7. Glossary

Eigenvalue, eigenvector; eigenvalue, eigenvector

Let A be a square matrix. The number λ and the vector v are respectively called eigenvalue and eigenvector of A if Av = λv.

power method; méthode de la puissance

Iterative method for calculating the dominant eigenvalue of a matrix.

Vector de probabilité; probability vector

Vector whose components are all non-negative and whose sum is 1.

Matrice de permutation; permutation matrix

Matrix whose elements are 0 or 1. There is one and only one 1 per row and one and only one 1 per column.

Matrice stochastique; stochastic matrix

Matrix whose elements are all positive and whose sum of the elements in each row is 1.