Let A be a Hermitian matrix with eigenvalues λ 1 , . . . , λ n and orthonormal eigenvectors u 1 , . . . , u n . Show that A = λ 1 u 1 u 1 H + λ 2 u 2 u 2 H + ⋯ + λ n u n u n H
Let A be a Hermitian matrix with eigenvalues λ 1 , . . . , λ n and orthonormal eigenvectors u 1 , . . . , u n . Show that A = λ 1 u 1 u 1 H + λ 2 u 2 u 2 H + ⋯ + λ n u n u n H
Solution Summary: The author explains how the Hermitian matrix A can be written as A=UDUH, where U is unitary and D is diagonal.
Let A be a Hermitian matrix with eigenvalues
λ
1
,
.
.
.
,
λ
n
and orthonormal eigenvectors
u
1
,
.
.
.
,
u
n
.
Show that
A
=
λ
1
u
1
u
1
H
+
λ
2
u
2
u
2
H
+
⋯
+
λ
n
u
n
u
n
H
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