BIZNIQUE / LINEAR ALGEBRA / 38
Resolve a symmetric map into independent directions
Resolve a symmetric map into independent directions
In a suitable basis, a complicated-looking matrix can act as separate stretches.
BIZNIQUE / LINEAR ALGEBRA / 38
In a suitable basis, a complicated-looking matrix can act as separate stretches.
THE IDEA
A real symmetric matrix has an orthonormal eigenbasis. Q contains its eigenvectors and Λ contains its eigenvalues. Transforming into that basis, applying the separate scales and transforming back reproduces A.
A = QΛQᵀ for real symmetric A
The orthogonal decomposition stated here is for symmetric matrices. A general matrix may need a different decomposition and may not be diagonalisable.
TRY IT YOURSELF
For A = [[3, 1], [1, 3]], what are the eigenvalues?
They are 4 along (1, 1) and 2 along (1, −1).