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  2. Eigenfunction - Wikipedia

    en.wikipedia.org/wiki/Eigenfunction

    Functions can be written as a linear combination of the basis functions, = = (), for example through a Fourier expansion of f(t). The coefficients b j can be stacked into an n by 1 column vector b = [b 1 b 2 … b n] T. In some special cases, such as the coefficients of the Fourier series of a sinusoidal function, this column vector has finite ...

  3. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    For a matrix, eigenvalues and eigenvectors can be used to decompose the matrix—for example by diagonalizing it. Eigenvalues and eigenvectors give rise to many closely related mathematical concepts, and the prefix eigen-is applied liberally when naming them:

  4. 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 ...

  5. 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.

  6. Spectrum of a matrix - Wikipedia

    en.wikipedia.org/wiki/Spectrum_of_a_matrix

    In mathematics, the spectrum of a matrix is the set of its eigenvalues. [ 1 ] [ 2 ] [ 3 ] More generally, if T : V → V {\displaystyle T\colon V\to V} is a linear operator on any finite-dimensional vector space , its spectrum is the set of scalars λ {\displaystyle \lambda } such that T − λ I {\displaystyle T-\lambda I} is not invertible .

  7. Rayleigh–Ritz method - Wikipedia

    en.wikipedia.org/wiki/Rayleigh–Ritz_method

    A mathematical explanation for the exact approximation is based on the fact that the column space of the matrix happens to be exactly the same as the subspace spanned by the two eigenvectors = and = in this example.

  8. Nonlinear eigenproblem - Wikipedia

    en.wikipedia.org/wiki/Nonlinear_eigenproblem

    In mathematics, a nonlinear eigenproblem, sometimes nonlinear eigenvalue problem, is a generalization of the (ordinary) eigenvalue problem to equations that depend nonlinearly on the eigenvalue. Specifically, it refers to equations of the form

  9. Rayleigh theorem for eigenvalues - Wikipedia

    en.wikipedia.org/wiki/Rayleigh_theorem_for...

    In mathematics, the Rayleigh theorem for eigenvalues pertains to the behavior of the solutions of an eigenvalue equation as the number of basis functions employed in its resolution increases. Rayleigh, Lord Rayleigh , and 3rd Baron Rayleigh are the titles of John William Strutt , after the death of his father, the 2nd Baron Rayleigh.