Eigendecomposition of a matrix

Writes a diagonalizable square matrix as a product of a matrix of its eigenvectors, a diagonal matrix of its eigenvalues, and the inverse of the eigenvector matrix. It is used to simplify matrix powers, functions of matrices, and solving linear systems of differential equations.

A = V\Lambda V^{-1}

What the symbols mean

the diagonalizable square matrix being decomposed
matrix whose columns are the eigenvectors of A
diagonal matrix whose diagonal entries are the eigenvalues of A
inverse of the eigenvector matrix V

About this formula

  • FieldMathematics
  • TopicLinear algebra
  • LevelUniversity
  • Also calledeigenvalue decomposition, eigen decomposition, diagonalization of a matrix, matrix diagonalization
  • SourceWikidata Q194919

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