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Eigen decomposition of a matrix

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6 views

Eigen decomposition of a matrix

Uploaded by

reda ghz
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Eigen decomposition of a matrix is the process of decomposing a matrix into its

eigenvectors and eigenvalues. It is a useful tool in linear algebra and is used in many
applications, such as image processing, data compression, and machine learning. Here are
the steps to calculate the eigen decomposition of a matrix:

1. Determine the eigenvalues of the matrix: To find the eigenvalues of a matrix, you
need to solve the characteristic equation:

det ( A−λ I )=0

where A is the matrix, λ is the eigenvalue, and I is the identity matrix. The solution of the
equation will give you the eigenvalues of the matrix.

2. Find the eigenvectors of the matrix: Once you have found the eigenvalues of the matrix, you
can find the corresponding eigenvectors. To find the eigenvectors, you need to solve the
equation:

( A−λ I ) x=0

where x is the eigenvector. You can solve this equation using Gaussian elimination or other
matrix methods.

3. Normalize the eigenvectors: The eigenvectors you have found may not be
normalized, so you need to normalize them to make them unit vectors.
4. Construct the eigenvector matrix: Arrange the normalized eigenvectors in a matrix,
with each eigenvector as a column.
5. Construct the diagonal eigenvalue matrix: Construct a diagonal matrix with the
eigenvalues on the diagonal.
6. Verify the eigen decomposition: Verify that the matrix can be decomposed as
A=Q Λ Q , where Q is the eigenvector matrix and Λ is the diagonal eigenvalue
−1

matrix. This can be done by computing Q Λ Q−1 and verifying that it equals the
original matrix A .

Note that not all matrices can be diagonalized, and some may have complex eigenvalues and
eigenvectors. In these cases, the process of finding the eigen decomposition may be more
complicated.

MATLAB
 e = eig(A) returns a column vector containing the eigenvalues of square matrix A.
 [V,D] = eig(A) returns diagonal matrix D of eigenvalues and matrix V whose
columns are the corresponding right eigenvectors, so that A*V = V*D.

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