Читать книгу Numerical Methods in Computational Finance - Daniel J. Duffy - Страница 76

Let . Then a scalar is called an eigenvalue of L if there exists a non-zero (called an eigenvector) such that:

(4.17)

Given a non-zero , the set of all x satisfying (4.17) forms a subspace of . The set of all eigenvectors of T corresponding to the same eigenvalue, together with the zero vector, is called an eigenspace (or the characteristic space) of T associated with that eigenvalue.

Eigenvalues and eigenvectors are important in numerical linear algebra.