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  2. 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 ...

  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. 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. 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.

  6. 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 ...

  7. List of open-source software for mathematics - Wikipedia

    en.wikipedia.org/wiki/List_of_open-source...

    This free software had an earlier incarnation, Macsyma. Developed by Massachusetts Institute of Technology in the 1960s, it was maintained by William Schelter from 1982 to 2001. In 1998, Schelter obtained permission to release Maxima as open-source software under the GNU General Public license and the source code was released later that year ...

  8. GNU Octave - Wikipedia

    en.wikipedia.org/wiki/GNU_Octave

    GNU Octave is a scientific programming language for scientific computing and numerical computation.Octave helps in solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly compatible with MATLAB.

  9. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    2. The upper triangle of the matrix S is destroyed while the lower triangle and the diagonal are unchanged. Thus it is possible to restore S if necessary according to for k := 1 to n−1 do ! restore matrix S for l := k+1 to n do S kl := S lk endfor endfor. 3. The eigenvalues are not necessarily in descending order.