请输入您要查询的字词:

 

单词 AnExampleForSchurDecomposition
释义

an example for Schur decomposition


Let

A=(57-2-4).

We will find an orthogonal matrixMathworldPlanetmath P and an upper triangular matrixMathworldPlanetmath T such that PtAP=T applying the proof of Schur’s decomposition.We ’re following the steps below

  • We find the eigenvaluesMathworldPlanetmathPlanetmathPlanetmathPlanetmath of A
    The eigenvalues of a matrix are precisely the solutions to the equation

    det(λI-A)=0λ2-λ-6=0

    Hence the roots of the quadratic equation (http://planetmath.org/QuadraticFormula) are the eigenvaluesλ1=-2,λ2=3

  • We find the eigenvectorsMathworldPlanetmathPlanetmathPlanetmath
    For each eigenvalue λi, solving the system

    (A-λiI)Xi=0

    So we have thatfor λ1=-2

    (A+2I)=0(77-2-2)(x1x2)=(00)X1=(1,-1)

    Analogously for λ2=3the eigenvector X2=(7,-2)

  • We get an orthonormal setMathworldPlanetmath of eigenvectors using Gram-Schmidt orthogonalizationPlanetmathPlanetmath
    Consider the above two eigenvectors which are linearly independentMathworldPlanetmath but are not orthogonalMathworldPlanetmath

    X1=(1,-1)
    X2=(7,-2)

    First we take w1=X1=(1,-1). Therefore

    w2=X2-w1X2w12w1

    that is,

    w2=(52,52)

    and finally the orthonormal set is{w1/w1,w2/w2}={(12,-12),(12,12)}
    So

    P=12(11-11).

    Then

    T=PtAP=(-2903).
随便看

 

数学辞典收录了18232条数学词条,基本涵盖了常用数学知识及数学英语单词词组的翻译及用法,是数学学习的有利工具。

 

Copyright © 2000-2023 Newdu.com.com All Rights Reserved
更新时间:2025/5/4 12:40:25