Spectrum of a matrix

In mathematics, the spectrum of a matrix is the set of its eigenvalues. More generally, if $T:V\to V$ is a linear operator over any finite-dimensional vector space, its spectrum is the set of scalars $\lambda$ such that $T-\lambda I$ is not invertible. The determinant of the matrix equals the product of its eigenvalues. Similarly, the trace of the matrix equals the sum of its eigenvalues. From this point of view, we can define the pseudo-determinant for a singular matrix to be the product of its nonzero eigenvalues (the density of multivariate normal distribution will need this quantity).

单词	Spectrum of a matrix
释义	Spectrum of a matrix 英语百科 Spectrum of a matrix In mathematics, the spectrum of a matrix is the set of its eigenvalues. More generally, if $T:V\to V$ is a linear operator over any finite-dimensional vector space, its spectrum is the set of scalars $\lambda$ such that $T-\lambda I$ is not invertible. The determinant of the matrix equals the product of its eigenvalues. Similarly, the trace of the matrix equals the sum of its eigenvalues. From this point of view, we can define the pseudo-determinant for a singular matrix to be the product of its nonzero eigenvalues (the density of multivariate normal distribution will need this quantity).
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