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  2. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    The eigenvalue and eigenvector problem can also be defined for row vectors that left multiply matrix . In this formulation, the defining equation is. where is a scalar and is a matrix. Any row vector satisfying this equation is called a left eigenvector of and is its associated eigenvalue.

  3. Eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Eigenvalue_algorithm

    The corresponding matrix of eigenvectors is unitary. The eigenvalues of a Hermitian matrix are real, since (λ − λ)v = (A* − A)v = (A − A)v = 0 for a non-zero eigenvector v. If A is real, there is an orthonormal basis for Rn consisting of eigenvectors of A if and only if A is symmetric.

  4. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm

    Jacobi eigenvalue algorithm. In numerical linear algebra, the Jacobi eigenvalue algorithm is an iterative method for the calculation of the eigenvalues and eigenvectors of a real symmetric matrix (a process known as diagonalization ). It is named after Carl Gustav Jacob Jacobi, who first proposed the method in 1846, [1] but only became widely ...

  5. Power iteration - Wikipedia

    en.wikipedia.org/wiki/Power_iteration

    In mathematics, power iteration (also known as the power method) is an eigenvalue algorithm: given a diagonalizable matrix , the algorithm will produce a number , which is the greatest (in absolute value) eigenvalue of , and a nonzero vector , which is a corresponding eigenvector of , that is, . The algorithm is also known as the Von Mises ...

  6. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    Eigendecomposition of a matrix. In linear algebra, eigendecomposition is the factorization of a matrix into a canonical form, whereby the matrix is represented in terms of its eigenvalues and eigenvectors. Only diagonalizable matrices can be factorized in this way.

  7. QR algorithm - Wikipedia

    en.wikipedia.org/wiki/QR_algorithm

    QR algorithm. In numerical linear algebra, the QR algorithm or QR iteration is an eigenvalue algorithm: that is, a procedure to calculate the eigenvalues and eigenvectors of a matrix. The QR algorithm was developed in the late 1950s by John G. F. Francis and by Vera N. Kublanovskaya, working independently.

  8. Jacobian matrix and determinant - Wikipedia

    en.wikipedia.org/wiki/Jacobian_matrix_and...

    The linear map h → J(x) ⋅ h is known as the derivative or the differential of f at x . When m = n, the Jacobian matrix is square, so its determinant is a well-defined function of x, known as the Jacobian determinant of f. It carries important information about the local behavior of f.

  9. Rotation matrix - Wikipedia

    en.wikipedia.org/wiki/Rotation_matrix

    Rotation matrix. In linear algebra, a rotation matrix is a transformation matrix that is used to perform a rotation in Euclidean space. For example, using the convention below, the matrix. rotates points in the xy plane counterclockwise through an angle θ about the origin of a two-dimensional Cartesian coordinate system.