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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    The set of all eigenvectors of a linear transformation, each paired with its corresponding eigenvalue, is called the eigensystem of that transformation. [7] [8] The set of all eigenvectors of T corresponding to the same eigenvalue, together with the zero vector, is called an eigenspace, or the characteristic space of T associated with that ...

  3. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    The decomposition can be derived from the fundamental property of eigenvectors: = = =. The linearly independent eigenvectors q i with nonzero eigenvalues form a basis (not necessarily orthonormal) for all possible products Ax, for x ∈ C n, which is the same as the image (or range) of the corresponding matrix transformation, and also the ...

  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. 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.

  6. Hermitian matrix - Wikipedia

    en.wikipedia.org/wiki/Hermitian_matrix

    This implies that all eigenvalues of a Hermitian matrix A with dimension n are real, and that A has n linearly independent eigenvectors. Moreover, a Hermitian matrix has orthogonal eigenvectors for distinct eigenvalues. Even if there are degenerate eigenvalues, it is always possible to find an orthogonal basis of C n consisting of n ...

  7. Commuting matrices - Wikipedia

    en.wikipedia.org/wiki/Commuting_matrices

    If has distinct eigenvalues, and and commute, then 's eigenvectors are 's eigenvectors. If one of the matrices has the property that its minimal polynomial coincides with its characteristic polynomial (that is, it has the maximal degree), which happens in particular whenever the characteristic polynomial has only simple roots , then the other ...

  8. Rotation matrix - Wikipedia

    en.wikipedia.org/wiki/Rotation_matrix

    Viewed in another way, u is an eigenvector of R corresponding to the eigenvalue λ = 1. Every rotation matrix must have this eigenvalue, the other two eigenvalues being complex conjugates of each other. It follows that a general rotation matrix in three dimensions has, up to a multiplicative constant, only one real eigenvector.

  9. 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 ...