1. For A with shape (n, n): exist n complex eigenvalues and eigenvectors such that A→u=λ→u
A→u=λ→u→(A−λI)→u=→0→A−λI not invertible
→det(A−λI)=0 (一元n次聯立式)
→λ有n根
→det(A−λI)=0 (一元n次聯立式)
→λ有n根
2. For symmetric A, given vectors corresponding to distinct eigenvalues are orthogonal.
sol. A→u1=λ1→u1 and A→u2=λ2→u2,λ1≠λ2
λ1→u1T→u2=(λ1→u1)T→u2=(A→u1)T→u2=→u1TA→u2=→u1Tλ2→u2=λ2→u1T→u2→→u1T→u2=0
3. For symmetric A (and A is real), eigenvalues are real.
sol. Ax=λx→A¯x=λ¯x
(since¯(a+bi)(c+di)=¯(ac−bd)+(ad+bc)i=(a−bi)(c−di))
¯xT1×nAn×nxn×1−xTA¯x=(λ−¯λ)¯xTx→λ=¯λ and λ is real.
A→u1=λ1→u1;A→u2=λ2→u2... (all →ui can be set to have length =1 an advance)
→AU=UD;A=UDU−1
又:UTU=I since 2. →UT=U−1→A=UDUT
which satisties:
1. columns in U are orthogonal to each other
2. values in D are real
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