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  2. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    When the eigenvalues (and eigenvectors) of a symmetric matrix are known, the following values are easily calculated. Singular values The singular values of a (square) matrix are the square roots of the (non-negative) eigenvalues of .

  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. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    The set of all eigenvectors of a linear transformation, each paired with its corresponding eigenvalue, is called the eigensystem of that transformation. [7] [8] 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 ...

  5. Eigenvalues and eigenvectors of the second derivative

    en.wikipedia.org/wiki/Eigenvalues_and...

    Notation: The index j represents the jth eigenvalue or eigenvector. The index i represents the ith component of an eigenvector. Both i and j go from 1 to n, where the matrix is size n x n. Eigenvectors are normalized. The eigenvalues are ordered in descending order.

  6. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    If A is Hermitian and full-rank, the basis of eigenvectors may be chosen to be mutually orthogonal. The eigenvalues are real. 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.

  7. Generalized eigenvector - Wikipedia

    en.wikipedia.org/wiki/Generalized_eigenvector

    In linear algebra, a generalized eigenvector of an matrix is a vector which satisfies certain criteria which are more relaxed than those for an (ordinary) eigenvector. [1]Let be an -dimensional vector space and let be the matrix representation of a linear map from to with respect to some ordered basis.

  8. QR algorithm - Wikipedia

    en.wikipedia.org/wiki/QR_algorithm

    In numerical linear algebra, the QR algorithm or QR iteration is an eigenvalue algorithm: that is, a procedure to calculate the eigenvalues and eigenvectors of a matrix.The QR algorithm was developed in the late 1950s by John G. F. Francis and by Vera N. Kublanovskaya, working independently.

  9. Rayleigh–Ritz method - Wikipedia

    en.wikipedia.org/wiki/Rayleigh–Ritz_method

    The kinetic energy term involves the square of the time derivative of (,) and thus gains a factor of . Thus, we can calculate the total energy of the system and express it in the following form: E = T + V ≡ A [ Y ( x ) ] ω 2 sin 2 ⁡ ω t + B [ Y ( x ) ] cos 2 ⁡ ω t {\displaystyle E=T+V\equiv A[Y(x)]\omega ^{2}\sin ^{2}\omega t+B[Y(x ...