Eigenvalue

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If a (scalar) value, LaTeX: \lambda, satisfies LaTeX: Ax = \lambda x for some vector, LaTeX: x \neq 0, it is an eigenvalue of the matrix LaTeX: A, and LaTeX: x is an eigenvector. In mathematical programming this arises in the context of convergence analysis, where LaTeX: A is the hessian of some merit function, such as the objective or Lagrangian.


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