ESS210B
Prof. Jin-Yi Yu
Eigenvectors of a Symmetric Matrix
qAny symmetric matrix R can be decomposed in the following way through a diagonalization, or
eigenanalysis:
qWhere E is the matrix with the eigenvectors ei as its columns, and L is the matrix with the eigenvalues li, along its diagonal and zeros elsewhere.
qThe set of eigenvectors, ei, and associated eigenvalues, li, represent a coordinate transformation into a coordinate space where the matrix R becomes diagonal.
