Eigenvalues and Eigenvectors
Eigenvalues and Eigenvectors
In analytic geometry, for example, a three-element vector may be seen as an arrow in three-dimensional space starting at the origin. In that case, an eigenvector of a 33 matrix is an arrow whose direction is either preserved or exactly reversed after multiplication by . The
In this shear mapping the red arrow changes direction but the blue arrow does not. The blue arrow is an eigenvector of this shear mapping, and since its length is unchanged its eigenvalue is 1.
corresponding eigenvalue determines how the length of the arrow is changed by the operation, and whether its direction is reversed or not, determined by whether the eigenvalue is negative or positive. In abstract linear algebra, these concepts are naturally extended to more general situations, where the set of real scalar factors is replaced by any field of scalars (such as algebraic or complex numbers); the set of Cartesian vectors is replaced by any vector space (such as the continuous functions, the polynomials or the trigonometric series), and matrix multiplication is replaced by any linear operator that maps vectors to vectors (such as the derivative from calculus). In such cases, the "vector" in "eigenvector" may be replaced by a more specific term, such as "eigenfunction", "eigenmode", "eigenface", or "eigenstate". Thus, for example, the exponential function is an eigenfunction of the derivative operator " ", with eigenvalue , since its derivative is . The set of all eigenvectors of a matrix (or linear operator), each paired with its corresponding eigenvalue, is called the eigensystem of that matrix.[2] Any multiple of an eigenvector is also an eigenvector, with the same eigenvalue. An eigenspace of a matrix is the set of all eigenvectors with the same eigenvalue, together with the zero vector.[1] An eigenbasis for eigenvectors of is any basis for the set of all vectors that consists of linearly independent . Not every matrix has an eigenbasis, but every symmetric matrix does.
The terms characteristic vector, characteristic value, and characteristic space are also used for these concepts. The prefix eigen- is adopted from the German word eigen for "self" or "proper". Eigenvalues and eigenvectors have many applications in both pure and applied mathematics. They are used in matrix factorization, in quantum mechanics, and in many other areas.
Definition
Eigenvectors and eigenvalues of a real matrix
In many contexts, a vector can be assumed to be a list of real numbers (called elements), written vertically with brackets around the entire list, such as the vectors u and v below. Two vectors are said to be scalar multiples of each other (also called parallel or collinear) if they have the same number of elements, and if every element of one vector is obtained by multiplying each corresponding element in the other vector by the same number (known as a scaling factor, or a scalar). For example, the vectors
and
Matrix acts by stretching the vector direction, so , not changing its .
are scalar multiples of each other, because each element of is 20 times the corresponding element of .
is an eigenvector of
A vector with three elements, like or above, may represent a point in three-dimensional space, relative to some Cartesian coordinate system. It helps to think of such a vector as the tip of an arrow whose tail is at the origin of the coordinate system. In this case, the condition " is parallel to " means that the two arrows lie on the same straight line, and may differ only in length and direction along that line. If we multiply any square matrix vector , also with with rows and columns by such a vector , the result will be another rows and one column. That is,
is mapped to
In general, if factor
and
will not be parallel. When they are parallel (that is, when ) we say that is an eigenvector of . In that case, the scale in
is said to be the eigenvalue corresponding to that eigenvector. may change both the direction and the magnitude of an arrow with eigenvalue is an eigenvector of , the operation may only change
its length, and either keep its direction or flip it (make the arrow point in the exact opposite direction). Specifically, the length of the arrow will increase if , remain the same if , and decrease it if . Moreover, the direction will be precisely the same if the arrow becomes zero. , and flipped if . If , then the length of
the vector
line through the origin, parallel to an eigenvector, remain on the line after the transformation. The vectors in red are not eigenvectors, therefore their direction is altered by the transformation. See also: An extended version, showing all four quadrants.
and this vector is not a multiple of the original vector Another example For the matrix
we have
and
and
are eigenvectors of
corresponding to the
eigenvalues 0, 3, and 2, respectively. (Here the symbol vectors into column vectors.) Trivial cases The identity matrix More generally, if (that is, , and (whose general element is a diagonal matrix (with if ), then
is 1 if
, and 0 otherwise) maps every vector to itself. whenever ), and is a vector parallel to axis
matrix are the elements of its main diagonal. This is trivially the case of any 1 1 matrix.
General definition
The concept of eigenvectors and eigenvalues extends naturally to abstract linear transformations on abstract vector spaces. Namely, let be any vector space over some field of scalars, and let be a linear transformation mapping scalar in into . This equation is called the eigenvalue equation for the eigenvector . Note that by .
[3]
of
is an eigenvector of
such that
The matrix-specific definition is a special case of this abstract definition. Namely, the vector space all column vectors of a certain size the given matrix . 1, and
Some authors allow to be the zero vector in the definition of eigenvector.[4] This is reasonable as long as we define eigenvalues and eigenvectors carefully: If we would like the zero vector to be an eigenvector, then we must first define an eigenvalue of as a scalar in such that there is a nonzero vector in with . We then define an eigenvector to be a vector in such that there is an eigenvalue in with . This way, we ensure that it is not the case that every scalar is an eigenvalue corresponding to the zero vector.
Therefore, the set of all eigenvectors with the same eigenvalue associated to eigenline.[7] The geometric multiplicity of an eigenvalue
.[5][6] If that subspace has dimension 1, it is sometimes called an is the dimension of the eigenspace associated to , i.e.
number of linearly independent eigenvectors with that eigenvalue. These eigenvectors can be chosen so that they are pairwise orthogonal and have unit length under some arbitrary inner product defined on . In other words, every
Eigenvalues and eigenvectors eigenspace has an orthonormal basis of eigenvectors. Conversely, any eigenvector with eigenvalue associated to a different eigenvalue space cannot have more than must be linearly independent from all eigenvectors that are that operates on an -dimensional
[8]
Any subspace spanned by eigenvectors of The list of eigenvalues of number of times that an eigenvalue
. The order of this list is arbitrary, but the based only on itself,
There is no unique way to choose a basis for an eigenspace of an abstract linear operator without some additional data such as a choice of coordinate basis for indeterminate in both magnitude and orientation. If the scalar field eigenspaces by their eigenvalues. Since the modulus eigenspaces are often ordered by that criterion. is the real numbers
. Even for an eigenline, the basis vector is , one can order the
Eigenbasis
An eigenbasis for a linear operator eigenvectors of Suppose eigenvalues that consists of has finite dimension of . If that operates on a vector space is a basis for that consists entirely of over all distinct , and (possibly with different eigenvalues). Such a basis may not exist. , and let is exactly be the sum of the geometric multiplicities , then
. This integer is the maximum number of linearly independent eigenvectors of eigenvectors. The matrix that represents
admits an eigenbasis; that is, there exists a basis for relative to this basis is a diagonal matrix, whose
diagonal elements are the eigenvalues associated to each basis vector. Conversely, if the sum is less than , then admits no eigenbasis, and there is no choice of coordinates that will allow Note that to be represented by a diagonal matrix. is at least equal to the number of distinct eigenvalues of on . has , and any basis of , but may be larger than that.[9] For is an eigenbasis of ; but its only
Eigenfunctions
A widely used class of linear operators acting on infinite dimensional spaces are the differential operators on function spaces. Let be a linear differential operator in on the space of infinitely differentiable real functions of a real argument . The eigenvalue equation for is the differential equation
The functions that satisfy this equation are commonly called eigenfunctions. For the derivative operator eigenfunction is a function that, when differentiated, yields a constant times the original function. If generic solution is a constant function. If is non-zero, the solution is an exponential function
, an
is zero, the
Eigenfunctions are an essential tool in the solution of differential equations and many other applied and theoretical fields. For instance, the exponential functions are eigenfunctions of any shift invariant linear operator. This fact is the basis of powerful Fourier transform methods for solving all sorts of problems.
Spectral theory
If is an eigenvalue of , then the operator is not one-to-one, and therefore its inverse is not defined. The converse is true for finite-dimensional vector spaces, but not for infinite-dimensional ones. In general, the operator may not have an inverse, even if is not an eigenvalue. For this reason, in functional analysis one defines the spectrum of a linear operator as the set of all scalars for which the operator has no bounded inverse. Thus the spectrum of an operator always contains all its eigenvalues, but is not limited to them.
which is equivalent to
where
is the
identity matrix. It is a fundamental result of linear algebra that an equation if, and only if, the determinant are precisely the real numbers of the matrix that satisfy the equation
has a
The left-hand side of this equation can be seen (using Leibniz' rule for the determinant) to be a polynomial function of the variable . The degree of this polynomial is , the order of the matrix. Its coefficients depend on the entries of of . be the matrix , except that its term of degree is always . This polynomial is called the characteristic polynomial of For example, let ; and the above equation is called the characteristic equation (or, less often, the secular equation)
is
which is
Eigenvalues and eigenvectors The roots of this polynomial are 2, 1, and 11. Indeed these are the only three eigenvalues of the eigenvectors In the real domain Since the eigenvalues are roots of the characteristic polynomial, an matrix has at most eigenvalues. If the matrix has real entries, the coefficients of the characteristic polynomial are all real; but it may have fewer than real roots, or no real roots at all. For example, consider the cyclic permutation matrix and (or any non-zero multiples thereof). , corresponding to
This matrix shifts the coordinates of the vector up by one position, and moves the first coordinate to the bottom. Its characteristic polynomial is which has one real root . Any vector with three equal non-zero elements is an eigenvector for this eigenvalue. For example,
In the complex domain The fundamental theorem of algebra implies that the characteristic polynomial of an polynomial of degree linear terms, , has exactly matrix , being a complex roots. More precisely, it can be factored into the product of
where each
, ...
are all real numbers, the eigenvalues may still have non-zero imaginary parts (and the
elements of the corresponding eigenvectors will therefore also have non-zero imaginary parts). Also, the eigenvalues may be irrational numbers even if all the entries of are rational numbers, or all are integers. However, if the entries of numbers too. The non-real roots of a real polynomial with real coefficients can be grouped into pairs of complex conjugate values, namely with the two members of each pair having the same real part and imaginary parts that differ only in sign. If the degree is odd, then by the intermediate value theorem at least one of the roots will be real. Therefore, any real matrix with odd order will have at least one real eigenvalue; whereas a real matrix with even order may have no real eigenvalues. In the example of the 33 cyclic permutation matrix additional non-real roots, namely and where is the imaginary unit. Note that and Therefore, the vectors respectively. and are eigenvectors of , with eigenvalues , and , , , , and . Then , above, the characteristic polynomial has two are algebraic numbers (which include the rationals), the eigenvalues will be (complex) algebraic
Algebraic multiplicities
Let be an eigenvalue of an matrix . The algebraic multiplicity such that of is its multiplicity as a divides evenly that ; and the sum is root of the characteristic polynomial, that is, the largest integer polynomial. Like the geometric multiplicity of
exactly . It can be proved that the geometric multiplicity . Therefore, Example is at most .
the
characteristic
polynomial
of ,
is
being the product of the diagonal with a lower triangular matrix. The roots of this polynomial, and hence the eigenvalues, are 2 and 3. The algebraic multiplicity of each eigenvalue is 2; in other words they are both double roots. On the other hand, the geometric multiplicity of the eigenvalue 2 is only 1, because its eigenspace is spanned by the vector , and is therefore 1 dimensional. Similarly, the geometric multiplicity of the eigenvalue 3 is 1 because its eigenspace is spanned by algebraic multiplicity of A, denoted multiplicity . Hence, the total , is 4, which is the most it could be for a 4 by 4 matrix. The geometric
is 2, which is the smallest it could be for a matrix which has two distinct eigenvalues.
. By definition, therefore, the matrix is diagonalizable. is diagonalizable, let be a non-singular square matrix such that we get . Thus , whose eigenvalue is the corresponding element on the diagonal of is equal to
must be linearly independent, it follows that diagonalizable. If is diagonalizable, the space of all eigenspaces of change of coordinates.
-element vectors can be decomposed into the direct sum of the , and it is the preserved under
A matrix that is not diagonalizable is said to be defective. For defective matrices, the notion of eigenvector can be generalized to generalized eigenvectors, and that of diagonal matrix to a Jordan form matrix. Over an algebraically closed field, any matrix has a Jordan form and therefore admits a basis of generalized eigenvectors, and a
Further properties
Let be an arbitrary matrix of complex numbers with eigenvalues occurs , , ... . (Here it is understood that an eigenvalue with algebraic multiplicity The trace of times in this list.) Then
, defined as the sum of its diagonal elements, is also the sum of all eigenvalues: .
The determinant of
th power of
, are
is invertible, then the eigenvalues of are is equal to its conjugate transpose (in other words, if
negative-definite, or negative-semidefinite every eigenvalue is positive, non-negative, negative, or non-positive respectively. Every eigenvalue of a unitary matrix has absolute value .
. , since their
defining equation is equivalent to It follows that, if is Hermitian, its left and right eigenvectors are complex conjugates. In particular if is a real
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Calculation
Computing the eigenvalues
The eigenvalues of a matrix can be determined by finding the roots of the characteristic polynomial. Explicit algebraic formulas for the roots of a polynomial exist only if the degree is 4 or less. According to the AbelRuffini theorem there is no general, explicit and exact algebraic formula for the roots of a polynomial with degree 5 or more. It turns out that any polynomial with degree is the characteristic polynomial of some companion matrix of order . Therefore, for matrices of order 5 or more, the eigenvalues and eigenvectors cannot be obtained by an explicit algebraic formula, and must therefore be computed by approximate numerical methods. In theory, the coefficients of the characteristic polynomial can be computed exactly, since they are sums of products of matrix elements; and there are algorithms that can find all the roots of a polynomial of arbitrary degree to any required accuracy.[] However, this approach is not viable in practice because the coefficients would be contaminated by unavoidable round-off errors, and the roots of a polynomial can be an extremely sensitive function of the coefficients (as exemplified by Wilkinson's polynomial).[] Efficient, accurate methods to compute eigenvalues and eigenvectors of arbitrary matrices were not known until the advent of the QR algorithm in 1961. [] Combining the Householder transformation with the LU decomposition results in an algorithm with better convergence than the QR algorithm.[citation needed] For large Hermitian sparse matrices, the Lanczos algorithm is one example of an efficient iterative method to compute eigenvalues and eigenvectors, among several other possibilities.[]
, that is
This matrix equation is equivalent to two linear equations that is Both equations reduce to the single linear equation . Therefore, any vector of the form , for any
non-zero real number , is an eigenvector of with eigenvalue . The matrix above has another eigenvalue . A similar calculation shows that the corresponding eigenvectors are the non-zero solutions of non-zero real number . , that is, any vector of the form , for any
Some numeric methods that compute the eigenvalues of a matrix also determine a set of corresponding eigenvectors as a by-product of the computation.
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History
Eigenvalues are often introduced in the context of linear algebra or matrix theory. Historically, however, they arose in the study of quadratic forms and differential equations. Euler studied the rotational motion of a rigid body and discovered the importance of the principal axes. Lagrange realized that the principal axes are the eigenvectors of the inertia matrix.[10] In the early 19th century, Cauchy saw how their work could be used to classify the quadric surfaces, and generalized it to arbitrary dimensions.[11] Cauchy also coined the term racine caractristique (characteristic root) for what is now called eigenvalue; his term survives in characteristic equation.[12] Fourier used the work of Laplace and Lagrange to solve the heat equation by separation of variables in his famous 1822 book Thorie analytique de la chaleur.[13] Sturm developed Fourier's ideas further and brought them to the attention of Cauchy, who combined them with his own ideas and arrived at the fact that real symmetric matrices have real eigenvalues.[11] This was extended by Hermite in 1855 to what are now called Hermitian matrices.[12] Around the same time, Brioschi proved that the eigenvalues of orthogonal matrices lie on the unit circle,[11] and Clebsch found the corresponding result for skew-symmetric matrices.[12] Finally, Weierstrass clarified an important aspect in the stability theory started by Laplace by realizing that defective matrices can cause instability.[11] In the meantime, Liouville studied eigenvalue problems similar to those of Sturm; the discipline that grew out of their work is now called SturmLiouville theory.[14] Schwarz studied the first eigenvalue of Laplace's equation on general domains towards the end of the 19th century, while Poincar studied Poisson's equation a few years later.[15] At the start of the 20th century, Hilbert studied the eigenvalues of integral operators by viewing the operators as infinite matrices.[16] He was the first to use the German word eigen to denote eigenvalues and eigenvectors in 1904, though he may have been following a related usage by Helmholtz. For some time, the standard term in English was "proper value", but the more distinctive term "eigenvalue" is standard today.[17] The first numerical algorithm for computing eigenvalues and eigenvectors appeared in 1929, when Von Mises published the power method. One of the most popular methods today, the QR algorithm, was proposed independently by John G.F. Francis[18] and Vera Kublanovskaya[19] in 1961.[20]
Applications
Eigenvalues of geometric transformations
The following table presents some example transformations in the plane along with their 22 matrices, eigenvalues, and eigenvectors.
scaling illustration unequal scaling rotation horizontal shear hyperbolic rotation
matrix
characteristic polynomial
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geometric multipl.
eigenvectors
Note that the characteristic equation for a rotation is a quadratic equation with discriminant which is a negative number whenever the two eigenvalues are complex numbers,
is not an integer multiple of 180. Therefore, except for these special cases, ; and all eigenvectors have non-real entries. Indeed,
except for those special cases, a rotation changes the direction of every nonzero vector in the plane.
Schrdinger equation
An example of an eigenvalue equation where the transformation is represented in terms of a differential operator is the time-independent Schrdinger equation in quantum mechanics:
where
is one of its eigenfunctions corresponding to the eigenvalue , interpreted as its energy. However, in the case where one is interested only in the bound state solutions of the Schrdinger equation, one looks for within the space of square integrable functions. Since this space is a Hilbert space with a well-defined scalar product, one can introduce a basis set in which and can be represented as a one-dimensional array and a matrix respectively. This allows one to represent the Schrdinger equation in a matrix form. Bra-ket notation is often used in this context. A vector, which represents a state of the system, in the Hilbert space of square integrable functions is represented by . In this notation, the Schrdinger equation is:
The wavefunctions associated with the bound states of an electron in a hydrogen atom can be seen as the eigenvectors of the hydrogen atom Hamiltonian as well as of the angular momentum operator. They are associated with eigenvalues interpreted as their energies (increasing downward: ) and angular momentum (increasing across: s, p, d, ...). The illustration shows the square of the absolute value of the wavefunctions. Brighter areas correspond to higher probability density for a position measurement. The center of each figure is the atomic nucleus, a proton.
where
is an eigenstate of
. It is a self adjoint operator, the infinite dimensional analog of Hermitian is understood to be the vector to .
matrices (see Observable). As in the matrix case, in the equation above obtained by application of the transformation
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Molecular orbitals
In quantum mechanics, and in particular in atomic and molecular physics, within the HartreeFock theory, the atomic and molecular orbitals can be defined by the eigenvectors of the Fock operator. The corresponding eigenvalues are interpreted as ionization potentials via Koopmans' theorem. In this case, the term eigenvector is used in a somewhat more general meaning, since the Fock operator is explicitly dependent on the orbitals and their eigenvalues. If one wants to underline this aspect one speaks of nonlinear eigenvalue problem. Such equations are usually solved by an iteration procedure, called in this case self-consistent field method. In quantum chemistry, one often represents the HartreeFock equation in a non-orthogonal basis set. This particular representation is a generalized eigenvalue problem called Roothaan equations.
PCA of the multivariate Gaussian distribution centered at with a standard deviation of 3 in roughly the direction
and of1 in the orthogonal direction. The vectors shown are unit eigenvectors of the (symmetric, positive-semidefinite) covariance matrix scaled by the square root of the corresponding eigenvalue. (Just as in the one-dimensional case, the square root is taken because the standard deviation is more readily visualized than the variance.
Eigenvalues and eigenvectors matrix determine the Q-methodologist's judgment of practical significance (which differs from the statistical significance of hypothesis testing): The factors with eigenvalues greater than 1.00 are considered practically significant, that is, as explaining an important amount of the variability in the data, while eigenvalues less than 1.00 are considered practically insignificant, as explaining only a negligible portion of the data variability. More generally, principal component analysis can be used as a method of factor analysis in structural equation modeling.
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Vibration analysis
Eigenvalue problems occur naturally in the vibration analysis of mechanical structures with many degrees of freedom. The eigenvalues are used to determine the natural frequencies (or eigenfrequencies) of vibration, and the eigenvectors determine the shapes of these vibrational modes. In particular, undamped vibration is governed by
or
that is, acceleration is proportional to position (i.e., we expect to be sinusoidal in time). In dimensions, becomes a mass matrix and a stiffness matrix. Admissible solutions are then a linear combination of solutions to the generalized eigenvalue problem
where
is the angular frequency. Note that the principal vibration modes are different alone. Furthermore, damped vibration,
from the principal compliance modes, which are the eigenvectors of governed by leads to what is called a so-called quadratic eigenvalue problem,
This can be reduced to a generalized eigenvalue problem by clever use of algebra at the cost of solving a larger system. The orthogonality properties of the eigenvectors allows decoupling of the differential equations so that the system can be represented as linear summation of the eigenvectors. The eigenvalue problem of complex structures is often solved using finite element analysis, but neatly generalize the solution to scalar-valued vibration problems.
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Eigenfaces
In image processing, processed images of faces can be seen as vectors whose components are the brightnesses of each pixel.[26] The dimension of this vector space is the number of pixels. The eigenvectors of the covariance matrix associated with a large set of normalized pictures of faces are called eigenfaces; this is an example of principal components analysis. They are very useful for expressing any face image as a linear combination of some of them. In the facial recognition branch of biometrics, eigenfaces provide a means of applying data compression to faces for identification purposes. Research related to eigen vision systems determining hand gestures has also been made. Similar to this concept, eigenvoices represent the general direction of variability in human pronunciations of a particular utterance, such as a word in a language. Based on a linear combination of such eigenvoices, a new voice pronunciation of the word can be constructed. These concepts have been found useful in automatic speech recognition systems, for speaker adaptation.
Stress tensor
In solid mechanics, the stress tensor is symmetric and so can be decomposed into a diagonal tensor with the eigenvalues on the diagonal and eigenvectors as a basis. Because it is diagonal, in this orientation, the stress tensor has no shear components; the components it does have are the principal components.
Eigenvalues of a graph
In spectral graph theory, an eigenvalue of a graph is defined as an eigenvalue of the graph's adjacency matrix (increasingly) of the graph's Laplacian matrix (see also Discrete Laplace operator), which is either (sometimes called the combinatorial Laplacian) or Laplacian), where diagonal entry is corresponding to the is a diagonal matrix with . The th largest or (sometimes called the normalized , and in , the th equal to the degree of vertex , or
th principal eigenvector of a graph is defined as either the eigenvector th smallest eigenvalue of the Laplacian. The first principal eigenvector of the
graph is also referred to merely as the principal eigenvector. The principal eigenvector is used to measure the centrality of its vertices. An example is Google's PageRank algorithm. The principal eigenvector of a modified adjacency matrix of the World Wide Web graph gives the page ranks as its components. This vector corresponds to the stationary distribution of the Markov chain represented by the row-normalized adjacency matrix; however, the adjacency matrix must first be modified to ensure a stationary distribution exists. The second smallest eigenvector can be used to partition the graph into clusters, via spectral clustering. Other methods are also available for clustering.
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people that one typical infectious person will infect. The generation time of an infection is the time,
person becoming infected to the next person becoming infected. In a heterogenous population, the next generation matrix defines how many people in the population will become infected after time has passed. is then the largest eigenvalue of the next generation matrix.[27][28]
Notes
[1] Wolfram Research, Inc. (2010) Eigenvector (http:/ / mathworld. wolfram. com/ Eigenvector. html). Accessed on 2010-01-29. [2] William H. Press, Saul A. Teukolsky, William T. Vetterling, Brian P. Flannery (2007), [http://www.nr.com/ Numerical Recipes: The Art of Scientific Computing, Chapter 11: Eigensystems., pages=563597. Third edition, Cambridge University Press. ISBN 9780521880688 [3] See ; [6] Lemma for the eigenspace [7] Schaum's Easy Outline of Linear Algebra (http:/ / books. google. com/ books?id=pkESXAcIiCQC& pg=PA111), p. 111 [8] For a proof of this lemma, see ; ; ; ; and Lemma for linear independence of eigenvectors [10] See [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [24] See See See See See See See and . Also published in: See ; Stereo32 software (http:/ / www. ruhr-uni-bochum. de/ hardrock/ downloads. htm)
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External links
What are Eigen Values? (http://www.physlink.com/education/AskExperts/ae520.cfm) non-technical introduction from PhysLink.com's "Ask the Experts" Eigen Values and Eigen Vectors Numerical Examples (http://people.revoledu.com/kardi/tutorial/ LinearAlgebra/EigenValueEigenVector.html) Tutorial and Interactive Program from Revoledu. Introduction to Eigen Vectors and Eigen Values (http://khanexercises.appspot.com/video?v=PhfbEr2btGQ) lecture from Khan Academy Hill, Roger (2009). " Eigenvalues" (http://www.sixtysymbols.com/videos/eigenvalues.htm). Sixty Symbols. Brady Haran for the University of Nottingham. Theory Hazewinkel, Michiel, ed. (2001), "Eigen value" (http://www.encyclopediaofmath.org/index.php?title=p/ e035150), Encyclopedia of Mathematics, Springer, ISBN978-1-55608-010-4 Hazewinkel, Michiel, ed. (2001), "Eigen vector" (http://www.encyclopediaofmath.org/index.php?title=p/ e035180), Encyclopedia of Mathematics, Springer, ISBN978-1-55608-010-4 Eigenvalue (of a matrix) (http://planetmath.org/?op=getobj&from=objects&id=4397), PlanetMath.org. Eigenvector (http://mathworld.wolfram.com/Eigenvector.html) Wolfram MathWorld Eigen Vector Examination working applet (http://ocw.mit.edu/ans7870/18/18.06/javademo/Eigen/) Same Eigen Vector Examination as above in a Flash demo with sound (http://web.mit.edu/18.06/www/ Demos/eigen-applet-all/eigen_sound_all.html) Computation of Eigenvalues (http://www.sosmath.com/matrix/eigen1/eigen1.html) Numerical solution of eigenvalue problems (http://www.cs.utk.edu/~dongarra/etemplates/index.html) Edited by Zhaojun Bai, James Demmel, Jack Dongarra, Axel Ruhe, and Henk van der Vorst Eigenvalues and Eigenvectors on the Ask Dr. Math forums: (http://mathforum.org/library/drmath/view/ 55483.html), (http://mathforum.org/library/drmath/view/51989.html) Online calculators arndt-bruenner.de (http://www.arndt-bruenner.de/mathe/scripts/engl_eigenwert.htm) bluebit.gr (http://www.bluebit.gr/matrix-calculator/) wims.unice.fr (http://wims.unice.fr/wims/wims.cgi?session=6S051ABAFA.2&+lang=en&+module=tool/ linear/matrix.en) Demonstration applets Java applet about eigenvectors in the real plane (http://scienceapplets.blogspot.com/2012/03/ eigenvalues-and-eigenvectors.html)
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License
Creative Commons Attribution-Share Alike 3.0 Unported //creativecommons.org/licenses/by-sa/3.0/