I extended a model, calibrated it and solved it with Dynare. The Blanchard Kahn conditions are satisfied, but I have 2 conjugated complex eigenvalues.

I have a problem understanding how this is possible. If X(t) = lambda * X(t-1) where lambda is the matrix where the eigenvalues are on the diagonal, how can I still have the variable in X(t) which is related to the complex eigenvalue since I am multiplying its lag by a complex eigenvalue?