Theorem
A matrix A∈Rn×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 propertiesThe expansion is known as the spectral decomposition of A, and the Gi's are called the spectral projectors associated with A.
- Gi is the projector onto N(A−λiI) along R(A−λiI).
- GiGj=0 whenever i≠j
- G1+⋯+Gk=1
Note that being a projector Gi is idempotent.
- Gi=G2i
And since N(Gi)=R(A−λiI) and R(Gi)=N(A−λiI), we have the following equivalent complimentary subspaces
- R(A−λiI)⊕N(A−λiI)
- R(Gi)⊕N(A−λiI)
- R(A−λiI)⊕N(Gi)
- R(Gi)⊕N(Gi)
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