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  2. 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 ...

  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

    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: .

  5. Diagonal matrix - Wikipedia

    en.wikipedia.org/wiki/Diagonal_matrix

    In linear algebra, a diagonal matrix is a matrix in which the entries outside the main diagonal are all zero; the term usually refers to square matrices. Elements of the main diagonal can either be zero or nonzero. An example of a 2×2 diagonal matrix is , while an example of a 3×3 diagonal matrix is . An identity matrix of any size, or any ...

  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. Rotation matrix - Wikipedia

    en.wikipedia.org/wiki/Rotation_matrix

    For example, in 2-space n = 2, a rotation by angle θ has eigenvalues λ = e iθ and λ = e −iθ, so there is no axis of rotation except when θ = 0, the case of the null rotation. In 3-space n = 3, the axis of a non-null proper rotation is always a unique line, and a rotation around this axis by angle θ has eigenvalues λ = 1, e iθ, e −iθ.

  8. Jordan normal form - Wikipedia

    en.wikipedia.org/wiki/Jordan_normal_form

    The lambdas are the eigenvalues of the matrix; they need not be distinct. In linear algebra, a Jordan normal form, also known as a Jordan canonical form, [1][2] is an upper triangular matrix of a particular form called a Jordan matrix representing a linear operator on a finite-dimensional vector space with respect to some basis.

  9. Characteristic polynomial - Wikipedia

    en.wikipedia.org/wiki/Characteristic_polynomial

    Characteristic polynomial. In linear algebra, the characteristic polynomial of a square matrix is a polynomial which is invariant under matrix similarity and has the eigenvalues as roots. It has the determinant and the trace of the matrix among its coefficients. The characteristic polynomial of an endomorphism of a finite-dimensional vector ...