The largest eigenvalue and corresponding eigenvector for this matrix

linear algebra

Let $u,v \in \mathbb{R}^n$ and let $A = u v^T$.

What is the largest eigenvalue of $A$ and what is the corresponding eigenvector?

It is easy to write down the definition of an eigenvalue/vector, but I'm not sure what to do from there.

I think an interesting observation is that

$$Au = u(v^Tu) = \lambda u$$

So perhaps $u$ is an eigenvector with eigenvalue $v^Tu$ (or perhaps that isn't the way outer products work).

Any hints are appreciated.

Best Answer

Some other eigenvalues/eigenvectors: what happens when you compute $Aw$ where $w$ is orthogonal to $v$?

Your observation is also correct. If $v^\top u \ne 0$, then this gives you a nonzero eigenvalue, and (by combining with the previous paragraph) you have then characterized all eigenvalues of $A$. If $v^\top u = 0$ however, then the only eigenvalues are $0$.

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