Eigenvalues and eigenvectorsIn linear algebra, an eigenvector (ˈaɪgənˌvɛktər) or characteristic vector of a linear transformation is a nonzero vector that changes at most by a constant factor when that linear transformation is applied to it. The corresponding eigenvalue, often represented by , is the multiplying factor. Geometrically, a transformation matrix rotates, stretches, or shears the vectors it acts upon. The eigenvectors for a linear transformation matrix are the set of vectors that are only stretched, with no rotation or shear.
Eigendecomposition of a matrixIn 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. Eigenvalue, eigenvector and eigenspace A (nonzero) vector v of dimension N is an eigenvector of a square N × N matrix A if it satisfies a linear equation of the form for some scalar λ.
Frobenius normal formIn linear algebra, the Frobenius normal form or rational canonical form of a square matrix A with entries in a field F is a canonical form for matrices obtained by conjugation by invertible matrices over F. The form reflects a minimal decomposition of the vector space into subspaces that are cyclic for A (i.e., spanned by some vector and its repeated images under A). Since only one normal form can be reached from a given matrix (whence the "canonical"), a matrix B is similar to A if and only if it has the same rational canonical form as A.
Spectral theoremIn mathematics, particularly linear algebra and functional analysis, a spectral theorem is a result about when a linear operator or matrix can be diagonalized (that is, represented as a diagonal matrix in some basis). This is extremely useful because computations involving a diagonalizable matrix can often be reduced to much simpler computations involving the corresponding diagonal matrix. The concept of diagonalization is relatively straightforward for operators on finite-dimensional vector spaces but requires some modification for operators on infinite-dimensional spaces.
Canonical formIn mathematics and computer science, a canonical, normal, or standard form of a mathematical object is a standard way of presenting that object as a mathematical expression. Often, it is one which provides the simplest representation of an object and allows it to be identified in a unique way. The distinction between "canonical" and "normal" forms varies from subfield to subfield. In most fields, a canonical form specifies a unique representation for every object, while a normal form simply specifies its form, without the requirement of uniqueness.
Eigenvalue algorithmIn numerical analysis, one of the most important problems is designing efficient and stable algorithms for finding the eigenvalues of a matrix. These eigenvalue algorithms may also find eigenvectors. Eigenvalues and eigenvectors and Generalized eigenvector Given an n × n square matrix A of real or complex numbers, an eigenvalue λ and its associated generalized eigenvector v are a pair obeying the relation where v is a nonzero n × 1 column vector, I is the n × n identity matrix, k is a positive integer, and both λ and v are allowed to be complex even when A is real.
Linear algebraLinear algebra is the branch of mathematics concerning linear equations such as: linear maps such as: 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.
Jordan matrixIn the mathematical discipline of matrix theory, a Jordan matrix, named after Camille Jordan, is a block diagonal matrix over a ring R (whose identities are the zero 0 and one 1), where each block along the diagonal, called a Jordan block, has the following form: Every Jordan block is specified by its dimension n and its eigenvalue , and is denoted as Jλ,n. It is an matrix of zeroes everywhere except for the diagonal, which is filled with and for the superdiagonal, which is composed of ones.
Spectral theoryIn 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 of studies of linear algebra and the solutions of systems of linear equations and their generalizations. The theory is connected to that of analytic functions because the spectral properties of an operator are related to analytic functions of the spectral parameter.
Matrix exponentialIn mathematics, the matrix exponential is a matrix function on square matrices analogous to the ordinary exponential function. It is used to solve systems of linear differential equations. In the theory of Lie groups, the matrix exponential gives the exponential map between a matrix Lie algebra and the corresponding Lie group. Let X be an n×n real or complex matrix. The exponential of X, denoted by eX or exp(X), is the n×n matrix given by the power series where is defined to be the identity matrix with the same dimensions as .
Spectral radiusIn mathematics, the spectral radius of a square matrix is the maximum of the absolute values of its eigenvalues. More generally, the spectral radius of a bounded linear operator is the supremum of the absolute values of the elements of its spectrum. The spectral radius is often denoted by ρ(·). Let λ1, ..., λn be the eigenvalues of a matrix A ∈ Cn×n. The spectral radius of A is defined as The spectral radius can be thought of as an infimum of all norms of a matrix.
Pauli matricesIn mathematical physics and mathematics, the Pauli matrices are a set of three 2 × 2 complex matrices which are Hermitian, involutory and unitary. Usually indicated by the Greek letter sigma (σ), they are occasionally denoted by tau (τ) when used in connection with isospin symmetries. These matrices are named after the physicist Wolfgang Pauli. In quantum mechanics, they occur in the Pauli equation which takes into account the interaction of the spin of a particle with an external electromagnetic field.
Numerical linear algebraNumerical linear algebra, sometimes called applied linear algebra, is the study of how matrix operations can be used to create computer algorithms which efficiently and accurately provide approximate answers to questions in continuous mathematics. It is a subfield of numerical analysis, and a type of linear algebra. Computers use floating-point arithmetic and cannot exactly represent irrational data, so when a computer algorithm is applied to a matrix of data, it can sometimes increase the difference between a number stored in the computer and the true number that it is an approximation of.
Linear mapIn 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 between two vector spaces that preserves the operations of vector addition and scalar multiplication. The same names and the same definition are also used for the more general case of modules over a ring; see Module homomorphism. If a linear map is a bijection then it is called a .
Gamma matricesIn mathematical physics, the gamma matrices, also called the Dirac matrices, are a set of conventional matrices with specific anticommutation relations that ensure they generate a matrix representation of the Clifford algebra It is also possible to define higher-dimensional gamma matrices. When interpreted as the matrices of the action of a set of orthogonal basis vectors for contravariant vectors in Minkowski space, the column vectors on which the matrices act become a space of spinors, on which the Clifford algebra of spacetime acts.
Hilbert spaceIn mathematics, Hilbert spaces (named after David Hilbert) allow the methods of linear algebra and calculus to be generalized from (finite-dimensional) Euclidean vector spaces to spaces that may be infinite-dimensional. Hilbert spaces arise naturally and frequently in mathematics and physics, typically as function spaces. Formally, a Hilbert space is a vector space equipped with an inner product that induces a distance function for which the space is a complete metric space.
Linear combinationIn mathematics, a linear combination is an expression constructed from a set of terms by multiplying each term by a constant and adding the results (e.g. a linear combination of x and y would be any expression of the form ax + by, where a and b are constants). The concept of linear combinations is central to linear algebra and related fields of mathematics. Most of this article deals with linear combinations in the context of a vector space over a field, with some generalizations given at the end of the article.
Special linear Lie algebraIn mathematics, the special linear Lie algebra of order n (denoted or ) is the Lie algebra of matrices with trace zero and with the Lie bracket . This algebra is well studied and understood, and is often used as a model for the study of other Lie algebras. The Lie group that it generates is the special linear group. The Lie algebra is central to the study of special relativity, general relativity and supersymmetry: its fundamental representation is the so-called spinor representation, while its adjoint representation generates the Lorentz group SO(3,1) of special relativity.
Linear algebraic groupIn mathematics, a linear algebraic group is a subgroup of the group of invertible matrices (under matrix multiplication) that is defined by polynomial equations. An example is the orthogonal group, defined by the relation where is the transpose of . Many Lie groups can be viewed as linear algebraic groups over the field of real or complex numbers. (For example, every compact Lie group can be regarded as a linear algebraic group over R (necessarily R-anisotropic and reductive), as can many noncompact groups such as the simple Lie group SL(n,R).
Dot productIn mathematics, the dot product or scalar product is an algebraic operation that takes two equal-length sequences of numbers (usually coordinate vectors), and returns a single number. In Euclidean geometry, the dot product of the Cartesian coordinates of two vectors is widely used. It is often called the inner product (or rarely projection product) of Euclidean space, even though it is not the only inner product that can be defined on Euclidean space (see Inner product space for more).