Concept

Eigenvalue

The factor by which a linear map stretches one of the directions it does not turn. It is a root of the characteristic polynomial, and its size decides whether repeated application of the map grows or shrinks that direction.

Named by 8 essays across 4 fields — each of them below, with the objects they name alongside it.

The directions the map leaves alone. Unit vectors and their images under the map. On the two marked lines the image points the same way as the original, stretched by 3.00 and 1.00.

The directions a map leaves alone

Almost every arrow comes out of a transformation pointing somewhere else. A few come out pointing exactly where they went in, only longer or shorter. Those few decide nearly everything the map does.

algebra · Eigenvectors
The unit square, mapped: area × 5. The unit square and the parallelogram it becomes under a linear map, with the area of that parallelogram computed from its own corners and set against ad − bc.

The number that says how much room is left

A linear map takes the unit square to a parallelogram. The area of that parallelogram is one number, it is computable from the four entries of the matrix, and almost everything the determinant is used for is a restatement of that sentence.

algebra · Determinant
The polynomial whose roots are the stretches. The determinant of A − λI plotted against λ for the map [2, 1, 1, 2], with its roots at 3 and 1 marked.

The polynomial whose roots are the stretches

Finding the directions a map leaves alone means finding the numbers at which it crushes something to nothing. Those numbers are the roots of one quadratic, and everything the map does is written in its two coefficients.

algebra · Eigenvectors
The same map, written in the basis of its own eigenvectors. Three panels: the map [2, 1, 1, 2] on the standard grid, the diagonal stretch by 3 and 1 it becomes on the eigenvector grid, and the two put back together.

The same map in a better basis

Measured along its own invariant directions, a linear map stops shearing and becomes two independent stretches. Nothing about the map has changed; the grid it is described against has.

algebra · Eigenvectors
The level curve, and the axes the matrix chooses. The curve xᵀAx = 1 for the matrix [2, 0.8, 0.8, 1.4], drawn by solving for the radius at each angle, with the two eigen-directions marked; they cross at a right angle and are the axes of the curve.

Symmetry forces a right angle

A matrix equal to its own reflection across the diagonal always has real stretches and always has perpendicular directions to stretch along. Neither is true of matrices in general, and both follow from one line of algebra.

algebra · Eigenvectors
The flow of a linear equation, and the matrix that runs it for one unit of time. Paths of points moving so that their velocity is [0.25, −1.2, 1.2, 0.25] applied to their position, with the position after time 1 marked on each; the matrix taking start to finish is e^A.

The exponential of a square

The series for e makes perfect sense with a matrix in it. What comes out solves a system of equations the way the ordinary exponential solves one, and a skew matrix exponentiates into a rotation with no trigonometry anywhere.

analysis · The exponential
How fast a chain forgets where it started. The total variation distance to the stationary distribution plotted logarithmically against the number of steps, for each of 3 starting states. The curves are straight lines of equal slope.

How long until it forgets

The ladder's four rungs settle where a chain ends up and how much time it spends there, and none of them asks how long the settling takes. That question has an exact answer, it is a single number, and it is the only thing any practical use of a chain depends on.

probability · Markov chains
One sign decides which curve it is. 3 conics drawn from the general quadratic, each labelled with its discriminant B² − 4AC and the curve that sign names, checked against how many times the curve meets a large circle.

One sign decides which curve

The general quadratic in two variables has six coefficients and draws a conic. Which of the four it draws is settled by a single combination of three of them, and the other three cannot change the answer however they are chosen.

geometry · Conic sections

Named alongside it

The objects these essays reach for when they reach for this one.

EigenvectorMatrixBasisDeterminantDiagonalisationInvariant directionShearCharacteristic polynomialDefective matrixIterationOrthogonalityQuadratic form

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