Let A be a square diagonalizable matrix and its eigendecomposition be given by
A=QΛQ−1,
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 QEiQ−1 have a name?
Answer
The matrix P=QEiQ−1 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 Q−TQ−1.
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