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  2. 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.

  3. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    Such a matrix A is said to be similar to the diagonal matrix Λ or diagonalizable. The matrix Q is the change of basis matrix of the similarity transformation. Essentially, the matrices A and Λ represent the same linear transformation expressed in two different bases. The eigenvectors are used as the basis when representing the linear ...

  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. Jordan normal form - Wikipedia

    en.wikipedia.org/wiki/Jordan_normal_form

    Sets of representatives of matrix conjugacy classes for Jordan normal form or rational canonical forms in general do not constitute linear or affine subspaces in the ambient matrix spaces. Vladimir Arnold posed [ 16 ] a problem: Find a canonical form of matrices over a field for which the set of representatives of matrix conjugacy classes is a ...

  6. Resolvent formalism - Wikipedia

    en.wikipedia.org/wiki/Resolvent_formalism

    defines a projection operator onto the λ eigenspace of A. The Hille–Yosida theorem relates the resolvent through a Laplace transform to an integral over the one-parameter group of transformations generated by A. [1] Thus, for example, if A is a skew-Hermitian matrix, then U(t) = exp(tA) is a one-parameter

  7. Diagonalizable matrix - Wikipedia

    en.wikipedia.org/wiki/Diagonalizable_matrix

    The fundamental fact about diagonalizable maps and matrices is expressed by the following: An matrix over a field is diagonalizable if and only if the sum of the dimensions of its eigenspaces is equal to , which is the case if and only if there exists a basis of consisting of eigenvectors of .

  8. Eigenvalue perturbation - Wikipedia

    en.wikipedia.org/wiki/Eigenvalue_perturbation

    Suppose [] is the 2x2 identity matrix, any vector is an eigenvector; then = [,] / is one possible eigenvector. But if one makes a small perturbation, such as But if one makes a small perturbation, such as

  9. Spectrum of a matrix - Wikipedia

    en.wikipedia.org/wiki/Spectrum_of_a_matrix

    Thus the elements of the spectrum are precisely the eigenvalues of T, and the multiplicity of an eigenvalue λ in the spectrum equals the dimension of the generalized eigenspace of T for λ (also called the algebraic multiplicity of λ). Now, fix a basis B of V over K and suppose M ∈ Mat K (V) is a matrix.