In this fourth section of the linear algebra tutorial, we will investigate one important property of a square matrix which is called eigenvalues and eigenvectors. Using eigenvectors we can perform diagonalization and from we can compute matrix function such as matrix exponent and matrix power. Special topics on symmetric matrix, orthogonal matrix as well as matrix factorization using spectral decomposition and singular value decomposition are closely related to the eigenvalues and eigenvectors.
The following are the topics of this section:
Matrix Eigen Value & Eigen Vector
Matrix Eigen Value & Eigen Vector for Symmetric Matrix (Jacobi method)
Similarity and Matrix Diagonalization
Matrix Power and Exponent
Singular Value Decomposition