1-6 Schur decomposition

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  • čas přidán 10. 09. 2024
  • Link to slides: www.dropbox.co...
    In this video we show how you can
    - Write a matrix in its Schur decomposition
    - Use the Schur decomposition to prove that a symmetric matrix has real eigenvalues
    - Use the Schur decomposition to prove that an antisymmetric matrix has purely imaginary eigenvalues
    - Prove that a normal matrix has a Schur decomposition with diagonal U
    - Compute the 2-norm of a matrix

Komentáře • 7

  • @fouziarehman4918
    @fouziarehman4918 Před 2 lety +2

    In 36 (Dy,y) should be lambda1y1square+lambda2y2 square... Lambda n yn square .
    Since (Dy,y) is dot product its result must be a scalar .

  • @artemandrienko5165
    @artemandrienko5165 Před 10 měsíci

    Dear Professor, thank you very much for the explanation! How could I deal with complex matrices? Can I use QR/Schur for the complex case? As soon as I understood, you derived the explanation for the real values.

    • @martijnanthonissen
      @martijnanthonissen  Před 10 měsíci

      Indeed, the video is for real matrices. The decomposition exists for complex matrices too. You can look on Wikipedia to see how that works. Good luck!

    • @artemandrienko5165
      @artemandrienko5165 Před 10 měsíci +1

      Thank you very much, Professor! @@martijnanthonissen

  • @jiehe6943
    @jiehe6943 Před 2 lety +1

    proof of det is wrong at 39:36

    • @martijnanthonissen
      @martijnanthonissen  Před 2 lety +2

      Yes, you are right! The correct argument follows from A^T A x = lambda x, left-multiplying with A, and then setting A x equal to y. Thanks for pointing this out!