eigenvalue

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“In the mathematics of linear algebra, it is a scalar value λ such that A X = λ X, where A is a square matrix and X is a vector of real numbers. Sometimes written as A X – λ I X =0, where I is the identity matrix. Eigenvalues and the corresponding eigenvectors are used to decompose a matrix into simpler elements. In decision statistics, the result is known as principal components.”

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By |February 1st, 2019|Comments Off on eigenvalue