Under , an eigenvector in old coordinates becomes in new coordinates. Indeed,
Since is an invertible matrix, the new coordinate vector is nonzero. The inverse conversion proves that the two eigenspaces have the same dimension, hence the same geometric multiplicity.
For , the eigenvector has eigenvalue . In the oblique basis of the opening example, its coordinate vector is
The tuple changes from to , but reconstruction gives : the physical vertical direction is unchanged. Calling the eigenvectors unchanged is accurate only for the underlying vectors, not for their coordinate vectors.
For a real positive-definite matrix in finite dimension, write by the spectral theorem for real symmetric matrices. In the coordinates in an orthonormal basis , the positive level set becomes
This is an ellipsoid, with semi-major and semi-minor axes in two dimensions forming an ellipse; each semi-axis has length and direction given by the corresponding eigenvector. In the opening example, the shorter semi-axis is along , while the longer is along . A stiffer direction, meaning a larger eigenvalue, reaches the same energy at a smaller displacement. The ratio of longest to shortest semi-axis is , the square root of the spectral condition number of a positive-definite matrix.[ref]
Strict positivity matters because gives
Hence a fixed positive level set cannot extend arbitrarily far. The Cholesky decomposition gives another view: , so the ellipsoid is the inverse image of a sphere under an invertible linear map. A singular positive semidefinite matrix has a nonzero kernel; adding a kernel vector preserves its quadratic form, so any nonempty positive level set is unbounded. These statements concern finite dimension; the positive definite symmetric operator entry explains why strict positivity alone need not give a uniform lower bound on an infinite-dimensional Hilbert space.
Energy eigenstate Created 2026-09-24 Updated 2026-10-14
An energy eigenstate is a quantum state represented by an eigenvector of the Quantum Hamiltonian. For a time-independent Quantum Hamiltonian, a normalized eigenfunction with energy eigenvalue evolves according to the Schrödinger equation as
Here is the reduced Planck constant. The changing factor is a global phase, so this is a stationary state: its position probability density is constant. For example, the second infinite square well mode has two density lobes separated by a node of a standing wave at ; both lobes stay fixed while its quantum phase rotates. An ideal energy measurement returns with probability one, but a position measurement still has a distribution. Stationary density does not describe a particle sitting at the peak of a lobe. Distinct energy eigenvalues accumulate different quantum phases, making their quantum superposition behave differently.
Consider the symmetric matrix and initial unit vector
Its orthonormal eigenbasis consists of and , with eigenvalues and . Since , direct multiplication gives
The first unnormalized vectors are , , , and . If is the acute angle from the line spanned by the dominant eigenvector, then . Every application divides the unwanted-to-wanted component ratio by three: normalization changes lengths, while the spectral gap selects the direction.
Figure 1.
Exact power iteration directions and errors for a symmetric matrix with eigenvalues 3 and 1
. Details.
The right panel compares the power iteration direction error, Rayleigh quotient error, and eigenpair residual. With , their exact values are
Thus a very accurate Rayleigh quotient can appear well before the eigenvector is comparably accurate. This is an example of quadratic Rayleigh-quotient improvement for the power method.
Exponential map of a Lie group Created 2026-09-24 Updated 2026-10-14
For any Lie group, the Exponential map of a Lie group is defined by , where is the one-parameter subgroup with initial tangent vector . For a Matrix Lie group, it is the matrix exponential . Its differential at zero is the identity, so the inverse function theorem supplies a local exponential chart. A small transformation can therefore be encoded by a vector in the Lie algebra. See MIT 18.745, Lecture 7, Definition 7.2 and Theorem 7.5.
Local invertibility makes no promise about a global inverse. In the planar rotation example, for every integer , so the Exponential map of a Lie group is surjective onto but not injective. Restricting to gives unique angles for every rotation except . The omitted half-turn exposes the cut needed for this single angle chart.
Surjectivity can also fail, even in a connected Lie group. The matrix lies in the special linear group but has no real matrix logarithm: any logarithm must commute with , hence preserve each of its distinct real eigenvectors, where exponentiating a real scalar gives a positive number. See the exponential-surjectivity obstruction from distinct negative eigenvalues. These two examples distinguish two different global obstacles: repeated parameters and unreachable elements. The Exponential map of a Lie group remains locally effective in both settings.
Failure of Lie theorem in positive characteristic Created 2026-10-06 Updated 2026-10-14
In a field of characteristic , take a basis , and let with indices modulo , while . Then , so is a solvable Lie algebra, but the distinct eigenvalues of force any common eigenvector to be a coordinate vector, and cyclically permutes those vectors. There is consequently no common eigenvector, even over an algebraically closed field.
Finite-dimensional spectral theorem Created 2026-09-24 Updated 2026-10-14
Every self-adjoint operator on a finite-dimensional real or complex inner product space has an orthonormal eigenbasis, and all its eigenvalues are real. In orthonormal coordinates, a real symmetric matrix has the form , with an orthogonal matrix and a real diagonal matrix. A complex Hermitian matrix instead has , with a unitary matrix and its conjugate transpose. These are the self-adjoint cases of the spectral theorem; Axler gives the real and complex finite-dimensional statements in Section 7B.[ref]
An orthonormal eigenbasis turns a seemingly coupled linear map into independent scalar multiplications while preserving lengths and angles. If and , then
The last identity removes every cross term from the quadratic form. The eigenvalues tell us whether it is positive, negative, or mixed in sign, and the eigenvectors identify the corresponding directions. This connects positive-definite matrices, quadratic forms, and the Hermitian Rayleigh quotient range.
For a fully computed example, take
Direct multiplication gives and . Their dot product is zero and each has norm one. Thus
Writing changes into . Its level set is therefore an ellipse with semiaxis lengths and , along and . The coordinates change, but the ellipse does not: orthogonal diagonalization reveals its existing geometry.
Figure 1.
An orthonormal eigenbasis removes the cross term from a quadratic form and reveals the axes of its ellipse
. Details.
For distinct eigenvalues, orthogonality follows at once from self-adjointness: . Within a repeated eigenspace, choose an orthonormal basis; arbitrarily chosen eigenvectors of the same eigenvalue need not be orthogonal. One outline of the full argument finds an eigenvector, observes that its orthogonal complement is invariant, and repeats in that smaller space. Merely having real eigenvalues is weaker: has two real eigenvalues, but its eigenvectors and are not orthogonal.
Floquet multiplier Created 2026-09-24 Updated 2026-10-14
A Floquet multiplier is an eigenvalue of a one-period linear evolution map. For a homogeneous linear differential equation with continuous coefficients of period , this map is the monodromy matrix of a periodic linear system . If for a nonzero eigenvector , the associated solution of a differential equation with satisfies . Its exponential rate is , the corresponding Floquet growth rate. A Floquet multiplier equal to one gives a -periodic solution in that eigenvector direction; a nontrivial Jordan block at a unit-modulus Floquet multiplier can still produce polynomial growth.
For a nonlinear periodic orbit, the Floquet multipliers are eigenvalues of the one-period map of its variational equation. A nonconstant periodic orbit of a smooth autonomous differential equation has a Floquet multiplier equal to one in its tangent direction: differentiating the solution of a differential equation with respect to its starting phase gives a periodic solution of the variational equation. The derivative of a transverse Poincaré map removes this phase direction and retains the transverse Floquet multipliers. Transverse Floquet multipliers strictly inside the unit circle give local attraction, while one outside gives instability; a transverse Floquet multiplier on the unit circle requires further analysis. For a planar periodic orbit, the transverse Floquet multiplier is given by the divergence test for a planar periodic orbit.
Use the negative-exponential forward discrete Fourier transform and the -normalized inverse discrete Fourier transform:
For the circulant matrix with first column , the discrete Fourier mode is an eigenvector with eigenvalue
Indeed, substitution into circular convolution gives
The columns of are , so the diagonalization of a matrix takes the form
The roots of unity give orthogonality of these eigenvectors; dividing each by makes the basis orthonormal. Consequently, every complex circulant matrix is a normal matrix, including ones that are not Hermitian matrices.
The sign convention matters. For , the circulant matrix is
Changing the direction of the shift or the sign in the discrete Fourier transform changes which complex eigenvalue goes with which discrete Fourier mode. A real symmetric example alone would conceal that distinction.
For a linear system , put and . The equation becomes independent scalar equations
If every is nonzero, divide to find the unique vector and apply the inverse discrete Fourier transform. If some , a vector satisfying the linear system exists exactly when at every such index; the corresponding remain free. This is a concrete version of the Fredholm alternative in a finite-dimensional setting.
With an appropriate Fast Fourier transform, multiplication or a compatible solve takes arithmetic operations, instead of forming a dense matrix and applying general Gaussian elimination. The gain comes from the periodic structure; an arbitrary matrix does not have this shared basis of discrete Fourier modes.[ref]
Gershgorin circle theorem Created 2026-09-24 Updated 2026-10-14
The Gershgorin circle theorem locates every eigenvalue of a square matrix using only its entries. A diagonal entry supplies a centre in the complex plane, and the sum of the off-diagonal absolute values in its row supplies a radius. Small off-diagonal couplings therefore confine the eigenvalues near the diagonal entries. This turns a global eigenvalue problem into a picture built one row at a time.
Precisely, let , with , and define the closed Gershgorin discs
Every eigenvalue of satisfies , including eigenvalues on the boundaries. No symmetry or diagonalizability is required. Despite the name, the theorem uses filled disks, not just their circular boundaries.[ref]
The short reason is the triangle inequality. For a nonzero eigenvector with , choose with . The th row gives
Thus the largest eigenvector coordinate identifies a Gershgorin disc containing , even though that eigenvector need never be computed to use the bound.
This is useful when a full eigenvalue computation would be expensive: forming the Gershgorin discs needs one pass over the nonzero entries of a sparse matrix. If lies outside every Gershgorin disc, then is an invertible matrix, since zero is not an eigenvalue. The condition is exactly in every row, namely strict diagonal dominance. This connects diagonal dominance to solvability of a linear system; the inverse infinity-norm bound from diagonal dominance adds a quantitative bound. It is a sufficient test: failure to exclude zero does not prove singularity.
For a concrete symmetric matrix, take
The three Gershgorin discs have centres and are pairwise disjoint. The finite-dimensional spectral theorem makes the eigenvalues real, so their possible locations reduce to the intervals , , and . Gershgorin eigenvalue counting gives exactly one eigenvalue in each. Independently, the characteristic polynomial is
whose numerical polynomial roots are , , and , rounded to six decimal places. All are positive, as Gershgorin bounds for symmetric matrices already guarantee without finding those polynomial roots.
Figure 1.
Three separated Gershgorin discs, each containing one real eigenvalue of the symmetric example
. Details.
S. Gerschgorin published the result in 1931 in Über die Abgrenzung der Eigenwerte einer Matrix, in the Bulletin de l'Académie des Sciences de l'URSS, issue 6, pages 749–754. The original paper's §2 states both eigenvalue inclusion and counting in separated groups of Gershgorin discs; §3 already discusses column bounds and transformations preserving the eigenvalues. Thus both the localization picture and ways to sharpen it were part of the original development.[ref]
Hecke eigenform Created 2026-10-06 Updated 2026-10-07
A Hecke eigenform is a nonzero modular form that is an eigenvector for every Hecke operator. A cuspidal eigenform has nonzero first Fourier coefficient: proves this. Normalize , and then . The Hecke multiplication relations give multiplicativity and the prime-power recurrence of the coefficients.