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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    The eigenvectors and eigenvalues of a linear transformation serve to ... An important quantity associated with the spectrum is the maximum absolute value of any ...

  3. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    The eigenvalues are real. The eigenvectors of A −1 are the same as the eigenvectors of A. Eigenvectors are only defined up to a multiplicative constant. That is, if Av = λv then cv is also an eigenvector for any scalar c ≠ 0. In particular, −v and e iθ v (for any θ) are also eigenvectors.

  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. Singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Singular_value_decomposition

    ⁠ For every unit length eigenvector ⁠ ⁠ of ⁠ ⁠ its eigenvalue is ⁠ (), ⁠ so ⁠ ⁠ is the largest eigenvalue of ⁠. ⁠ The same calculation performed on the orthogonal complement of ⁠ u {\displaystyle \mathbf {u} } ⁠ gives the next largest eigenvalue and so on.

  6. Principal component analysis - Wikipedia

    en.wikipedia.org/wiki/Principal_component_analysis

    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 general, the matrix of right eigenvectors need not be the (conjugate) transpose of the matrix of left eigenvectors. Rearrange the eigenvectors and ...

  7. Rayleigh quotient - Wikipedia

    en.wikipedia.org/wiki/Rayleigh_quotient

    As stated in the introduction, for any vector x, one has (,) [,], where , are respectively the smallest and largest eigenvalues of .This is immediate after observing that the Rayleigh quotient is a weighted average of eigenvalues of M: (,) = = = = where (,) is the -th eigenpair after orthonormalization and = is the th coordinate of x in the eigenbasis.

  8. Eigenvalues and eigenvectors - en.wikipedia.org

    en.wikipedia.org/.../Eigenvalues_and_eigenvectors

    In linear algebra, it is often important to know which vectors have their directions unchanged by a given linear transformation. An eigenvector (/ ˈ aɪ ɡ ən-/ EYE-gən-) or ch

  9. Eigenvalue perturbation - Wikipedia

    en.wikipedia.org/wiki/Eigenvalue_perturbation

    Rellich draws the following important consequence. << Since in general the individual eigenvectors do not depend continuously on the perturbation parameter even though the operator () does, it is necessary to work, not with an eigenvector, but rather with the space spanned by all the eigenvectors belonging to the same eigenvalue. >>