September 2014 Archives

The Principals Of The Things

In the last few posts we have explored the subject of eigensystems, the set of vectors vi and associated numbers λi that for a given matrix M satisfy

  M × vi = λi × vi

and in this post we shall take a look at one way that we might actually use them.

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Conquering The Eigen

Now that we have a thorough grasp of the mathematics of eigensystems, we're ready to implement the Jacobi method for finding them for real symmetric matrices. Specifically, we shall seek to construct the spectral decomposition of a real symmetric matrix M.

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