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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    The first principal eigenvector of the graph is also referred to merely as the principal eigenvector. The principal eigenvector is used to measure the centrality of its vertices. An example is Google's PageRank algorithm. The principal eigenvector of a modified adjacency matrix of the

  3. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    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. [11] (For more general matrices, the QR algorithm yields the Schur decomposition first, from which the eigenvectors can be obtained by a backsubstitution procedure. [13])

  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. Principal component analysis - Wikipedia

    en.wikipedia.org/wiki/Principal_component_analysis

    Matrix V, also of dimension p × p, contains p column vectors, each of length p, which represent the p eigenvectors of the covariance matrix C. 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 ...

  6. Perron–Frobenius theorem - Wikipedia

    en.wikipedia.org/wiki/Perron–Frobenius_theorem

    Let = be an positive matrix: > for ,.Then the following statements hold. There is a positive real number r, called the Perron root or the Perron–Frobenius eigenvalue (also called the leading eigenvalue, principal eigenvalue or dominant eigenvalue), such that r is an eigenvalue of A and any other eigenvalue λ (possibly complex) in absolute value is strictly smaller than r, |λ| < r.

  7. Matrix (mathematics) - Wikipedia

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

    A principal submatrix is a square submatrix obtained by removing certain rows and columns. The definition varies from author to author. ... the eigenvectors of a ...

  8. 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, =.

  9. 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