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Math and science::Algebra

Effect of add-identity to eigenvectors

Let A be a matrix that decomposes into:

A=XΛX1

Then it's also true that:

A+βI=X(A+βI)X1

or expressed differently, if C=A+βI, then what are the eigenvectors and eigenvalues of C?


In other words, the eigenvectors of a matrix don't change when any multiple of I is added to the matrix. The eigenvalues do change.

Intuition

To see this in 2D, imagine the columns of a matrix A as vectors, and regress them along the X and Y axes until the matrix is singular. The eigenvectors are the relative ratios of the vectors when in the singular configuration. This configuration doesn't change no matter how many I are added or subtracted from the original matrix A, only the number of Is needed to be subtracted to reach this configuration changes.