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Lecture-2 - Preliminaries Lecture-2 Eigen Vectors and Eigen...

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1 Preliminaries Lecture-2 Eigen Vectors and Eigen Values The eigen vector, x, of a matrix A is a special vector, with the following property x Ax l = Where ë is called eigen value 0 ) det( = - I A l To find eigen values of a matrix A first find the roots of: Then solve the following linear system for each eigen value to find corresponding eigen vector 0 ) ( = - x I A l
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