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Spectral decomposition of a symmetric matrix

Let us denote as A an N x N diagonal matrix, formed by the eigenvalues of the symmetric N x N matrix A, [Pg.579]

Multiplying both sides of equation (E.IO) by and taking into account (E.8), we obtain [Pg.579]

Formulae (E.ll) and (E.12) present a spectral decomposition of a matrix A. Note that from equation (E.ll) it follows immediately that [Pg.579]

The spectral decomposition can be effectively used for matrix inversion, taking into account property (E.8) of the eigenvector matrix  [Pg.579]

Some formulae and rules from matrix algebra [Pg.580]


The spectral decomposition of a symmetric matrix A can be rewritten in the form ... [Pg.38]


See other pages where Spectral decomposition of a symmetric matrix is mentioned: [Pg.579]    [Pg.579]   


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