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For , and eigenvector of is a non-zero vector such that for some . The value is called an eigenvalue of . If is an eigenvalue of , then the set of eigenvectors is a subspace of , and we call the eigenspace corresponding to the eigenvalue .
We can interpret the subspace as the kernel of the map . If , then we can rearrange this equation to get . Therefore .
Principal Component Analysis
Linear Map
Positive Definite
Positive Semidefinite
Distinct eigenvalues have linearly independent eigenvectors
Eigendecomposition of a Matrix
Existence of Eigenvalues on Complex Spaces
Positive Semidefinite has dim Eigenvectors
Trace and Determinant with Eigenvalues
Conditions for Diagonalizability
Enough Diagonal Elements Imply Diagonalizability
Eigenvalues are Diagonal Elements of Upper Triangular
Arbitrary assignment of Eigenvalues
Hurwitz Matrix
Laplace Transform
Karhunen-Loeve Transform
Transform Coding Distortion
KL Transform Decorrelates X
Stationary Distribution