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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

    Eigenvalues and eigenvectors. In linear algebra, an eigenvector (/ ˈaɪɡən -/ EYE-gən-) or characteristic vector is a vector that has its direction unchanged by a given linear transformation. More precisely, an eigenvector, , of a linear transformation, , is scaled by a constant factor, , when the linear transformation is applied to it: .

  4. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    Eigendecomposition of a matrix. In linear algebra, eigendecomposition is the factorization of a matrix into a canonical form, whereby the matrix is represented in terms of its eigenvalues and eigenvectors. Only diagonalizable matrices can be factorized in this way. When the matrix being factorized is a normal or real symmetric matrix, the ...

  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. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    Jacobi eigenvalue algorithm. In numerical linear algebra, the Jacobi eigenvalue algorithm is an iterative method for the calculation of the eigenvalues and eigenvectors of a real symmetric matrix (a process known as diagonalization). It is named after Carl Gustav Jacob Jacobi, who first proposed the method in 1846, [1] but only became widely ...

  7. Symmetric matrix - Wikipedia

    en.wikipedia.org/wiki/Symmetric_matrix

    Symmetric matrix. Symmetry of a 5×5 matrix. In linear algebra, a symmetric matrix is a square matrix that is equal to its transpose. Formally, Because equal matrices have equal dimensions, only square matrices can be symmetric. The entries of a symmetric matrix are symmetric with respect to the main diagonal.

  8. Skew-symmetric matrix - Wikipedia

    en.wikipedia.org/wiki/Skew-symmetric_matrix

    However this last fact can be proved in an elementary way as follows: the eigenvalues of a real skew-symmetric matrix are purely imaginary (see below) and to every eigenvalue there corresponds the conjugate eigenvalue with the same multiplicity; therefore, as the determinant is the product of the eigenvalues, each one repeated according to its ...

  9. Hermitian matrix - Wikipedia

    en.wikipedia.org/wiki/Hermitian_matrix

    Hermitian matrices are applied in the design and analysis of communications system, especially in the field of multiple-input multiple-output (MIMO) systems. Channel matrices in MIMO systems often exhibit Hermitian properties. In graph theory, Hermitian matrices are used to study the spectra of graphs. The Hermitian Laplacian matrix is a key ...