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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    For a matrix, eigenvalues and eigenvectors can be used to decompose the matrix—for example by diagonalizing it. Eigenvalues and eigenvectors give rise to many closely related mathematical concepts, and the prefix eigen-is applied liberally when naming them:

  3. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    A conjugate eigenvector or coneigenvector is a vector sent after transformation to a scalar multiple of its conjugate, where the scalar is called the conjugate eigenvalue or coneigenvalue of the linear transformation. The coneigenvectors and coneigenvalues represent essentially the same information and meaning as the regular eigenvectors and ...

  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. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    In numerical linear algebra, the Jacobi eigenvalue algorithm is an iterative method for the calculation of the eigenvalues and eigenvectors of a real symmetric matrix (a process known as diagonalization).

  6. Circulant matrix - Wikipedia

    en.wikipedia.org/wiki/Circulant_matrix

    Hence the product of a circulant matrix with a Fourier mode yields a multiple of that Fourier mode, i.e. it is an eigenvector.) The corresponding eigenvalues are given by λ j = c 0 + c 1 ω − j + c 2 ω − 2 j + ⋯ + c n − 1 ω − ( n − 1 ) j , j = 0 , 1 , … , n − 1. {\displaystyle \lambda _{j}=c_{0}+c_{1}\omega ^{-j}+c_{2}\omega ...

  7. Diagonal matrix - Wikipedia

    en.wikipedia.org/wiki/Diagonal_matrix

    The surviving diagonal elements, a i, j, are known as eigenvalues and designated with λ i in the equation, which reduces to =. The resulting equation is known as eigenvalue equation [ 4 ] and used to derive the characteristic polynomial and, further, eigenvalues and eigenvectors .

  8. QR algorithm - Wikipedia

    en.wikipedia.org/wiki/QR_algorithm

    The vector converges to an eigenvector of the largest eigenvalue. Instead, the QR algorithm works with a complete basis of vectors, using QR decomposition to renormalize (and orthogonalize). For a symmetric matrix A , upon convergence, AQ = QΛ , where Λ is the diagonal matrix of eigenvalues to which A converged, and where Q is a composite of ...

  9. Rotation matrix - Wikipedia

    en.wikipedia.org/wiki/Rotation_matrix

    Any fixed eigenvectors occur in pairs, and the axis of rotation is an even-dimensional subspace. For odd dimensions n = 2k + 1, a proper rotation R will have an odd number of eigenvalues, with at least one λ = 1 and the axis of rotation will be an odd dimensional subspace. Proof: