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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    Therefore, for matrices of order 5 or more, the eigenvalues and eigenvectors cannot be obtained by an explicit algebraic formula, and must therefore be computed by approximate numerical methods. Even the exact formula for the roots of a degree 3 polynomial is numerically impractical.

  3. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    Let A be a square n × n matrix with n linearly independent eigenvectors q i (where i = 1, ..., n).Then A can be factored as = where Q is the square n × n matrix whose i th column is the eigenvector q i of A, and Λ is the diagonal matrix whose diagonal elements are the corresponding eigenvalues, Λ ii = λ i.

  4. Eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Eigenvalue_algorithm

    Given an n × n square matrix A of real or complex numbers, an eigenvalue λ and its associated generalized eigenvector v are a pair obeying the relation [1] =,where v is a nonzero n × 1 column vector, I is the n × n identity matrix, k is a positive integer, and both λ and v are allowed to be complex even when A is real.l When k = 1, the vector is called simply an eigenvector, and the pair ...

  5. Generalized eigenvector - Wikipedia

    en.wikipedia.org/wiki/Generalized_eigenvector

    In linear algebra, a generalized eigenvector of an matrix is a vector which satisfies certain criteria which are more relaxed than those for an (ordinary) eigenvector. [1]Let be an -dimensional vector space and let be the matrix representation of a linear map from to with respect to some ordered basis.

  6. Singular value - Wikipedia

    en.wikipedia.org/wiki/Singular_value

    Schmidt called singular values "eigenvalues" at that time. The name "singular value" was first quoted by Smithies in 1937. In 1957, Allahverdiev proved the following characterization of the nth singular number: [5]

  7. Bunch–Nielsen–Sorensen formula - Wikipedia

    en.wikipedia.org/wiki/Bunch–Nielsen–Sorensen...

    Let denote the eigenvalues of and ~ denote the eigenvalues of the updated matrix ~ = +. In the special case when A {\displaystyle A} is diagonal, the eigenvectors q ~ i {\displaystyle {\tilde {q}}_{i}} of A ~ {\displaystyle {\tilde {A}}} can be written

  8. Spectrum of a matrix - Wikipedia

    en.wikipedia.org/wiki/Spectrum_of_a_matrix

    The determinant of the matrix equals the product of its eigenvalues. Similarly, the trace of the matrix equals the sum of its eigenvalues. [4] [5] [6] From this point of view, we can define the pseudo-determinant for a singular matrix to be the product of its nonzero eigenvalues (the density of multivariate normal distribution will need this ...

  9. Eigenvector centrality - Wikipedia

    en.wikipedia.org/wiki/Eigenvector_centrality

    In graph theory, eigenvector centrality (also called eigencentrality or prestige score [1]) is a measure of the influence of a node in a connected network.Relative scores are assigned to all nodes in the network based on the concept that connections to high-scoring nodes contribute more to the score of the node in question than equal connections to low-scoring nodes.

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