Linear Algebra/Spectral Theorem

From testwiki
Jump to navigation Jump to search

Given a Hermitian matrix A, A is always diagonalizable. It is also the case that all eigenvalues of A are real, and that all eigenvectors are mutually orthogonal. This is given by the "Spectral Theorem":

Template:TextBox

The columns of U=(u1u2un) are the eigenvectors of U, and the diagonal entries of Λ=(λ1000λ2000λn) are the corresponding eigenvalues.

In essence A can be decomposed into a "spectrum" of rank 1 projections: A=i=1nλi(uiuiH)

The spectral theorem can in fact be proven without the need for the characteristic polynomial of A, or any of the derivative theorems.

Template:TextBox

Template:BookCat