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What is an eigenvalue?

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Re: What is an eigenvalue?

#101

Does anyone know of an example of a simple physical system where eigenvalues have a physical interpretation? The examples I know of are all in quantum mechanics, which is a bit abstract for me.

Eigenvalues of covariance matrices are a famous example. You can get PCA from it.

Re: What is an eigenvalue?

#102
post #79

I was blown away in my Digital Signal Processing (DSP) class that eigen "values" exist for certain systems in the form of "waves". Basicaly you put in a wave made from multiple sine and/or cosine waves through some function f(x) and the output is STILL a wave, though its frequency, amplitude and phase might change. Technicaly if I remember correctly this applies to all complex exponentials, since those can be rewritt…

Maybe I'm missing what's interesting about this, but a function like f(z) = 5z + 2 would output a wave with changed amplitude and phase when z = sin(x). That doesn't seem that interesting to me, so f(z) must have some other interesting properties?

Honestly I forgot the details, but basical the ENTIRE field of DSP stands on this fact.

Basicaly there exist some functions into which you can feed in sound waves and the output is guaranteed to still be a sound wave.

If you'd feed in a sound wave and if the function would corrupt it you would not be able to do any digital signal processing, since the output must be a wave.

Sound(wave) in -> Sound(wave) out, guaranteed to always be true.

Re: What is an eigenvalue?

#103

Does anyone know of an example of a simple physical system where eigenvalues have a physical interpretation? The examples I know of are all in quantum mechanics, which is a bit abstract for me.

Markov probability matrix where the entries are probabilities of some physical event happening. The the eigenvectors will be the long term stable state probabilities.

Not quite. For a Markov probability matrix, 1 is always an eigenvalue, and all other eigenvalues are less than or equal to 1. For each eigenvalue that is equal to 1 you get a long term stable state probability. These distributions contain disjoint subsets of the states, and the system will converge to one of those subsets, depending on the initial state. The eigenvalues that are strictly less than 1 do not add any information to the long term state of the system. See Stochastic Processes and Their Applications, V4 (1976) pages 253-259. I wrote it while still in grad school.

Re: What is an eigenvalue?

#104
post #79

I was blown away in my Digital Signal Processing (DSP) class that eigen "values" exist for certain systems in the form of "waves". Basicaly you put in a wave made from multiple sine and/or cosine waves through some function f(x) and the output is STILL a wave, though its frequency, amplitude and phase might change. Technicaly if I remember correctly this applies to all complex exponentials, since those can be rewritt…

Maybe I'm missing what's interesting about this, but a function like f(z) = 5z + 2 would output a wave with changed amplitude and phase when z = sin(x). That doesn't seem that interesting to me, so f(z) must have some other interesting properties?

It's even worse than you describe it!

f needs to be linear, but the function in your example is not linear.

However, there are quite interesting linear functions. Example: f(x(t)) = x(t-2) + 4dx/dt - \int_0^t 2x(s) ds

Re: What is an eigenvalue?

#105
post #79

Earlier quoted context omitted.

Maybe I'm missing what's interesting about this, but a function like f(z) = 5z + 2 would output a wave with changed amplitude and phase when z = sin(x). That doesn't seem that interesting to me, so f(z) must have some other interesting properties?

It's even worse than you describe it! f needs to be linear, but the function in your example is not linear. However, there are quite interesting linear functions. Example: f(x(t)) = x(t-2) + 4dx/dt - \int_0^t 2x(s) ds

5z + 2 is linear?

Re: What is an eigenvalue?

#106
post #88
post #57

Earlier quoted context omitted.

In fact functions are just infinite-dimensional vectors. Almost all of the theory goes through unchanged. This is the basic idea of functional analysis.

Or rather size-of-their-domain-dimensional?

If you want, but you can do better. I believe, for instance, that at least continuous functions on the reals have a countable basis. Might even be as strong as measurable, not sure about that. That's how, for instance, fourier transforms work.

Re: What is an eigenvalue?

#107

Does anyone know of an example of a simple physical system where eigenvalues have a physical interpretation? The examples I know of are all in quantum mechanics, which is a bit abstract for me.

> Does anyone know of an example of a simple physical system where eigenvalues have a physical interpretation? Yep, vibration modes. Vibration frequencies represent their eigenvalues while the shape that the structural system exhibits when subjected to said vibration corresponds to it's eigenvector. If a structural system is modelled as a linear elastic system it's possible to apply an eigendecomposition of that syst…

Does this relate to the normal modes or eigenmodes of a system?

Actually, trying to understand how eigenmodes and eigenfrequencies — which I understand well — relate to eigenvalues and eigenvectors.

Re: What is an eigenvalue?

#110

Earlier quoted context omitted.

> Does anyone know of an example of a simple physical system where eigenvalues have a physical interpretation? Yep, vibration modes. Vibration frequencies represent their eigenvalues while the shape that the structural system exhibits when subjected to said vibration corresponds to it's eigenvector. If a structural system is modelled as a linear elastic system it's possible to apply an eigendecomposition of that syst…

Does this relate to the normal modes or eigenmodes of a system? Actually, trying to understand how eigenmodes and eigenfrequencies — which I understand well — relate to eigenvalues and eigenvectors.

> Does this relate to the normal modes or eigenmodes of a system?

Yes. The eigenvalues and eigenvectors of an undamped harmonic oscillator are respectively the vibration frequency and vibration mode.

One major class of structural analysis techniques is modal analysis, which determines the vibration modes and corresponding frequencies of specific structural systems subjected to particular boundary conditions.

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