolfram.com/ConditionNumber.html), [Eigen Decomposition](https://mathworld.wolfram.com/EigenDecomposition.html), [Eigen Decomposition Theorem](https://mathworld.wolfram.com/EigenDecompositionTheorem.html), [Eigenfunction](https://mathworld.wolfram.com/Eigenfunction.html), [Eigenvector](https://mathworld.wolfram.com/Eigenvector.html), [Frobenius Theorem](https://mathworld.wolfram.com/FrobeniusTheorem.html), [Gershgorin Circle Theorem](https://mathworld.wolfram.com/GershgorinCircleTheorem.html), [Lanczos Algorithm](https://mathworld.wolfram.com/LanczosAlgorithm.html), [Lyapunov's First Theorem](https://mathworld.wolfram.com/LyapunovsFirstTheorem.html), [Lyapunov's Second Theorem](https://mathworld.wolfram.com/LyapunovsSecondTheorem.html), [Matrix Diagonalization](https://mathworld.wolfram.com/MatrixDiagonalization.html), [Ostrowski's Theorem](https://mathworld.wolfram.com/OstrowskisTheorem.html), [Perron's Theorem](https://mathworld.wolfram.com/PerronsTheorem.html), [Perron-Frobenius Theorem](https://mathworld.wolfram.com/Perron-FrobeniusTheorem.html), [Poincaré Separation Theorem](https://mathworld.wolfram.com/PoincareSeparationTheorem.html), [Random Matrix](https://mathworld.wolfram.com/RandomMatrix.html), [Real Matrix](https://mathworld.wolfram.com/RealMatrix.html), [Schur's Inequalities](https://mathworld.wolfram.com/SchursInequalities.html), [Similarity Transformation](https://mathworld.wolfram.com/SimilarityTransformation.html), [Sturmian Separation Theorem](https://mathworld.wolfram.com/SturmianSeparationTheorem.html), [Sylvester's Inertia Law](https://mathworld.wolfram.com/SylvestersInertiaLaw.html), [Wielandt's Theorem](https://mathworld.wolfram.com/WielandtsTheorem.html) [Explore this topic in the MathWorld classroom](https://mathworld.wolfram.com/classroom/Eigenvalue.html)
## Explore with Wolfram\|Alpha

More things to try:
- [eigenvalue calculator](https://www.wolframalpha.com/input/?i=eigenvalue+calculator)
- [eigenvalue](https://www.wolframalpha.com/input/?i=eigenvalue)
- [eigenvalue {{0,1},{1,0}}](https://www.wolframalpha.com/input/?i=eigenvalue+{{0%2C1}%2C{1%2C0}})
## References
Arfken, G. "Eigenvectors, Eigenvalues." §4.7 in *[Mathematical Methods for Physicists, 3rd ed.](http://www.amazon.com/exec/obidos/ASIN/0120598760/ref=nosim/ericstreasuretro)* Orlando, FL: Academic Press, pp. 229-237, 1985.
Hoffman, K. and Kunze, R. "Characteristic Values." §6.2 in *[Linear Algebra, 2nd ed.](http://www.amazon.com/exec/obidos/ASIN/0135367972/ref=nosim/ericstreasuretro)* Englewood Cliffs, NJ: Prentice-Hall, p. 182, 1971.
Kaltofen, E. "Challenges of Symbolic Computation: My Favorite Open Problems." *J. Symb. Comput.* **29**, 891-919, 2000.
Marcus, M. and Minc, H. *[Introduction to Linear Algebra.](http://www.amazon.com/exec/obidos/ASIN/0486656950/ref=nosim/ericstreasuretro)* New York: Dover, p. 145, 1988.
Nash, J. C. "The Algebraic Eigenvalue Problem." Ch. 9 in *[Compact Numerical Methods for Computers: Linear Algebra and Function Minimisation, 2nd ed.](http://www.amazon.com/exec/obidos/ASIN/085274319X/ref=nosim/ericstreasuretro)* Bristol, England: Adam Hilger, pp. 102-118, 1990.
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Eigensystems." Ch. 11 in *[Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed.](http://www.amazon.com/exec/obidos/ASIN/052143064X/ref=nosim/ericstreasuretro)* Cambridge, England: Cambridge University Press, pp. 449-489, 1992.
## Referenced on Wolfram\|Alpha
[Eigenvalue](https://www.wolframalpha.com/input/?i=eigenvalue "Eigenvalue")
## Cite this as:
[Weisstein, Eric W.](https://mathworld.wolfram.com/about/author.html) "Eigenvalue." From [*MathWorld*](https://mathworld.wolfram.com/)\--A Wolfram Resource. <https://mathworld.wolfram.com/Eigenvalue.html>
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***
Eigenvalues are a special set of scalars associated with a [linear system of equations](https://mathworld.wolfram.com/LinearSystemofEquations.html) (i.e., a [matrix equation](https://mathworld.wolfram.com/MatrixEquation.html)) that are sometimes also known as characteristic roots, characteristic values (Hoffman and Kunze 1971), proper values, or latent roots (Marcus and Minc 1988, p. 144).
The determination of the eigenvalues and eigenvectors of a system is extremely important in physics and engineering, where it is equivalent to [matrix diagonalization](https://mathworld.wolfram.com/MatrixDiagonalization.html) and arises in such common applications as stability analysis, the physics of rotating bodies, and small oscillations of vibrating systems, to name only a few. Each eigenvalue is paired with a corresponding so-called [eigenvector](https://mathworld.wolfram.com/Eigenvector.html) (or, in general, a corresponding [right eigenvector](https://mathworld.wolfram.com/RightEigenvector.html) and a corresponding [left eigenvector](https://mathworld.wolfram.com/LeftEigenvector.html); there is no analogous distinction between left and right for eigenvalues).
The decomposition of a [square matrix](https://mathworld.wolfram.com/SquareMatrix.html)  into eigenvalues and eigenvectors is known in this work as [eigen decomposition](https://mathworld.wolfram.com/EigenDecomposition.html), and the fact that this decomposition is always possible as long as the matrix consisting of the eigenvectors of  is [square](https://mathworld.wolfram.com/SquareMatrix.html) is known as the [eigen decomposition theorem](https://mathworld.wolfram.com/EigenDecompositionTheorem.html).
The [Lanczos algorithm](https://mathworld.wolfram.com/LanczosAlgorithm.html) is an algorithm for computing the eigenvalues and [eigenvectors](https://mathworld.wolfram.com/Eigenvector.html) for large [symmetric](https://mathworld.wolfram.com/SymmetricMatrix.html) [sparse matrices](https://mathworld.wolfram.com/SparseMatrix.html).
Let  be a [linear transformation](https://mathworld.wolfram.com/LinearTransformation.html) represented by a [matrix](https://mathworld.wolfram.com/Matrix.html) . If there is a [vector](https://mathworld.wolfram.com/Vector.html)  such that
| | |
|---|---|
|  | (1) |
for some [scalar](https://mathworld.wolfram.com/Scalar.html) , then  is called the eigenvalue of  with corresponding (right) [eigenvector](https://mathworld.wolfram.com/Eigenvector.html) .
Letting  be a  [square matrix](https://mathworld.wolfram.com/SquareMatrix.html)
| | |
|---|---|
| ![ \[a\_(11) a\_(12) ... a\_(1k); a\_(21) a\_(22) ... a\_(2k); \| \| ... \|; a\_(k1) a\_(k2) ... a\_(kk)\] ](https://mathworld.wolfram.com/images/equations/Eigenvalue/NumberedEquation2.svg) | (2) |
with eigenvalue , then the corresponding [eigenvectors](https://mathworld.wolfram.com/Eigenvector.html) satisfy
| | |
|---|---|
| ![ \[a\_(11) a\_(12) ... a\_(1k); a\_(21) a\_(22) ... a\_(2k); \| \| ... \|; a\_(k1) a\_(k2) ... a\_(kk)\]\[x\_1; x\_2; \|; x\_k\]=lambda\[x\_1; x\_2; \|; x\_k\], ](https://mathworld.wolfram.com/images/equations/Eigenvalue/NumberedEquation3.svg) | (3) |
which is equivalent to the homogeneous system
| | |
|---|---|
| ![ \[a\_(11)-lambda a\_(12) ... a\_(1k); a\_(21) a\_(22)-lambda ... a\_(2k); \| \| ... \|; a\_(k1) a\_(k2) ... a\_(kk)-lambda\]\[x\_1; x\_2; \|; x\_k\]=\[0; 0; \|; 0\]. ](https://mathworld.wolfram.com/images/equations/Eigenvalue/NumberedEquation4.svg) | (4) |
Equation ([4](https://mathworld.wolfram.com/Eigenvalue.html#eqn4)) can be written compactly as
| | |
|---|---|
|  | (5) |
where  is the [identity matrix](https://mathworld.wolfram.com/IdentityMatrix.html). As shown in [Cramer's rule](https://mathworld.wolfram.com/CramersRule.html), a [linear system of equations](https://mathworld.wolfram.com/LinearSystemofEquations.html) has nontrivial solutions [iff](https://mathworld.wolfram.com/Iff.html) the [determinant](https://mathworld.wolfram.com/Determinant.html) vanishes, so the solutions of equation ([5](https://mathworld.wolfram.com/Eigenvalue.html#eqn5)) are given by
| | |
|---|---|
|  | (6) |
This equation is known as the [characteristic equation](https://mathworld.wolfram.com/CharacteristicEquation.html) of , and the left-hand side is known as the [characteristic polynomial](https://mathworld.wolfram.com/CharacteristicPolynomial.html).
For example, for a  matrix, the eigenvalues are
| | |
|---|---|
| ![ lambda\_+/-=1/2\[(a\_(11)+a\_(22))+/-sqrt(4a\_(12)a\_(21)+(a\_(11)-a\_(22))^2)\], ](https://mathworld.wolfram.com/images/equations/Eigenvalue/NumberedEquation7.svg) | (7) |
which arises as the solutions of the [characteristic equation](https://mathworld.wolfram.com/CharacteristicEquation.html)
| | |
|---|---|
|  | (8) |
If all  eigenvalues are different, then plugging these back in gives  independent equations for the  components of each corresponding [eigenvector](https://mathworld.wolfram.com/Eigenvector.html), and the system is said to be nondegenerate. If the eigenvalues are \-fold [degenerate](https://mathworld.wolfram.com/Degenerate.html), then the system is said to be degenerate and the [eigenvectors](https://mathworld.wolfram.com/Eigenvector.html) are not linearly independent. In such cases, the additional constraint that the [eigenvectors](https://mathworld.wolfram.com/Eigenvector.html) be [orthogonal](https://mathworld.wolfram.com/OrthogonalVectors.html),
| | |
|---|---|
|  | (9) |
where  is the [Kronecker delta](https://mathworld.wolfram.com/KroneckerDelta.html), can be applied to yield  additional constraints, thus allowing solution for the [eigenvectors](https://mathworld.wolfram.com/Eigenvector.html).
Eigenvalues may be computed in the [Wolfram Language](http://www.wolfram.com/language/) using [Eigenvalues](http://reference.wolfram.com/language/ref/Eigenvalues.html)\[*matrix*\]. Eigenvectors and eigenvalues can be returned together using the command [Eigensystem](http://reference.wolfram.com/language/ref/Eigensystem.html)\[*matrix*\].
Assume we know the eigenvalue for
| | |
|---|---|
|  | (10) |
Adding a constant times the [identity matrix](https://mathworld.wolfram.com/IdentityMatrix.html) to ,
| | |
|---|---|
|  | (11) |
so the new eigenvalues equal the old plus . Multiplying  by a constant 
| | |
|---|---|
|  | (12) |
so the new eigenvalues are the old multiplied by .
Now consider a [similarity transformation](https://mathworld.wolfram.com/SimilarityTransformation.html) of . Let  be the [determinant](https://mathworld.wolfram.com/Determinant.html) of , then
| | | | |
|---|---|---|---|
|  |  |  | (13) |
|  |  |  | (14) |
|  |  |  | (15) |
so the eigenvalues are the same as for .
***
## See also
[Brauer's Theorem](https://mathworld.wolfram.com/BrauersTheorem.html), [Characteristic Equation](https://mathworld.wolfram.com/CharacteristicEquation.html), [Characteristic Polynomial](https://mathworld.wolfram.com/CharacteristicPolynomial.html), [Complex Matrix](https://mathworld.wolfram.com/ComplexMatrix.html), [Condition Number](https://mathworld.wolfram.com/ConditionNumber.html), [Eigen Decomposition](https://mathworld.wolfram.com/EigenDecomposition.html), [Eigen Decomposition Theorem](https://mathworld.wolfram.com/EigenDecompositionTheorem.html), [Eigenfunction](https://mathworld.wolfram.com/Eigenfunction.html), [Eigenvector](https://mathworld.wolfram.com/Eigenvector.html), [Frobenius Theorem](https://mathworld.wolfram.com/FrobeniusTheorem.html), [Gershgorin Circle Theorem](https://mathworld.wolfram.com/GershgorinCircleTheorem.html), [Lanczos Algorithm](https://mathworld.wolfram.com/LanczosAlgorithm.html), [Lyapunov's First Theorem](https://mathworld.wolfram.com/LyapunovsFirstTheorem.html), [Lyapunov's Second Theorem](https://mathworld.wolfram.com/LyapunovsSecondTheorem.html), [Matrix Diagonalization](https://mathworld.wolfram.com/MatrixDiagonalization.html), [Ostrowski's Theorem](https://mathworld.wolfram.com/OstrowskisTheorem.html), [Perron's Theorem](https://mathworld.wolfram.com/PerronsTheorem.html), [Perron-Frobenius Theorem](https://mathworld.wolfram.com/Perron-FrobeniusTheorem.html), [Poincaré Separation Theorem](https://mathworld.wolfram.com/PoincareSeparationTheorem.html), [Random Matrix](https://mathworld.wolfram.com/RandomMatrix.html), [Real Matrix](https://mathworld.wolfram.com/RealMatrix.html), [Schur's Inequalities](https://mathworld.wolfram.com/SchursInequalities.html), [Similarity Transformation](https://mathworld.wolfram.com/SimilarityTransformation.html), [Sturmian Separation Theorem](https://mathworld.wolfram.com/SturmianSeparationTheorem.html), [Sylvester's Inertia Law](https://mathworld.wolfram.com/SylvestersInertiaLaw.html), [Wielandt's Theorem](https://mathworld.wolfram.com/WielandtsTheorem.html) [Explore this topic in the MathWorld classroom](https://mathworld.wolfram.com/classroom/Eigenvalue.html)
## Explore with Wolfram\|Alpha
## References
Arfken, G. "Eigenvectors, Eigenvalues." §4.7 in *[Mathematical Methods for Physicists, 3rd ed.](http://www.amazon.com/exec/obidos/ASIN/0120598760/ref=nosim/ericstreasuretro)* Orlando, FL: Academic Press, pp. 229-237, 1985.Hoffman, K. and Kunze, R. "Characteristic Values." §6.2 in *[Linear Algebra, 2nd ed.](http://www.amazon.com/exec/obidos/ASIN/0135367972/ref=nosim/ericstreasuretro)* Englewood Cliffs, NJ: Prentice-Hall, p. 182, 1971.Kaltofen, E. "Challenges of Symbolic Computation: My Favorite Open Problems." *J. Symb. Comput.* **29**, 891-919, 2000.Marcus, M. and Minc, H. *[Introduction to Linear Algebra.](http://www.amazon.com/exec/obidos/ASIN/0486656950/ref=nosim/ericstreasuretro)* New York: Dover, p. 145, 1988.Nash, J. C. "The Algebraic Eigenvalue Problem." Ch. 9 in *[Compact Numerical Methods for Computers: Linear Algebra and Function Minimisation, 2nd ed.](http://www.amazon.com/exec/obidos/ASIN/085274319X/ref=nosim/ericstreasuretro)* Bristol, England: Adam Hilger, pp. 102-118, 1990.Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Eigensystems." Ch. 11 in *[Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed.](http://www.amazon.com/exec/obidos/ASIN/052143064X/ref=nosim/ericstreasuretro)* Cambridge, England: Cambridge University Press, pp. 449-489, 1992.
## Referenced on Wolfram\|Alpha
[Eigenvalue](https://www.wolframalpha.com/input/?i=eigenvalue "Eigenvalue")
## Cite this as:
[Weisstein, Eric W.](https://mathworld.wolfram.com/about/author.html) "Eigenvalue." From [*MathWorld*](https://mathworld.wolfram.com/)\--A Wolfram Resource. <https://mathworld.wolfram.com/Eigenvalue.html>
## Subject classifications |
| Shard | 184 (laksa) |
| Root Hash | 3744487911316863784 |
| Unparsed URL | com,wolfram!mathworld,/Eigenvalue.html s443 |