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Eigenvectors, but you actually understand them this time.

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Eigenvectors, but you actually understand them this time.
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Конспект урока

An eigenvector is just a direction the matrix can't push you off of. That's it. Every other definition is a consequence of this one, geometrical sentence.

The picture, before the algebra

Take any 2×2 transformation. Most input vectors get rotated and stretched — they come out pointing somewhere new. But there are usually one or two directions that just get stretched. Those are your eigenvectors. The stretch factor is the eigenvalue.

import numpy as np
A = np.array([[2, 1],
              [1, 3]])
vals, vecs = np.linalg.eig(A)
# vals  → array([1.38, 3.62])
# vecs  → columns are the eigenvectors

Why we care

Because if you can find these special directions, you can rewrite the matrix as a stretch along them. That makes powers of the matrix cheap, makes differential equations solvable, makes PCA work. Eigenvectors are how linear algebra pays rent.

Практика · 3 вопроса

Три небольшие задачи.

01

For A = [[2,1],[1,3]], confirm by hand that v=(1, 1+√2) is an eigenvector. What's its eigenvalue?

Подсказка · Multiply Av and compare to a scalar multiple of v.

02

Prove that a matrix with a zero eigenvalue is singular.

Подсказка · If Av = 0 for nonzero v, what does that say about the column space?

03

Why does PCA find eigenvectors of the covariance matrix and not of the data matrix itself?

Подсказка · Covariance is symmetric. Why does that matter?

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