Feng Zhang
2003-Aug-25 18:25 UTC
[R] Any symmetric matrix can be decomposed with eigendecomposition?
Hey, all I have a question about the eigen-decomposition of a dxd symmatric matrix A. Under what condition, that A can be decomposed such that A=U*D*U', where the orthnormal matrix U is consisit of d eigenvectors and D is a diagonal matrix with eigenvalues in the diagonal positions. Thanks for your help. Fred