Engineering Analysis/Spectral Decomposition

From testwiki
Jump to navigation Jump to search

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.