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  2. Eigenvector centrality - Wikipedia

    en.wikipedia.org/wiki/Eigenvector_centrality

    In graph theory, eigenvector centrality (also called eigencentrality or prestige score [1]) is a measure of the influence of a node in a connected network.Relative scores are assigned to all nodes in the network based on the concept that connections to high-scoring nodes contribute more to the score of the node in question than equal connections to low-scoring nodes.

  3. Katz centrality - Wikipedia

    en.wikipedia.org/wiki/Katz_centrality

    t. e. In graph theory, the Katz centrality or alpha centrality of a node is a measure of centrality in a network. It was introduced by Leo Katz in 1953 and is used to measure the relative degree of influence of an actor (or node) within a social network. [1] Unlike typical centrality measures which consider only the shortest path (the geodesic ...

  4. Perron–Frobenius theorem - Wikipedia

    en.wikipedia.org/wiki/Perron–Frobenius_theorem

    Let = be an positive matrix: > for ,.Then the following statements hold. There is a positive real number r, called the Perron root or the Perron–Frobenius eigenvalue (also called the leading eigenvalue, principal eigenvalue or dominant eigenvalue), such that r is an eigenvalue of A and any other eigenvalue λ (possibly complex) in absolute value is strictly smaller than r, |λ| < r.

  5. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    In linear algebra, an eigenvector (/ ˈaɪɡən -/ EYE-gən-) or characteristic vector is a vector that has its direction unchanged by a given linear transformation. More precisely, an eigenvector, , of a linear transformation, , is scaled by a constant factor, , when the linear transformation is applied to it: . It is often important to know ...

  6. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    hide. 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. When the matrix being factorized is a normal or real symmetric matrix, the decomposition is called ...

  7. Generalized eigenvector - Wikipedia

    en.wikipedia.org/wiki/Generalized_eigenvector

    In linear algebra, a generalized eigenvector of an matrix is a vector which satisfies certain criteria which are more relaxed than those for an (ordinary) eigenvector. [1] Let be an -dimensional vector space and let be the matrix representation of a linear map from to with respect to some ordered basis.

  8. Eigenvalues and eigenvectors of the second derivative

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

    Explicit formulas for eigenvalues and eigenvectors of the second derivative with different boundary conditions are provided both for the continuous and discrete cases. In the discrete case, the standard central difference approximation of the second derivative is used on a uniform grid. These formulas are used to derive the expressions for ...

  9. Jordan normal form - Wikipedia

    en.wikipedia.org/wiki/Jordan_normal_form

    The lambdas are the eigenvalues of the matrix; they need not be distinct. In linear algebra, a Jordan normal form, also known as a Jordan canonical form, [1][2] is an upper triangular matrix of a particular form called a Jordan matrix representing a linear operator on a finite-dimensional vector space with respect to some basis.