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Why Eigenvalues Are Natural Frequencies

Eigenvalues are the natural frequencies of a linear system—the rates at which it wants to vibrate, grow, or decay when left alone.

This intuition explains: [[Eigenvalue Decomposition]]

When we solve Av=λvA\mathbf{v} = \lambda\mathbf{v}, we’re finding:

  • Eigenvectors v\mathbf{v}: the special directions where the system’s action is pure scaling
  • Eigenvalues λ\lambda: the scaling factors—how much the system stretches or shrinks along those directions

Imagine a circular drum. When you strike it, it doesn’t vibrate randomly—it settles into specific patterns called modes:

  • The fundamental mode: the whole surface moves up and down together
  • First harmonic: one side up while the other is down
  • Higher harmonics: increasingly complex patterns

Each mode has a frequency (how fast it oscillates) and a shape (which points move together).

The modes are eigenvectors. The frequencies are eigenvalues.

The drum “wants” to vibrate in these specific patterns. Any initial disturbance decomposes into a sum of modes, each ringing at its natural frequency.

The structural similarity:

Physical SystemLinear Algebra
Mode shapeEigenvector
Natural frequencyEigenvalue
Superposition of modesEigenvector decomposition
Initial conditionsCoefficients in eigenbasis
Time evolutionPowers of eigenvalues

When you hit the drum, you’re setting initial conditions. The system then evolves by each mode oscillating at its own frequency. In matrix terms: if x0=civi\mathbf{x}_0 = \sum c_i \mathbf{v}_i, then after applying AA repeatedly:

Anx0=ciλinviA^n \mathbf{x}_0 = \sum c_i \lambda_i^n \mathbf{v}_i

Each component scales by λin\lambda_i^n—growing, shrinking, or oscillating depending on λi|\lambda_i|.

The analogy has limits:

  1. Complex eigenvalues: Physical frequencies are real, but eigenvalues can be complex. Complex λ=reiθ\lambda = re^{i\theta} means the system rotates as it scales. This corresponds to oscillation in continuous-time systems.

  2. Defective matrices: Some matrices don’t have enough eigenvectors (not diagonalizable). The drum analogy assumes nice, separable modes.

  3. Nonlinear systems: Real drums at high amplitude are nonlinear—modes couple and transfer energy. Eigenvalue analysis is strictly linear.

Eigenvector v₁ Eigenvector v₂
↑ ↗
| /
• → → → • →
| λ₁ \
↓ ↘
Applying A scales each direction by its eigenvalue.
The eigenvectors are the "pure" directions.
  1. First, notice that most vectors change direction when transformed by a matrix.
  2. But some special vectors only get stretched or shrunk—they stay on their line.
  3. These special directions are where the system’s action is simplest.
  4. The stretching factors are the eigenvalues—they tell you how fast things happen along each direction.
  5. Therefore, eigenvalues characterize the system’s intrinsic behavior, independent of coordinates.
  • [[Diagonalization as Change of Basis]]
  • [[Spectral Decomposition]]
  • [[Principal Components as Eigenvectors]]

This intuition crystallized from:

  • Strang, Linear Algebra, Chapter 6
  • Physics courses on vibrations and normal modes
  • 3Blue1Brown’s “Essence of Linear Algebra” series