Definition

Eigenvalues can be interpreted as the scaling coefficients of the related eigenvectors.

They are defined by the solution of n-th degree polynomials .

Also known as characteristic roots and latent roots.

Complex eigenvalues

Sometimes this polynomial have complex roots. In such case one should only find one root and calculate other root as . Therefore we can say that complex eigenvalues and eigenvectors appear in complex conjugate pairs.

\begin{align*} Av &= \lambda v \ \overline{Av} &= \overline{\lambda v} \ A \bar{v} &= \bar{\lambda} \bar{v} \end{align*}