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
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 .
You are right! Thanks for letting me know!
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.
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!
Thank you very much, Professor! @@martijnanthonissen
proof of det is wrong at 39:36
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!