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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    Similarly, the geometric multiplicity of the eigenvalue 3 is 1 because its eigenspace is spanned by just one vector []. The total geometric multiplicity γ A is 2, which is the smallest it could be for a matrix with two distinct eigenvalues. Geometric multiplicities are defined in a later section.

  3. 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 ...

  4. Spectrum of a matrix - Wikipedia

    en.wikipedia.org/wiki/Spectrum_of_a_matrix

    Thus the elements of the spectrum are precisely the eigenvalues of T, and the multiplicity of an eigenvalue λ in the spectrum equals the dimension of the generalized eigenspace of T for λ (also called the algebraic multiplicity of λ). Now, fix a basis B of V over K and suppose M ∈ Mat K (V) is a matrix.

  5. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    Recall that the geometric multiplicity of an eigenvalue can be described as the dimension of the associated eigenspace, the nullspace of λI − A. The algebraic multiplicity can also be thought of as a dimension: it is the dimension of the associated generalized eigenspace (1st sense), which is the nullspace of the matrix ( λ I − A ) k for ...

  6. Spectral theorem - Wikipedia

    en.wikipedia.org/wiki/Spectral_theorem

    This condition implies that all eigenvalues of a Hermitian map are real: To see this, it is enough to apply it to the case when x = y is an eigenvector. (Recall that an eigenvector of a linear map A is a non-zero vector v such that A v = λv for some scalar λ. The value λ is the corresponding eigenvalue.

  7. Characteristic polynomial - Wikipedia

    en.wikipedia.org/wiki/Characteristic_polynomial

    In linear algebra, eigenvalues and eigenvectors play a fundamental role, since, given a linear transformation, an eigenvector is a vector whose direction is not changed by the transformation, and the corresponding eigenvalue is the measure of the resulting change of magnitude of the vector.

  8. Inverse iteration - Wikipedia

    en.wikipedia.org/wiki/Inverse_iteration

    Naively, if at each iteration one solves a linear system, the complexity will be k O(n 3), where k is number of iterations; similarly, calculating the inverse matrix and applying it at each iteration is of complexity k O(n 3). Note, however, that if the eigenvalue estimate remains constant, then we may reduce the complexity to O(n 3) + k O(n 2 ...

  9. Eigenvalues and eigenvectors of the second derivative

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

    These formulas are used to derive the expressions for eigenfunctions of Laplacian in case of separation of variables, as well as to find eigenvalues and eigenvectors of multidimensional discrete Laplacian on a regular grid, which is presented as a Kronecker sum of discrete Laplacians in one-dimension.