Sunday, 8 January 2017

linear algebra - Name for a matrix selecting one eigenvalue of an eigendecomposition



Let A be a square diagonalizable matrix and its eigendecomposition be given by
A=QΛQ1,

where Q is a matrix of eigenvectors of A, and Λ is the diagonal matrix whose diagonal elements are the corresponding eigenvalues of A. Let Ei be a matrix of the same size as A with zeros everywhere, except for the (i,i)th element being equal to 1.




Does the matrix QEiQ1 have a name?



Answer



The matrix P=QEiQ1 is a projection matrix (since P2=P). It plucks out the component of any vector along the ith eigenvector Qi: if v=jαjQj, then
Pv=αiQi.



When Q is orthogonal, P is simple Euclidean projection onto the vector Qi. Otherwise, P is projection onto Qi with respect to the inner product QTQ1.



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