The eigenvalues and eigenvectors of a matrix A are defined as the
nonzero vectors x and scalars k such that
Ax = kx
or equivalently
(A - kI) x = 0
where I is the identity matrix. The scaling of x is irrelevant,
so we will consider two eigenvectors to be the same if they are
multiples of each other.
The largest and smallest eigenvalues of a symmetric matrix have special
interpretations: they are the maximum and minimum of the Rayleigh
quotient
x'Ax / x'x
An n by n matrix will have n eigenvalues (although some may be
repeated, i.e., may correspond to several non-collinear
eigenvectors). In particular, a two-by-two matrix has two
eigenvalues. We can find them using the characteristic
polynomial: the equation
(A - kI) x = 0
for a nonzero vector x means that (A - kI) has rank less than 2, which
means that its determinant is zero. If we write A as
then
det(A - kI) = (a-k)(d-k) - bc = 0
which is a quadratic equation in k. Simplifying, we have
k^2 - (a+d)k + ad - bc = 0
which has roots at
[(a+d) +- sqrt((a-d)^2 + 4bc)] / 2