7-5
Application: https://youtu.be/QW6uINn7uGk
How about non-symmetric?
Spectral Decomposition
= [ λ1Pe1 λ2Pe2 λnPen ]PT = [ λ1u1 λ2u2 λnun ]PT
Let P = [ u1 u2 un ] and D = diag[ λ1 λ2 λn ].
Orthonormal basis
A = PDPT
= P[ λ1e1 λ2e2 λnen ]PT
nx1 1xn