A vector 𝐯∈ℝd\mathbf{v} \in \mathbb{R}^d is an eigenvector of a matrix 𝐗∈ℝd×d\mathbf{X} \in \mathbb{R}^{d \times d}, if there exists a scalar λ\lambda such that

𝐗𝐯=λ𝐯\mathbf{Xv} = \lambda \mathbf{v}

where the scalar λ\lambda is called the eigenvalue associated with 𝐯\mathbf{v}.

Notes

  • intuitively: the eigenvector does not change direction upon application of linear transformation 𝐗\mathbf{X}, and merely is scaled by λ\lambda