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mvg:lecture_02:start [2018/11/19 12:02] – [Eigenvalue Problem] adminmvg:lecture_02:start [2020/02/04 15:12] (current) – [Eigenvalue Problem] admin
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 Linear transformation scales vector v, scaling factor is Eigen value. Linear transformation scales vector v, scaling factor is Eigen value.
  
-Set of Eigen values is spectrum: \sigma(A) = \{\lambda_1 \ldots \lambda_n}+Set of Eigen values is spectrum:  
 + 
 +$\sigma(A) = \{ \lambda_1 \ldots \lambda_n \} $
  
 Av=λv Av=λv
 +
 +(Aλ\one)A=0
 +
 +(Aλ\unity)A=0
 +
 +**Question:**
 +If P is invertible and B=P1APσ(A)=σ(B). Why?
 +
 +==== Symmetric Matrices ====
 +
 +Real matrix with real Eigenvalues is related to symmetric matrix.
 +
 +ST=S
 +
 +Positive semidefinite: xTSx0
 +
 +Positive definite: xTSx>0
  
  
  
 + 
 ==== Vector Spaces, Keywords ==== ==== Vector Spaces, Keywords ====
  
mvg/lecture_02/start.1542628970.txt.gz · Last modified: 2018/11/19 12:02 by admin