A quick post to make a note about how often I come across the concept of Eigenvalues now.
In summary, so far I have seen at some point or another that you can use them to (at least):
- Find PCA components (using the Covariance matrix derived from a Multivariate dataset, because in there the eigenvectors are orthogonal).
- Find the “eigenvector centrality” of nodes in a network graph
- Solve systems of related differential equations
And that’s it. There’s more of course. But… That’s mostly a note to myself. Matrices and linear algebra can be very useful.