How locus of points of parallel lines in homogeneous coordinates, forms infinity?

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In the diagram shown in link, what does writer mean when he says "locus of these points forms the line r". In the diagram "r" is curved, why is it called a line. I am facing difficulty in grabbing the concept of infinity in homogeneous coordinates, like, how does [wa,wb,0] define infinity. Can you please depict this visually?

Projective geometry

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Your blue annotation is misleading. All the parallelel lines are considered to converge to a single point at infinity.

Consider a pencil of converging lines, and let the intersection point escape to infinity in some direction: the lines become parallel. Now rotate the figure; you can imagine that the meeting point describes a circle of infinite radius. The latter is called the line at infinity. Its exact shape is immaterial, though you can say that a circle of infinite radius has zero curvature, i.e. is straight everywhere.