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7-5

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Application: https://youtu.be/QW6uINn7uGk

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How about non-symmetric?

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Spectral Decomposition

= [ λ1Pe1 λ2Pe2  λnPen ]PT = [ λ1u1 λ2u2  λnun ]PT

Let P = [ u1 u2un ] and D = diag[ λ1 λ2  λn ].

Orthonormal basis

 

 

 

 

 

A = PDPT

= P[ λ1e1 λ2e2  λnen ]PT

nx1 1xn

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