Engineering Analysis/Spectral Decomposition: Difference between revisions

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Latest revision as of 03:19, 6 March 2011

Template:Engineering Analysis

If λi are the n distinct eigenvalues of matrix A, and vi are the corresponding n distinct eigenvectors, and if wi are the n distinct left-eigenvectors, then the matrix A can be represented as a sum:

A=i=1nλiviwiT

this is known as the spectral decomposition of A.