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  2. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    The decomposition can be derived from the fundamental property of eigenvectors: = = =. The linearly independent eigenvectors q i with nonzero eigenvalues form a basis (not necessarily orthonormal) for all possible products Ax, for x ∈ C n, which is the same as the image (or range) of the corresponding matrix transformation, and also the ...

  3. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    Eigenvalues and eigenvectors give rise to many closely related mathematical concepts, and the prefix eigen-is applied liberally when naming them: The set of all eigenvectors of a linear transformation, each paired with its corresponding eigenvalue, is called the eigensystem of that transformation. [7] [8]

  4. 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.

  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. LOBPCG - Wikipedia

    en.wikipedia.org/wiki/LOBPCG

    A simple work-around is to negate the function, substituting -D T (D X) for D T (D X) and thus reversing the order of the eigenvalues, since LOBPCG does not care if the matrix of the eigenvalue problem is positive definite or not. [9] LOBPCG for PCA and SVD is implemented in SciPy since revision 1.4.0 [13]

  7. Singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Singular_value_decomposition

    There is an alternative way that does not explicitly use the eigenvalue decomposition. [24] Usually the singular value problem of a matrix ⁠ M {\displaystyle \mathbf {M} } ⁠ is converted into an equivalent symmetric eigenvalue problem such as ⁠ M M ∗ , {\displaystyle \mathbf {M} \mathbf {M} ^{*},} ⁠ ⁠ M ∗ M , {\displaystyle ...

  8. Schur decomposition - Wikipedia

    en.wikipedia.org/wiki/Schur_decomposition

    The generalized Schur decomposition is also sometimes called the QZ decomposition. [ 2 ] : 375 [ 9 ] The generalized eigenvalues λ {\displaystyle \lambda } that solve the generalized eigenvalue problem A x = λ B x {\displaystyle A\mathbf {x} =\lambda B\mathbf {x} } (where x is an unknown nonzero vector) can be calculated as the ratio of the ...

  9. 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.