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cplx-eigenvals.xml
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cplx-eigenvals.xml
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<?xml version="1.0" encoding="UTF-8"?>
<!--********************************************************************
Copyright 2017 Georgia Institute of Technology
Permission is granted to copy, distribute and/or modify this document
under the terms of the GNU Free Documentation License, Version 1.3 or
any later version published by the Free Software Foundation. A copy of
the license is included in gfdl.xml.
*********************************************************************-->
<section xml:id="complex-eigenvalues" number="5">
<title>Complex Eigenvalues</title>
<objectives>
<ol>
<li>Learn to find complex eigenvalues and eigenvectors of a matrix.</li>
<restrict-version versions="1554 default">
<li>Learn to recognize a rotation-scaling matrix, and compute by how much the matrix rotates and scales.</li>
<li>Understand the geometry of <m>2\times 2</m> and <m>3\times 3</m> matrices with a complex eigenvalue.</li>
<li><em>Recipes:</em> a <m>2\times 2</m> matrix with a complex eigenvalue is similar to a rotation-scaling matrix, the eigenvector trick for <m>2\times 2</m> matrices.</li>
<li><em>Pictures:</em> the geometry of matrices with a complex eigenvalue.</li>
<li><em>Theorems:</em> the rotation-scaling theorem, the block diagonalization theorem.</li>
<li><em>Vocabulary word:</em> <term>rotation-scaling matrix</term>.</li>
</restrict-version>
</ol>
</objectives>
<introduction>
<restrict-version versions="1554 default">
<p>
In <xref ref="diagonalization"/>, we saw that an <m>n \times n</m> matrix whose characteristic polynomial has <m>n</m> distinct real roots is <em>diagonalizable</em>: it is similar to a diagonal matrix, which is much simpler to analyze. The other possibility is that a matrix has <em>complex</em> roots, and that is the focus of this section. It turns out that such a matrix is similar (in the <m>2\times 2</m> case) to a <em>rotation-scaling matrix</em>, which is also relatively easy to understand.
</p>
<p>
In a certain sense, this entire section is analogous to <xref ref="diagonalization"/>, with rotation-scaling matrices playing the role of diagonal matrices.
</p></restrict-version>
<restrict-version versions="1553">
<p>
In <xref ref="diagonalization"/>, we saw that a matrix whose characteristic polynomial has distinct real roots is <em>diagonalizable</em>: it is similar to a diagonal matrix, which is much simpler to analyze. In this section, we study matrices whose characteristic polynomial has <em>complex</em> roots. If a matrix has distinct complex eigenvalues, then it is also diagonalizable, but it similar to a diagonal matrix with <em>complex</em> entries. The geometric interpretation of such a matrix is a subtle question, which is treated in detail in the full version of the book.
</p>
</restrict-version>
<p>
See <xref ref="complex-numbers"/> for a review of the complex numbers.
</p>
</introduction>
<subsection>
<title>Matrices with Complex Eigenvalues</title>
<p>
As a consequence of the <xref ref="fund-thm-alg"/> as applied to the characteristic polynomial, we see that:
</p>
<bluebox>
<idx><h>Eigenvalue</h><h>complex</h><see>Complex eigenvalue</see></idx>
<idx><h>Complex eigenvalue</h><h>existence of</h></idx>
<p>
Every <m>n \times n</m> matrix has exactly <m>n</m> complex eigenvalues, counted with multiplicity.
</p>
</bluebox>
<p>
We can compute a corresponding (complex) eigenvector in exactly the same way as before: by row reducing the matrix <m>A - \lambda I_n</m>. Now, however, we have to do arithmetic with complex numbers.
</p>
<example xml:id="cplx-evals-eg22-a">
<title>A <m>2\times 2</m> matrix</title>
<statement>
<p>
Find the complex eigenvalues and eigenvectors of the matrix
<me>
A = \mat{1 -1; 1 1}.
</me>
</p>
</statement>
<solution>
<p>
The characteristic polynomial of <m>A</m> is
<me>
f(\lambda) = \lambda^2 - \Tr(A)\lambda + \det(A)
= \lambda^2 - 2\lambda + 2.
</me>
The roots of this polynomial are
<me>
\lambda = \frac{2\pm\sqrt{4-8}}2 = 1\pm i.
</me>
First we compute an eigenvector for <m>\lambda = 1+i</m>. We have
<me>
A-(1+i) I_2 = \mat{1-(1+i) -1; 1 1-(1+i)} = \mat{-i -1; 1 -i}.
</me>
Now we row reduce, noting that the second row is <m>i</m> times the first:
<me>
\mat{-i -1; 1 -i}
\;\xrightarrow{R_2=R_2-iR_1}\;
\mat{-i -1; 0 0}
\;\xrightarrow{R_1=R_1\div -i}\;
\mat{1 -i; 0 0}.
</me>
The parametric form is <m>x = iy</m>, so that an eigenvector is <m>v_1={i\choose 1}</m>. Next we compute an eigenvector for <m>\lambda=1-i</m>. We have
<me>
A-(1-i) I_2 = \mat{1-(1-i) -1; 1 1-(1-i)} = \mat{i -1; 1 i}.
</me>
Now we row reduce, noting that the second row is <m>-i</m> times the first:
<me>
\mat{i -1; 1 i}
\;\xrightarrow{R_2=R_2+iR_1}\;
\mat{i -1; 0 0}
\;\xrightarrow{R_1=R_1\div i}\;
\mat{1 i; 0 0}.
</me>
The parametric form is <m>x = -iy</m>, so that an eigenvector is <m>v_2 = {-i\choose 1}</m>.
</p>
<p>
We can verify our answers:
<me>
\begin{split}
\mat{1 -1; 1 1}\vec{i 1} \amp= \vec{i-1 i+1} = (1+i)\vec{i 1} \\
\mat{1 -1; 1 1}\vec{-i 1} \amp= \vec{-i-1 -i+1} = (1-i)\vec{-i 1}.
\end{split}
</me>
</p>
</solution>
</example>
<example>
<title>A <m>3\times 3</m> matrix</title>
<statement>
<p>
Find the eigenvalues and eigenvectors, real and complex, of the matrix
<me>
A = \mat{4/5 -3/5 0; 3/5 4/5 0; 1 2 2}.
</me>
</p>
</statement>
<solution>
<p>
We compute the characteristic polynomial by expanding cofactors along the third row:
<me>
f(\lambda) = \det\mat{4/5-\lambda, -3/5 0; 3/5 4-5-\lambda, 0; 1 2 2-\lambda}
= (2-\lambda)\left(\lambda^2-\frac 85\lambda+1\right).
</me>
This polynomial has one real root at <m>2</m>, and two complex roots at
<me>
\lambda = \frac{8/5\pm\sqrt{64/25-4}}2 = \frac{4\pm 3i}5.
</me>
Therefore, the eigenvalues are
<me>
\lambda = 2,\quad \frac{4+3i}5,\quad \frac{4-3i}5.
</me>
We eyeball that <m>v_1 = e_3</m> is an eigenvector with eigenvalue <m>2</m>, since the third column is <m>2e_3</m>.
</p>
<p>
Next we find an eigenvector with eigenvaluue <m>(4+3i)/5</m>. We have
<me>
A-\frac{4+3i}5I_3 =
\mat{-3i/5 -3/5 0; 3/5 -3i/5 0;
1 2 2-(4+3i)/5}
\;\xrightarrow[R_2=R_2\times5/3]{R_1=R_1\times -5/3}\;
\mat{i 1 0; 1 -i 0; 1 2 \frac{6-3i}5}.
</me>
We row reduce, noting that the second row is <m>-i</m> times the first:
<me>
\begin{split}
\mat{i 1 0; 1 -i 0; 1 2 \frac{6-3i}5}
\amp\;\xrightarrow[\hbox to 2cm{}]{R_2=R_2+iR_1}\;
\mat{i 1 0; 0 0 0; 1 2 \frac{6-3i}5} \\
\amp\;\xrightarrow[\hbox to 2cm{}]{R_3=R_3+iR_1}\;
\mat{i 1 0; 0 0 0; 0 2+i \frac{6-3i}5} \\
\amp\;\xrightarrow[\hbox to 2cm{}]{R_2\longleftrightarrow R_3}\;
\mat{i 1 0; 0 2+i \frac{6-3i}5; 0 0 0} \\
\amp\;\xrightarrow[\hbox to 2cm{\tiny\hss$R_2=R_2\div (2+i)$\hss}]{R_1=R_1\div i}\;
\mat{1 -i 0; 0 1 \frac{9-12i}{25}; 0 0 0} \\
\amp\;\xrightarrow[\hbox to 2cm{}]{R_1=R_1+iR_2}\;
\mat{1 0 \frac{12+9i}{25}; 0 1 \frac{9-12i}{25}; 0 0 0}.
\end{split}
</me>
The free variable is <m>z</m>; the parametric form of the solution is
<me>
\syseq{
x = -\dfrac{12+9i}{25}z;
y = -\dfrac{9-12i}{25}z\rlap.
}
</me>
Taking <m>z=25</m> gives the eigenvector
<me>v_2 = \vec{-12-9i -9+12i 25}.</me>
A similar calculation (replacing all occurences of <m>i</m> by <m>-i</m>) shows that an eigenvector with eigenvalue <m>(4-3i)/5</m> is
<me>v_3 = \vec{-12+9i -9-12i 25}.</me>
</p>
<p>
We can verify our calculations:
<me>
\begin{split}
\mat{4/5 -3/5 0; 3/5 4/5 0; 1 2 2}
\vec{-12+9i -9-12i 25} \amp= \vec{-21/5+72i/5 -72/5-21i/5, 20-15i}
= \frac{4+3i}5\vec{-12+9i -9-12i 25} \\
\mat{4/5 -3/5 0; 3/5 4/5 0; 1 2 2}
\vec{-12-9i -9+12i 25} \amp= \vec{-21/5-72i/5 -72/5+21i/5, 20+15i}
= \frac{4-3i}5\vec{-12-9i -9+12i 25}. \\
\end{split}
</me>
</p>
</solution>
</example>
<p>
If <m>A</m> is a matrix with real entries, then its characteristic polynomial has real coefficients, so this <xref ref="cplx-nums-root-pairs"/> implies that its complex eigenvalues come in conjugate pairs. In the first example, we notice that
<me>
\begin{split}
1+i \text{ has an eigenvector }
\amp v_1 = \vec{i 1} \\
1-i \text{ has an eigenvector }
\amp v_2 = \vec{-i 1}.
\end{split}
</me>
In the second example,
<me>
\begin{split}
\frac{4+3i}5 \text{ has an eigenvector }
\amp v_1 = \vec{-12-9i -9+12i 25} \\
\frac{4-3i}5 \text{ has an eigenvector }
\amp v_2 = \vec{-12+9i -9-12i 25}
\end{split}
</me>
In these cases, an eigenvector for the conjugate eigenvalue is simply the <em>conjugate eigenvector</em> (the eigenvector obtained by conjugating each entry of the first eigenvector). This is always true. Indeed, if <m>Av=\lambda v</m> then <me>A \bar v = \bar{Av} = \bar{\lambda v} = \bar \lambda \bar v,</me> which exactly says that <m>\bar v</m> is an eigenvector of <m>A</m> with eigenvalue <m>\bar \lambda</m>.
</p>
<bluebox>
<idx><h>Complex eigenvalue</h><h>conjugate pairs</h></idx>
<p>
Let <m>A</m> be a matrix with real entries. If
<me>
\begin{split}
\lambda \text{ is a complex eigenvalue with eigenvector } \amp v, \\
\text{then } \bar\lambda
\text{ is a complex eigenvalue with eigenvector }\amp\bar v.
\end{split}
</me>
In other words, both eigenvalues and eigenvectors come in conjugate pairs.
</p>
</bluebox>
<p>
Since it can be tedious to divide by complex numbers while row reducing, it is useful to learn the following trick, which works equally well for matrices with real entries.
</p>
<note hide-type="true" xml:id="cplx-evals-22-trick">
<title>Eigenvector Trick for <m>2\times 2</m> Matrices</title>
<idx><h>Eigenvector</h><h>computation</h><h>trick for <m>2\times 2</m> matrices</h></idx>
<p>
Let <m>A</m> be a <m>2\times 2</m> matrix, and let <m>\lambda</m> be a (real or complex) eigenvalue. Then
<me>
A - \lambda I_2 = \mat{z w; \star, \star}
\quad\implies\quad
\vec{-w z}
\text{ is an eigenvector with eigenvalue } \lambda,
</me>
assuming the first row of <m>A-\lambda I_2</m> is nonzero.
</p>
</note>
<p>
Indeed, since <m>\lambda</m> is an eigenvalue, we know that <m>A-\lambda I_2</m> is not an invertible matrix. It follows that the rows are collinear (otherwise the determinant is nonzero), so that the second row is automatically a (complex) multiple of the first:
<me>
\mat{z w; \star, \star} = \mat{z w; cz cw}.
</me>
It is obvious that <m>{-w\choose z}</m> is in the null space of this matrix, as is <m>{w\choose -z}</m>, for that matter. Note that we never had to compute the second row of <m>A-\lambda I_2</m>, let alone row reduce!
</p>
<example xml:id="cplx-evals-eg22-b">
<title>A <m>2\times 2</m> matrix, the easy way</title>
<statement>
<p>
Find the complex eigenvalues and eigenvectors of the matrix
<me>
A = \mat{1 -1; 1 1}.
</me>
</p>
</statement>
<solution>
<p>
Since the characteristic polynomial of a <m>2\times 2</m> matrix <m>A</m> is <m>f(\lambda) = \lambda^2-\Tr(A)\lambda + \det(A)</m>, its roots are
<me>
\lambda = \frac{\Tr(A)\pm\sqrt{\Tr(A)^2-4\det(A)}}2
= \frac{2\pm\sqrt{4-8}}2 = 1\pm i.
</me>
To find an eigenvector with eigenvalue <m>1+i</m>, we compute
<me>
A - (1+i)I_2 = \mat{-i -1; \star, \star}
\;\xrightarrow{\text{eigenvector}}\; v_1 = \vec{1 -i}.
</me>
The eigenvector for the conjugate eigenvalue is the complex conjugate:
<me>v_2 = \bar v_1 = \vec{1 i}.</me>
</p>
</solution>
</example>
<p>
In this <xref ref="cplx-evals-eg22-a"/> we found the eigenvectors <m>{i\choose 1}</m> and <m>{-i\choose 1}</m> for the eigenvalues <m>1+i</m> and <m>1-i</m>, respectively, but in this <xref ref="cplx-evals-eg22-b"/> we found the eigenvectors <m>{1\choose -i}</m> and <m>{1\choose i}</m> for the same eigenvalues of the same matrix. These vectors do not look like multiples of each other at first<mdash/>but since we now have complex numbers at our disposal, we can see that they actually are multiples:
<me>
-i\vec{i 1} = \vec{1 -i} \qquad i\vec{-i 1} = \vec{1 i}.
</me>
</p>
</subsection>
<restrict-version versions="1554 default">
<subsection>
<title>Rotation-Scaling Matrices</title>
<p>
The most important examples of matrices with complex eigenvalues are rotation-scaling matrices, i.e., scalar multiples of rotation matrices.
</p>
<definition>
<idx><h>Rotation-scaling matrix</h><h>definition of</h></idx>
<idx><h>Matrix</h><h>rotation-scaling</h><see>Rotation-scaling matrix</see></idx>
<statement>
<p>
A <term>rotation-scaling matrix</term> is a <m>2\times 2</m> matrix of the form
<me>\mat{a -b; b a},</me>
where <m>a</m> and <m>b</m> are real numbers, not both equal to zero.
</p>
</statement>
</definition>
<p>
The following proposition justifies the name.
</p>
<proposition xml:id="cplx-eval-rot-scale">
<idx><h>Rotation-scaling matrix</h><h>structure of</h></idx>
<statement>
<p>
Let
<me>A = \mat{a -b; b a}</me>
be a rotation-scaling matrix. Then:
<ol>
<li>
<m>A</m> is a product of a rotation matrix
<me>
\mat{\cos\theta, -\sin\theta; \sin\theta, \cos\theta}
\sptxt{with a scaling matrix}
\mat{r 0; 0 r}.
</me>
</li>
<li>
The scaling factor <m>r</m> is
<me>r = \sqrt{\det(A)} = \sqrt{a^2+b^2}.</me>
</li>
<li>
The rotation angle <m>\theta</m> is the counterclockwise angle from the positive <m>x</m>-axis to the vector <m>{a\choose b}</m>:
<latex-code mode="bare">
\usetikzlibrary{angles}
</latex-code>
<latex-code>
\begin{tikzpicture}
\draw[->] (-2.5,0) -- (2.5,0);
\draw[->] (0,-.5) -- (0,2);
\draw[vector] (0, 0) -- (-2, 1) node[above] {$\vec{a b}$};
\coordinate (v) at (-2,1);
\coordinate (o) at (0,0);
\coordinate (x) at (1,0);
\pic[draw, ->, angle radius=.5cm, angle eccentricity=.5] {angle=x--o--v};
\node at (.5, .5) {$\theta$};
\end{tikzpicture}
</latex-code>
</li>
<li>
The eigenvalues of <m>A</m> are
<m>\lambda = a \pm bi.</m>
</li>
</ol>
</p>
</statement>
<proof>
<p>
Set <m>r = \sqrt{\det(A)} = \sqrt{a^2+b^2}</m>. The point <m>(a/r, b/r)</m> has the property that
<me>
\left(\frac ar\right)^2 + \left(\frac br\right)^2
= \frac{a^2+b^2}{r^2} = 1.
</me>
In other words <m>(a/r,b/r)</m> lies on the unit circle. Therefore, it has the form <m>(\cos\theta,\sin\theta)</m>, where <m>\theta</m> is the counterclockwise angle from the positive <m>x</m>-axis to the vector <m>{a/r\choose b/r}</m>, or since it is on the same line, to <m>{a\choose b}</m>:
<latex-code mode="bare">
\usetikzlibrary{angles}
</latex-code>
<latex-code>
\begin{tikzpicture}
\draw[->] (-2.5,0) -- (2.5,0);
\draw[->] (0,-.5) -- (0,2);
\draw[help lines, rotate=-10] (1, 0) arc[radius=1, start angle=0, delta angle=200];
\draw[vector] (0, 0) -- (-2, 1) node[above] {$\vec{a b}$};
\point (B) at ({-2/sqrt(5)}, {1/sqrt(5)});
\coordinate (v) at (-2,1);
\coordinate (o) at (0,0);
\coordinate (x) at (1,0);
\pic[draw, ->, angle radius=.5cm, angle eccentricity=.5] {angle=x--o--v};
\node at (.5, .5) {$\theta$};
\node[left, inner xsep=1pt] (A) at (-1.5, .3) {$(a/r, b/r)$};
\draw[thin, shorten >=1pt] (A.east) -- (B);
\node[right] at (1.75, 1.25)
{$\vec{a/r b/r} = \vec{\cos\theta, \sin\theta}$.};
\end{tikzpicture}
</latex-code>
It follows that
<me>
A = r\mat{a/r -b/r; b/r a/r}
= \mat{r 0; 0 r}\mat{\cos\theta, -\sin\theta; \sin\theta, \cos\theta},
</me>
as desired.
</p>
<p>
For the last statement, we compute the eigenvalues of <m>A</m> as the roots of the characteristic polynomial:
<me>
\lambda = \frac{\Tr(A)\pm\sqrt{\Tr(A)^2-4\det(A)}}2
= \frac{2a\pm\sqrt{4a^2-4(a^2+b^2)}}2
= a\pm bi.
</me>
</p>
</proof>
</proposition>
<p>
Geometrically, a rotation-scaling matrix does exactly what the name says: it rotates and scales (in either order).
</p>
<example xml:id="cplx-evals-rot-scale-1">
<title>A rotation-scaling matrix</title>
<statement>
<p>
What does the matrix
<me>
A = \mat{1 -1; 1 1}
</me>
do geometrically?
</p>
</statement>
<solution>
<p>
This is a rotation-scaling matrix with <m>a=b=1</m>. Therefore, it scales by a factor of <m>\sqrt{\det(A)} = \sqrt 2</m> and rotates counterclockwise by <m>45^\circ</m>:
<latex-code mode="bare">
\usetikzlibrary{angles}
</latex-code>
<latex-code>
\begin{tikzpicture}
\draw[->] (-.5,0) -- (2.5,0);
\draw[->] (0,-.5) -- (0,2);
\coordinate (v) at (1,1);
\draw[vector] (0, 0) -- (v) node[right] {$\vec{1 1}$};
\coordinate (o) at (0,0);
\coordinate (x) at (1,0);
\pic[draw, ->, "$45^\circ$", angle radius=1cm, angle eccentricity=.67] {angle=x--o--v};
\end{tikzpicture}
</latex-code>
Here is a picture of <m>A</m>:
<latex-code>
\def\theo{\includegraphics[width=3.7cm]{theo5.jpg}}
\begin{tikzpicture}[scale=1.3]
\begin{scope}
\clip (0,0) circle[radius=1];
\node[circle, scale=1/sqrt(2)] (theo1) at (0,0) {\theo};
\end{scope}
\begin{scope}[opacity=.6, black!95]
\draw[->] (-1.3,0) -- (1.3,0) node[coordinate] (l) {};
\draw[->] (0,-1.3) -- (0,1.3);
\end{scope}
\draw[->,red] (1.1,0) arc[radius=1.1,start angle=0,delta angle=45];
\begin{scope}[xshift=7cm]
\begin{scope}
\clip (0,0) circle[radius=sqrt(2)];
\node[circle, rotate=45] (theo2) at (0,0) {\theo};
\end{scope}
\begin{scope}[opacity=.6, black!95]
\draw[->] (-1.3,0) node[coordinate] (r) {} -- (1.3,0);
\draw[->] (0,-1.3) -- (0,1.3);
\end{scope}
\end{scope}
\draw[->, thick] ($(l)+(3mm,3mm)$) to[bend left]
node[midway,above] {$A$}
node[midway,below=.5cm,align=center]
{rotate by $45^\circ$\\scale by $\sqrt 2$}
($(r)+(-3mm,3mm)$);
\end{tikzpicture}
</latex-code>
An interactive figure is included below.
</p>
<figure>
<caption>Multiplication by the matrix <m>A</m> rotates the plane by <m>45^\circ</m> and dilates by a factor of <m>\sqrt 2</m>. Move the input vector <m>x</m> to see how the output vector <m>b</m> changes.</caption>
<mathbox source="demos/twobytwo.html?mat=1,-1,1,1&closed=true&pic=theo5.jpg" height="500px"/>
</figure>
</solution>
</example>
<example xml:id="cplx-evals-rot-scale-2">
<title>A rotation-scaling matrix</title>
<statement>
<p>
What does the matrix
<me>
A = \mat{-\sqrt3 -1; 1 -\sqrt3}
</me>
do geometrically?
</p>
</statement>
<solution>
<p>
This is a rotation-scaling matrix with <m>a=-\sqrt3</m> and <m>b=1</m>. Therefore, it scales by a factor of <m>\sqrt{\det(A)}=\sqrt{3+1}=2</m> and rotates counterclockwise by the angle <m>\theta</m> in the picture:
<latex-code mode="bare">
\usetikzlibrary{angles}
</latex-code>
<latex-code>
\begin{tikzpicture}[thin border nodes]
\draw[->] (-2.5,0) -- (2.5,0);
\draw[->] (0,-.5) -- (0,2);
\coordinate (v) at ({-sqrt(3)}, 1);
\draw[vector] (0, 0) -- (v) node[above] {$\vec{-\sqrt 3 1}$};
\coordinate (o) at (0,0);
\coordinate (x) at (1,0);
\pic[draw, ->, angle radius=.5cm] {angle=x--o--v};
\node at (.5, .5) {$\theta$};
\end{tikzpicture}
</latex-code>
To compute this angle, we do a bit of trigonometry:
<latex-code>
\begin{tikzpicture}[thin border nodes, scale=1.3]
\draw[->] (-2.5,0) -- (1.75,0);
\draw[->] (0,-.5) -- (0,2);
\coordinate (v) at ({-sqrt(3)}, 1);
\draw[vector] (0, 0) -- (v) node[above] {$\vec{-\sqrt 3 1}$};
\coordinate (o) at (0,0);
\coordinate (x) at (1,0);
\pic[draw, ->, angle radius=.5cm] {angle=x--o--v};
\node at (.5, .5) {$\theta$};
\coordinate (r) at ({-sqrt(3)}, 0);
\draw (v) -- node[left] {$1$} (r);
\node[below] at ($1/2*(r)$) {$\sqrt 3$};
\coordinate (xx) at (-1,0);
\pic[draw, "$\varphi$", angle radius=.7cm, angle eccentricity=1.3] {angle=v--o--xx};
\pic[draw] {right angle=(o)--(r)--(v)};
\node[right, align=left] at (2,.75) {
$\varphi = \tan\inv\left(\dfrac1{\sqrt 3}\right) = \dfrac\pi6$\\[1mm]
$\theta = \pi - \varphi = \dfrac{5\pi}6.$
};
\end{tikzpicture}
</latex-code>
Therefore, <m>A</m> rotates counterclockwise by <m>5\pi/6</m> and scales by a factor of <m>2</m>.
<latex-code>
\def\theo{\includegraphics[width=6cm]{theo1.jpg}}
\begin{tikzpicture}[scale=1.3]
\begin{scope}
\clip (0,0) circle[radius=1];
\node[circle, scale=1/sqrt(2)] (theo1) at (0,0) {\theo};
\end{scope}
\begin{scope}[opacity=.6, black!95]
\draw[->] (-1.3,0) -- (1.3,0) node[coordinate] (l) {};
\draw[->] (0,-1.3) -- (0,1.3);
\end{scope}
\draw[->,red] (1.1,0) arc[radius=1.1,start angle=0,delta angle=150];
\begin{scope}[xshift=7cm]
\begin{scope}
\clip (0,0) circle[radius=2];
\node[circle, rotate=150, scale=sqrt(2)] (theo2) at (0,0) {\theo};
\end{scope}
\begin{scope}[opacity=.6, black!95]
\draw[->] (-1.3,0) node[coordinate] (r) {} -- (1.3,0);
\draw[->] (0,-1.3) -- (0,1.3);
\end{scope}
\end{scope}
\draw[->, thick] ($(l)+(3mm,3mm)$) to[bend left]
node[midway,above] {$A$}
node[midway,below=.3cm,align=center]
{rotate by $\dfrac{5\pi}6$\\[1mm]scale by $2$}
($(r)+(-9mm,3mm)$);
\end{tikzpicture}
</latex-code>
An interactive figure is included below.
</p>
<figure>
<caption>Multiplication by the matrix <m>A</m> rotates the plane by <m>5\pi/6</m> and dilates by a factor of <m>2</m>. Move the input vector <m>x</m> to see how the output vector <m>b</m> changes.</caption>
<mathbox source="demos/twobytwo.html?mat=-sqrt(3),-1,1,-sqrt(3)&closed=true&pic=theo1.jpg" height="500px"/>
</figure>
</solution>
</example>
<p>
The matrix in the second example has second column <m>{-\sqrt 3\choose 1}</m>, which is rotated counterclockwise from the positive <m>x</m>-axis by an angle of <m>5\pi/6</m>. This rotation angle is <em>not</em> equal to
<m>\tan\inv\bigl(1/(-\sqrt3)\bigr) = -\frac\pi 6.</m>
The problem is that arctan always outputs values between <m>-\pi/2</m> and <m>\pi/2</m>: it does not account for points in the second or third quadrants. This is why we drew a triangle and used its (positive) edge lengths to compute the angle <m>\varphi</m>:
<latex-code mode="bare">
\usetikzlibrary{angles}
</latex-code>
<latex-code>
\begin{tikzpicture}[thin border nodes, scale=1.3]
\draw[->] (-2.5,0) -- (1.75,0);
\draw[->] (0,-.5) -- (0,2);
\coordinate (v) at ({-sqrt(3)}, 1);
\draw[vector] (0, 0) -- (v) node[above] {$\vec{-\sqrt 3 1}$};
\coordinate (o) at (0,0);
\coordinate (x) at (1,0);
\pic[draw, ->, angle radius=.5cm] {angle=x--o--v};
\node at (.5, .5) {$\theta$};
\coordinate (r) at ({-sqrt(3)}, 0);
\draw (v) -- node[left] {$1$} (r);
\node[below] at ($1/2*(r)$) {$\sqrt 3$};
\coordinate (xx) at (-1,0);
\pic[draw, "$\varphi$", angle radius=.7cm, angle eccentricity=1.3] {angle=v--o--xx};
\pic[draw] {right angle=(o)--(r)--(v)};
\node[right, align=left] at (2,.75) {
$\varphi = \tan\inv\left(\dfrac1{\sqrt 3}\right) = \dfrac\pi6$\\[1mm]
$\theta = \pi - \varphi = \dfrac{5\pi}6.$
};
\end{tikzpicture}
</latex-code>
Alternatively, we could have observed that <m>{-\sqrt 3\choose 1}</m> lies in the second quadrant, so that the angle <m>\theta</m> in question is
<me>\theta = \tan\inv\left(\frac1{-\sqrt3}\right) + \pi.</me>
</p>
<bluebox>
<idx><h>Rotation-scaling matrix</h><h>computing the angle</h></idx>
<p>
When finding the rotation angle of a vector <m>{a\choose b}</m>, do not blindly compute <m>\tan\inv(b/a)</m>, since this will give the wrong answer when <m>{a\choose b}</m> is in the second or third quadrant. Instead, draw a picture.
</p>
</bluebox>
</subsection>
<subsection>
<title>Geometry of <m>2\times 2</m> Matrices with a Complex Eigenvalue</title>
<idx><h>Complex eigenvalue</h><h><m>2\times 2</m> matrices</h><h>geometry of</h></idx>
<p>
Let <m>A</m> be a <m>2\times 2</m> matrix with a complex, non-real eigenvalue <m>\lambda</m>. Then <m>A</m> also has the eigenvalue <m>\bar\lambda\neq\lambda</m>. In particular, <m>A</m> has distinct eigenvalues, so it is diagonalizable using the complex numbers. We often like to think of our matrices as describing transformations of <m>\R^n</m> (as opposed to <m>\C^n</m>). Because of this, the following construction is useful. It gives something like a diagonalization, except that all matrices involved have <em>real</em> entries.
</p>
<theorem type-name="Rotation-Scaling Theorem" xml:id="cplx-diagonalization-thm">
<idx><h>Complex eigenvalue</h><h><m>2\times 2</m> matrices</h><h>and rotation-scaling matrices</h></idx>
<idx><h>Rotation-Scaling Theorem</h></idx>
<idx><h>Rotation-scaling matrix</h><h>and complex eigenvalues</h></idx>
<statement>
<p>
Let <m>A</m> be a <m>2\times 2</m> real matrix with a complex (non-real) eigenvalue <m>\lambda</m>, and let <m>v</m> be an eigenvector. Then <m>A = CBC\inv</m> for
<me>
C = \mat{| |; \Re(v) \Im(v); | |}
\sptxt{and}
B = \mat{\Re(\lambda) \Im(\lambda); -\Im(\lambda) \Re(\lambda)}.
</me>
In particular, <m>A</m> is similar to a rotation-scaling matrix that scales by a factor of <m>|\lambda| = \sqrt{\det(B)}.</m>
</p>
</statement>
<proof>
<p>
First we need to show that <m>\Re(v)</m> and <m>\Im(v)</m> are linearly independent, since otherwise <m>C</m> is not invertible. If not, then there exist real numbers <m>x,y,</m> not both equal to zero, such that <m>x\Re(v) + y\Im(v) = 0</m>. Then
<me>
\begin{split}
(y+ix)v \amp= (y+ix)\bigl(\Re(v)+i\Im(v)\bigr) \\
\amp= y\Re(v) - x\Im(v) + \left(x\Re(v) + y\Im(v)\right)i \\
\amp= y\Re(v) - x\Im(v).
\end{split}
</me>
Now, <m>(y+ix)v</m> is also an eigenvector of <m>A</m> with eigenvalue <m>\lambda</m>, as it is a scalar multiple of <m>v</m>. But we just showed that <m>(y+ix)v</m> is a vector with real entries, and any <em>real</em> eigenvector of a real matrix has a real eigenvalue. Therefore, <m>\Re(v)</m> and <m>\Im(v)</m> must be linearly independent after all.
</p>
<p>
Let <m>\lambda = a+bi</m> and <m>v = {x+yi\choose z+wi}</m>. We observe that
<me>
\begin{split}
Av = \lambda v \amp= (a+bi)\vec{x+yi z+wi} \\
\amp= \vec{(ax-by)+(ay+bx)i (az-bw)+(aw+bz)i} \\
\amp= \vec{ax-by az-bw} + i\vec{ay+bx aw+bz}.
\end{split}
</me>
On the other hand, we have
<me>
A\left(\vec{x z} + i\vec{y w}\right)
= A\vec{x z} + iA\vec{y w}
= A\Re(v) + iA\Im(v).
</me>
Matching real and imaginary parts gives
<me>
A\Re(v) = \vec{ax-by az-bw} \qquad
A\Im(v) = \vec{ay+bx aw+bz}.
</me>
</p>
<p>
Now we compute <m>CBC\inv\Re(v)</m> and <m>CBC\inv\Im(v)</m>. Since <m>Ce_1 = \Re(v)</m> and <m>Ce_2 = \Im(v)</m>, we have <m>C\inv\Re(v) = e_1</m> and <m>C\inv\Im(v)=e_2</m>, so
<me>
\begin{split}
CBC\inv\Re(v) \amp= CBe_1 = C\vec{a -b} = a\Re(v)-b\Im(v) \\
\amp= a\vec{x z} - b\vec{y w}
= \vec{ax-by az-bw} = A\Re(v) \\
CBC\inv\Im(v) \amp= CBe_2 = C\vec{b a} = b\Re(v)+a\Im(v) \\
\amp= b\vec{x z} + a\vec{y w}
= \vec{ay+bx aw+bz} = A\Im(v).
\end{split}
</me>
Therefore, <m>A\Re(v) = CBC\inv\Re(v)</m> and <m>A\Im(v) = CBC\inv\Im(v)</m>.
</p>
<p>
Since <m>\Re(v)</m> and <m>\Im(v)</m> are linearly independent, they form a basis for <m>\R^2</m>. Let <m>w</m> be any vector in <m>\R^2</m>, and write <m>w = c\Re(v) + d\Im(v)</m>. Then
<me>
\begin{split}
Aw \amp= A\bigl(c\Re(v) + d\Im(v)\bigr) \\
\amp= cA\Re(v) + dA\Im(v) \\
\amp= cCBC\inv\Re(v) + dCBC\inv\Im(v) \\
\amp= CBC\inv\bigl(c\Re(v) + d\Im(v)\bigr) \\
\amp= CBC\inv w.
\end{split}
</me>
This proves that <m>A = CBC\inv</m>.
</p>
</proof>
</theorem>
<p>
<notation><usage>\Re(v)</usage><description>Real part of a complex vector</description></notation>
<notation><usage>\Im(v)</usage><description>Imaginary part of a complex vector</description></notation>
<idx><h>Vector</h><h>real and imaginary parts of</h></idx>
<idx><h>Complex numbers</h><h>real and imaginary parts of</h><h>vectors</h></idx>
Here <m>\Re</m> and <m>\Im</m> denote the real and imaginary parts, respectively:
<me>
\Re(a+bi) = a \quad \Im(a+bi) = b \quad
\Re\vec{x+yi z+wi} = \vec{x z} \quad
\Im\vec{x+yi z+wi} = \vec{y w}.
</me>
The rotation-scaling matrix in question is the matrix
<me>
B = \mat{a -b; b a} \sptxt{with} a = \Re(\lambda),\; b = -\Im(\lambda).
</me>
Geometrically, the rotation-scaling theorem says that a <m>2\times 2</m> matrix with a complex eigenvalue behaves similarly to a rotation-scaling matrix. See this <xref ref="similarity-to-rotation"/>.
</p>
<p>
One should regard the <xref ref="cplx-diagonalization-thm"/> as a close analogue of the <xref ref="diagonalization-thm"/>, with a rotation-scaling matrix playing the role of a diagonal matrix. Before continuing, we restate the theorem as a recipe:
</p>
<bluebox>
<title>Recipe: A <m>2\times 2</m> matrix with a complex eigenvalue</title>
<idx><h>Complex eigenvalue</h><h><m>2\times 2</m> matrices</h><h>and rotation-scaling matrices, computing</h></idx>
<p>
Let <m>A</m> be a <m>2\times 2</m> real matrix.
<ol>
<li>
Compute the characteristic polynomial
<me>f(\lambda) = \lambda^2 - \Tr(A)\lambda + \det(A),</me>
then compute its roots using the quadratic formula.
</li>
<li>
If the eigenvalues are complex, choose <em>one</em> of them, and call it <m>\lambda</m>.
</li>
<li>
Find a corresponding (complex) eigenvalue <m>v</m> using the <xref ref="cplx-evals-22-trick">trick</xref>.
</li>
<li>
Then <m>A=CBC\inv</m> for
<me>
C = \mat{| |; \Re(v) \Im(v); | |}
\sptxt{and}
B = \mat{\Re(\lambda) \Im(\lambda); -\Im(\lambda) \Re(\lambda)}.
</me>
This scales by a factor of <m>|\lambda|</m>.
</li>
</ol>
</p>
</bluebox>
<example>
<statement>
<p>
What does the matrix
<me>
A = \mat{2 -1; 2 0}
</me>
do geometrically?
</p>
</statement>
<solution>
<p>
The eigenvalues of <m>A</m> are
<me>
\lambda = \frac{\Tr(A) \pm \sqrt{\Tr(A)^2-4\det(A)}}2
= \frac{2\pm\sqrt{4-8}}2 = 1\pm i.
</me>
We choose the eigenvalue <m>\lambda = 1-i</m> and find a corresponding eigenvector, using the <xref ref="cplx-evals-22-trick">trick</xref>:
<me>
A - (1-i)I_2 = \mat{1+i -1; \star, \star}
\;\xrightarrow{\text{eigenvector}}\;
v = \vec{1 1+i}.
</me>
According to the <xref ref="cplx-diagonalization-thm"/>, we have <m>A=CBC\inv</m> for
<me>
\begin{split}
C \amp= \mat{\Re\vec{1 1+i} \Im\vec{1 1+i}} = \mat{1 0; 1 1} \\
B \amp= \mat{\Re(\lambda) \Im(\lambda); -\Im(\lambda) \Re(\lambda)}
= \mat{1 -1; 1 1}.
\end{split}
</me>
The matrix <m>B</m> is the rotation-scaling matrix in the above <xref ref="cplx-evals-rot-scale-1"/>: it rotates counterclockwise by an angle of <m>45^\circ</m> and scales by a factor of <m>\sqrt 2</m>. The matrix <m>A</m> does the same thing, but with respect to the <m>\Re(v),\Im(v)</m>-coordinate system:
<latex-code><![CDATA[
\def\theo{\includegraphics[width=3.8cm]{theo5.jpg}}
\def\theoi{\includegraphics[width=2.92cm]{theo5.jpg}}
\begin{tikzpicture}[scale=1.3]
\begin{scope}
\clip (0,0) circle[radius=1];
\node[circle, scale=1/sqrt(2)] at (0,0) {\theo};
\end{scope}
\begin{scope}[opacity=.6, black!95]
\draw[->] (-1.3,0) -- (1.3,0) node[coordinate] (l) {};
\draw[->] (0,-1.3) -- (0,1.3);
\end{scope}
\draw[->,red] (1.1,0) arc[radius=1.1,start angle=0,delta angle=45];
\begin{scope}[xshift=7cm]
\begin{scope}
\clip (0,0) circle[radius=sqrt(2)];
\node[circle, rotate=45] at (0,0) {\theo};
\end{scope}
\begin{scope}[opacity=.6, black!95]
\draw[->] (-1.3,0) node[coordinate] (r) {} -- (1.3,0);
\draw[->] (0,-1.3) -- (0,1.3);
\end{scope}
\coordinate (d2) at (0, -1.3);
\end{scope}
\coordinate (d1) at (0,-1.3);
\draw[->, thick] ($(l)+(3mm,3mm)$) to[bend left]
node[midway,above] {$B$}
node[midway,below=.3cm,align=center]
{rotate by $45^\circ$\\scale by $\sqrt 2$}
($(r)+(-3mm,3mm)$);
\begin{scope}[yshift=-5cm]
\begin{scope}[cm={1,1,0,1,(0,0)}]
\draw[->,red] (1.1,0) arc[radius=1.1,start angle=0,delta angle=45];
\begin{scope}
\clip (0,0) circle[radius=1];
\node[circle, scale=1/sqrt(2), transform shape] at (0,0) {\theoi};
\end{scope}
\begin{scope}[opacity=.6, black!95]
\draw[->] (-1.3,0) -- (1.3,0);
\draw[->] (0,-1.3) -- (0,1.3);
\end{scope}
\end{scope}
\coordinate (l2) at (1.3, 0);
\coordinate (u1) at (0,1.3);
\begin{scope}[xshift=7cm]
\begin{scope}[cm={1,1,0,1,(0,0)}]
\begin{scope}
\clip (0,0) circle[radius=sqrt(2)];
\node[circle, rotate=45, transform shape] at (0,0) {\theoi};
\end{scope}
\begin{scope}[opacity=.6, black!95]
\draw[->] (-1.3,0) -- (1.3,0);
\draw[->] (0,-1.3) -- (0,1.3);
\end{scope}
\end{scope}
\coordinate (r2) at (-1.3, 0);
\coordinate (u2) at (0,1.3);
\end{scope}
\draw[->, thick] ($(l2)+(3mm,-3mm)$) to[bend right]
node[midway,below] {$A$}
node[midway,above=.3cm,align=center]
{rotate by $45^\circ$\\``around an ellipse''\\scale by $\sqrt 2$}
($(r2)+(-3mm,-3mm)$);
\draw[->, thick, shorten=5mm] (u1) to[bend left] node[left] {$C\inv$} (d1);
\draw[<-, thick, shorten=5mm] (u2) to[bend right] node[right] {$C$} (d2);
\end{scope}
\end{tikzpicture}
]]>
</latex-code>
To summarize:
<ul>
<li>
<m>B</m> rotates around the circle centered at the origin and passing through <m>e_1</m> and <m>e_2</m>, in the direction from <m>e_1</m> to <m>e_2</m>, then scales by <m>\sqrt 2</m>.
</li>
<li>
<m>A</m> rotates around the ellipse centered at the origin and passing through <m>\Re(v)</m> and <m>\Im(v)</m>, in the direction from <m>\Re(v)</m> to <m>\Im(v)</m>, then scales by <m>\sqrt 2</m>.
</li>
</ul>
The reader might want to refer back to this <xref ref="similarity-eg-rotation"/>.
</p>
<figure>
<caption>The geometric action of <m>A</m> and <m>B</m> on the plane. Click <q>multiply</q> to multiply the colored points by <m>B</m> on the left and <m>A</m> on the right.</caption>
<mathbox source="demos/dynamics2.html?mat=1,-1:1,1&v1=1,1&v2=0,1&y=0,1&matnames=A,B,C" height="600px"/>
</figure>
<p>
If instead we had chosen <m>\bar\lambda = 1+i</m> as our eigenvalue, then we would have found the eigenvector <m>\bar v = {1\choose 1-i}</m>. In this case we would have <m>A=C'B'(C')\inv</m>, where
<me>
\begin{split}
C' \amp= \mat{\Re\vec{1 1-i} \Im\vec{1 1-i}} = \mat{1 0; 1 -1} \\
B' \amp= \mat{\Re(\bar\lambda) \Im(\bar\lambda);
-\Im(\bar\lambda) \Re(\bar\lambda)}
= \mat{1 1; -1 1}.
\end{split}
</me>
So, <m>A</m> is also similar to a <em>clockwise</em> rotation by <m>45^\circ</m>, followed by a scale by <m>\sqrt 2</m>.
</p>
</solution>
</example>
<example>
<statement>
<p>
What does the matrix
<me>
A = \mat{-\sqrt3+1 -2; 1 -\sqrt3-1}
</me>
do geometrically?
</p>
</statement>
<solution>
<p>
The eigenvalues of <m>A</m> are
<me>
\lambda = \frac{\Tr(A) \pm \sqrt{\Tr(A)^2-4\det(A)}}2
= \frac{-2\sqrt 3\pm\sqrt{12-16}}2 = -\sqrt3\pm i.
</me>
We choose the eigenvalue <m>\lambda = -\sqrt3-i</m> and find a corresponding eigenvector, using the <xref ref="cplx-evals-22-trick">trick</xref>:
<me>
A - (-\sqrt3-i)I_2 = \mat{1+i -2; \star, \star}
\;\xrightarrow{\text{eigenvector}}\;
v = \vec{2 1+i}.
</me>
According to the <xref ref="cplx-diagonalization-thm"/>, we have <m>A=CBC\inv</m> for
<me>
\begin{split}
C \amp= \mat{\Re\vec{2 1+i} \Im\vec{2 1+i}} = \mat{2 0; 1 1} \\
B \amp= \mat{\Re(\lambda) \Im(\lambda); -\Im(\lambda) \Re(\lambda)}
= \mat{-\sqrt3 -1; 1 -\sqrt3}.
\end{split}
</me>
The matrix <m>B</m> is the rotation-scaling matrix in the above <xref ref="cplx-evals-rot-scale-2"/>: it rotates counterclockwise by an angle of <m>5\pi/6</m> and scales by a factor of <m>2</m>. The matrix <m>A</m> does the same thing, but with respect to the <m>\Re(v),\Im(v)</m>-coordinate system:
<latex-code><![CDATA[
\def\theo{\includegraphics[width=6cm]{theo1.jpg}}
\def\theoi{\includegraphics[width=4.615cm]{theo1.jpg}}
\begin{tikzpicture}[scale=1.3]
\begin{scope}[scale={1/sqrt(2)}]
\clip (0,0) circle[radius=1];
\node[circle, scale=1/sqrt(2), transform shape] at (0,0) {\theoi};
\end{scope}
\begin{scope}[opacity=.6, black!95]
\draw[->] (-1.3,0) -- (1.3,0) node[coordinate] (l) {};
\draw[->] (0,-1.3) -- (0,1.3);
\end{scope}
\draw[->,red] ({1/sqrt(2)+.1},0) arc[radius={1/sqrt(2)+.1},start angle=0,delta angle=150];
\begin{scope}[xshift=6cm]
\begin{scope}
\clip (0,0) circle[radius=sqrt(2)];
\node[circle, rotate=150] at (0,0) {\theo};
\end{scope}
\begin{scope}[opacity=.6, black!95]
\draw[->] (-1.3,0) node[coordinate] (r) {} -- (1.3,0);
\draw[->] (0,-1.3) -- (0,1.3);
\end{scope}
\coordinate (d2) at (0, -1.3);
\end{scope}
\coordinate (d1) at (0,-1.3);
\draw[->, thick] ($(l)+(3mm,3mm)$) to[bend left]
node[midway,above] {$B$}
node[midway,below=.3cm,align=center]
{rotate by $5\pi/6$\\scale by $2$}
($(r)+(-3mm,3mm)$);
\begin{scope}[yshift=-5cm]
\begin{scope}[cm={2,1,0,1,(0,0)}]
\draw[->,red] ({1/sqrt(2)+.1},0)
arc[radius={1/sqrt(2)+.1},start angle=0,delta angle=150];
\begin{scope}[scale={1/sqrt(2)}]
\clip (0,0) circle[radius=1];
\node[circle, scale=1/sqrt(2), transform shape] at (0,0) {\theoi};
\end{scope}
\begin{scope}[opacity=.6, black!95]
\draw[->] (-.8,0) -- (1.3,0);
\draw[->] (0,-1.3) -- (0,1.3);
\end{scope}
\end{scope}