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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    On the other hand, the geometric multiplicity of the eigenvalue 2 is only 1, because its eigenspace is spanned by just one vector [] and is therefore 1-dimensional. Similarly, the geometric multiplicity of the eigenvalue 3 is 1 because its eigenspace is spanned by just one vector [ 0 0 0 1 ] T {\displaystyle {\begin{bmatrix}0&0&0&1\end{bmatrix ...

  3. Spectrum of a matrix - Wikipedia

    en.wikipedia.org/wiki/Spectrum_of_a_matrix

    The determinant of the matrix equals the product of its eigenvalues. Similarly, the trace of the matrix equals the sum of its eigenvalues. [4] [5] [6] From this point of view, we can define the pseudo-determinant for a singular matrix to be the product of its nonzero eigenvalues (the density of multivariate normal distribution will need this ...

  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. Jordan normal form - Wikipedia

    en.wikipedia.org/wiki/Jordan_normal_form

    Similarly, the eigenspace corresponding to the eigenvalue 2 is spanned by w = (1, −1, 0, 1) T. Finally, the eigenspace corresponding to the eigenvalue 4 is also one-dimensional (even though this is a double eigenvalue) and is spanned by x = (1, 0, −1, 1) T. So, the geometric multiplicity (that is, the dimension of the eigenspace of the

  6. Affine involution - Wikipedia

    en.wikipedia.org/wiki/Affine_involution

    In the case that the eigenspace for eigenvalue 1 is the orthogonal complement of that for eigenvalue1, i.e., every eigenvector with eigenvalue 1 is orthogonal to every eigenvector with eigenvalue1, such an affine involution is an isometry. The two extreme cases for which this always applies are the identity function and inversion in a ...

  7. 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.

  8. Eigenvalue, eigenvector, and eigenspace - Wikipedia

    en.wikipedia.org/?title=Eigenvalue,_eigenvector...

    Download as PDF; Printable version; ... move to sidebar hide. From Wikipedia, the free encyclopedia. Redirect page. Redirect to: Eigenvalues and eigenvectors;

  9. 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.