Wednesday, 14 December 2016

linear algebra - Why did I write this equivalency involving an eigenvalue decomposition?



Going through some notes from the past quarter, I stumbled across the following equation:
(˜λIA)1=Q(˜λIΛ)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
(λIA)=Q(λIΛ)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(λIΛ)Q=Q(λI)QQΛQ=λIA
which is what we wanted.


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