[Math] Drawing Ellipse from eigenvalue-eigenvector.

conic sectionseigenvalues-eigenvectorslinear algebra

If I have two eigenvalue $\lambda_1$ and $\lambda_2$ and two associated normalized eigenvector $\mathbf e_1$ and $\mathbf e_2$ respectively, and I want to draw ellipse, How can I know which eigenvalue and eigenvector will construct the major axis and which one will be associated with minor axis ?

Edit:

The ellipse looks like the following :

enter image description here

Best Answer

The major axis corresponding to the small eigenvalue, while the minor axis corresponding to the big eigenvalue. Here is a simple explanation,
An eclipse can be thought of a section of quadratic form $x^T Ax$, i.e. $x^T Ax=1$. ($A$ must be a postive definite matrix) In 2-dimentional case, $A$ is a 2 by 2 matrix. Now factorize A to eigenvalue and eigonvector.
$$A=\begin{pmatrix}e_1&e_2\end{pmatrix}\begin{pmatrix}\lambda_1&\\&\lambda_2\end{pmatrix}\begin{pmatrix}e_1^T\\e_2^T\end{pmatrix}$$
Now the equation for the ellipse become,
$$x^T\begin{pmatrix}e_1&e_2\end{pmatrix}\begin{pmatrix}\lambda_1&\\&\lambda_2\end{pmatrix}\begin{pmatrix}e_1^T\\e_2^T\end{pmatrix}x=1$$
$$\lambda_1 x^T e_1 e_1^T x+\lambda_2 x^T e_2 e_2^T x=1$$
There comes the familar ellipse equation,
$$\frac{(e_1^T x)^2}{(\frac{1}{\sqrt{\lambda_1}})^2}+\frac{(e_2^T x)^2}{(\frac{1}{\sqrt{\lambda_2}})^2}=1$$
Assuming $\lambda_1$ is smaller, from the equation, we can see that eigonvector $e_1$ and $e_2$ are corresponding to the major and minor axis direction, eigenvalue $\frac{1}{\sqrt{\lambda_1}}$ and $\frac{1}{\sqrt{\lambda_2}}$ are corresponding to the length of major and minor axis.

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