Classroom Tips and Techniques: Locus of Eigenvalues
If P(s) is a parameter-dependent square matrix, what is the locus of its eigenvalues as s varies from, say, 0 to 1? For a non-square P, the eigenvalues can become complex, so the loci could exist as curves in the real or complex planes. To avoid these difficulties, consider only real symmetric matrices for which the loci of eigenvalues are real curves, but curves that could intersect. What does it mean to trace an individual eigenvalue of P(0) to P(1) if the eigenvalue has algebraic multiplicity more than 1?