πŸ“

Eigenvalues & Eigenvectors

See how a 2Γ—2 matrix transforms space β€” eigenvectors stay collinear, eigenvalues reveal the stretching factor

Linear Algebra Mathematics Matrix Theory PCA
λ₁ = β€” Ξ»β‚‚ = β€” trace = β€” det = β€” Type: β€”

πŸ“ Eigenvalues & Eigenvectors

A vector v is an eigenvector of matrix A if the transformation only scales it β€” it does not rotate:
AΒ·v = λ·v  β€” where scalar Ξ» is the corresponding eigenvalue.

To find eigenvalues, solve the characteristic equation:
det(A βˆ’ Ξ»I) = 0  βŸΉ  λ² βˆ’ tr(A)Β·Ξ» + det(A) = 0
giving  Ξ» = (tr Β± √(trΒ² βˆ’ 4Β·det)) / 2

Geometrically: the unit circle maps to an ellipse whose semi-axes point along the eigenvectors with lengths equal to |Ξ»|. Real distinct eigenvalues β†’ stretching/compression along two axes. Complex eigenvalues β†’ rotation + spiral. Repeated eigenvalues β†’ uniform scaling or shear.

Eigenvalues are central to PCA, quantum mechanics (energy levels), graph theory (spectral graph theory), and stability analysis of ODEs.