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Some Background
EN EN,N
Linearly independent vector
A set of vectors is linearly independent if the only way the
following equation is satisfied is if all the cs are zero.
Transpose
interchange rows and diagonals of a matrix
Some Background
Symmetric
A matrix is symmetric if AT=A
Trace of a matrix
the trace of an NxN square matrix is the sum of the
elements of the main diagonal
A i I xi 0
Computation of an Eigenvector
given an Eigenvalue
Diagonalizing a matrix
To diagonalize a matrix, first, find the eigenvalues,
then (if you have N different eigenvalues) the
corresponding eigenvectors.
Construct a matrix with the eigenvectors as its
columns (this is usually termed P)
Then find the inverse of P
If you performed the multiplication: P-1AP, you
would get a diagonal matrix (with the
eigenvectors in the diagonal).
This is very useful when raising a matrix to a
power!
Example: