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Problem of the week - A simple question about eigenvalues

Problem of the week - A simple question about eigenvalues

Anibal Rodriguez
Anibal Rodriguez
February 20, 2019

One of the most used matrix decompositions is the eigendecomposition, which is related to the concept of diagonalization, and decomposes a matrix into eigenvectors and eigenvalues. Eigendecomposition plays a key role in computer vision and machine learning in general. Well known examples are PCA (Principal Component Analysis) for dimensionality reduction or EigenFaces for face recognition. As another important example of the use of this decomposition, Google, relies upon eigenvalues and eigenvectors to rank pages with respect to relevance.

Although this problem of the week doesn't request to find the eigendecomposition of a matrix, it is related to the concept of eigenvalues, and to solve it, you will need to know the foundation of the procedures used to compute them.