<s>[INST] Counterclockwise rotation matrix If I take the basis $(\vec{e_x},\vec{e_y})$ and make a rotation counterclockwise of angle $\theta$, I end up with two new vectors $(\vec{u},\vec{v})$ such that :
$\vec{u} = \cos\theta \vec{e_x} + \sin\theta \vec{e_y}$
$\vec{v} = \cos\theta \vec{e_x} - \sin\theta \vec{e_y}$
so 
\begin{equation}
\left( \begin{array}{ccc}
\vec{u} \\
\vec{v}\end{array} \right)
= \left( \begin{array}{ccc}
\cos\theta & \sin\theta\\
-\sin\theta & \cos\theta\end{array} \right)
\left( \begin{array}{ccc}
\vec{e_x} \\
\vec{e_y}\end{array} \right)
\end{equation}
I don't understand why the counterclockwise rotation is defined as :
\begin{pmatrix}
    \cos\theta      & -\sin\theta  \\
    \sin\theta    & \cos\theta 
\end{pmatrix}
EDIT:
When I look at my picture, it looks like a counterclockwise rotation...

 [/INST] You can also do it in a more algebraic way. Since after rotation ($(x, y)$ is rotated to $(x', y')$), the length of the vector doesn't change, which means $n = \sqrt{x'^2 + y'^2} = \sqrt{x^2 + y^2}$ (see in figure attached).

Therefore we can get the following equation: 
\begin{aligned}
y' & = n \cdot \sin(\theta + \alpha) & (1)\\ 
y & = n \cdot \sin \alpha & (2)
\end{aligned}
\begin{aligned}
x' & = n \cdot \cos(\theta + \alpha) & (3) \\
x & = n \cdot \cos \alpha & (4)
\end{aligned}
Then use the trigonometric identities to expand (1) and (3): 
\begin{aligned} 
y' & = n \cdot (\sin \theta \cos \alpha + \cos \theta \sin \alpha) & (5) \\   
x' & = n \cdot (\cos \theta \cos \alpha - \sin \theta \sin \alpha) & (6)
\end{aligned}
By substituting (2) and (4) into (5) and (6), we can get:
\begin{aligned}
y' & = x \cdot \sin \theta + y \cdot \cos \theta \\
x' & = x \cdot \cos \theta - y \cdot \sin \theta 
\end{aligned}
From here we can easily see:
$$\begin{bmatrix}x'\\y'\end{bmatrix} = \begin{bmatrix} \cos \theta & -\sin \theta \\ \sin \theta & \cos \theta \end{bmatrix}  \begin{bmatrix}x\\y\end{bmatrix}$$
</s>