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Diagonalisation of outer product matrices
For any
the matrix
is symmetric with real eigenvalues.
Write
. We are looking for eigenvectors to eigenvalue ,
i.e.
. The ansatz
leads to
|
(90) |
with
. If has maximal rank, this is equivalent to
, i.e. it suffices to diagonalise
. The linear space
is the eigenspace to eigenvalue . The matrix
has
exactly (degeneracies counted) non-zero eigenvalues.
Markus Mayer
2009-06-22