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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

    The eigendecomposition of a symmetric positive semidefinite (PSD) matrix yields an orthogonal basis of eigenvectors, each of which has a nonnegative eigenvalue. The orthogonal decomposition of a PSD matrix is used in multivariate analysis, where the sample covariance matrices are PSD.

  4. 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 ...

  5. 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.

  6. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/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).

  7. 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.

  8. Lanczos algorithm - Wikipedia

    en.wikipedia.org/wiki/Lanczos_algorithm

    The Lanczos algorithm is most often brought up in the context of finding the eigenvalues and eigenvectors of a matrix, but whereas an ordinary diagonalization of a matrix would make eigenvectors and eigenvalues apparent from inspection, the same is not true for the tridiagonalization performed by the Lanczos algorithm; nontrivial additional steps are needed to compute even a single eigenvalue ...

  9. Matrix decomposition - Wikipedia

    en.wikipedia.org/wiki/Matrix_decomposition

    Comment: in the complex QZ decomposition, the ratios of the diagonal elements of S to the corresponding diagonal elements of T, = /, are the generalized eigenvalues that solve the generalized eigenvalue problem = (where is an unknown scalar and v is an unknown nonzero vector).