4. Eigenvalues and Eigenvectors

MIT 18.065 Matrix Methods in Data Analysis, Signal Processing, and Machine Learning, Spring 2018
Instructor: Gilbert Strang
View the complete course: ocw.mit.edu/18-065S18
KZread Playlist: • MIT 18.065 Matrix Meth...
Professor Strang begins this lecture talking about eigenvectors and eigenvalues and why they are useful. Then he moves to a discussion of symmetric matrices, in particular, positive definite matrices.
License: Creative Commons BY-NC-SA
More information at ocw.mit.edu/terms
More courses at ocw.mit.edu

Пікірлер: 85

  • @jrippee05
    @jrippee053 жыл бұрын

    Good morning, Dr. Strang. It is always a pleasure to listen to your classes. I wish all classes were as well organized and thorough as yours. It is always a joy to listen to your classes.

  • @debraj92
    @debraj922 жыл бұрын

    MIT is MIT for a reason. Thank you for open sourcing such wonderful videos.

  • @georgesadler7830
    @georgesadler78302 жыл бұрын

    This is an outstanding lecture on Eigenvalues and Eigenvectors. Eigenvalues and Eigenvectors are very important for solving linear systems especially in differential equations. MIT and DR. Strang thank you so much.

  • @thiagopbueno
    @thiagopbueno5 жыл бұрын

    Special is good. Useful is even better...

  • @RC-bm9mf
    @RC-bm9mf3 жыл бұрын

    Thank you very much dear professor Strang. You have been saving and will save so many students.

  • @johnk8174
    @johnk81743 жыл бұрын

    22 minutes in, still waiting for the hard part; that's the genius of Gilbert Strang.

  • @atomscott6495
    @atomscott64955 жыл бұрын

    43:28 Strang sensei thinks student makes a mistake Strang sensei : *Death*

  • @yd9939

    @yd9939

    3 жыл бұрын

    せんせい:定番なミスきちゃ!!

  • @allandogreat
    @allandogreat4 жыл бұрын

    Love and appreciate Dr. Strang

  • @starriet
    @starriet2 жыл бұрын

    Just one feedback from a student: It would be even better if the camera doesn't move too frequently following the lecturer. Thank you for all the camera works, just wanted to help make them even better. Thanks for great videos.

  • @xh3221
    @xh32213 жыл бұрын

    love the professor for clarity. I had no such a teacher in my college education

  • @acacianorison
    @acacianorison3 жыл бұрын

    Great lesson from a humble Professor with a sense of humor.

  • @testus86
    @testus863 жыл бұрын

    I had this in my bachelor of computer science in german. My prof was way worse and he was talking in my language. I understand more this in english than my prof. In my language. Huge compliment to Dr.strang

  • @JulieIsMe824
    @JulieIsMe8243 жыл бұрын

    Great lecture!!!Thank you Prof. Strang!

  • @rob3c
    @rob3c5 жыл бұрын

    How lucky we are to have another wonderful Strang lecture! His insightful presentations are always a treat, and it's great to see his take on deep learning applications. Minor chalk-o: he rotated Ax the wrong way at 27:22 (but the math is still right)

  • @kellypainter7625

    @kellypainter7625

    5 жыл бұрын

    Even gods make mistakes.

  • @yorgunkaptaan

    @yorgunkaptaan

    3 жыл бұрын

    @@kellypainter7625 No.

  • @aarifhussain3700
    @aarifhussain37004 жыл бұрын

    Blessing to all peoples those are related to mathematics field

  • @TheDroidMate
    @TheDroidMate Жыл бұрын

    This man is a legend. Thanks for everything.

  • @yizhongsha
    @yizhongsha4 жыл бұрын

    Brilliant, better insight than the original 18.06

  • @usmanhassan4498

    @usmanhassan4498

    2 жыл бұрын

    Agreed

  • @gokulakrishnancandassamy4995
    @gokulakrishnancandassamy4995 Жыл бұрын

    Thoroughly enjoyed Prof. Strang's lecture as usual (though it pains to see how aging has affected him!)

  • @user-sc2ei2lf9o
    @user-sc2ei2lf9o Жыл бұрын

    it's a very good course for someone to learn further on Matrixes in bachelor of Computer Science

  • @Enerdzizer
    @Enerdzizer4 жыл бұрын

    In difference equation in 11:00 it is better to compare differential equation with v_t+1 - v_t =A* v_t.

  • @freeeagle6074
    @freeeagle6074 Жыл бұрын

    Expecting to see Dr. Strang lecturing at age 106.

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    Way of solving ❤️

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    Impressed ❤️

  • @allyourcode
    @allyourcode3 жыл бұрын

    @22:05 But how do we know B is invertable? I found a proof that does not assume B is invertable: Suppose we have x such that ABx = lambda * x. Left multiply both sides by B: BABx = lambda * Bx. This shows that Bx is an eigen vector of BA, and its eigen value is lambda.

  • @snnn_wow
    @snnn_wow4 жыл бұрын

    28:00 Was it rotated to wrong direction? For example, if x = [0,1]^T, then AX = [1, 0]. So it is clockwise 90 degree rotation.

  • @learningstatistics1290

    @learningstatistics1290

    3 жыл бұрын

    Yes, you are right. A good point.

  • @tusharganguli
    @tusharganguli2 жыл бұрын

    Man! the camera guy has completely messed up such a beautiful lecture!

  • @yb801
    @yb8013 жыл бұрын

    Will this course cover jacobian and hessian matrix?Just asking.

  • @aungkyaw9353
    @aungkyaw93534 жыл бұрын

    "vectors from the space formed by independent eigen vectors of original matrix A == eigen vectors themselves for some similar matrices to A (with same eigen values)"? Is this statement true or false? 42:24

  • @justpaulo

    @justpaulo

    3 жыл бұрын

    I think it's false. Here's why: A = X Λ X¯¹ B = M (X Λ X¯¹) M¯¹ = (M X) Λ (M X)¯¹ so the eigenvectors of B will be M X = [Mx1 Mx2 ... Mxn]. Each column of M X => Mx¡ is a linear combination of the columns of M, therefore it is in the column space of M ( C(M) ), but not necessarily in the column space of X. If the eigenvectors of B turned out to be XM, then they would be for sure in C(X), i.e. they would be a linear combination of the eigenvectors of A.

  • @jongxina3595
    @jongxina3595 Жыл бұрын

    At 22:00 M = B only applies if B is invertible right? What about other cases when B isnt?

  • @faroukguituone5296
    @faroukguituone52963 жыл бұрын

    good teacher

  • @eduardojreis
    @eduardojreis5 жыл бұрын

    10:56 - Could someone explain this? I didn't get the derivative.

  • @matthewearley3518

    @matthewearley3518

    5 жыл бұрын

    Check this link out: math.mit.edu/~jorloff/suppnotes/suppnotes03/la5.pdf He's making a overall comment on how eigenvectors are used to solve systems of linear differential (continuous-time) or difference (discrete-time) equations. It is one of their principal uses.

  • @343clement
    @343clement4 жыл бұрын

    i wish they didnt move the cameras so much, i want to look at the blackboard, i don't mind if the professor is not in frame.

  • @igormorgado

    @igormorgado

    3 жыл бұрын

    you know that you can pause, right?

  • @adaelasm6467

    @adaelasm6467

    Жыл бұрын

    Yeah and then you aren’t hearing the professor talk about the equation

  • @anunaysanganal
    @anunaysanganal4 жыл бұрын

    Are eigen vectors of a symmetric matrix already unit vectors, or we need to normalize them?

  • @zma4543

    @zma4543

    4 жыл бұрын

    we need to normalize them to have length of 1 for each vector to get orthogonal matrix. I found this reference pretty good to answer your question in detail.

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    Solving ❤️

  • @PrzemyslawSliwinski
    @PrzemyslawSliwinski Жыл бұрын

    0:45 - We have heard about them eigentimes! ;)

  • @eduardojreis
    @eduardojreis5 жыл бұрын

    I'm very thankful for these lectures. Though, the camera movement is sometimes annoying.

  • @seventyfive7597

    @seventyfive7597

    4 жыл бұрын

    Yep, the old camera angles, straight on and more static, were much more reasonable.

  • @heretoinfinity9300
    @heretoinfinity93003 жыл бұрын

    Is the equation in 22:00 written with matrices M and M inverse switched?

  • @elisad8372

    @elisad8372

    3 жыл бұрын

    yes I believe so

  • @Fan-vk8tl

    @Fan-vk8tl

    3 жыл бұрын

    both definitions is the same

  • @yujeong8373
    @yujeong83734 жыл бұрын

    22:00 25:20

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    Style ❤️

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    Golden hair ❤️

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    Duster ❤️

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    Handwriting ❤️

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    Way ❤️

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    Mic ❤️

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    Math ❤️

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    Board ❤️

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    Chalk ❤️

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    Accent ❤️

  • @keyboard_toucher
    @keyboard_toucher5 жыл бұрын

    6:23 "that long, infinite series" hmmm....

  • @matthewearley3518

    @matthewearley3518

    5 жыл бұрын

    He is talking about a taylor series of e^(ax) e^ax = 1 + ax + (a^2)(x^2)/2! + (a^3)(x^3)/3! ... + (a^n)(x^n)/n! Since he has already proved that (A^n)*x=(lambda^n)*x, he just has to combine these two properties to prove that e^(Ax)=e^(lambda*x)

  • @marcusstoica

    @marcusstoica

    4 жыл бұрын

    @@matthewearley3518 Thank you--saw the original comment before seeing the video, and came back down to answer it once I knew the context. Only thing I would add is that n -> +infinity.

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    Jazz ❤️

  • @suprithashetty9016
    @suprithashetty90163 жыл бұрын

    English ❤️

  • @moritzstrueve5184
    @moritzstrueve51844 жыл бұрын

    It`s kind of funny, the word "Eigenvector" is a mix of german with english

  • @thangible

    @thangible

    3 жыл бұрын

    except the german have the word vector too. Eigenvektor.

  • @hxqing

    @hxqing

    2 жыл бұрын

    还好。我们不把它译为“爱根向量”,而译为“特征向量”。

  • @moritzstrueve5184

    @moritzstrueve5184

    2 жыл бұрын

    @@hxqing danke dir

  • @kevinchen1820
    @kevinchen18202 жыл бұрын

    20220517簽

  • @muhammadmubashirullah7152
    @muhammadmubashirullah71524 жыл бұрын

    oh God the distractions.

  • @learningstatistics1290
    @learningstatistics12903 жыл бұрын

    25:24 To prove AB and BA share the same eigenvalues, I think here the proof only proves the case when B is invertible. So this is not a general proof.

  • @user-wr4yl7tx3w
    @user-wr4yl7tx3w7 ай бұрын

    Never seen a worse camera man.

  • @Hotheaddragon
    @Hotheaddragon3 жыл бұрын

    DEATH ... LOL

  • @reneeliu6676
    @reneeliu66765 жыл бұрын

    I'm the 951 viewer and 2nd commenter!!

  • @susantabhattacharya6323
    @susantabhattacharya63233 жыл бұрын

    Dr. Strange.

  • @rafiaumar7787
    @rafiaumar77875 жыл бұрын

    How these eigenvectors and eignvalues are Helpful In Industrial engineering field.....????

  • @o.y.930

    @o.y.930

    4 жыл бұрын

    u ever heard of google????

  • @rafiaumar7787

    @rafiaumar7787

    4 жыл бұрын

    @@o.y.930 Yup i know ....Should I prefer GOOGLE to find the answer of this question??????¿¿¿

  • @kevintoner6068
    @kevintoner60683 жыл бұрын

    Unwatchable due to random unnecessary camera changes, such a shame. Seemed like it was gonna be an awesome lecture

  • @adaelasm6467
    @adaelasm6467 Жыл бұрын

    Please stop taking the camera off the equations!!

  • @TankNSSpank
    @TankNSSpank2 жыл бұрын

    stop panning the camera! stay on the balckboard