Homepage › Solution manuals › Gilbert Strang › Linear Algebra and Learning from Data › Exercise 1.8.11
Exercise 1.8.11
Answers
The trace of is . By equation , its eigenvalues are in pairs of and , so the sum of eigenvalues are also .
If is a square diagonal matrix with entries , then its eigenvalues are . Since its real, symmetric matrix, Both its right and left singular vectors are , where appears in the th position for the th eigenvalue.
The eigenvalues of are: .
The eigenvectors of are: and
Where