Lecture
Decomposition Spectral: Symmetric Matrices
Description
This lecture covers the decomposition of symmetric matrices into eigenvalues and eigenvectors, leading to the spectral theorem. It explains how a symmetric matrix can be diagonalized orthogonally using an orthogonal matrix P, resulting in a diagonal matrix D. The lecture also discusses the properties of eigenvalues, eigenvectors, and the orthogonality of the eigenspaces.
Official source
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