Eigendecomposition Of A Matrix
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Eigendecomposition Of A Matrix
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. Fundamental theory of matrix eigenvectors and eigenvalues A (nonzero) vector of dimension is an eigenvector of a square matrix if it satisfies a linear equation of the form :\mathbf \mathbf = \lambda \mathbf for some scalar . Then is called the eigenvalue corresponding to . Geometrically speaking, the eigenvectors of are the vectors that merely elongates or shrinks, and the amount that they elongate/shrink by is the eigenvalue. The above equation is called the eigenvalue equation or the eigenvalue problem. This yields an equation for the eigenvalues : p\left(\lambda\right) = \d ...
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Linear Algebra
Linear algebra is the branch of mathematics concerning linear equations such as: :a_1x_1+\cdots +a_nx_n=b, linear maps such as: :(x_1, \ldots, x_n) \mapsto a_1x_1+\cdots +a_nx_n, and their representations in vector spaces and through matrices. Linear algebra is central to almost all areas of mathematics. For instance, linear algebra is fundamental in modern presentations of geometry, including for defining basic objects such as lines, planes and rotations. Also, functional analysis, a branch of mathematical analysis, may be viewed as the application of linear algebra to spaces of functions. Linear algebra is also used in most sciences and fields of engineering, because it allows modeling many natural phenomena, and computing efficiently with such models. For nonlinear systems, which cannot be modeled with linear algebra, it is often used for dealing with first-order approximations, using the fact that the differential of a multivariate function at a point is the line ...
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Diagonal Matrix
In linear algebra, a diagonal matrix is a matrix in which the entries outside the main diagonal are all zero; the term usually refers to square matrices. Elements of the main diagonal can either be zero or nonzero. An example of a 2×2 diagonal matrix is \left begin 3 & 0 \\ 0 & 2 \end\right/math>, while an example of a 3×3 diagonal matrix is \left begin 6 & 0 & 0 \\ 0 & 0 & 0 \\ 0 & 0 & 0 \end\right/math>. An identity matrix of any size, or any multiple of it (a scalar matrix), is a diagonal matrix. A diagonal matrix is sometimes called a scaling matrix, since matrix multiplication with it results in changing scale (size). Its determinant is the product of its diagonal values. Definition As stated above, a diagonal matrix is a matrix in which all off-diagonal entries are zero. That is, the matrix with ''n'' columns and ''n'' rows is diagonal if \forall i,j \in \, i \ne j \implies d_ = 0. However, the main diagonal entries are unrestricted. The term ''diagonal matrix'' ma ...
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Data
In the pursuit of knowledge, data (; ) is a collection of discrete values that convey information, describing quantity, quality, fact, statistics, other basic units of meaning, or simply sequences of symbols that may be further interpreted. A datum is an individual value in a collection of data. Data is usually organized into structures such as tables that provide additional context and meaning, and which may themselves be used as data in larger structures. Data may be used as variables in a computational process. Data may represent abstract ideas or concrete measurements. Data is commonly used in scientific research, economics, and in virtually every other form of human organizational activity. Examples of data sets include price indices (such as consumer price index), unemployment rates, literacy rates, and census data. In this context, data represents the raw facts and figures which can be used in such a manner in order to capture the useful information out of i ...
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Orthogonal Matrix
In linear algebra, an orthogonal matrix, or orthonormal matrix, is a real square matrix whose columns and rows are orthonormal vectors. One way to express this is Q^\mathrm Q = Q Q^\mathrm = I, where is the transpose of and is the identity matrix. This leads to the equivalent characterization: a matrix is orthogonal if its transpose is equal to its inverse: Q^\mathrm=Q^, where is the inverse of . An orthogonal matrix is necessarily invertible (with inverse ), unitary (), where is the Hermitian adjoint (conjugate transpose) of , and therefore normal () over the real numbers. The determinant of any orthogonal matrix is either +1 or −1. As a linear transformation, an orthogonal matrix preserves the inner product of vectors, and therefore acts as an isometry of Euclidean space, such as a rotation, reflection or rotoreflection. In other words, it is a unitary transformation. The set of orthogonal matrices, under multiplication, forms the group , known as the o ...
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Invertible Matrix
In linear algebra, an -by- square matrix is called invertible (also nonsingular or nondegenerate), if there exists an -by- square matrix such that :\mathbf = \mathbf = \mathbf_n \ where denotes the -by- identity matrix and the multiplication used is ordinary matrix multiplication. If this is the case, then the matrix is uniquely determined by , and is called the (multiplicative) ''inverse'' of , denoted by . Matrix inversion is the process of finding the matrix that satisfies the prior equation for a given invertible matrix . A square matrix that is ''not'' invertible is called singular or degenerate. A square matrix is singular if and only if its determinant is zero. Singular matrices are rare in the sense that if a square matrix's entries are randomly selected from any finite region on the number line or complex plane, the probability that the matrix is singular is 0, that is, it will "almost never" be singular. Non-square matrices (-by- matrices for which ) do not hav ...
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Eigenvalue
In linear algebra, an eigenvector () or characteristic vector of a linear transformation is a nonzero vector that changes at most by a scalar factor when that linear transformation is applied to it. The corresponding eigenvalue, often denoted by \lambda, is the factor by which the eigenvector is scaled. Geometrically, an eigenvector, corresponding to a real nonzero eigenvalue, points in a direction in which it is stretched by the transformation and the eigenvalue is the factor by which it is stretched. If the eigenvalue is negative, the direction is reversed. Loosely speaking, in a multidimensional vector space, the eigenvector is not rotated. Formal definition If is a linear transformation from a vector space over a field into itself and is a nonzero vector in , then is an eigenvector of if is a scalar multiple of . This can be written as T(\mathbf) = \lambda \mathbf, where is a scalar in , known as the eigenvalue, characteristic value, or characteristic roo ...
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Simultaneous Equation
In mathematics, a set of simultaneous equations, also known as a system of equations or an equation system, is a finite set of equations for which common solutions are sought. An equation system is usually classified in the same manner as single equations, namely as a: * System of linear equations, * System of nonlinear equations, * System of bilinear equations, * System of polynomial equations, * System of differential equations, or a * System of difference equations See also * Simultaneous equations model, a statistical model in the form of simultaneous linear equations * Elementary algebra Elementary algebra encompasses the basic concepts of algebra. It is often contrasted with arithmetic: arithmetic deals with specified numbers, whilst algebra introduces variables (quantities without fixed values). This use of variables entai ..., for elementary methods {{set index article Equations Broad-concept articles de:Gleichung#Gleichungssysteme ...
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Null Space
In mathematics, the kernel of a linear map, also known as the null space or nullspace, is the linear subspace of the domain of the map which is mapped to the zero vector. That is, given a linear map between two vector spaces and , the kernel of is the vector space of all elements of such that , where denotes the zero vector in , or more symbolically: :\ker(L) = \left\ . Properties The kernel of is a linear subspace of the domain .Linear algebra, as discussed in this article, is a very well established mathematical discipline for which there are many sources. Almost all of the material in this article can be found in , , and Strang's lectures. In the linear map L : V \to W, two elements of have the same image in if and only if their difference lies in the kernel of , that is, L\left(\mathbf_1\right) = L\left(\mathbf_2\right) \quad \text \quad L\left(\mathbf_1-\mathbf_2\right) = \mathbf. From this, it follows that the image of is isomorphic to the quotient of by t ...
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Rank (linear Algebra)
In linear algebra, the rank of a matrix (mathematics), matrix is the Dimension (vector space), dimension of the vector space generated (or Linear span, spanned) by its columns. p. 48, § 1.16 This corresponds to the maximal number of linearly independent columns of . This, in turn, is identical to the dimension of the vector space spanned by its rows. Rank is thus a measure of the "Degenerate form, nondegenerateness" of the system of linear equations and linear transformation encoded by . There are multiple equivalent definitions of rank. A matrix's rank is one of its most fundamental characteristics. The rank is commonly denoted by or ; sometimes the parentheses are not written, as in .Alternative notation includes \rho (\Phi) from and . Main definitions In this section, we give some definitions of the rank of a matrix. Many definitions are possible; see #Alternative definitions, Alternative definitions for several of these. The column rank of is the dimension (linear alg ...
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Column Space
In linear algebra, the column space (also called the range or image) of a matrix ''A'' is the span (set of all possible linear combinations) of its column vectors. The column space of a matrix is the image or range of the corresponding matrix transformation. Let \mathbb be a field. The column space of an matrix with components from \mathbb is a linear subspace of the ''m''-space \mathbb^m. The dimension of the column space is called the rank of the matrix and is at most .Linear algebra, as discussed in this article, is a very well established mathematical discipline for which there are many sources. Almost all of the material in this article can be found in Lay 2005, Meyer 2001, and Strang 2005. A definition for matrices over a ring \mathbb is also possible. The row space is defined similarly. The row space and the column space of a matrix are sometimes denoted as and respectively. This article considers matrices of real numbers. The row and column spaces ar ...
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Matrix Transformation
In linear algebra, linear transformations can be represented by matrices. If T is a linear transformation mapping \mathbb^n to \mathbb^m and \mathbf x is a column vector with n entries, then T( \mathbf x ) = A \mathbf x for some m \times n matrix A, called the transformation matrix of T. Note that A has m rows and n columns, whereas the transformation T is from \mathbb^n to \mathbb^m. There are alternative expressions of transformation matrices involving row vectors that are preferred by some authors. Uses Matrices allow arbitrary linear transformations to be displayed in a consistent format, suitable for computation. This also allows transformations to be composed easily (by multiplying their matrices). Linear transformations are not the only ones that can be represented by matrices. Some transformations that are non-linear on an n-dimensional Euclidean space R''n'' can be represented as linear transformations on the ''n''+1-dimensional space R''n''+1. These include both af ...
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Range Of A Function
In mathematics, the range of a function may refer to either of two closely related concepts: * The codomain of the function * The image of the function Given two sets and , a binary relation between and is a (total) function (from to ) if for every in there is exactly one in such that relates to . The sets and are called domain and codomain of , respectively. The image of is then the subset of consisting of only those elements of such that there is at least one in with . Terminology As the term "range" can have different meanings, it is considered a good practice to define it the first time it is used in a textbook or article. Older books, when they use the word "range", tend to use it to mean what is now called the codomain. More modern books, if they use the word "range" at all, generally use it to mean what is now called the image. To avoid any confusion, a number of modern books don't use the word "range" at all. Elaboration and example Given a fu ...
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