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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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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invertible matrix (non-singular, non-degenarate or regular) is a square matrix that has an inverse. In other words, if some other matrix is multiplied...
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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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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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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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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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matrix. The eigendecomposition or diagonalization expresses A as a product VDV−1, where D is a diagonal matrix and V is a suitable invertible 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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Singular value decomposition (redirect from Matrix approximation)
generalizes the eigendecomposition of a square normal matrix with an orthonormal eigenbasis to any m × n {\displaystyle m\times n} matrix. It is related...
91 KB (14,581 words) - 11:59, 15 May 2025
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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_{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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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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Eigenvalues and eigenvectors (redirect from Eigenvalue (Matrix))
the inverse of the matrix of eigenvectors. This is called the eigendecomposition and it is a similarity transformation. Such a matrix A is said to be...
102 KB (13,617 words) - 15:46, 13 May 2025
block-encoding of A with eigendecomposition of a matrix A = ∑ λ i u i u i † {\displaystyle A=\sum \lambda _{i}u_{i}u_{i}^{\dagger }} , one can get a block-encoding...
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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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Numerical linear algebra (redirect from Computational matrix algebra)
obtaining matrix decompositions like the singular value decomposition, the QR factorization, the LU factorization, or the eigendecomposition, which can...
20 KB (2,766 words) - 12:28, 27 March 2025
Spectral theorem (category Matrix theory)
arbitrary matrices. Eigendecomposition of a matrix Wiener–Khinchin theorem Hawkins, Thomas (1975). "Cauchy and the spectral theory of matrices". Historia...
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Frobenius covariant (category Matrix theory)
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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Diffusion map (section Definition of diffusion maps)
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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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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the covariance matrix. Consider the eigendecomposition of a matrix Σ g = λ g D g A g D g T , {\displaystyle \Sigma _{g}=\lambda _{g}D_{g}A_{g}D_{g}^{T}...
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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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Schur product theorem (category Matrix theory)
theorem states that the Hadamard product of two positive definite matrices is also a positive definite matrix. The result is named after Issai Schur (Schur...
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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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{\displaystyle A} has an eigendecomposition of the form Q E Q T {\displaystyle QEQ^{\mathrm {T} }} where E {\displaystyle E} is a diagonal matrix containing the...
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Algebraic Riccati equation (redirect from Matrix Riccati equation)
solution by finding the eigendecomposition of a larger system. For the CARE, we define the Hamiltonian matrix Z = ( A − B R − 1 B ⊤ − Q − A ⊤ ) {\displaystyle...
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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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QR decomposition (category Matrix decompositions)
algebra, a QR decomposition, also known as a QR factorization or QU factorization, is a decomposition of a matrix A into a product A = QR of an orthonormal...
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Cholesky decomposition (category Matrix decompositions)
/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...
56 KB (8,335 words) - 16:45, 13 April 2025