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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    [10] In the early 19th century, Augustin-Louis Cauchy saw how their work could be used to classify the quadric surfaces, and generalized it to arbitrary dimensions. [11] Cauchy also coined the term racine caractéristique (characteristic root), for what is now called eigenvalue; his term survives in characteristic equation. [b]

  3. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    A conjugate eigenvector or coneigenvector is a vector sent after transformation to a scalar multiple of its conjugate, where the scalar is called the conjugate eigenvalue or coneigenvalue of the linear transformation. The coneigenvectors and coneigenvalues represent essentially the same information and meaning as the regular eigenvectors and ...

  4. Eigenvalues and eigenvectors of the second derivative

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

    Note that there are 2n + 1 of these values, but only the first n + 1 are unique. The (n + 1)th value gives us the zero vector as an eigenvector with eigenvalue 0, which is trivial. This can be seen by returning to the original recurrence. So we consider only the first n of these values to be the n eigenvalues of the Dirichlet - Neumann problem.

  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. 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.

  7. QR algorithm - Wikipedia

    en.wikipedia.org/wiki/QR_algorithm

    The eigenvalues of a matrix are always computable. We will now discuss how these difficulties manifest in the basic QR algorithm. This is illustrated in Figure 2. Recall that the ellipses represent positive-definite symmetric matrices. As the two eigenvalues of the input matrix approach each other, the input ellipse changes into a circle.

  8. Arnoldi iteration - Wikipedia

    en.wikipedia.org/wiki/Arnoldi_iteration

    In numerical linear algebra, the Arnoldi iteration is an eigenvalue algorithm and an important example of an iterative method.Arnoldi finds an approximation to the eigenvalues and eigenvectors of general (possibly non-Hermitian) matrices by constructing an orthonormal basis of the Krylov subspace, which makes it particularly useful when dealing with large sparse matrices.

  9. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    In case of a symmetric matrix we have of =, hence the singular values of are the absolute values of the eigenvalues of 2-norm and spectral radius The 2-norm of a matrix A is the norm based on the Euclidean vectornorm; that is, the largest value ‖ ‖ when x runs through all vectors with ‖ ‖ =. It is the largest singular value of . In case ...