Computing Eigen-coordinates

A very short guide


Topics Covered



How to Compute Eigen-coordinates

In every example so far, the components of each vector along the eigen-axes have been computed for you. This was done to allow you to focus on how they work, rather than you habitually stopping your thoughts so you can calulate them. But of course, one must learn how to calculate them. Given the coordinates (x,y)(x, y) for our column vector using the regular axes, we need to find new coordinates x,yx', y' with the property that

xv1+yv2=[xy].x' \vec{v}_1 + y' \vec{v}_2 = \begin{bmatrix} x \\ y \end{bmatrix}.

This can be solved very quickly with a special matrix PP with columns v1\vec{v}_1 and v2\vec{v}_2:

[v1v2][xy]=[xy] \begin{bmatrix} \begin{array}{c} \uparrow \\ \vec{v}_1 \\ \downarrow \end{array} & \begin{array}{c} \uparrow \\ \vec{v}_2 \\ \downarrow \end{array} \end{bmatrix} \begin{bmatrix} x' \\ y' \end{bmatrix} = \begin{bmatrix} x \\ y \end{bmatrix}

[xy]=[v1v2]1[xy] \begin{bmatrix} x' \\ y' \end{bmatrix} = \begin{bmatrix} \begin{array}{c} \uparrow \\ \vec{v}_1 \\ \downarrow \end{array} & \begin{array}{c} \uparrow \\ \vec{v}_2 \\ \downarrow \end{array} \end{bmatrix}^{-1} \begin{bmatrix} x \\ y \end{bmatrix}

And there you go! Take your matrix of eigenvectors, find its inverse, and apply it to your standard coordinates.





How to Diagonalize a Matrix

Once you know how to change from regular coordinates to eigen-coordinates, you can diagonalize your matrix. Digaonal matrices are the matrices that scale each of the regular axes. The eigen-value for each axis is on that diagonal. For example, if the xx-axis is scaled by 22 and the yy-axis is scaled by 3, then we can quickly see what the matrix has to be:

[2x3y]=[2x+0y0x+3y]=[2003][xy]. \begin{bmatrix} 2x \\ 3y \end{bmatrix} = \begin{bmatrix} 2x + 0y \\ 0x + 3y \end{bmatrix} = \begin{bmatrix} 2 & 0 \\ 0 & 3 \end{bmatrix} \begin{bmatrix} x \\ y \end{bmatrix}.

Now for other eigen-axes, you just use the matrix of eigenvectors

P=[v1v2] P = \begin{bmatrix} \begin{array}{c} \uparrow \\ \vec{v}_1 \\ \downarrow \end{array} & \begin{array}{c} \uparrow \\ \vec{v}_2 \\ \downarrow \end{array} \end{bmatrix}

to switch between your axes like this: If AA is a given matrix and D=[λ100λ2]D = \begin{bmatrix} \lambda_1 & 0 \\ 0 & \lambda_2 \end{bmatrix} is its diagonal form, then

A=PDP1. A = PDP^{-1}.

That's it, you've diagonalized AA!