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  2. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    2. The upper triangle of the matrix S is destroyed while the lower triangle and the diagonal are unchanged. Thus it is possible to restore S if necessary according to for k := 1 to n−1 do ! restore matrix S for l := k+1 to n do S kl := S lk endfor endfor. 3. The eigenvalues are not necessarily in descending order.

  3. 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 ...

  4. 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.

  5. Characteristic polynomial - Wikipedia

    en.wikipedia.org/wiki/Characteristic_polynomial

    In linear algebra, eigenvalues and eigenvectors play a fundamental role, since, given a linear transformation, an eigenvector is a vector whose direction is not changed by the transformation, and the corresponding eigenvalue is the measure of the resulting change of magnitude of the vector.

  6. Rayleigh–Ritz method - Wikipedia

    en.wikipedia.org/wiki/Rayleigh–Ritz_method

    An alternative approach, e.g., defining the normal matrix as = of size , takes advantage of the fact that for a given matrix with orthonormal columns the eigenvalue problem of the Rayleigh–Ritz method for the matrix = = can be interpreted as a singular value problem for the matrix . This interpretation allows simple simultaneous calculation ...

  7. 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.

  8. Arnoldi iteration - Wikipedia

    en.wikipedia.org/wiki/Arnoldi_iteration

    In numerical linear algebra, the Arnoldi iteration is an eigenvalue algorithm and an important example of an iterative method.Arnoldi finds an approximation to the eigenvalues and eigenvectors of general (possibly non-Hermitian) matrices by constructing an orthonormal basis of the Krylov subspace, which makes it particularly useful when dealing with large sparse matrices.

  9. Eigenvalues and eigenvectors of the second derivative

    en.wikipedia.org/wiki/Eigenvalues_and...

    Notation: The index j represents the jth eigenvalue or eigenvector. The index i represents the ith component of an eigenvector. Both i and j go from 1 to n, where the matrix is size n x n. Eigenvectors are normalized. The eigenvalues are ordered in descending order.