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  2. Eigendecomposition of a matrix - Wikipedia

    en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

    In power iteration, for example, the eigenvector is actually computed before the eigenvalue (which is typically computed by the Rayleigh quotient of the eigenvector). [11] In the QR algorithm for a Hermitian matrix (or any normal matrix), the orthonormal eigenvectors are obtained as a product of the Q matrices from the steps in the algorithm ...

  3. Eigenvalues and eigenvectors - Wikipedia

    en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors

    For a matrix, eigenvalues and eigenvectors can be used to decompose the matrix—for example by diagonalizing it. Eigenvalues and eigenvectors give rise to many closely related mathematical concepts, and the prefix eigen-is applied liberally when naming them:

  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. Principal component analysis - Wikipedia

    en.wikipedia.org/wiki/Principal_component_analysis

    The eigenvalues and eigenvectors are ordered and paired. The jth eigenvalue corresponds to the jth eigenvector. Matrix V denotes the matrix of right eigenvectors (as opposed to left eigenvectors). In general, the matrix of right eigenvectors need not be the (conjugate) transpose of the matrix of left eigenvectors. Rearrange the eigenvectors and ...

  6. Jacobi eigenvalue algorithm - Wikipedia

    en.wikipedia.org/wiki/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).

  7. Lanczos algorithm - Wikipedia

    en.wikipedia.org/wiki/Lanczos_algorithm

    The Lanczos algorithm is most often brought up in the context of finding the eigenvalues and eigenvectors of a matrix, but whereas an ordinary diagonalization of a matrix would make eigenvectors and eigenvalues apparent from inspection, the same is not true for the tridiagonalization performed by the Lanczos algorithm; nontrivial additional steps are needed to compute even a single eigenvalue ...

  8. Singular value decomposition - Wikipedia

    en.wikipedia.org/wiki/Singular_value_decomposition

    For example, some visual area V1 simple cells' receptive fields can be well described [1] by a Gabor filter in the space domain multiplied by a modulation function in the time domain. Thus, given a linear filter evaluated through, for example, reverse correlation , one can rearrange the two spatial dimensions into one dimension, thus yielding a ...

  9. Kernel principal component analysis - Wikipedia

    en.wikipedia.org/wiki/Kernel_principal_component...

    It seems all that's left is to calculate and normalize the , which can be done by solving the eigenvector equation N λ a = K a {\displaystyle N\lambda \mathbf {a} =K\mathbf {a} } where N {\displaystyle N} is the number of data points in the set, and λ {\displaystyle \lambda } and a {\displaystyle \mathbf {a} } are the eigenvalues and ...