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Solving the 2x2 Eigenvalue Problem - Also with Python - MSN
Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...
I am using a fragment shader to, among other things, calculate the eigenvectors of a 2x2 matrix.I can calculate the eigenvalues just fine using the quadratic formula on the characteristic equation ...
We compute the limiting distributions of the largest eigenvalue of a complex Gaussian sample covariance matrix when both the number of samples and the number of variables in each sample become large.
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