Eigenvalues of an Outer Product


Let \(u,v\in\mathbb{R}^n\) and \(A=uv^{T}\) (outer product). What are the eigenvalues of \(A\)?

Answer

Since \(A=uv^{T}\) has rank \(1\), we have that \(n-1\) linearly independent vectors will be sent to zero. All those eigenvectors therefore have eigenvalue \(0\). The only possible nonzero eigenvalue is found by the inner product (produces a scalar)

\[ A u = (uv^{T})u = u\,(v^{T}u), \]

so \(u\) is an eigenvector with eigenvalue \(v^{T}u\).

Hence the eigenvalues are \(v^{T}u\) and \(0\) (with multiplicity \(n-1\)).

Notes and comments

Comment 1: Note that in general, if a matrix $n \times n$ has rank \(1\), then it has \(n-1\) eigenvalues equal to \(0\), and we are left with finding the remaining eigenvalue.

Comment 2: The inner product \(u^{T}v\) is a scalar, while the outer product \(uv^{T}\) is an \(n\times n\) matrix.

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