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  2. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    A conjugate eigenvector or coneigenvector is a vector sent after transformation to a scalar multiple of its conjugate, where the scalar is called the conjugate eigenvalue or coneigenvalue of the linear transformation. The coneigenvectors and coneigenvalues represent essentially the same information and meaning as the regular eigenvectors and ...

  3. Vectorization (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Vectorization_(mathematics)

    In Matlab/GNU Octave a matrix A can be vectorized by A(:). GNU Octave also allows vectorization and half-vectorization with vec(A) and vech(A) respectively. Julia has the vec(A) function as well. In Python NumPy arrays implement the flatten method, [note 1] while in R the desired effect can be achieved via the c() or as.vector() functions.

  4. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    If the linear transformation is expressed in the form of an n by n matrix A, then the eigenvalue equation for a linear transformation above can be rewritten as the matrix multiplication =, where the eigenvector v is an n by 1 matrix. For a matrix, eigenvalues and eigenvectors can be used to decompose the matrix—for example by diagonalizing it.

  5. 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 ...

  6. QR algorithm - Wikipedia

    en.wikipedia.org/wiki/QR_algorithm

    The vector converges to an eigenvector of the largest eigenvalue. Instead, the QR algorithm works with a complete basis of vectors, using QR decomposition to renormalize (and orthogonalize). For a symmetric matrix A , upon convergence, AQ = QΛ , where Λ is the diagonal matrix of eigenvalues to which A converged, and where Q is a composite of ...

  7. Power iteration - Wikipedia

    en.wikipedia.org/wiki/Power_iteration

    In mathematics, power iteration (also known as the power method) is an eigenvalue algorithm: given a diagonalizable matrix, the algorithm will produce a number , which is the greatest (in absolute value) eigenvalue of , and a nonzero vector , which is a corresponding eigenvector of , that is, =.

  8. Singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Singular_value_decomposition

    The matrix ⁠ ⁠ maps the basis vector ⁠ ⁠ to the stretched unit vector ⁠. ⁠ By the definition of a unitary matrix, the same is true for their conjugate transposes ⁠ U ∗ {\displaystyle \mathbf {U} ^{*}} ⁠ and ⁠ V , {\displaystyle \mathbf {V} ,} ⁠ except the geometric interpretation of the singular values as stretches is lost.

  9. 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.