Eigenvalues and Eigenvectors - Deep Dive
Mathematical Foundations
Rigorous treatment of spectral theory with proofs and applications.
Eigenvalue Theory
Fundamental Theorems
Theorem (Spectral Theorem): A real symmetric matrix has real eigenvalues and orthogonal eigenvectors.
Proof: (To be completed)
Characteristic Polynomial
Theorem: The eigenvalues of A are roots of det(A - λI) = 0.
Proof: (To be completed)
Diagonalization Theory
Conditions for Diagonalizability
Theorem: An n×n matrix A is diagonalizable if and only if...
Proof: (To be completed)
Spectral Decomposition
(To be completed)
Applications
Matrix Powers
Theorem: If A = PDP⁻¹, then Aᵏ = PDᵏP⁻¹
Application to Difference Equations: (To be completed)
Matrix Exponentials
Definition: eᴬᵗ = I + At + (At)²/2! + ...
Theorem: If A = PDP⁻¹, then eᴬᵗ = Peᴰᵗ P⁻¹
Application to Differential Equations: (To be completed)
Complex Eigenvalues
Theory
(To be completed)
Exercises
(Advanced problems to be completed)