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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    Whereas equation factors the characteristic polynomial of A into the product of n linear terms with some terms potentially repeating, the characteristic polynomial can also be written as the product of d terms each corresponding to a distinct eigenvalue and raised to the power of the algebraic multiplicity, = () () ().

  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. Characteristic polynomial - Wikipedia

    en.wikipedia.org/wiki/Characteristic_polynomial

    The characteristic equation, also known as the determinantal equation, [1] [2] [3] is the equation obtained by equating the characteristic polynomial to zero. In spectral graph theory , the characteristic polynomial of a graph is the characteristic polynomial of its adjacency matrix .

  5. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    The above equation is called the eigenvalue equation or the eigenvalue problem. This yields an equation for the eigenvalues = = We call p(λ) the characteristic polynomial, and the equation, called the characteristic equation, is an N th-order polynomial equation in the unknown λ.

  6. Faddeev–LeVerrier algorithm - Wikipedia

    en.wikipedia.org/wiki/Faddeev–LeVerrier_algorithm

    Urbain Le Verrier (1811–1877) The discoverer of Neptune.. In mathematics (linear algebra), the Faddeev–LeVerrier algorithm is a recursive method to calculate the coefficients of the characteristic polynomial = of a square matrix, A, named after Dmitry Konstantinovich Faddeev and Urbain Le Verrier.

  7. Closed-loop pole - Wikipedia

    en.wikipedia.org/wiki/Closed-loop_pole

    The closed-loop poles, or eigenvalues, are obtained by solving the characteristic equation + =. In general, the solution will be n complex numbers where n is the order of the characteristic polynomial. The preceding is valid for single-input-single-output systems (SISO).

  8. Eigenfunction - Wikipedia

    en.wikipedia.org/wiki/Eigenfunction

    In mathematics, an eigenfunction of a linear operator D defined on some function space is any non-zero function in that space that, when acted upon by D, is only multiplied by some scaling factor called an eigenvalue. As an equation, this condition can be written as = for some scalar eigenvalue . [1] [2] [3] The solutions to this equation may ...

  9. 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 ...