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characteristic-polynomial
cil-randomized-algorithm-svd
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cil-shrink-operator
covariance-matrix
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eigenvalue
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fenchel-conjugate
hadamard-product
nuclear-norm-minimization
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variance-covariance-matrix
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jensen-inequality
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01-00-dimension-reduction
02-00-matrix-approximation
02-01-recommender-systems
02-02-collaborative-filtering
02-03-netflix-data
02-04-preprocessing-normalization
02-05-rank-one-model
02-06-convextiy-definition
02-07-gradients
02-08-gradient-dynamics
02-09-fully-observed-rank-one-model
03-00-singular-value-decomposition
03-01-eckart-young-theorem
03-02-svd-pca
03-03-svd-matrix-completion
03-04-svd-with-imputation
03-05-np-hard
cil-important-points
cil-theory-overview
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Eigenvalue
It is the multiplying factor by which a vector
u
is scaled when applying the linear transform
A
u
=
λ
u