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An Idea On Spectral Decomposition

This article describes about a brief description about an orthogonal matrix and its properties. We’ll also look at eigenvalues, its uses as well as spectral decomposition of a matrix and eigenvalue spectrum.

What Is An Orthogonal Matrix?

A square matrix A would be an orthogonal matrix only if its transpose is equal to its inverse. AT = A-1, where AT is the transpose of the square matrix A and A-1 is its inverse. 

Also, with this definition, we will arrive at another definition of an orthogonal matrix.

AT = A-1

Multiplying both sides by A, we get

AAT = AA-1

Now, AA-1 = I, where I is called the identity matrix having the same order as that of A

So, AAT = I

Also, we can prove that ATA = I on a similar basis.

Thereby, we arrive at two definitions of an orthogonal matrix:

  1. AT = A-1
  2. AAT = ATA = I

Properties Of Orthogonal Matrix

Some of the properties of an orthogonal matrix are:

  1. If all the eigenvalues of an orthogonal matrix are real, then the eigenvalues would always be 1.
  2. An orthogonal matrix should be symmetric.
  3. If A is n n symmetrical matrix such that A2 = I, then A is orthogonal.
  4. Product of two orthogonal matrices is also orthogonal.
  5. The determinant of an orthogonal matrix is always 1.

What are Eigenvalues?

Developed by English mathematician Arthur Cayley, eigenvalues are a type of scalar quantities which is associated with linear equation systems (matrices). Simply put, eigenvalue of square matrix A is scalar  , such that A = λν . Here,  is an eigenvector for  . Eigenvalues can be equal to zero.

What are Eigenvalues used for?

It is used in linear equations in order to simplify them. Eigenvalues help to determine data variation in a specific direction. eigenvalues are a type of scalar quantity which is associated with linear equation systems (matrices).

What Is Spectral Decomposition Of A Matrix?

The term ‘spectral decomposition’ was coined by German mathematician David Hibert in about 1905. On the basis of the spectral theorem, a matrix when broken down or decomposed as a symmetrical matrix, then this type of decomposition is referred to as spectral decomposition.

Basically, spectral decomposition rearranges a matrix in terms of eigenvalues and eigenvectors. This results in obtaining the original matrix by the summation of these terms. With respect to eigenvalues, a spectral decomposition is not unique. It was initially created for symmetric matrices. 

Spectral decomposition is useful for looking into the various properties of a given matrix. Some complex operations such as determining the power of a given matrix, can be feasibly performed with the help of eigenvalue spectral decomposition.

Eigenvalue Spectrum

The spectrum of a matrix is represented as its eigenvalue sets. Simply put, as eigenvalues operate in one-dimensional space, the spectrum represents this scalar system which is not invertible. 

Conclusion

In this article, we discussed an orthogonal matrix. A square matrix A would be an orthogonal matrix only if its transpose is equal to its inverse. AT = A-1, where AT is the transpose of the square matrix A and A-1 is its inverse. Moving on, we discussed eigenvalues along with its uses. Eigenvalues are a type of scalar quantity which is associated with linear equation systems (matrices). We also discussed spectral decomposition of a matrix, which rearranges a matrix in terms of eigenvalues and eigenvectors. This results in obtaining the original matrix by the summation of these terms.

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Why is a spectral decomposition not unique in terms of eigenvalues?

Ans. It is due to the multiplicity of eigenvalues that a spectral decomposition is not unique with respect to eigenv...Read full

Is there an eigenvalue decomposition for every matrix?

Ans. Yes. For every real matrix, there exists an eigenvalue, but its determination is complex in nature. ...Read full

Are the eigenvalue decompositions unique?

Ans. An eigenvalue decomposition would be unique only if the eigenvalues are unique in nature. In case if there are ...Read full

What is the importance of the eigenvalue spectral decomposition?

Ans. In this decomposition, complex matrices can be conveniently solved by breaking down the complex matrices. Thus,...Read full

What are some applications of the eigenvalue spectral decomposition?

Ans.It is used for machine learning, like the method of Principal Component Analysis (PCA).