正定矩阵(方阵、对称、正定)
A=[3,1,0;1,3,0;0,0,3]
eig(A)
[U,S,V]=svd(A)
运行结果:
eig(A)
ans =
2
3
4
>> [U,S,V]=svd(A)
U =
-0.7071 0 -0.7071
-0.7071 0 0.7071
0 1.0000 0
S =
4.0000 0 0
0 3.0000 0
0 0 2.0000
V =
-0.7071 0 -0.7071
-0.7071 0 0.7071
0 1.0000 0
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负定矩阵(方阵,对称,负定),代码如下:
A=[1,2,3;2,4,100;2,100,6]
eig(A)
[U,S,V]=svd(A)
运行结果如下:
>> eig(A)
ans =
0.9037
105.1012
-95.0049
>> [U,S,V]=svd(A)
U =
-0.0339 -0.0072 -0.9994
-0.7040 -0.7097 0.0290
-0.7094 0.7045 0.0190
S =
105.1036 0 0
0 95.0075 0
0 0 0.9037
V =
-0.0272 -0.0002 -0.9996
-0.7024 0.7115 0.0190
-0.7112 -0.7027 0.0195