**Are you an EPFL student looking for a semester project?**

Work with us on data science and visualisation projects, and deploy your project as an app on top of GraphSearch.

Lecture# Diagonalisation of Symmetric Matrix by Orthogonal Matrix

Description

This lecture covers the method of diagonalizing a symmetric matrix using an orthogonal matrix. Starting with finding the characteristic polynomial, it proceeds to finding distinct roots, constructing orthogonal bases, and using Gram-Schmidt process to obtain an orthonormal basis. The lecture concludes with the transformation matrix that diagonalizes the symmetric matrix.

Official source

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Instructor

In MOOCs (9)

Related concepts (32)

Algebra (part 1)

Un MOOC francophone d'algèbre linéaire accessible à tous, enseigné de manière rigoureuse et ne nécessitant aucun prérequis.

Algebra (part 1)

Un MOOC francophone d'algèbre linéaire accessible à tous, enseigné de manière rigoureuse et ne nécessitant aucun prérequis.

Algebra (part 2)

Un MOOC francophone d'algèbre linéaire accessible à tous, enseigné de manière rigoureuse et ne nécessitant aucun prérequis.

Algebra (part 2)Un MOOC francophone d'algèbre linéaire accessible à tous, enseigné de manière rigoureuse et ne nécessitant aucun prérequis.

Algebra (part 3)Un MOOC francophone d'algèbre linéaire accessible à tous, enseigné de manière rigoureuse et ne nécessitant aucun prérequis.

Related lectures (153)

Matrix decomposition

In the mathematical discipline of linear algebra, a matrix decomposition or matrix factorization is a factorization of a matrix into a product of matrices. There are many different matrix decompositions; each finds use among a particular class of problems. In numerical analysis, different decompositions are used to implement efficient matrix algorithms. For instance, when solving a system of linear equations , the matrix A can be decomposed via the LU decomposition.

Toeplitz matrix

In linear algebra, a Toeplitz matrix or diagonal-constant matrix, named after Otto Toeplitz, is a matrix in which each descending diagonal from left to right is constant. For instance, the following matrix is a Toeplitz matrix: Any matrix of the form is a Toeplitz matrix. If the element of is denoted then we have A Toeplitz matrix is not necessarily square. A matrix equation of the form is called a Toeplitz system if is a Toeplitz matrix. If is an Toeplitz matrix, then the system has at-most only unique values, rather than .

Orthonormal basis

In mathematics, particularly linear algebra, an orthonormal basis for an inner product space V with finite dimension is a basis for whose vectors are orthonormal, that is, they are all unit vectors and orthogonal to each other. For example, the standard basis for a Euclidean space is an orthonormal basis, where the relevant inner product is the dot product of vectors. The of the standard basis under a rotation or reflection (or any orthogonal transformation) is also orthonormal, and every orthonormal basis for arises in this fashion.

Symmetric matrix

In linear algebra, a symmetric matrix is a square matrix that is equal to its transpose. Formally, Because equal matrices have equal dimensions, only square matrices can be symmetric. The entries of a symmetric matrix are symmetric with respect to the main diagonal. So if denotes the entry in the th row and th column then for all indices and Every square diagonal matrix is symmetric, since all off-diagonal elements are zero. Similarly in characteristic different from 2, each diagonal element of a skew-symmetric matrix must be zero, since each is its own negative.

Characteristic polynomial

In linear algebra, the characteristic polynomial of a square matrix is a polynomial which is invariant under matrix similarity and has the eigenvalues as roots. It has the determinant and the trace of the matrix among its coefficients. The characteristic polynomial of an endomorphism of a finite-dimensional vector space is the characteristic polynomial of the matrix of that endomorphism over any base (that is, the characteristic polynomial does not depend on the choice of a basis).

Decomposition Spectral: Symmetric Matrices

Covers the decomposition of symmetric matrices into eigenvalues and eigenvectors.

Singular Value Decomposition: Theoretical FoundationsMATH-111(e): Linear Algebra

Covers the theoretical foundations of Singular Value Decomposition, explaining the decomposition of a matrix into singular values and vectors.

Matrix Diagonalization: Spectral Theorem

Covers the process of diagonalizing matrices, focusing on symmetric matrices and the spectral theorem.

Symmetric Matrices: Diagonalization

Explores symmetric matrices, their diagonalization, and properties like eigenvalues and eigenvectors.

Orthogonal DiagonalizationMATH-111(e): Linear Algebra

Explores orthogonal diagonalization of symmetric matrices using orthonormal bases and the Gram-Schmidt method.