Eigenpairs and Similarity Transformations
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We have seen that a Hermitian matrix is positive definite if and only if it has positive eigenvalues. Eigenvalues and some related quantities called singular values occur in many branches of applied mathematics and are also needed for a deeper study of linear systems and least squares problems.
- 10.R.A. Horn, C.R. Johnson, Matrix Analysis, Second edition (Cambridge University Press, Cambridge, UK, 2013)Google Scholar