Help with eigenvalue decomposition
- From: Amit Singh <cool78amit@xxxxxxxxx>
- Date: Wed, 05 Oct 2005 17:11:18 EDT
Hello,
I would be really grateful if someone could help me with the following problem (I apologize if the problem seems trivial).
Suppose we have a full-ranked symmetric matrix A , that can be represented as
A = B D B^T
where ^T denotes matrix transpose, B is a unitary matrix ( inv(B)=B^T) and D is the diagonal matrix that contains the eigen values of A in increasing order. The elements of B are orthonormal eigenvectors of A.
Suppose we have another representation of A as
A= E F E^T
where E is again a unitary matrix, and F is a diagonal matrix with elements arranged in increasing order.
Is it correct to say that F=D and E=Perm(B) i.e. the columns of E are permutation of columns of B? It would be very nice if you could point me out to references that discuss this problem?
Many thanks,
Amit.
.
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