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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    Using the Leibniz formula for determinants, the left-hand side of equation is a polynomial function of the variable λ and the degree of this polynomial is n, the order of the matrix A. Its coefficients depend on the entries of A, except that its term of degree n is always (−1) n λ n. This polynomial is called the characteristic polynomial of A.

  3. Quadratic eigenvalue problem - Wikipedia

    en.wikipedia.org/wiki/Quadratic_eigenvalue_problem

    Quadratic eigenvalue problems arise naturally in the solution of systems of second order linear differential equations without forcing: ″ + ′ + = Where (), and ,,.If all quadratic eigenvalues of () = + + are distinct, then the solution can be written in terms of the quadratic eigenvalues and right quadratic eigenvectors as

  4. 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.

  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. Eigenvalues and eigenvectors of the second derivative

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

    Notation: The index j represents the jth eigenvalue or eigenvector. The index i represents the ith component of an eigenvector. Both i and j go from 1 to n, where the matrix is size n x n. Eigenvectors are normalized. The eigenvalues are ordered in descending order.

  7. Singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Singular_value_decomposition

    A singular value for which we can find two left (or right) singular vectors that are linearly independent is called degenerate. If ⁠ u 1 {\displaystyle \mathbf {u} _{1}} ⁠ and ⁠ u 2 {\displaystyle \mathbf {u} _{2}} ⁠ are two left-singular vectors which both correspond to the singular value σ, then any normalized linear combination of ...

  8. Eigenfunction - Wikipedia

    en.wikipedia.org/wiki/Eigenfunction

    This differential equation can be solved by multiplying both sides by () and integrating. Its solution, the exponential function f ( t ) = f 0 e λ t , {\displaystyle f(t)=f_{0}e^{\lambda t},} is the eigenfunction of the derivative operator, where f 0 is a parameter that depends on the boundary conditions.

  9. Nonlinear eigenproblem - Wikipedia

    en.wikipedia.org/wiki/Nonlinear_eigenproblem

    Eigenvector nonlinearities is a related, but different, form of nonlinearity that is sometimes studied. In this case the function M {\displaystyle M} maps vectors to matrices, or sometimes hermitian matrices to hermitian matrices.