Eigenvalues and Eigenvectors
Eigenvalues and eigenvectors, the spectral radius, and convergent matrices.
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Slide 2
Notes
Spectral radius ρ(A) = max |λ|. ‖A‖₂ = √ρ(AᵀA). A is convergent (Aᵏ → 0) ⇔ ρ(A) < 1.