Eigenvalues and eigenvectors
A vector x, belonging to a d × d matrix A, is an eigenvector if it satisfies the equation Ax = λx, where λ represents the eigenvalue associated with the matrix. This relationship delineates the link between matrix A and its corresponding eigenvector x, which can be perceived as the “stretching direction” of the matrix. In the case where A is a matrix that can be diagonalized, it can be deconstructed into a d × d invertible matrix, V, and a diagonal d × d matrix, Δ, such that
The columns of V encompass d eigenvectors, while the diagonal entries of Δ house the corresponding eigenvalues. The linear transformation Ax can be visually understood through a sequence of three operations. Initially, the multiplication of x by calculates x’s co-ordinates in a non-orthogonal basis associated with V’s columns. Subsequently, the multiplication of x by Δ scales these co-ordinates using...