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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 ...
2. The upper triangle of the matrix S is destroyed while the lower triangle and the diagonal are unchanged. Thus it is possible to restore S if necessary according to for k := 1 to n−1 do ! restore matrix S for l := k+1 to n do S kl := S lk endfor endfor. 3. The eigenvalues are not necessarily in descending order.
The eigenvectors of A −1 are the same as the eigenvectors of A. Eigenvectors are only defined up to a multiplicative constant. That is, if Av = λv then cv is also an eigenvector for any scalar c ≠ 0. In particular, −v and e iθ v (for any θ) are also eigenvectors.
Using generalized eigenvectors, a set of linearly independent eigenvectors of can be extended, if necessary, to a complete basis for . [8] This basis can be used to determine an "almost diagonal matrix" J {\displaystyle J} in Jordan normal form , similar to A {\displaystyle A} , which is useful in computing certain matrix functions of A ...
The set of all eigenvectors of a linear transformation, each paired with its corresponding eigenvalue, is called the eigensystem of that transformation. [7] [8] The set of all eigenvectors of T corresponding to the same eigenvalue, together with the zero vector, is called an eigenspace, or the characteristic space of T associated with that ...
The basic idea of the power iteration is choosing an initial vector (either an eigenvector approximation or a random vector) and iteratively calculating ,,,....Except for a set of zero measure, for any initial vector, the result will converge to an eigenvector corresponding to the dominant eigenvalue.
The eigenvalues of a matrix are always computable. We will now discuss how these difficulties manifest in the basic QR algorithm. This is illustrated in Figure 2. Recall that the ellipses represent positive-definite symmetric matrices. As the two eigenvalues of the input matrix approach each other, the input ellipse changes into a circle.
In mathematics, the spectrum of a matrix is the set of its eigenvalues. [ 1 ] [ 2 ] [ 3 ] More generally, if T : V → V {\displaystyle T\colon V\to V} is a linear operator on any finite-dimensional vector space , its spectrum is the set of scalars λ {\displaystyle \lambda } such that T − λ I {\displaystyle T-\lambda I} is not invertible .