Part 4 Eigenvalues and Eigenvectors
GILBERT STRANG: Moving now to the second half of linear algebra. It's about eigenvalues and eigenvectors. The first half, I just had a matrix. I solved equations. The second half, you'll see the point of eigenvalues and eigenvectors as a new way to look deeper into the matrix to see what's important there. OK, so what are they? This is a big equation, S time x. So S is our matrix. And I've called it S because I'm taking it to be a symmetric matrix. What's on one side of the diagonal is also on the other side of the diagonal. So those have the beautiful properties. Those are the kings of linear algebra. Now, about eigenvectors x and eigenvalues lambda. So what does that equation, Sx equal lambda x, tell me? That says that I have a special vector x. When I multiply it by S, my matrix, I stay in the same direction as the original x. It might get multiplied by 2. Lambda could be 2. It might get multiplied by 0. Lambda there could even be 0. It might ge...