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.
Nonlinear dimensionality reductionNonlinear dimensionality reduction, also known as manifold learning, refers to various related techniques that aim to project high-dimensional data onto lower-dimensional latent manifolds, with the goal of either visualizing the data in the low-dimensional space, or learning the mapping (either from the high-dimensional space to the low-dimensional embedding or vice versa) itself. The techniques described below can be understood as generalizations of linear decomposition methods used for dimensionality reduction, such as singular value decomposition and principal component analysis.
Cluster analysisCluster analysis or clustering is the task of grouping a set of objects in such a way that objects in the same group (called a cluster) are more similar (in some sense) to each other than to those in other groups (clusters). It is a main task of exploratory data analysis, and a common technique for statistical data analysis, used in many fields, including pattern recognition, , information retrieval, bioinformatics, data compression, computer graphics and machine learning.
Graph theoryIn mathematics, graph theory is the study of graphs, which are mathematical structures used to model pairwise relations between objects. A graph in this context is made up of vertices (also called nodes or points) which are connected by edges (also called links or lines). A distinction is made between undirected graphs, where edges link two vertices symmetrically, and directed graphs, where edges link two vertices asymmetrically. Graphs are one of the principal objects of study in discrete mathematics.
Dimensionality reductionDimensionality reduction, or dimension reduction, is the transformation of data from a high-dimensional space into a low-dimensional space so that the low-dimensional representation retains some meaningful properties of the original data, ideally close to its intrinsic dimension. Working in high-dimensional spaces can be undesirable for many reasons; raw data are often sparse as a consequence of the curse of dimensionality, and analyzing the data is usually computationally intractable (hard to control or deal with).
Connectivity (graph theory)In mathematics and computer science, connectivity is one of the basic concepts of graph theory: it asks for the minimum number of elements (nodes or edges) that need to be removed to separate the remaining nodes into two or more isolated subgraphs. It is closely related to the theory of network flow problems. The connectivity of a graph is an important measure of its resilience as a network. In an undirected graph G, two vertices u and v are called connected if G contains a path from u to v.
Graph (discrete mathematics)In discrete mathematics, and more specifically in graph theory, a graph is a structure amounting to a set of objects in which some pairs of the objects are in some sense "related". The objects correspond to mathematical abstractions called vertices (also called nodes or points) and each of the related pairs of vertices is called an edge (also called link or line). Typically, a graph is depicted in diagrammatic form as a set of dots or circles for the vertices, joined by lines or curves for the edges.
QR decompositionIn linear 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 matrix Q and an upper triangular matrix R. QR decomposition is often used to solve the linear least squares problem and is the basis for a particular eigenvalue algorithm, the QR algorithm. Any real square matrix A may be decomposed as where Q is an orthogonal matrix (its columns are orthogonal unit vectors meaning ) and R is an upper triangular matrix (also called right triangular matrix).
Singular value decompositionIn linear algebra, the singular value decomposition (SVD) is a factorization of a real or complex matrix. It generalizes the eigendecomposition of a square normal matrix with an orthonormal eigenbasis to any matrix. It is related to the polar decomposition. Specifically, the singular value decomposition of an complex matrix M is a factorization of the form where U is an complex unitary matrix, is an rectangular diagonal matrix with non-negative real numbers on the diagonal, V is an complex unitary matrix, and is the conjugate transpose of V.
Schur decompositionIn the mathematical discipline of linear algebra, the Schur decomposition or Schur triangulation, named after Issai Schur, is a matrix decomposition. It allows one to write an arbitrary complex square matrix as unitarily equivalent to an upper triangular matrix whose diagonal elements are the eigenvalues of the original matrix. The Schur decomposition reads as follows: if A is an n × n square matrix with complex entries, then A can be expressed as where Q is a unitary matrix (so that its inverse Q−1 is also the conjugate transpose Q* of Q), and U is an upper triangular matrix, which is called a Schur form of A.
Matrix decompositionIn the mathematical discipline of linear algebra, a matrix decomposition or matrix factorization is a factorization of a matrix into a product of matrices. There are many different matrix decompositions; each finds use among a particular class of problems. In numerical analysis, different decompositions are used to implement efficient matrix algorithms. For instance, when solving a system of linear equations , the matrix A can be decomposed via the LU decomposition.
Spectral clusteringIn multivariate statistics, spectral clustering techniques make use of the spectrum (eigenvalues) of the similarity matrix of the data to perform dimensionality reduction before clustering in fewer dimensions. The similarity matrix is provided as an input and consists of a quantitative assessment of the relative similarity of each pair of points in the dataset. In application to image segmentation, spectral clustering is known as segmentation-based object categorization.
Polar decompositionIn mathematics, the polar decomposition of a square real or complex matrix is a factorization of the form , where is a unitary matrix and is a positive semi-definite Hermitian matrix ( is an orthogonal matrix and is a positive semi-definite symmetric matrix in the real case), both square and of the same size. Intuitively, if a real matrix is interpreted as a linear transformation of -dimensional space , the polar decomposition separates it into a rotation or reflection of , and a scaling of the space along a set of orthogonal axes.
Kernel principal component analysisIn the field of multivariate statistics, kernel principal component analysis (kernel PCA) is an extension of principal component analysis (PCA) using techniques of kernel methods. Using a kernel, the originally linear operations of PCA are performed in a reproducing kernel Hilbert space. Recall that conventional PCA operates on zero-centered data; that is, where is one of the multivariate observations.
Laplacian matrixIn the mathematical field of graph theory, the Laplacian matrix, also called the graph Laplacian, admittance matrix, Kirchhoff matrix or discrete Laplacian, is a matrix representation of a graph. Named after Pierre-Simon Laplace, the graph Laplacian matrix can be viewed as a matrix form of the negative discrete Laplace operator on a graph approximating the negative continuous Laplacian obtained by the finite difference method. The Laplacian matrix relates to many useful properties of a graph.
Principal component analysisPrincipal component analysis (PCA) is a popular technique for analyzing large datasets containing a high number of dimensions/features per observation, increasing the interpretability of data while preserving the maximum amount of information, and enabling the visualization of multidimensional data. Formally, PCA is a statistical technique for reducing the dimensionality of a dataset. This is accomplished by linearly transforming the data into a new coordinate system where (most of) the variation in the data can be described with fewer dimensions than the initial data.
Kernel methodIn machine learning, kernel machines are a class of algorithms for pattern analysis, whose best known member is the support-vector machine (SVM). These methods involve using linear classifiers to solve nonlinear problems. The general task of pattern analysis is to find and study general types of relations (for example clusters, rankings, principal components, correlations, classifications) in datasets.
Component (graph theory)In graph theory, a component of an undirected graph is a connected subgraph that is not part of any larger connected subgraph. The components of any graph partition its vertices into disjoint sets, and are the induced subgraphs of those sets. A graph that is itself connected has exactly one component, consisting of the whole graph. Components are sometimes called connected components. The number of components in a given graph is an important graph invariant, and is closely related to invariants of matroids, topological spaces, and matrices.
Glossary of graph theoryThis is a glossary of graph theory. Graph theory is the study of graphs, systems of nodes or vertices connected in pairs by lines or edges.
