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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    On the other hand, the geometric multiplicity of the eigenvalue 2 is only 1, because its eigenspace is spanned by just one vector [] and is therefore 1-dimensional. Similarly, the geometric multiplicity of the eigenvalue 3 is 1 because its eigenspace is spanned by just one vector [ 0 0 0 1 ] T {\displaystyle {\begin{bmatrix}0&0&0&1\end{bmatrix ...

  3. Jordan normal form - Wikipedia

    en.wikipedia.org/wiki/Jordan_normal_form

    This shows that the eigenvalues are 1, 2, 4 and 4, according to algebraic multiplicity. The eigenspace corresponding to the eigenvalue 1 can be found by solving the equation Av = λv. It is spanned by the column vector v = (−1, 1, 0, 0) T. Similarly, the eigenspace corresponding to the eigenvalue 2 is spanned by w = (1, −1, 0, 1) T.

  4. 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.

  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. Rayleigh quotient - Wikipedia

    en.wikipedia.org/wiki/Rayleigh_quotient

    As stated in the introduction, for any vector x, one has (,) [,], where , are respectively the smallest and largest eigenvalues of .This is immediate after observing that the Rayleigh quotient is a weighted average of eigenvalues of M: (,) = = = = where (,) is the -th eigenpair after orthonormalization and = is the th coordinate of x in the eigenbasis.

  7. 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.

  8. Dirichlet eigenvalue - Wikipedia

    en.wikipedia.org/wiki/Dirichlet_eigenvalue

    This operator is invertible, and its inverse is compact and self-adjoint so that the usual spectral theorem can be applied to obtain the eigenspaces of Δ and the reciprocals 1/λ of its eigenvalues. One of the primary tools in the study of the Dirichlet eigenvalues is the max-min principle: the first eigenvalue λ 1 minimizes the Dirichlet ...

  9. Characteristic polynomial - Wikipedia

    en.wikipedia.org/wiki/Characteristic_polynomial

    The characteristic equation, also known as the determinantal equation, [1] [2] [3] is the equation obtained by equating the characteristic polynomial to zero. In spectral graph theory, the characteristic polynomial of a graph is the characteristic polynomial of its adjacency matrix. [4]