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  2. 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 ...

  3. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    Thus one can only calculate the numerical rank by making a decision which of the eigenvalues are close enough to zero. Pseudo-inverse The pseudo inverse of a matrix A {\displaystyle A} is the unique matrix X = A + {\displaystyle X=A^{+}} for which A X {\displaystyle AX} and X A {\displaystyle XA} are symmetric and for which A X A = A , X A X ...

  4. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    Let A be a square n × n matrix with n linearly independent eigenvectors q i (where i = 1, ..., n).Then A can be factored as = where Q is the square n × n matrix whose i th column is the eigenvector q i of A, and Λ is the diagonal matrix whose diagonal elements are the corresponding eigenvalues, Λ ii = λ i.

  5. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    In spectral graph theory, an eigenvalue of a graph is defined as an eigenvalue of the graph's adjacency matrix, or (increasingly) of the graph's Laplacian matrix due to its discrete Laplace operator, which is either (sometimes called the combinatorial Laplacian) or / / (sometimes called the normalized Laplacian), where is a diagonal matrix with ...

  6. 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.

  7. Schur decomposition - Wikipedia

    en.wikipedia.org/wiki/Schur_decomposition

    The generalized eigenvalues that solve the generalized eigenvalue problem = (where x is an unknown nonzero vector) can be calculated as the ratio of the diagonal elements of S to those of T. That is, using subscripts to denote matrix elements, the i th generalized eigenvalue λ i {\displaystyle \lambda _{i}} satisfies λ i = S i i / T i i ...

  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. Characteristic polynomial - Wikipedia

    en.wikipedia.org/wiki/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.