Eigenvalue as a generalization of frequency

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    Eigenvalue Frequency
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Discussion Overview

The discussion revolves around the relationship between eigenvalues and the concept of frequency, exploring how eigenvalues can be viewed as a generalization of frequency in various contexts. Participants seek to understand this connection and its implications, with references to geometric intuition and matrix transformations.

Discussion Character

  • Exploratory
  • Technical explanation
  • Conceptual clarification

Main Points Raised

  • One participant describes eigenvalues and eigenvectors geometrically, noting that eigenvectors are stretched by their corresponding eigenvalues when transformed by a matrix.
  • Another participant questions whether complex eigenvalues and eigenvectors are being considered, suggesting that they relate to frequency responses through rotations and expansions in a plane.
  • A participant expresses confusion about how eigenvalues relate to frequency, specifically mentioning the concept of rotations per time.
  • It is proposed that if complex eigenvalue multiplication represents rotation in a unit time, then the argument of the eigenvalue corresponds to a frequency, while the magnitude relates to gain at that frequency.
  • Another participant suggests considering the spectral decomposition of matrices in terms of rotations and scalings, emphasizing the role of orthogonal matrices in understanding these transformations.

Areas of Agreement / Disagreement

Participants express varying levels of understanding regarding the connection between eigenvalues and frequency. Some propose that complex eigenvalues relate to frequency through rotation, while others remain uncertain about this relationship. The discussion does not reach a consensus on the explanation of this concept.

Contextual Notes

Participants acknowledge the complexity of the topic, noting that the relationship between eigenvalues and frequency can vary across different contexts, and that further clarification from the professor may be beneficial.

npit
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Hello everyone.
I understand the concept of eigenvalues and eigenvectors, using usually a geometric intuition, that a eigenvectors of a matrix M are stretched by the corresponding eigenvalue, when transformed through M.

My professor said that eigenvalues represent a generalization of the concept of frequency.
I can not recall the context though.
Can someone provide an short explanation and/or some (not too technical) reading material?

Thanks.
 
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Are you allowing complex eigenvalues and eigenvectors? They are rotations & expansions in a plane, which is related to frequency responses. If so, check out .
 
Thanks.
Did so, I don't understand how it's related to frequency though.
Rotations per time would.
 
Rotations per unit time is the right idea. There are so many different contexts that matrix eigenstructures can be used in that it is hard to do more than give a general intuition. If the (complex) eigenvalue multiplication represents rotation in a unit time, then the amount of rotation in that time (the argument of the eigenvalue) does correspond to a frequency. And the magnitude of the eigenvalue corresponds to a gain (per unit time) at that frequency.

PS. I hate to put words in your professor's mouth. You should probably ask him a follow-up question about what he meant.
 
Hey npit,

You might want to consider the spectral decompositon of PDP_inverse in terms of rotations and scalings.

If you have an orthogonal matrix with R*R^t = I [meaning R^t = R_inverse] then you can make sense of a rotation occurring along with a scaling of each axes and then rotating back again.

Co-ordinate system transformations have the same property (like in physical visualization and simulations) and it can help when the P matrices have the PP^t = I property.
 

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