Concept

Eigenvector

A direction a linear map leaves pointing the same way, changing only its length. The directions a map leaves alone are what make its long-run behaviour legible, since repeated application simply scales each of them.

Named by 8 essays across 3 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
A rule for moving between 3 states. 3 states drawn as circles with an arrow for every move the rule allows, labelled with its chance; a dashed loop is the chance of staying put.

The rule that forgets where it came from

A walk between a few states, with the next step decided by the current one and nothing else. Run it long enough and the starting point stops mattering — but only when two conditions hold, and both of them have a picture in which they fail.

probability · Markov chains
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
What the map does to a circle. The unit circle with two perpendicular directions marked, and its image under [1.6, 1.2, −0.4, 1.1] — an ellipse whose axes are the images of those two directions, of lengths 2.04 and 1.10.

What a map does to a circle

Every linear map sends the unit circle to an ellipse. Two perpendicular directions go to two perpendicular directions, whatever the map is — even a map with no invariant direction at all, and even one that is not square.

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
A walk that visits each state as often as its weight says. The target distribution over 12 states with the share of a 40,000-step Metropolis run beside each bar, above the first 300 steps of the walk itself; the two distributions differ by 0.5 per cent in total.

A walk that samples a distribution

When a distribution can be evaluated but not drawn from, a wandering point can be arranged to visit each state as often as its weight says. The rule needs no normalising constant, compares two weights and steps or stays.

probability · Monte Carlo

Named alongside it

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

MatrixEigenvalueDeterminantBasisDiagonalisationOrthogonalityCharacteristic polynomialDefective matrixInvariant directionMarkov chainShearSymmetric matrix

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