[R] Any symmetric matrix can be decomposed with eigendecomposition?

Feng Zhang f0z6305 at labs.tamu.edu
Mon Aug 25 20:25:23 CEST 2003

Hey, all

I have a question about the eigen-decomposition of a dxd symmatric matrix A.
Under what condition, that A can be decomposed such that A=U*D*U', where the
orthnormal matrix U is consisit of d eigenvectors and D is a diagonal matrix
eigenvalues in the diagonal positions.

Thanks for your help.


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