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.
Matrix (mathematics)In mathematics, a matrix (plural matrices) is a rectangular array or table of numbers, symbols, or expressions, arranged in rows and columns, which is used to represent a mathematical object or a property of such an object. For example, is a matrix with two rows and three columns. This is often referred to as a "two by three matrix", a " matrix", or a matrix of dimension . Without further specifications, matrices represent linear maps, and allow explicit computations in linear algebra.
Generalized eigenvectorIn linear algebra, a generalized eigenvector of an matrix is a vector which satisfies certain criteria which are more relaxed than those for an (ordinary) eigenvector. Let be an -dimensional vector space and let be the matrix representation of a linear map from to with respect to some ordered basis. There may not always exist a full set of linearly independent eigenvectors of that form a complete basis for . That is, the matrix may not be diagonalizable.
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.
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.
Rotation matrixIn linear algebra, a rotation matrix is a transformation matrix that is used to perform a rotation in Euclidean space. For example, using the convention below, the matrix rotates points in the xy plane counterclockwise through an angle θ about the origin of a two-dimensional Cartesian coordinate system. To perform the rotation on a plane point with standard coordinates v = (x, y), it should be written as a column vector, and multiplied by the matrix R: If x and y are the endpoint coordinates of a vector, where x is cosine and y is sine, then the above equations become the trigonometric summation angle formulae.
Matrix similarityIn linear algebra, two n-by-n matrices A and B are called similar if there exists an invertible n-by-n matrix P such that Similar matrices represent the same linear map under two (possibly) different bases, with P being the change of basis matrix. A transformation A ↦ P−1AP is called a similarity transformation or conjugation of the matrix A. In the general linear group, similarity is therefore the same as conjugacy, and similar matrices are also called conjugate; however, in a given subgroup H of the general linear group, the notion of conjugacy may be more restrictive than similarity, since it requires that P be chosen to lie in H.
Defective matrixIn linear algebra, a defective matrix is a square matrix that does not have a complete basis of eigenvectors, and is therefore not diagonalizable. In particular, an n × n matrix is defective if and only if it does not have n linearly independent eigenvectors. A complete basis is formed by augmenting the eigenvectors with generalized eigenvectors, which are necessary for solving defective systems of ordinary differential equations and other problems.
Matrix multiplicationIn mathematics, particularly in linear algebra, matrix multiplication is a binary operation that produces a matrix from two matrices. For matrix multiplication, the number of columns in the first matrix must be equal to the number of rows in the second matrix. The resulting matrix, known as the matrix product, has the number of rows of the first and the number of columns of the second matrix. The product of matrices A and B is denoted as AB.
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 .
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).
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.
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.
Pythagorean theoremIn mathematics, the Pythagorean theorem or Pythagoras' theorem is a fundamental relation in Euclidean geometry between the three sides of a right triangle. It states that the area of the square whose side is the hypotenuse (the side opposite the right angle) is equal to the sum of the areas of the squares on the other two sides. The theorem can be written as an equation relating the lengths of the sides a, b and the hypotenuse c, sometimes called the Pythagorean equation: The theorem is named for the Greek philosopher Pythagoras, born around 570 BC.
Tridiagonal matrixIn linear algebra, a tridiagonal matrix is a band matrix that has nonzero elements only on the main diagonal, the subdiagonal/lower diagonal (the first diagonal below this), and the supradiagonal/upper diagonal (the first diagonal above the main diagonal). For example, the following matrix is tridiagonal: The determinant of a tridiagonal matrix is given by the continuant of its elements. An orthogonal transformation of a symmetric (or Hermitian) matrix to tridiagonal form can be done with the Lanczos algorithm.
Characteristic polynomialIn 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 characteristic polynomial of an endomorphism of a finite-dimensional vector space is the characteristic polynomial of the matrix of that endomorphism over any base (that is, the characteristic polynomial does not depend on the choice of a basis).
