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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    Therefore, any vector that points directly to the right or left with no vertical component is an eigenvector of this transformation, because the mapping does not change its direction. Moreover, these eigenvectors all have an eigenvalue equal to one, because the mapping does not change their length either.

  3. Biorthogonal system - Wikipedia

    en.wikipedia.org/wiki/Biorthogonal_system

    An example is the pair of sets of respectively left and right eigenvectors of a matrix, indexed by eigenvalue, if the eigenvalues are distinct. [1] A biorthogonal system in which = and ~ = ~ is an orthonormal system.

  4. Singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Singular_value_decomposition

    Top: The action of M, indicated by its effect on the unit disc D and the two canonical unit vectors e 1 and e 2. Left: The action of V ⁎, a rotation, on D, e 1, and e 2. Bottom: The action of Σ, a scaling by the singular values σ 1 horizontally and σ 2 vertically.

  5. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    Let A be a square n × n matrix with n linearly independent eigenvectors q i (where i = 1, ..., n).Then A can be factored as = where Q is the square n × n matrix whose i th column is the eigenvector q i of A, and Λ is the diagonal matrix whose diagonal elements are the corresponding eigenvalues, Λ ii = λ i.

  6. Perron–Frobenius theorem - Wikipedia

    en.wikipedia.org/wiki/Perron–Frobenius_theorem

    The left and right eigenvectors w and v are sometimes normalized so that the sum of their components is equal to 1; in this case, they are sometimes called stochastic eigenvectors. Often they are normalized so that the right eigenvector v sums to one, while w T v = 1 {\displaystyle w^{T}v=1} .

  7. 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 ...

  8. Modal matrix - Wikipedia

    en.wikipedia.org/wiki/Modal_matrix

    In linear algebra, the modal matrix is used in the diagonalization process involving eigenvalues and eigenvectors. [ 1 ] Specifically the modal matrix M {\displaystyle M} for the matrix A {\displaystyle A} is the n × n matrix formed with the eigenvectors of A {\displaystyle A} as columns in M {\displaystyle M} .

  9. Diffusion map - Wikipedia

    en.wikipedia.org/wiki/Diffusion_map

    where {} is the sequence of eigenvalues of and {} and {} are the biorthogonal left and right eigenvectors respectively. Due to the spectrum decay of the eigenvalues, only a few terms are necessary to achieve a given relative accuracy in this sum.