For a square matrix ( A ), an eigenvalue ( \lambda ) and a corresponding eigenvector ( v ) are defined by the equation: [ Av = \lambda v ] The eigenvalue ( \lambda ) is a scalar that scales the ...
Methods in numerical analysis. Includes: Lagrange interpolation, Chebyshev polynomials for optimal node spacing, iterative techniques to solve linear systems (Gauss-Seidel, Jacobi, SOR), SVD, PCA, and ...