AI engineering glossary · Linear algebra
What is eigenvalue?
Eigenvalue (also called Characteristic value): A number by which a matrix stretches a special direction that it does not turn. A negative value also flips the direction, and a value of zero collapses it. Eigenvalues reveal the variance along principal directions, stability of systems, and the shape of loss surfaces.
Eigenvalue: an example
For [[2,0],[0,3]], the eigenvalues are 2 and 3, because the x-axis is stretched by 2 and the y-axis by 3.
Related terms
More Linear algebra terms
- Eigenvector
- Einstein summation
- Frobenius norm
- Full rank
- Gaussian elimination
- Gram matrix
- Gram-Schmidt process
- Hadamard product
Where you learn it
Eigenvalue is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.