Let $a$ be real number and variable $x,y\in\mathbb R^n$. Solve for all continuous function $f$ such that it is "proportional-invariance": $f(x)=f(y)\implies f(ax)=f(ay)$ for all $a$.
Let's start at one dimension.
For $n=1$, it is straightforward strict monotonic function or constant are solutions. Edit: power-like functions are also solutions.
I have no idea how to deal with it when $n=2$, besides requiring that $f$ is also monotonic in both directions. Can anyone give me a hint for the simple case when $n=2$ and $a$ is positive?
Example: $f(x_1,x_2)=g(x_1+x_2)$ and $g$ is monotonic.
Edit: after reading the answers, my guessed solution is $f(x)=|x|g(\frac{x}{|x|})$
Define a cone of $\mathbb{R}^n$ as a set that can be written as the union the positive spans of vectors (we will call them positive rays) in $\mathbb{R}^n$. By positive span of a vector $\mathbf{x}$ I mean the set $\{a\mathbf{x} | a\geq 0\}$
Define a radial-function as one that can be written as a function of the length of a vector (i.e. $f$ is a radial function if there is some $g$ such that $f(\mathbb{x}) = g(||\mathbb{x}||)$ )
Then let $P$ be a partition of $\mathbb{R}^n$ into cones. It is easy to see that if the restriction of $f$ to every element of $P$ is a radial function and the one dimensional function that $f$ reduces to satisfies the one dimensional version of the problem, and moreover the images of the elements of $P$ do not intersect, then $f$ satisfies the condition.
The converse is maybe a bit more tricky to see, it entails constructing the partition from a given function that satisfies the condition.
Given a function $f$ that satisfies the condition in question, then define a relation $\sim$ on the set of all positive rays of $\mathbb{R}^n$ (call this set S), as follows: (we Identify every positive ray with the unit vector that positive spans that ray)
$ \mathbf{a} \sim \mathbf{b} \iff f(\mathbf{a}) = f(\mathbf{b}) $
Then $\sim$ is an equivalence relation, and the partition we are looking for is the partition induced by $\sim$. It is clear that the restriction of $f$ to some element of this partition is a radial function, and I leave it to you to check the intersections of the images.
Then finally you can add back the continuity condition.
This may not be as nice of a classification as you were looking for, but I don't think the solution set permits a much nicer classification.