mathematics Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...

, the spectrum of a

matrix Matrix most commonly refers to: * ''The Matrix'' (franchise), an American media franchise ** ''The Matrix'', a 1999 science-fiction action film ** "The Matrix", a fictional setting, a virtual reality environment, within ''The Matrix'' (franchis ...

is the

set Set, The Set, SET or SETS may refer to: Science, technology, and mathematics Mathematics *Set (mathematics), a collection of elements *Category of sets, the category whose objects and morphisms are sets and total functions, respectively Electro ...

of its

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 b ...

s. More generally, if

T\colon V \to V

is a

linear operator In mathematics, and more specifically in linear algebra, a linear map (also called a linear mapping, linear transformation, vector space homomorphism, or in some contexts linear function) is a mapping V \to W between two vector spaces that pre ...

on any

finite-dimensional In mathematics, the dimension of a vector space ''V'' is the cardinality (i.e., the number of vectors) of a basis of ''V'' over its base field. p. 44, §2.36 It is sometimes called Hamel dimension (after Georg Hamel) or algebraic dimension to disti ...

vector space In mathematics and physics, a vector space (also called a linear space) is a set whose elements, often called ''vectors'', may be added together and multiplied ("scaled") by numbers called '' scalars''. Scalars are often real numbers, but can ...

, its spectrum is the set of scalars

\lambda

such that

T-\lambda I

is not invertible. The

determinant In mathematics, the determinant is a scalar value that is a function of the entries of a square matrix. It characterizes some properties of the matrix and the linear map represented by the matrix. In particular, the determinant is nonzero if and ...

of the matrix equals the product of its eigenvalues. Similarly, the

trace Trace may refer to: Arts and entertainment Music * Trace (Son Volt album), ''Trace'' (Son Volt album), 1995 * Trace (Died Pretty album), ''Trace'' (Died Pretty album), 1993 * Trace (band), a Dutch progressive rock band * The Trace (album), ''The ...

of the matrix equals the sum of its eigenvalues. From this point of view, we can define the

pseudo-determinant In linear algebra and statistics, the pseudo-determinant is the product of all non-zero eigenvalues of a square matrix. It coincides with the regular determinant when the matrix is non-singular. Definition The pseudo-determinant of a square '' ...

for a singular matrix to be the product of its nonzero eigenvalues (the density of multivariate normal distribution will need this quantity). In many applications, such as PageRank, one is interested in the dominant eigenvalue, i.e. that which is largest in

absolute value In mathematics, the absolute value or modulus of a real number x, is the non-negative value without regard to its sign. Namely, , x, =x if is a positive number, and , x, =-x if x is negative (in which case negating x makes -x positive), an ...

. In other applications, the smallest eigenvalue is important, but in general, the whole spectrum provides valuable information about a matrix.

Definition

Let ''V'' be a finite-dimensional

over some

field Field may refer to: Expanses of open ground * Field (agriculture), an area of land used for agricultural purposes * Airfield, an aerodrome that lacks the infrastructure of an airport * Battlefield * Lawn, an area of mowed grass * Meadow, a grass ...

''K'' and suppose ''T'' : ''V'' → ''V'' is a linear map. The ''spectrum'' of ''T'', denoted σ_''T'', is the multiset of

roots A root is the part of a plant, generally underground, that anchors the plant body, and absorbs and stores water and nutrients. Root or roots may also refer to: Art, entertainment, and media * ''The Root'' (magazine), an online magazine focusing ...

of the

characteristic polynomial In linear algebra, the characteristic polynomial of a square matrix is a polynomial which is invariant under matrix similarity and has the eigenvalues as roots. It has the determinant and the trace of the matrix among its coefficients. The chara ...

of ''T''. Thus the elements of the spectrum are precisely the eigenvalues of ''T'', and the multiplicity of an eigenvalue ''λ'' in the spectrum equals the dimension of the

generalized eigenspace In linear algebra, a generalized eigenvector of an n\times n matrix A is a vector which satisfies certain criteria which are more relaxed than those for an (ordinary) eigenvector. Let V be an n-dimensional vector space; let \phi be a linear map ...

of ''T'' for ''λ'' (also called the algebraic multiplicity of ''λ''). Now, fix a

basis Basis may refer to: Finance and accounting *Adjusted basis, the net cost of an asset after adjusting for various tax-related items *Basis point, 0.01%, often used in the context of interest rates *Basis trading, a trading strategy consisting of ...

''B'' of ''V'' over ''K'' and suppose ''M'' ∈ Mat_''K''(''V'') is a matrix. Define the linear map ''T'' : ''V'' → ''V'' pointwise by ''Tx'' = ''Mx'', where on the right-hand side ''x'' is interpreted as a column vector and ''M'' acts on ''x'' by matrix multiplication. We now say that ''x'' ∈ ''V'' is an eigenvector of ''M'' if ''x'' is an eigenvector of ''T''. Similarly, λ ∈ ''K'' is an eigenvalue of ''M'' if it is an eigenvalue of ''T'', and with the same multiplicity, and the spectrum of ''M'', written σ_''M'', is the multiset of all such eigenvalues.

Related notions

The eigendecomposition (or spectral decomposition) of a

diagonalizable matrix In linear algebra, a square matrix A is called diagonalizable or non-defective if it is similar to a diagonal matrix, i.e., if there exists an invertible matrix P and a diagonal matrix D such that or equivalently (Such D are not unique.) ...

is a

decomposition Decomposition or rot is the process by which dead organic substances are broken down into simpler organic or inorganic matter such as carbon dioxide, water, simple sugars and mineral salts. The process is a part of the nutrient cycle and is e ...

of a diagonalizable matrix into a specific canonical form whereby the matrix is represented in terms of its eigenvalues and eigenvectors. The spectral radius of a

square matrix In mathematics, a square matrix is a matrix with the same number of rows and columns. An ''n''-by-''n'' matrix is known as a square matrix of order Any two square matrices of the same order can be added and multiplied. Square matrices are often ...

is the largest absolute value of its eigenvalues. In

spectral theory In mathematics, spectral theory is an inclusive term for theories extending the eigenvector and eigenvalue theory of a single square matrix to a much broader theory of the structure of operators in a variety of mathematical spaces. It is a result o ...

, the spectral radius of a bounded linear operator is the

supremum In mathematics, the infimum (abbreviated inf; plural infima) of a subset S of a partially ordered set P is a greatest element in P that is less than or equal to each element of S, if such an element exists. Consequently, the term ''greatest l ...

of the absolute values of the elements in the spectrum of that operator.

Notes

References

* * * * Matrix theory {{Linear-algebra-stub