mvg:lecture_02:start
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mvg:lecture_02:start [2018/11/19 12:02] – [Eigenvalue Problem] admin | mvg:lecture_02:start [2020/02/04 15:12] (current) – [Eigenvalue Problem] admin | ||
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Linear transformation scales vector v, | Linear transformation scales vector v, | ||
- | Set of Eigen values is spectrum: \sigma(A) = \{\lambda_1 \ldots \lambda_n} | + | Set of Eigen values is spectrum: |
+ | |||
+ | $\sigma(A) = \{ \lambda_1 \ldots \lambda_n | ||
Av=λv | Av=λv | ||
+ | |||
+ | (A−λ\one)A=0 | ||
+ | |||
+ | (A−λ\unity)A=0 | ||
+ | |||
+ | **Question: | ||
+ | If P is invertible and B=P−1AP⇒σ(A)=σ(B). Why? | ||
+ | |||
+ | ==== Symmetric Matrices ==== | ||
+ | |||
+ | Real matrix with real Eigenvalues is related to symmetric matrix. | ||
+ | |||
+ | ST=S | ||
+ | |||
+ | Positive semidefinite: | ||
+ | |||
+ | Positive definite: xTSx>0 | ||
+ | |||
==== Vector Spaces, Keywords ==== | ==== Vector Spaces, Keywords ==== | ||
mvg/lecture_02/start.1542628970.txt.gz · Last modified: 2018/11/19 12:02 by admin