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Questions tagged [eigenvalue]

The eigenvalue is the factor by which the eigenvector is scaled when multiplied by the matrix.

The eigenvectors of a square matrix are the non-zero vectors that, after being multiplied by the matrix, remain parallel to the original vector. For each eigenvector, the corresponding eigenvalue is the factor by which the eigenvector is scaled when multiplied by the matrix. The prefix eigen- is adopted from the German word "eigen" for "own"[1] in the sense of a characteristic description. The eigenvectors are sometimes also called characteristic vectors. Similarly, the eigenvalues are also known as characteristic values.

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What does eigenvalues represent in Face Recognition by Eigenfaces

I've got a set of training face images (40 images). Each image size is 28*34. From there, I'm able to get eigenVector, Score, Latent using princomp function in Matlab. I've got 952 latents (eigenvalues in covariance matrix) which are in descending…
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Code for finding eigen values

Hi I have been trying to code for finding eigenvalues of a n*n matrix. But I'm not able to think what should be the algorithm for it. Step 1: Finding det(A-(lamda)*I) = 0 What should be the algorithm for a general matrix, for finding lamda? I have…
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Get the eigen vector correspoinding to the ith largest eigen value

I have tried this code for my assignments, but I am getting error of type ??? Subscript indices must either be real positive integers or logicals. This is my code: for i = 5:200 eigvecm = eigvecm(:, end:-1:end-(int8(i)-1)); end Please point…
user3292186
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How to compute a variable inside a matrix

I have a 2x2 matrix of [ 1 2; k 3], and k is integer between [0,5]. I want to plot the eigenvalues of this matrix as a function of k in the range of [0,5]. How do I do that?
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if command fails, run different function

I'm working with large sparse matrices and small sparse matrices. Now, the eig command doesn't work with sparse matrices (when using sprand) so I must use eigs. But I have a script that needs to use both depending on what matrix I'm using. I could…
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Given eigen values for a matrix in n dimension how one can generate a corresponding covariance matrix which result in having those eigen values

I am having some difficulties resolving this: Given eigen values for a matrix in n dimension how one can generate a corresponding covariance matrix which result in having those eigen values. Any advice is much appreciated. Ali
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Eigen Values and Eigen Vectors Matlab

I have a matrix A A = [ 124.6,95.3,42.7 ; 95.3,55.33,2.74 ; 42.7,2.74,33.33 ] The eigenvalues and vectors: [V,D] = eig(A) How do I show the eigenvalues are mutually perpendicular? I've tried that if the dot product of the eigenvalues are zero,…
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How to make this loop? Matlab

For example: I have first vektor x1: x1=[4.8809 0.0034 4.3352 0.0080 3.3940 0.0119] and second vector x2: x2=[2.1531 0.0147 0.7522 0.0162 -0.6510 0.0162] This steps I would like to make as a loop: 1) first row of matrix…
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Getting largest eigenvalue of stochastic matrix in R and MATLAB

I' trying to get the largest eigenvalue of a fully-connected right stochastic matrix in R & MATLAB. From this link: http://en.wikipedia.org/wiki/Stochastic_matrix I understand that the largest eigenvalue will be 1. For example, we can see the…
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Eigenvalue decomposition of correlation matrix

I have a correlation matrix: cor.table <- matrix( sample( c(0.9,-0.9) , 2500 , prob = c( 0.8 , 0.2 ) , repl = TRUE ) , 50 , 50 ) diag(cor.table) <- 1 I try to do eigenvalue decomposition: library(psych) fit<-principal(cor.table,…
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Memory efficient small eigenvalue algorithms for sparse matrices

I am writing some Java software which requires calculating eigenvalues and eigenvectors of positive definite symmetric sparse matrices. I don't need all of the eigenvalues, but I'm mostly interested in the small ones. The problem is: 1) For…
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Computing eigenvalues in parallel for a large matrix

I am trying to compute the eigenvalues of a big matrix on matlab using the parallel toolbox. I first tried: A = rand(10000,2000); A = A*A'; matlabpool open 2 spmd C = codistributed(A); tic [V,D] = eig(C); time = gop(@max, toc) %…
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How to find singular matrix eigenvector?

I have a 800x800 singular (covariance) matrix and I want to find it's largest eigenvalue and eigenvector corresponding to this eigenvalue. Does anybody know wheter it is possible to do it with R?
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compute eigenvectors of big matrix

I have an 6000*16000 matrix D I need to compute matrix C formed by the first leigenvectors with the smallest eigenvalues D ( I don't choose the right l until now) what is the faster way to compute C?
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In log(eigen(sigma, symmetric = TRUE, only.values = TRUE)$values) : NaNs produced

I am estimating a log-likelihood using optim(). I am having some problems with the eigenvalues that don't let me find a valid hessian matrix and, therefore, the standard errors can't be calculated. Here are the "warning" messages I get: Warning…
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