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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    The transformation matrix A = [] preserves the direction of purple vectors parallel to v λ=1 = [11] T and blue vectors parallel to v λ=3 = [1 1] T. The red vectors are not parallel to either eigenvector, so, their directions are changed by the transformation.

  3. Eigenvalues and eigenvectors of the second derivative

    en.wikipedia.org/wiki/Eigenvalues_and...

    Note that there are 2n + 1 of these values, but only the first n + 1 are unique. The (n + 1)th value gives us the zero vector as an eigenvector with eigenvalue 0, which is trivial. This can be seen by returning to the original recurrence. So we consider only the first n of these values to be the n eigenvalues of the Dirichlet - Neumann problem.

  4. 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 ...

  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. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    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.

  7. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    restore matrix S for l := k+1 to n do S kl := S lk endfor endfor. 3. The eigenvalues are not necessarily in descending order. This can be achieved by a simple sorting algorithm. for k := 1 to n−1 do m := k for l := k+1 to n do if e l > e m then m := l endif endfor if k ≠ m then swap e m,e k swap E m,E k endif endfor. 4.

  8. Sylvester's formula - Wikipedia

    en.wikipedia.org/wiki/Sylvester's_formula

    In matrix theory, Sylvester's formula or Sylvester's matrix theorem (named after J. J. Sylvester) or Lagrange−Sylvester interpolation expresses an analytic function f(A) of a matrix A as a polynomial in A, in terms of the eigenvalues and eigenvectors of A. [1] [2] It states that [3]

  9. Rayleigh–Ritz method - Wikipedia

    en.wikipedia.org/wiki/Rayleigh–Ritz_method

    The lowest value among (i=1,2,..,N), , will be the best approximation to the ground state for the basis functions used. The remaining N-1 energies are estimates of excited state energies. An approximation for the wave function of state i can be obtained by finding the coefficients { c j } {\displaystyle \left\lbrace c_{j}\right\rbrace } from ...