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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. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    then v is an eigenvector of the linear transformation A and the scale factor λ is the eigenvalue corresponding to that eigenvector. Equation ( 1 ) is the eigenvalue equation for the matrix A . Equation ( 1 ) can be stated equivalently as

  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. Matrix decomposition - Wikipedia

    en.wikipedia.org/wiki/Matrix_decomposition

    Comment: in the complex QZ decomposition, the ratios of the diagonal elements of S to the corresponding diagonal elements of T, = /, are the generalized eigenvalues that solve the generalized eigenvalue problem = (where is an unknown scalar and v is an unknown nonzero vector).

  6. Singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Singular_value_decomposition

    The singular value decomposition is very general in the sense that it can be applied to any ⁠ ⁠ matrix, whereas eigenvalue decomposition can only be applied to square diagonalizable matrices. Nevertheless, the two decompositions are related.

  7. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    In numerical linear algebra, the Jacobi eigenvalue algorithm is an iterative method for the calculation of the eigenvalues and eigenvectors of a real symmetric matrix (a process known as diagonalization).

  8. 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 ...

  9. Jordan normal form - Wikipedia

    en.wikipedia.org/wiki/Jordan_normal_form

    This shows that the eigenvalues are 1, 2, 4 and 4, according to algebraic multiplicity. The eigenspace corresponding to the eigenvalue 1 can be found by solving the equation Av = λv. It is spanned by the column vector v = (−1, 1, 0, 0) T. Similarly, the eigenspace corresponding to the eigenvalue 2 is spanned by w = (1, −1, 0, 1) T.