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  2. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    In power iteration, for example, the eigenvector is actually computed before the eigenvalue (which is typically computed by the Rayleigh quotient of the eigenvector). [11] In the QR algorithm for a Hermitian matrix (or any normal matrix), the orthonormal eigenvectors are obtained as a product of the Q matrices from the steps in the algorithm. [11]

  3. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    The first principal eigenvector of the graph is also referred to merely as the principal eigenvector. The principal eigenvector is used to measure the centrality of its vertices. An example is Google's PageRank algorithm. The principal eigenvector of a modified adjacency matrix of the

  4. 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.

  5. Principal component analysis - Wikipedia

    en.wikipedia.org/wiki/Principal_component_analysis

    Matrix V, also of dimension p × p, contains p column vectors, each of length p, which represent the p eigenvectors of the covariance matrix C. The eigenvalues and eigenvectors are ordered and paired. The jth eigenvalue corresponds to the jth eigenvector. Matrix V denotes the matrix of right eigenvectors (as opposed to left eigenvectors). In ...

  6. 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 ...

  7. Eigenfunction - Wikipedia

    en.wikipedia.org/wiki/Eigenfunction

    In general, an eigenvector of a linear operator D defined on some vector space is a nonzero vector in the domain of D that, when D acts upon it, is simply scaled by some scalar value called an eigenvalue. In the special case where D is defined on a function space, the eigenvectors are referred to as eigenfunctions.

  8. Eigenvalues and eigenvectors of the second derivative

    en.wikipedia.org/wiki/Eigenvalues_and...

    Notation: The index j represents the jth eigenvalue or eigenvector. The index i represents the ith component of an eigenvector. Both i and j go from 1 to n, where the matrix is size n x n. Eigenvectors are normalized. The eigenvalues are ordered in descending order.

  9. Sylvester's formula - Wikipedia

    en.wikipedia.org/wiki/Sylvester's_formula

    In matrix theory, Sylvester's formula or Sylvester's matrix theorem (named after J. J. Sylvester) or Lagrange−Sylvester interpolation expresses an analytic function f(A) of a matrix A as a polynomial in A, in terms of the eigenvalues and eigenvectors of A. [1] [2] It states that [3]