IX · Linear algebra

Eigenvalues & eigenvectors

What it is

For matrix A, vector v with Av = λv. Captures invariant directions of a linear transformation. Power iteration finds the dominant one.

Where it lives

PageRank (the dominant eigenvector of the link matrix), spectral clustering, PCA, stability of dynamical systems.

The key insight

A matrix's eigenvalues encode its long-run behaviour: |λ| > 1 means amplification, |λ| < 1 means decay, complex λ means rotation.