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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    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 eigenvalue. [9] If a set of eigenvectors of T forms a basis of the domain of T, then this basis is called an eigenbasis.

  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. 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.

  5. Jordan normal form - Wikipedia

    en.wikipedia.org/wiki/Jordan_normal_form

    Similarly, the eigenspace corresponding to the eigenvalue 2 is spanned by w = (1, −1, 0, 1) T. Finally, the eigenspace corresponding to the eigenvalue 4 is also one-dimensional (even though this is a double eigenvalue) and is spanned by x = (1, 0, −1, 1) T. So, the geometric multiplicity (that is, the dimension of the eigenspace of the

  6. Inverse iteration - Wikipedia

    en.wikipedia.org/wiki/Inverse_iteration

    In numerical analysis, inverse iteration (also known as the inverse power method) is an iterative eigenvalue algorithm. It allows one to find an approximate eigenvector when an approximation to a corresponding eigenvalue is already known. The method is conceptually similar to the power method. It appears to have originally been developed to ...

  7. 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. [4]

  8. 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.

  9. Matrix pencil - Wikipedia

    en.wikipedia.org/wiki/Matrix_pencil

    Matrix pencils play an important role in numerical linear algebra.The problem of finding the eigenvalues of a pencil is called the generalized eigenvalue problem.The most popular algorithm for this task is the QZ algorithm, which is an implicit version of the QR algorithm to solve the eigenvalue problem = without inverting the matrix (which is impossible when is singular, or numerically ...