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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    The th principal eigenvector of a graph is defined as either the eigenvector corresponding to the th largest or th smallest eigenvalue of the Laplacian. The first principal eigenvector of the graph is also referred to merely as the principal eigenvector.

  3. Principal component analysis - Wikipedia

    en.wikipedia.org/wiki/Principal_component_analysis

    The k-th principal component of a data vector x (i) can therefore be given as a score t k(i) = x (i) ⋅ w (k) in the transformed coordinates, or as the corresponding vector in the space of the original variables, {x (i) ⋅ w (k)} w (k), where w (k) is the kth eigenvector of X T X. The full principal components decomposition of X can therefore ...

  4. Eigenfunction - Wikipedia

    en.wikipedia.org/wiki/Eigenfunction

    In general, an eigenvector of a linear operator D defined on some vector space is a nonzero vector in the domain of D that, when D acts upon it, is simply scaled by some scalar value called an eigenvalue. In the special case where D is defined on a function space, the eigenvectors are referred to as eigenfunctions.

  5. Perron–Frobenius theorem - Wikipedia

    en.wikipedia.org/wiki/Perron–Frobenius_theorem

    Let = be an positive matrix: > for ,.Then the following statements hold. There is a positive real number r, called the Perron root or the Perron–Frobenius eigenvalue (also called the leading eigenvalue, principal eigenvalue or dominant eigenvalue), such that r is an eigenvalue of A and any other eigenvalue λ (possibly complex) in absolute value is strictly smaller than r, |λ| < r.

  6. Principal component regression - Wikipedia

    en.wikipedia.org/wiki/Principal_component_regression

    The principal components: gives a spectral decomposition of where = ⁡ [, …,] = ⁡ [, …,] = with denoting the non-negative eigenvalues (also known as the principal values) of , while the columns of denote the corresponding orthonormal set of eigenvectors.

  7. 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 ...

  8. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    The eigenvectors of A −1 are the same as the eigenvectors of A. Eigenvectors are only defined up to a multiplicative constant. That is, if Av = λv then cv is also an eigenvector for any scalar c ≠ 0. In particular, −v and e iθ v (for any θ) are also eigenvectors.

  9. PageRank - Wikipedia

    en.wikipedia.org/wiki/PageRank

    Hence PageRank is the principal eigenvector of ^. A fast and easy way to compute this is using the power method : starting with an arbitrary vector x ( 0 ) {\displaystyle x(0)} , the operator M ^ {\displaystyle {\widehat {\mathcal {M}}}} is applied in succession, i.e.,