Eigen values and Eigenvectors for a special case of a symmetric matrix

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Discussion Overview

The discussion revolves around the eigenvalues and eigenvectors of the matrix formed by the product of a vector and its transpose, specifically for a symmetric matrix of the form X^T*X. The scope includes theoretical exploration and mathematical reasoning.

Discussion Character

  • Exploratory
  • Mathematical reasoning

Main Points Raised

  • One participant inquires about the eigenvalues and eigenvectors of the matrix X^T*X, noting that it results in a symmetric matrix with diagonal entries as the sum of squares of the vector components.
  • Another participant suggests a method to calculate the eigenvalues and eigenvectors, indicating that there can only be one eigenvector with a nonzero eigenvalue.
  • A participant expresses confusion about obtaining a matrix of size nx1 instead of the expected nxn for eigenvalues and eigenvectors.
  • There is a request for clarification on the eigenvector in the context of the provided equation and a desire for further steps in the solution.
  • One participant mentions defining the rank of the matrix, asserting it is always one.
  • A later reply claims to have solved the problem, stating that the eigenvalue is λ = x*x' and the corresponding eigenvector is x.

Areas of Agreement / Disagreement

Participants express varying levels of understanding and confusion regarding the eigenvalues and eigenvectors, with some proposing methods and others seeking clarification. The discussion does not reach a consensus on the solution, as confusion persists among participants.

Contextual Notes

There are unresolved questions regarding the definitions and calculations of eigenvalues and eigenvectors, particularly in relation to the dimensions of the resulting matrices. The discussion reflects differing interpretations of the mathematical steps involved.

Who May Find This Useful

This discussion may be of interest to those studying linear algebra, particularly in the context of eigenvalues and eigenvectors of symmetric matrices.

mihalisla
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Hey guys if i have a vector x=[x1,x2, ... xn]
what are the eigenvectors and eigenvalues of X^T*X ?
I know that i get a n by n symmetric matrix with it's diagonal entries in
the form of Ʃ xii^2 for i=1,2,3,. . . ,n

Thank you in advance once again!
 
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You can calculate them fairly directly. Let [itex]A = x^t x[/itex] Then for a vector [itex]v = (v_1,...,v_n)[/itex]
[tex]Av^t = (x^t x) v^t = x^t (x v^t) = x^t \left( x\cdot v \right)[/tex]
where [itex]x\cdot v[/itex] is the dot product of x and v. Based on this you should be able to spot that there can only be one eigenvector with a nonzero eigenvalue (and what the eigenvectors and eigenvalues are)
 
I ll try it . thank you very much!
 
I tried it but i get a nx1 in size matrix. Aren't eigenvalues and eigenvectors for nxn matrices . . . ?
How can I get the values ?
Thank you .
 
Yes, Office Shredder said that would give the eigenvectors, not a matrix.
 
Sorry but i still don't get it. What is the eigenvector in the second part of the equation? Could you provide the solution beyond that first step! Thank you !
 
Solved

Solved ! lamda=x*x' and the corresponding eigenvector is x
 

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