VoseEigenValues | Vose Software






Example model

Array function that returns the Eigenvalues of a given matrix (presented as an array in the spreadsheet). When {matrix} is an n x n array, the output range should be 1 x n or n X 1 array.

  • {matrix} - an n x n matrix

A matrix [M] is said to be associated with a set of eigenvectors [V] and eigenvalues l, if:

[M][V] = l [V]

If we look at it in one dimension, a vector is an eigenvector of a matrix if multiplying it by the matrix results in a constant (the eigenvalue) times the original vector.