A bit of linear algebra.

An eigenvector 𝑣 of a linear transformation 𝑇 satisfies the relation 𝑇𝑣=𝜆𝑣 for some 𝜆0. In other words, 𝑇 only affects the length of its eigenvectors and leaves their direction unchanged.

Note

This idea extends to other linear operators too, not just matrices! For instance, the function 𝑒𝜆𝑡 is an eigenfunction of the derivative operator dd𝑡.

Matrices

Consider 𝑇=𝐴 for some matrix 𝐴. We want to solve the equation 𝐴𝑣=𝜆𝑣(𝐴𝜆𝐼)𝑣=0. This equation only has non-trivial solutions if det(𝐴𝜆𝐼)=0, so we just need to solve this for 𝜆.

2x2 Trick

I’ll give a visual explanation for the neat trick shown here for computing eigenvectors.

First, note that if det(𝐴𝜆𝐼)=0, the row vectors of 𝐴𝜆𝐼 must be collinear, like: B and C are the row vectors.

Then, note that the set of vectors that are mapped to 0 are precisely the ones perpendicular to both 𝐵 and 𝐶, i.e. the ones that lie along the blue line:

To finish, note that if 𝐵=(𝑥,𝑦), then (𝑦,𝑥) will lie along this blue line. Thus, since 𝐵=(𝑎𝜆,𝑏), the vector (𝑏,𝜆𝑎) lies along the line. Similarly, (𝜆𝑑,𝑐) also lines on the line. If either of these is not (0,0), we’ve found the eigenvector corresponding to 𝜆.

Imaginary Eigenvalues

Consider the (𝜆,𝑣) pair 𝜆=𝛼+𝜔𝑖, 𝑣=𝒂+𝒃𝑖, where 𝒂,𝒃 are vectors (note that if the matrix itself has only real entries, there must exist a corresponding eigen-pair (𝜆,𝑣)).

How can we visualize the trajectory defined by the (𝜆,𝑣) pair using only the real plane? For instance, when 𝜆, the corresponding trajectory is just a stretch or shrink along the direction of 𝑣.

To visualize complex 𝜆, let’s go into the basis {𝒂,𝒃}. Note that in this basis, our transformation matrix becomes

𝐴=(𝛼𝜔𝜔𝛼)

This is because we have 𝐴𝑣=𝐴𝒂+𝐴𝒃𝑖=𝜆𝑣=(𝛼𝒂𝜔𝒃)+(𝜔𝒂𝛼𝒃)𝑖. Thus,

𝐴𝒂=𝛼𝒂𝜔𝒃𝐴𝒃=𝜔𝒂𝛼𝒃

as desired.

Now, analyzing the polar form of 𝐴, we see that it satisfies

̇𝑟=𝛼𝑟̇𝜃=𝜔

thus

𝑟=𝑒𝛼𝑡𝜃=𝜔𝑡

So, the trajectory that starts at (𝐶1,𝐶2) becomes the trajectory

𝑥(𝑡)=𝐶1(𝒂cos(𝜔𝑡)+𝒃sin(𝜔𝑡))+𝐶2(𝒂sin(𝜔𝑡)+𝒃cos(𝜔𝑡))