Eigenvalues and Eigenvectors

Matrices aren’t just grids of numbers—they’re powerful tools for performing linear transformations. Stretching, rotating, reflecting, and projecting: matrix operations reshape space and reveal structure in data, geometry, and beyond. 🔄

Eigenvalues and Eigenvectors

For a square matrix A \in \mathbb{R}^{n \times n} a non-zero vector \mathbf{v} \in \mathbb{R}^n is an eigenvector of A if there exists a scalar \lambda \in \mathbb{R} such that
A \mathbf{v} = \lambda \mathbf{v}

Here, \lambda is called the eigenvalue associated with eigenvector \mathbf{v}.

Eigenvectors identify directions invariant under A.

Eigenvalues indicate the factor by which those directions are stretched or compressed.

Characteristic Equation

Eigenvalues satisfy the characteristic equation:

\det(A - \lambda I) = 0

For each eigenvalue \lambda, the corresponding eigenvectors are the non-zero solutions \mathbf{v} to:

(A - \lambda I) \mathbf{v} = \mathbf{0}

viewof a11 = Inputs.range([0.5, 3], {
  step: 0.1,
  value: 2,
  label: tex`a_{11}`,
  width: 150
})

viewof a12 = Inputs.range([-1, 1], {
  step: 0.1,
  value: 0.5,
  label: tex`a_{12}`,
  width: 150
})

viewof a21 = Inputs.range([-1, 1], {
  step: 0.1,
  value: 0.5,
  label: tex`a_{21}`,
  width: 150
})

viewof a22 = Inputs.range([0.5, 3], {
  step: 0.1,
  value: 1.5,
  label: tex`a_{22}`,
  width: 150
})

// Calculate eigenvalues and eigenvectors
eigenData = {
  const trace = a11 + a22;
  const det = a11 * a22 - a12 * a21;
  const discriminant = trace * trace - 4 * det;
  
  // Calculate eigenvalues
  const lambda1 = (trace + Math.sqrt(Math.abs(discriminant))) / 2;
  const lambda2 = (trace - Math.sqrt(Math.abs(discriminant))) / 2;
  
  // Calculate eigenvectors
  let v1, v2;
  
  // For λ₁
  if (Math.abs(a12) > 1e-10) {
    v1 = [1, -(a11 - lambda1) / a12];
  } else if (Math.abs(a21) > 1e-10) {
    v1 = [-(a22 - lambda1) / a21, 1];
  } else {
    v1 = [1, 0];
  }
  
  // For λ₂
  if (Math.abs(a12) > 1e-10) {
    v2 = [1, -(a11 - lambda2) / a12];
  } else if (Math.abs(a21) > 1e-10) {
    v2 = [-(a22 - lambda2) / a21, 1];
  } else {
    v2 = [0, 1];
  }
  
  // Normalize to unit vectors
  const norm1 = Math.sqrt(v1[0] * v1[0] + v1[1] * v1[1]);
  const norm2 = Math.sqrt(v2[0] * v2[0] + v2[1] * v2[1]);
  v1 = [v1[0] / norm1, v1[1] / norm1];
  v2 = [v2[0] / norm2, v2[1] / norm2];
  
  return { lambda1, lambda2, v1, v2 };
}

// Display matrix and eigenvalue information
html`<div style="text-align: center; font-size: 1.2em; margin: 1.5em 0;">
  <p>
    ${tex`\mathbf{A} = \begin{bmatrix} ${a11.toFixed(1)} & ${a12.toFixed(1)} \\ ${a21.toFixed(1)} & ${a22.toFixed(1)} \end{bmatrix}`}
  </p>
  <p style="margin-top: 1em;">
    ${tex`\lambda_1 = ${eigenData.lambda1.toFixed(3)}, \quad \lambda_2 = ${eigenData.lambda2.toFixed(3)}`}
  </p>
  <p style="margin-top: 0.5em; font-size: 0.9em;">
    ${tex`\mathbf{v}_1 = \begin{bmatrix} ${eigenData.v1[0].toFixed(3)} \\ ${eigenData.v1[1].toFixed(3)} \end{bmatrix}, \quad \mathbf{v}_2 = \begin{bmatrix} ${eigenData.v2[0].toFixed(3)} \\ ${eigenData.v2[1].toFixed(3)} \end{bmatrix}`}
  </p>
</div>`

Plot.plot({
  style: "overflow: visible; display: block; margin: 0 auto;",
  width: 600,
  height: 600,
  grid: true,
  x: {label: "x₁", domain: [-4, 4]},
  y: {label: "x₂", domain: [-4, 4]},
  marks: [
    // Grid axes
    Plot.ruleY([0], {stroke: "#ddd", strokeWidth: 1}),
    Plot.ruleX([0], {stroke: "#ddd", strokeWidth: 1}),
    
    // First eigenvector (red solid)
    Plot.arrow([{x1: 0, y1: 0, x2: eigenData.v1[0] * 2, y2: eigenData.v1[1] * 2}], {
      x1: "x1", y1: "y1", x2: "x2", y2: "y2",
      stroke: "#d73027", strokeWidth: 4, fill: "#d73027"
    }),
    
    // First eigenvector scaled by eigenvalue (red dotted)
    Plot.arrow([{x1: 0, y1: 0, x2: eigenData.v1[0] * 2 * eigenData.lambda1, y2: eigenData.v1[1] * 2 * eigenData.lambda1}], {
      x1: "x1", y1: "y1", x2: "x2", y2: "y2",
      stroke: "#d73027", strokeWidth: 4, fill: "#d73027", 
      strokeDasharray: "8,4"
    }),
    
    // Second eigenvector (green solid)
    Plot.arrow([{x1: 0, y1: 0, x2: eigenData.v2[0] * 2, y2: eigenData.v2[1] * 2}], {
      x1: "x1", y1: "y1", x2: "x2", y2: "y2",
      stroke: "#1a9850", strokeWidth: 4, fill: "#1a9850"
    }),
    
    // Second eigenvector scaled by eigenvalue (green dotted)
    Plot.arrow([{x1: 0, y1: 0, x2: eigenData.v2[0] * 2 * eigenData.lambda2, y2: eigenData.v2[1] * 2 * eigenData.lambda2}], {
      x1: "x1", y1: "y1", x2: "x2", y2: "y2",
      stroke: "#1a9850", strokeWidth: 4, fill: "#1a9850",
      strokeDasharray: "8,4"
    }),
    
    // Origin point
    Plot.dot([{x: 0, y: 0}], {
      x: "x", y: "y",
      r: 5,
      fill: "black",
      stroke: "white", strokeWidth: 2
    }),
    
    // Eigenvector labels
    Plot.text([
      {x: eigenData.v1[0] * 2.3, y: eigenData.v1[1] * 2.3, text: `v₁`},
      {x: eigenData.v2[0] * 2.3, y: eigenData.v2[1] * 2.3, text: `v₂`}
    ], {
      x: "x", y: "y", text: "text",
      fontSize: 14, fontWeight: "bold",
      fill: d => d.text.includes("₁") ? "#d73027" : "#1a9850"
    }),
    
    // Eigenvalue scaling labels
    Plot.text([
      {x: eigenData.v1[0] * 2.3 * eigenData.lambda1 + 0.2, y: eigenData.v1[1] * 2.3 * eigenData.lambda1 + 0.2, text: `λ₁v₁`},
      {x: eigenData.v2[0] * 2.3 * eigenData.lambda2 + 0.2, y: eigenData.v2[1] * 2.3 * eigenData.lambda2 + 0.2, text: `λ₂v₂`}
    ], {
      x: "x", y: "y", text: "text",
      fontSize: 12, fontWeight: "bold",
      fill: d => d.text.includes("₁") ? "#d73027" : "#1a9850"
    })
  ]
})