This problem is known as order determination, and amounts to estimating the rank of a matrix. Previous order-determination procedures rely either on the decreasing pattern, or elbow, of the ...

Paul A. White, The Computation of Eigenvalues and Eigenvectors of a Matrix, Journal of the Society for Industrial and Applied Mathematics, Vol. 6, No. 4 (Dec., 1958), pp. 393-437 ...

This article presents a from-scratch C# implementation of the second technique: using SVD to compute eigenvalues and eigenvectors from the standardized source data. If you're not familiar with PCA, ...

This article presents a from-scratch C# implementation of the first technique: compute eigenvalues and eigenvectors from the covariance matrix. If you're not familiar with PCA, most of the terminology ...

You can divide many matrices into three matrices, one with the eigenvalues, one with the eigenvectors, and the inverse of the eigenvector one.

Eigenvectors are columns of numbers, and eigenvalues, scalars that are multiplied with the eigenvector, said Tao, who has published several papers about eigenvectors.