Matrix Decomposition / Factorization 相关重点 (特征值特征向量)

General but Important

Given a matrix, ask yourself,

• is it square matrix?
• is it symmetric? eigenvectors are orthonormal for distinct eigenvalues
• can be decomposed? Eigendecomposed? SVD?
• How about is eigenvalues and eigenvectors? is it psd?
• can it be diagonalized?

Eigen Values, Eigen Vectors, Eigen Space

I have listed some important points

• Thus, for example, the exponential function $f(x) = e^{\lambda x}$ is an eigenfunction of the derivative operator $'$, with eigenvalue $\lambda$, since its derivative is