What is 'Eigen-Decomposition'?
What is 'Eigen-Decomposition'?
Approach: Describe factorizing a matrix into its eigenvalues and eigenvectors.
A factorization of a square matrix A into the form QΛQ⁻¹, where Q is a matrix of eigenvectors and Λ is a diagonal matrix of eigenvalues. Only possible for diagonalizable matrices.
Follow-up: What is a symmetric matrix's eigen-decomposition property?
Key concepts: A = Q Lambda Q-1, square matrix, basis.