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Friday, July 01, 2016

Spectral Theorem for Diagonalizable Matrices

It occurs to me that most presentation of the spectrum theorem only concerns orthonormal basis.  This is a more general result from Meyer.

Theorem
A matrix ARn×x with spectrum σ(A)={λ1,,λk} is diagonalizable if and only if there exist matrices {G1,,Gk} such that  A=λ1G1++λkGk where the Gi's have the following properties
  • Gi is the projector onto N(AλiI) along R(AλiI)
  • GiGj=0 whenever ij
  • G1++Gk=1
The expansion is known as the spectral decomposition of A, and the Gi's are called the spectral projectors associated with A.

Note that being a projector Gi is idempotent.
  • Gi=G2i
And since N(Gi)=R(AλiI) and R(Gi)=N(AλiI), we have the following equivalent complimentary subspaces
  • R(AλiI)N(AλiI)
  • R(Gi)N(AλiI)
  • R(AλiI)N(Gi)
  • R(Gi)N(Gi)

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