Episode 22a (16:08):
Symmetry, the Spectral Theorem, and More Happiness
Summary:
Diagonalization goes to 11 when we take on symmetric matrices. The eigenvectors are now always guaranteed to be linearly independent and, almost unbelievably, they form an orthogonal basis for Rn. Real symmetric matrices also have real eigenvalues (no rotations). We now write A=QΛQT. Even more amazingly, diagonalization now works so that we see A as a sum of weighted, outer-product-based projection operators. We present the basic story and examine our simple example.
Best dined upon by 2016/11/09
Duration: 16:08