Largest eigenvalue after squaring

For A=(0211)A = \begin{pmatrix} 0 & 2 \\ 1 & -1 \end{pmatrix}, let B=A2B = A^2. What is the largest eigenvalue of BB?

Show hints (2)+
  1. Find both eigenvalues of AA from λ2(tr)λ+det=0\lambda^2 - (\mathrm{tr})\lambda + \det = 0: they are 11 and 2-2.
  2. Eigenvalues of A2A^2 are the squares {1,4}\{1, 4\} - the largest (44) comes from 2-2.

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Asked at: Probability & Market-Making, Data-Driven Research

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