Going through some notes from the past quarter, I stumbled across the following equation:
(˜λI−A)−1=Q(˜λI−Λ)−1Q∗
I'm sure it made sense to me at the time, but now I can't get back to the intermediate steps other than the usual eigenvalue decomposition A=QΛQ∗.
A is a normal matrix, ˜λ is an eigenvalue of A+δA, Λ is a diagonal matrix with the eigenvalues of A on its diagonal, and Q is unitary.
Answer
If we take the inverse of both sides, we see that your equation is equivalent to
(λI−A)=Q(λI−Λ)Q∗
(where I have removed the ∼ from your λ). To see that this is true, it suffices to multiply out the right side of the equation:
Q(λI−Λ)Q∗=Q(λI)Q∗−QΛQ∗=λI−A
which is what we wanted.
No comments:
Post a Comment