eigenvalue

(symbol: λ) n. a numerical index, commonly used in factor analysis and principal components analysis, that indicates the portion of the total variance among several correlated variables that is accounted for by a more basic, underlying variable or construct. An eigenvalue may be computed as the sum of the squared factor loadings for all the variables. Eigenvalues are of central importance in linear algebra (i.e., matrix algebra).

Browse dictionary by letter

a b c d e f g h i j k l m n o p q r s t u v w x y z

Psychology term of the day

January 24th 2025

risk–rescue rating

a formula comparing the inherent risk of a method of attempted suicide with the likelihood of discovery and rescue.