Eigenvalues in the context of Shear mapping


Eigenvalues in the context of Shear mapping

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⭐ Core Definition: Eigenvalues

In linear algebra, an eigenvector (/ˈɡən-/ EYE-gən-) or characteristic vector is a (nonzero) vector that has its direction unchanged (or reversed) by a given linear transformation. More precisely, an eigenvector of a linear transformation is scaled by a constant factor when the linear transformation is applied to it: . The corresponding eigenvalue, characteristic value, or characteristic root is the multiplying factor (possibly a negative or complex number).

Geometrically, vectors are multi-dimensional quantities with magnitude and direction, often pictured as arrows. A linear transformation rotates, stretches, or shears the vectors upon which it acts. A linear transformation's eigenvectors are those vectors that are only stretched or shrunk, with neither rotation nor shear. The corresponding eigenvalue is the factor by which an eigenvector is stretched or shrunk. If the eigenvalue is negative, the eigenvector's direction is reversed.

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Eigenvalues in the context of Quantum number

In quantum physics and chemistry, quantum numbers are quantities that characterize the possible states of the system. To fully specify the state of the electron in a hydrogen atom, four quantum numbers are needed. The traditional set of quantum numbers includes the principal, azimuthal, magnetic, and spin quantum numbers. To describe other systems, different quantum numbers are required. For subatomic particles, one needs to introduce new quantum numbers, such as the flavour of quarks, which have no classical correspondence.

Quantum numbers are closely related to eigenvalues of observables. When the corresponding observable commutes with the Hamiltonian of the system, the quantum number is said to be "good", and acts as a constant of motion in the quantum dynamics.

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Eigenvalues in the context of Principal curvature

In differential geometry, the two principal curvatures at a given point of a surface are the maximum and minimum values of the curvature as expressed by the eigenvalues of the shape operator at that point. They measure how the surface bends by different amounts in different directions at that point.

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Eigenvalues in the context of Covariance matrices

In probability theory and statistics, a covariance matrix (also known as auto-covariance matrix, dispersion matrix, variance matrix, or variance–covariance matrix) is a square matrix giving the covariance between each pair of elements of a given random vector.

Intuitively, the covariance matrix generalizes the notion of variance to multiple dimensions. As an example, the variation in a collection of random points in two-dimensional space cannot be characterized fully by a single number, nor would the variances in the and directions contain all of the necessary information; a matrix would be necessary to fully characterize the two-dimensional variation.

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