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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    If the eigenvalue is negative, the eigenvector's direction is reversed. [1] The eigenvectors and eigenvalues of a linear transformation serve to characterize it, and so they play important roles in all the areas where linear algebra is applied, from geology to quantum mechanics.

  3. 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.

  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. 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 ...

  6. 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

  7. 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 ...

  8. Spectral theorem - Wikipedia

    en.wikipedia.org/wiki/Spectral_theorem

    This condition implies that all eigenvalues of a Hermitian map are real: To see this, it is enough to apply it to the case when x = y is an eigenvector. (Recall that an eigenvector of a linear map A is a non-zero vector v such that A v = λv for some scalar λ. The value λ is the corresponding eigenvalue.

  9. Eigenfunction - Wikipedia

    en.wikipedia.org/wiki/Eigenfunction

    This solution of the vibrating drum problem is, at any point in time, an eigenfunction of the Laplace operator on a disk.. 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.