Eigenvalue, Eigenvectors, Linear Algebra, Mathematics, Principal Component.
expanded the vector x by a factor 3. Matrix A expanded by a factor 3. Image from Anton & Rorren (2012). To calculate eigenvalues and eigenvectors, we have to notice that Av = λv can be rewritten as Av = λIdv, or as (λId - A)v = 0. Where Id is the identity matrix. For λ to be the eigenvalue of A,