Complex Eigenvalues
& Real Solutions
Discover how complex conjugate eigenvalues produce real-valued solutions involving rotation and scaling in systems of differential equations.
What Are Eigenvalues?
Given a square matrix \( A \), an eigenvalue \( \lambda \) and its corresponding eigenvector \( \mathbf{v} \) satisfy the equation:
The matrix \( A \) stretches, flips, or rotates the vector \( \mathbf{v} \), and the scalar \( \lambda \) captures how much. When \( \lambda \) is real, the vector simply scales. When \( \lambda \) is complex, something more interesting happens: rotation.
When Do Complex Eigenvalues Appear?
We find eigenvalues by solving the characteristic equation:
For a \( 2 \times 2 \) matrix, this gives a quadratic in \( \lambda \). Complex eigenvalues appear whenever the discriminant is negative:
Conjugate Pairs Always Travel Together
A key fact: for a real matrix \( A \), complex eigenvalues always come in conjugate pairs.
Eigenvalues on the Complex Plane
The Core Theorem
For \( \mathbf{x}' = A\mathbf{x} \) where \( A \) has complex eigenvalues \( \lambda = \alpha \pm \beta i \) with eigenvector \( \mathbf{v} = \mathbf{a} + \mathbf{b}i \), two linearly independent real solutions are:
The general solution is then \( \mathbf{x}(t) = c_1\mathbf{x}_1(t) + c_2\mathbf{x}_2(t) \).
Anatomy of the Solution
Three Phase Portrait Cases
How to Find Real Solutions
Example 1: Finding Eigenvalues
Consider the system \( \mathbf{x}' = A\mathbf{x} \) with:
Step 1: Characteristic equation: \( \det(A - \lambda I) = (1 - \lambda)^2 + 2 = 0 \)
Example 1: Eigenvector
Step 2: For \( \lambda = 1 + \sqrt{2}\,i \), solve \( (A - \lambda I)\mathbf{v} = \mathbf{0} \):
From the second row: \( v_1 - \sqrt{2}\,i\,v_2 = 0 \implies v_1 = \sqrt{2}\,i\cdot v_2 \). Taking \( v_2 = 1 \):
Example 1: General Solution
Steps 4–5: With \( \alpha = 1 \), \( \beta = \sqrt{2} \), \( \mathbf{a} = \begin{pmatrix}0\\1\end{pmatrix} \), \( \mathbf{b} = \begin{pmatrix}\sqrt{2}\\0\end{pmatrix} \):
Example 2: A Spiral Sink
Now let \( A = \begin{pmatrix} -1 & -4 \\ 1 & -1 \end{pmatrix} \). The characteristic equation gives:
Here \( \alpha = -1 \) and \( \beta = 2 \). The eigenvector for \( \lambda = -1 + 2i \) works out to \( \mathbf{v} = \begin{pmatrix}2i\\1\end{pmatrix} \), so \( \mathbf{a} = \begin{pmatrix}0\\1\end{pmatrix} \), \( \mathbf{b} = \begin{pmatrix}2\\0\end{pmatrix} \).
Example 3: A Pure Center
Consider \( A = \begin{pmatrix} 0 & -3 \\ 3 & 0 \end{pmatrix} \). The characteristic equation:
Here \( \alpha = 0 \) and \( \beta = 3 \). No exponential factor means no growth or decay.
Common Mistakes
Summary Table
| Spiral Source | Spiral Sink | Center | |
|---|---|---|---|
| Eigenvalue | \( \alpha \pm \beta i \) | \( \alpha \pm \beta i \) | \( \pm \beta i \) |
| Sign of \( \alpha \) | \( \alpha > 0 \) | \( \alpha < 0 \) | \( \alpha = 0 \) |
| Behavior | Spirals outward | Spirals inward | Closed ellipses |
| Stability | Unstable | Stable | Neutrally stable |
| Exp. Factor | \( e^{\alpha t} \to \infty \) | \( e^{\alpha t} \to 0 \) | \( e^{0} = 1 \) |
Question 1 of 5
If a \( 2 \times 2 \) real matrix has eigenvalues \( \lambda = 3 \pm 4i \), what type of phase portrait does the system exhibit?
Question 2 of 5
For \( \lambda = -2 \pm 5i \), what are \( \alpha \) and \( \beta \)?
Question 3 of 5
If \( A = \begin{pmatrix} 0 & -5 \\ 5 & 0 \end{pmatrix} \), the eigenvalues are \( \lambda = \pm 5i \). The origin is a:
Question 4 of 5
Given eigenvector \( \mathbf{v} = \begin{pmatrix} 1 - 3i \\ 2 \end{pmatrix} \), what are the real part \( \mathbf{a} \) and imaginary part \( \mathbf{b} \)?
Question 5 of 5
Why do complex eigenvalues of a real matrix always come in conjugate pairs?