http://blog.csdn.net/pipisorry/article/details/38662887
线性代数:特征值对于解方程组有什么作用?
特征值特征向量可以解2次型
对称矩阵的特征值和特征向量
Let M be a square matrix. Let λ be a constant and e a nonzero column vector with the same number of rows as M. Then λ is an eigenvalue of M and e is the corresponding eigenvector of M if Me = λe.
特征值和特征向量的计算
in order for (M − λI)e = 0 to hold for a vector e 6= 0, the determinant of M − λI must be 0.
Note: 注意特征向量应该是归一化的,就是特征向量的平方和为1。
行列式的计算方法
也就是a11(子行列式) - a12(子行列式) + a13(子行列式)
通过幂迭代Power Iteration寻找特征对Eigenpairs
from:http://blog.csdn.net/pipisorry/article/details/38662887
ref: Anand.Rajaraman-Mining of Massive Datasets-mmds2014