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Complex Conjugate Pair of Eigenvalues


Proposition

Let AA be a real n×nn\times n matrix and let λ=a+bi\lambda=a+b\mathrm{i} with a,b∈Ra,b\in\mathbb{R}, b≠0b\ne0, be an eigenvalue of AA with eigenvector p∈Cn\boldsymbol{p}\in\mathbb{C}^n. Then the complex conjugate λˉ=a−bi\bar\lambda=a-b\mathrm{i} is also an eigenvalue of AA, with eigenvector pˉ\bar{\boldsymbol{p}} (entrywise conjugate), and λ\lambda and λˉ\bar\lambda have the same algebraic multiplicity.

Proof. Conjugating Ap=λpA\boldsymbol{p}=\lambda\boldsymbol{p} and using Aˉ=A\bar{A}=A gives Apˉ=λˉpˉA\bar{\boldsymbol{p}}=\bar\lambda\bar{\boldsymbol{p}}, and pˉ≠0\bar{\boldsymbol{p}}\ne\boldsymbol{0}. The multiplicity statement holds because the characteristic polynomial has real coefficients, so its factorization is invariant under conjugation.


Interpretation

The characteristic polynomial det⁡(A−λI)\det(A-\lambda I) of a real matrix has real coefficients, so this is the complex conjugate root theorem from Math II applied to eigenvalues. The hypothesis that AA is real is essential: the 1×11\times1 complex matrix (i)(\mathrm{i}) has eigenvalue i\mathrm{i} but not −i-\mathrm{i}.

Left, the eigenvalues 2 + i and 2 - i as mirror images in the real axis with equal modulus; right, the real vectors u and w with Au drawn as 2u - w in the same plane.

The figure uses the numerical matrix from the examples, A=(1−213)A=\begin{pmatrix}1&-2\\1&3\end{pmatrix}. On the left its eigenvalues λ=2+i\lambda=2+\mathrm{i} and λˉ=2−i\bar\lambda=2-\mathrm{i} are reflections of each other in the real axis, with the same modulus ρ=5\rho=\sqrt{5} and opposite angles ±θ\pm\theta. On the right are the real and imaginary parts u=(−1,1)⊤\boldsymbol{u}=(-1,1)^{\top} and w=(1,0)⊤\boldsymbol{w}=(1,0)^{\top} of the eigenvector p\boldsymbol{p}: the image Au=(−3,2)⊤=2u−wA\boldsymbol{u}=(-3,2)^{\top}=2\boldsymbol{u}-\boldsymbol{w} stays in the plane of u\boldsymbol{u} and w\boldsymbol{w} rather than on the line through u\boldsymbol{u}.

A nonreal eigenvalue has no real eigenvector, so it does not describe a stretched line. Instead the pair acts on a real plane: writing p=u+iw\boldsymbol{p}=\boldsymbol{u}+\mathrm{i}\boldsymbol{w} with real u,w\boldsymbol{u},\boldsymbol{w}, the plane span⁡{u,w}\operatorname{span}\{\boldsymbol{u},\boldsymbol{w}\} is mapped into itself, and in the coordinates given by u,w\boldsymbol{u},\boldsymbol{w} the coordinate block is (ab−ba)=ρR−θ\begin{pmatrix}a&b\\-b&a\end{pmatrix}=\rho R_{-\theta}, with λ=ρeiθ\lambda=\rho \mathrm{e}^{\mathrm{i}\theta} in polar form. Thus the coordinate vector rotates by −θ-\theta and scales by ρ\rho each step. The basis u,w\boldsymbol{u},\boldsymbol{w} need not be orthonormal, so this is a similarity description: lengths and angles in the original Euclidean plane need not change by those same rules.

The pair matters for linear difference equations: for xt+1=Axt\boldsymbol{x}_{t+1}=A\boldsymbol{x}_t it produces oscillating terms ρtcos⁡(θt)\rho^t\cos(\theta t) and ρtsin⁡(θt)\rho^t\sin(\theta t), which decay exactly when ρ=∣λ∣<1\rho=\lvert\lambda\rvert<1.


Key Results

  • Nonreal eigenvalues of a real matrix come in pairs, so their number (with multiplicity) is even; a real n×nn\times n matrix with nn odd has at least one real eigenvalue.
  • If p=u+iw\boldsymbol{p}=\boldsymbol{u}+\mathrm{i}\boldsymbol{w} is an eigenvector for a+bia+b\mathrm{i}, b≠0b\neq0, then u,w\boldsymbol{u},\boldsymbol{w} are linearly independent and Au=au−bwA\boldsymbol{u}=a\boldsymbol{u}-b\boldsymbol{w}, Aw=bu+awA\boldsymbol{w}=b\boldsymbol{u}+a\boldsymbol{w}, i.e. A [u w]=[u w](ab−ba)A\,[\boldsymbol{u}\ \boldsymbol{w}]=[\boldsymbol{u}\ \boldsymbol{w}]\begin{pmatrix}a&b\\-b&a\end{pmatrix}.
  • The pair contributes λλˉ=a2+b2=∣λ∣2>0\lambda\bar\lambda=a^2+b^2=\lvert\lambda\rvert^2>0 to det⁡A\det A and 2a2a to tr⁡A\operatorname{tr}A.
  • A 2×22\times2 real matrix has a nonreal pair if and only if (tr⁡A)2−4det⁡A<0(\operatorname{tr}A)^2-4\det A<0.
  • By De Moivre's formula, λt=ρt(cos⁡(θt)+isin⁡(θt))\lambda^t=\rho^t\big(\cos(\theta t)+\mathrm{i}\sin(\theta t)\big), so λt→0\lambda^t\to0 if and only if ρ<1\rho<1.

Examples

A numerical matrix. For A=(1−213)A=\begin{pmatrix}1&-2\\1&3\end{pmatrix}, tr⁡A=4\operatorname{tr}A=4 and det⁡A=5\det A=5, so λ2−4λ+5=0\lambda^2-4\lambda+5=0 and λ=2±i\lambda=2\pm\mathrm{i}. From the second row of A−(2+i)IA-(2+\mathrm{i})I, namely p1+(1−i)p2=0p_1+(1-\mathrm{i})p_2=0, an eigenvector is p=(−1+i, 1)⊤\boldsymbol{p}=(-1+\mathrm{i},\,1)^{\top}; hence (−1−i, 1)⊤(-1-\mathrm{i},\,1)^{\top} belongs to 2−i2-\mathrm{i}. Here u=(−1,1)⊤\boldsymbol{u}=(-1,1)^{\top}, w=(1,0)⊤\boldsymbol{w}=(1,0)^{\top}, and indeed Au=(−3,2)⊤=2u−wA\boldsymbol{u}=(-3,2)^{\top}=2\boldsymbol{u}-\boldsymbol{w}. Both eigenvalues have modulus 5\sqrt{5}.

Rotation. Rθ=(cos⁡θ−sin⁡θsin⁡θcos⁡θ)R_\theta=\begin{pmatrix}\cos\theta&-\sin\theta\\ \sin\theta&\cos\theta\end{pmatrix} has characteristic polynomial λ2−2cos⁡θ λ+1\lambda^2-2\cos\theta\,\lambda+1 and eigenvalues e±iθ\mathrm{e}^{\pm\mathrm{i}\theta}, with eigenvectors (1,−i)⊤(1,-\mathrm{i})^{\top} and (1,i)⊤(1,\mathrm{i})^{\top}. For θ\theta not a multiple of π\pi they are nonreal and have modulus 11.

Odd dimension. A real 3×33\times3 matrix cannot have eigenvalues i,1,2\mathrm{i},1,2: the conjugate −i-\mathrm{i} would be a fourth eigenvalue.


Prerequisites



Sources

Aliases: conjugate pair of eigenvalues, complex conjugate eigenvalues, complex eigenvalues of a real matrix, conjugate eigenvalues Keywords: a + bi and a - bi, conjugate eigenvector, real canonical form, rotation-scaling block Symbols: complex numbers, element of, lambda, pi, real numbers, rho, square root, theta

Last updated: 27 October 2026 11:52