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Eigendecomposition of a matrix information


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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Eigendecomposition of a matrix

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linear algebra, eigendecomposition is the factorization of a matrix into a canonical form, whereby the matrix is represented in terms of its eigenvalues...

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Matrix decomposition

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mathematical discipline of linear algebra, a matrix decomposition or matrix factorization is a factorization of a matrix into a product of matrices. There are...

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Matrix analysis

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of matrices), and the eigenvalues of matrices (eigendecomposition of a matrix, eigenvalue perturbation theory). The set of all m × n matrices over a field...

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Spectral decomposition

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Spectral decomposition is any of several things: Spectral decomposition for matrix: eigendecomposition of a matrix Spectral decomposition for linear operator:...

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Spectrum of a matrix

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mathematics, the spectrum of a matrix is the set of its eigenvalues. More generally, if T : V → V {\displaystyle T\colon V\to V} is a linear operator on any...

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Hermitian matrix

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_{n}} of a Hermitian matrix are chosen and written as the columns of the matrix U, then one eigendecomposition of A is A = U Λ U H {\displaystyle A=U\Lambda...

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Tridiagonal matrix

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algorithm. A tridiagonal matrix is a matrix that is both upper and lower Hessenberg matrix. In particular, a tridiagonal matrix is a direct sum of p 1-by-1...

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Definite matrix

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an eigendecomposition of M {\displaystyle M} , where P {\displaystyle P} is a unitary complex matrix whose columns comprise an orthonormal basis of eigenvectors...

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Laplacian matrix

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field of graph theory, the Laplacian matrix, also called the graph Laplacian, admittance matrix, Kirchhoff matrix or discrete Laplacian, is a matrix representation...

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Invertible matrix

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denoted by A−1. Matrix inversion is the process of finding the inverse matrix of an invertible matrix.[citation needed] Over a field, a square matrix that is...

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Spectral theorem

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arbitrary matrices. Eigendecomposition of a matrix Wiener–Khinchin theorem Hawkins, Thomas (1975). "Cauchy and the spectral theory of matrices". Historia...

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Singular value decomposition

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generalizes the eigendecomposition of a square normal matrix with an orthonormal eigenbasis to any m × n {\displaystyle m\times n} matrix. It is related...

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Heat kernel signature

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logarithmically which is a heuristic with no guarantees The discrete heat kernel requires eigendecomposition of a matrix of size n × n {\displaystyle...

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Algebraic Riccati equation

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solution by finding the eigendecomposition of a larger system. For the CARE, we define the Hamiltonian matrix Z = ( A − B R − 1 B T − Q − A T ) {\displaystyle...

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Lanczos algorithm

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the Lanczos algorithm transforms the eigendecomposition problem for A {\displaystyle A} into the eigendecomposition problem for T {\displaystyle T} . For...

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Diffusion map

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parameter, but it also has the dual role of scale parameter. The eigendecomposition of the matrix M t {\displaystyle M^{t}} yields M i , j t = ∑ l λ l t ψ l...

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Kernel principal component analysis

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_{i}\mathbf {x} _{i}^{\top }} in other words, it gives an eigendecomposition of the covariance matrix: λ v = C v {\displaystyle \lambda \mathbf {v} =C\mathbf...

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Square root of a matrix

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An n×n matrix with n distinct nonzero eigenvalues has 2n square roots. Such a matrix, A, has an eigendecomposition VDV−1 where V is the matrix whose columns...

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Cartesian product of graphs

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1016/j.disc.2005.09.038, MR 2287488. Kaveh, A.; Rahami, H. (2005), "A unified method for eigendecomposition of graph products", Communications in Numerical...

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Too connected to fail

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to performing eigendecomposition of a matrix of connectivity weights and assigning systemic importance in proportion to the values of the principal eigenvector...

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Numerical linear algebra

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obtaining matrix decompositions like the singular value decomposition, the QR factorization, the LU factorization, or the eigendecomposition, which can...

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Von Neumann entropy

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To compute S(ρ) it is convenient (see logarithm of a matrix) to compute the eigendecomposition of   ρ = ∑ j η j | j ⟩ ⟨ j | {\displaystyle ~\rho =\sum...

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Orthogonal matrix

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decomposition M = UΣVT, U and V orthogonal, Σ diagonal matrix Eigendecomposition of a symmetric matrix (decomposition according to the spectral theorem) S...

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QR algorithm

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amount and compute the eigendecomposition of the resulting matrix. In the case when the matrix is depicted as a near-circle, the matrix can be replaced with...

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Cholesky decomposition

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/ʃəˈlɛski/ shə-LES-kee) is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose...

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Moment of inertia

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inertia matrix is a constant real symmetric matrix. A real symmetric matrix has the eigendecomposition into the product of a rotation matrix Q {\displaystyle...

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Common spatial pattern

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{\displaystyle \mathbf {I} _{n}} the identity matrix. This is equivalent to the eigendecomposition of R 2 − 1 R 1 {\displaystyle \mathbf {R} _{2}^{-1}\mathbf...

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Frobenius covariant

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covariants of a matrix A can be obtained from any eigendecomposition A = SDS−1, where S is non-singular and D is diagonal with Di,i = λi. If A has no multiple...

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