Mathematics of Data Models

CS2810: Lecture 10

Eigendecomposition

By Professor Wu
 We previously learn how to use norms to measure the size of vectors

Today, we learn 2 ways to measure the size of matrices

The Frobenius Norm The Determinants
The Frobenius norm is an extension of L2 norm
The Symbol for Determinant of A is |A|, the absolute value symbol
For matrices bigger than 3x3,
we normally just use
computers to calculate them.

But you need to at least know

the equation for 2x2 and 3x3
matrices

Knowing the determinant is

useful because |A| = 0 implies

1. There is no unique solution

2. The matrix is singular
3. inv(A) does not exist
4. The column vectors are
linearly dependent.

For smaller matrices, it is easier to

solve the determinant than
performing Gaussian Elimination.
Find the determinant for each matrix
Find the determinant for each matrix
Find the determinant for each matrix
Previously saw that matrix transforms vectors

We have so far seen a lot of matrix transformations.

These transformations are from the vector’s perspective.

- It tells us how a matrix can change a vector.

Now, we are going to look from the matrix’s perspective.

- Given a matrix, what special numbers and vectors are there?

Special Vectors : Eigenvectors

Special number : Eigenvalues.
Eigenvalues and vectors
How do we find the Eigenvalues
Example
Example
Double check your work
Obtain different eigenvectors
Useful fact about eigenvectors
Eigenvectors and values is combination of multiple ideas
Python, determinant, eigendecomposition