Lensa ML
Lensa ML

How Eigenvalues Work

Step 1 of 6

Linear Transformations

A matrix stretches, shears, and rotates space

a (diagonal)2.00
b (off-diagonal)0.50
d (diagonal)1.00
-3-2-1123-2-112A = [[2.0, 0.5], [0.5, 1.0]]
DET(A)
1.75
TRACE
3.00

The determinant is greater than 1 — this matrix expands area. Transformed points spread outward from the origin.

Step 1 of 6: Linear Transformations

A matrix stretches, shears, and rotates space

a (diagonal)2.00
b (off-diagonal)0.50
d (diagonal)1.00
-3-2-1123-2-112A = [[2.0, 0.5], [0.5, 1.0]]
DET(A)
1.75
TRACE
3.00

The determinant is greater than 1 — this matrix expands area. Transformed points spread outward from the origin.

Step 2 of 6: Special Directions

Eigenvectors only scale — they never rotate

a (diagonal)2.00
b (off-diagonal)0.50
d (diagonal)1.00
-3-2-1123-2-112v₁v₂
λ₁
2.207
λ₂
0.793

Eigenvectors are special directions that only scale under the matrix — they never rotate. The pink (v₁) and purple (v₂) arrows stay on the same line after transformation. All other vectors (gray) change direction. Adjust the matrix to see how eigenvectors shift.

Step 3 of 6: Eigenvalues as Scale Factors

How much each eigenvector stretches or flips

a (diagonal)2.00
b (off-diagonal)0.50
d (diagonal)1.00
-3-2-1123-2-112scaled by λ₁=2.21scaled by λ₂=0.79
λ₁
2.207
λ₂
0.793
|λ₁|
2.207
|λ₂|
0.793

Both eigenvalues are positive — the matrix stretches space along both eigenvector directions without flipping. This is a pure stretch/compression.

Step 4 of 6: The Characteristic Equation

Finding eigenvalues by solving det(A - λI) = 0

a (diagonal)2.00
b (off-diagonal)0.50
d (diagonal)1.00
λλ1=2.21λ2=0.79det(A - λI) = λ² - 3.0λ + 1.75 = 0
TRACE (a+d)
3.00
DET (ad-b²)
1.75
λ₁
2.207
λ₂
0.793

The discriminant is moderate — two distinct real eigenvalues. The characteristic polynomial crosses zero at two separate points.

Step 5 of 6: Eigendecomposition

A = PDP⁻¹ — rotate, scale, rotate back

a (diagonal)2.00
b (off-diagonal)0.50
d (diagonal)1.00
Decomposition Phase0.00
-3-2-1123-2-112A = PDP⁻¹
PHASE
P⁻¹ (Rotate)
λ₁
2.207
λ₂
0.793

Phase 1: P⁻¹ rotates the space so eigenvectors align with the axes. This reveals the 'natural coordinate system' of the matrix.

Step 6 of 6: Why Eigenvectors Matter

Principal Component Analysis finds the directions of most variance

Spread ratio2.00
Rotation angle (°)30
-3-2-1123-2-112PC1PC2
PC1 VARIANCE
1.22
PC2 VARIANCE
0.17
TOTAL VAR
1.39
EXPLAINED %
88%

Clear dominant direction! PC1 captures most of the variance. You could project onto PC1 alone and keep most information — that's the power of PCA.