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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    If the linear transformation is expressed in the form of an n by n matrix A, then the eigenvalue equation for a linear transformation above can be rewritten as the matrix multiplication =, where the eigenvector v is an n by 1 matrix. For a matrix, eigenvalues and eigenvectors can be used to decompose the matrix—for example by diagonalizing it.

  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. Trace (linear algebra) - Wikipedia

    en.wikipedia.org/wiki/Trace_(linear_algebra)

    In linear algebra, the trace of a square matrix A, denoted tr(A), [1] is the sum of the elements on its main diagonal, + + +.It is only defined for a square matrix (n × n).The trace of a matrix is the sum of its eigenvalues (counted with multiplicities).

  5. 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 ...

  6. Identity matrix - Wikipedia

    en.wikipedia.org/wiki/Identity_matrix

    In linear algebra, the identity matrix of size is the square matrix with ones on the main diagonal and zeros elsewhere. It has unique properties, for example when the identity matrix represents a geometric transformation, the object remains unchanged by the transformation. In other contexts, it is analogous to multiplying by the number 1.

  7. Characteristic polynomial - Wikipedia

    en.wikipedia.org/wiki/Characteristic_polynomial

    Then an eigenvector and the corresponding eigenvalue must satisfy the equation =, or, equivalently (since =), = where is the identity matrix, and (although the zero vector satisfies this equation for every , it is not considered an eigenvector). It follows that the matrix () must be singular, and its determinant = must be zero.

  8. Singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Singular_value_decomposition

    ⁠ The solution is the product ⁠. ⁠ [3] This intuitively makes sense because an orthogonal matrix would have the decomposition ⁠ ⁠ where ⁠ ⁠ is the identity matrix, so that if ⁠ = ⁠ then the product ⁠ = ⁠ amounts to replacing the singular values with ones.

  9. List of named matrices - Wikipedia

    en.wikipedia.org/wiki/List_of_named_matrices

    A Hankel matrix. Identity matrix: A square diagonal matrix, with all entries on the main diagonal equal to 1, and the rest 0. a ij = δ ij: Lehmer matrix: a ij = min(i, j) ÷ max(i, j). A positive symmetric matrix. Matrix of ones: A matrix with all entries equal to one. a ij = 1. Pascal matrix: A matrix containing the entries of Pascal's ...