Eigenvalue and Eigenvector Computations Example
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Eigenvalues and eigenvectors play an important role in many signal processing applications. This example demonstrates the mechanics of computing the eigenvalues and eigenvectors of a specific 3x3 matrix. Eigenvalues are always the roots of the matrix characteristic equation, i.e. det(A-LI), while eigenvectors are found by finding the null space of the equation A-LI for each eigenvalue L.
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