Let
be a Matrix of Eigenvectors of a given Matrix
and
a
Matrix of the corresponding Eigenvalues. Then
can be written

(1) |

(2) |

(3) |

**References**

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Singular Value Decomposition.'' §2.6 in
*Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed.* Cambridge, England:
Cambridge University Press, pp. 51-63, 1992.

© 1996-9

1999-05-26