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 "spectral decomposition", derived from the spectral theorem.
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linear algebra, eigendecomposition is the factorization ofamatrix into a canonical form, whereby the matrix is represented in terms of its eigenvalues...
mathematical discipline of linear algebra, amatrix decomposition or matrix factorization is a factorization ofamatrix into a product of matrices. There are...
of matrices), and the eigenvalues of matrices (eigendecompositionofamatrix, eigenvalue perturbation theory). The set of all m × n matrices over a field...
Spectral decomposition is any of several things: Spectral decomposition for matrix: eigendecompositionofamatrix Spectral decomposition for linear operator:...
mathematics, the spectrum ofamatrix is the set of its eigenvalues. More generally, if T : V → V {\displaystyle T\colon V\to V} is a linear operator on any...
_{n}} ofa Hermitian matrix are chosen and written as the columns of the matrix U, then one eigendecompositionofA is A = U Λ U H {\displaystyle A=U\Lambda...
algorithm. A tridiagonal matrix is amatrix that is both upper and lower Hessenberg matrix. In particular, a tridiagonal matrix is a direct sum of p 1-by-1...
an eigendecompositionof M {\displaystyle M} , where P {\displaystyle P} is a unitary complex matrix whose columns comprise an orthonormal basis of eigenvectors...
field of graph theory, the Laplacian matrix, also called the graph Laplacian, admittance matrix, Kirchhoff matrix or discrete Laplacian, is amatrix representation...
denoted by A−1. Matrix inversion is the process of finding the inverse matrixof an invertible matrix.[citation needed] Over a field, a square matrix that is...
arbitrary matrices. Eigendecompositionofamatrix Wiener–Khinchin theorem Hawkins, Thomas (1975). "Cauchy and the spectral theory of matrices". Historia...
generalizes the eigendecompositionofa square normal matrix with an orthonormal eigenbasis to any m × n {\displaystyle m\times n} matrix. It is related...
solution by finding the eigendecompositionofa larger system. For the CARE, we define the Hamiltonian matrix Z = ( A − B R − 1 B T − Q − A T ) {\displaystyle...
the Lanczos algorithm transforms the eigendecomposition problem for A {\displaystyle A} into the eigendecomposition problem for T {\displaystyle T} . For...
parameter, but it also has the dual role of scale parameter. The eigendecompositionof the matrix M t {\displaystyle M^{t}} yields M i , j t = ∑ l λ l t ψ l...
_{i}\mathbf {x} _{i}^{\top }} in other words, it gives an eigendecompositionof the covariance matrix: λ v = C v {\displaystyle \lambda \mathbf {v} =C\mathbf...
An n×n matrix with n distinct nonzero eigenvalues has 2n square roots. Such amatrix, A, has an eigendecomposition VDV−1 where V is the matrix whose columns...
1016/j.disc.2005.09.038, MR 2287488. Kaveh, A.; Rahami, H. (2005), "A unified method for eigendecompositionof graph products", Communications in Numerical...
to performing eigendecompositionofamatrixof connectivity weights and assigning systemic importance in proportion to the values of the principal eigenvector...
obtaining matrix decompositions like the singular value decomposition, the QR factorization, the LU factorization, or the eigendecomposition, which can...
decomposition M = UΣVT, U and V orthogonal, Σ diagonal matrixEigendecompositionofa symmetric matrix (decomposition according to the spectral theorem) S...
amount and compute the eigendecompositionof the resulting matrix. In the case when the matrix is depicted as a near-circle, the matrix can be replaced with...
/ʃəˈlɛski/ shə-LES-kee) is a decomposition ofa Hermitian, positive-definite matrix into the product ofa lower triangular matrix and its conjugate transpose...
inertia matrix is a constant real symmetric matrix. A real symmetric matrix has the eigendecomposition into the product ofa rotation matrix Q {\displaystyle...
{\displaystyle \mathbf {I} _{n}} the identity matrix. This is equivalent to the eigendecompositionof R 2 − 1 R 1 {\displaystyle \mathbf {R} _{2}^{-1}\mathbf...
covariants ofamatrixA can be obtained from any eigendecompositionA = SDS−1, where S is non-singular and D is diagonal with Di,i = λi. If A has no multiple...