EigenvalueDecomposition[a]
给出可对角化方阵 a 的特征值分解.


EigenvalueDecomposition
EigenvalueDecomposition[a]
给出可对角化方阵 a 的特征值分解.
更多信息

- EigenvalueDecomposition 也被称为特征分解.
- EigenvalueDecomposition 通常用于分析和求解线性微分方程或线性差分方程系统.
- EigenvalueDecomposition 根据其特征值和特征向量,将一个可对角化矩阵分解成标准形式. »
- 一个方阵是可对角化的,如果它有和行一样多的线性无关的特征向量. »
- 具有 n 个不同特征值的 n 维方阵总是可对角化的.
- EigenvalueDecomposition[a] 将给出一对矩阵 {s,d},其中 d 是对角矩阵,它的对角元
属于 Eigenvalues[a],而 s 是一个相似矩阵,s=Transpose[Eigenvectors[a]],以及
. »
- EigenvalueDecomposition 并不是对所有的方阵来说都存在. 但是 JordanDecomposition,FrobeniusDecomposition 和 SchurDecomposition 总是存在的.The first two give block diagonal matrices, and the last triangular matrices.
- 可以使用以下选项:
-
Cubics False 是否使用根式来求解三次方程 Method Automatic 选择一个方法来使用 Quartics False 是否使用根式来求解四次方程 ZeroTest Automatic 测试表达式何时为0 Tolerance Automatic 数值矩阵的使用容差 - EigenvalueDecomposition 通过调用 Eigensystem 来进行计算. 当特征值分解存在时,对角矩阵和变换矩阵的排序与本征系统 Eigensystem 的结果相同.
- 当输入的是有限精度的数值矩阵时,在后处理步骤中使用了 Tolerance 设置来确定特征向量是否线性相关.
- ZeroTest 选项仅适用于精确矩阵和符号矩阵.
范例
打开所有单元 关闭所有单元基本范例 (5)
范围 (11)
Basic Uses (6)
Machine-precision eigenvalue decomposition:
Approximate 18-digit-precision eigenvalue decomposition:
A real, exact eigendecomposition:
A complex, exact eigendecomposition:
Eigenvalue decomposition of a symbolic matrix:
The eigenvalue decomposition of large numerical matrices is computed efficiently:
Special Matrices (5)
Eigenvalue decomposition of sparse matrices:
Eigendecompositions of structured matrices:
QuantityArray 对象的单位在对角矩阵的特征值中,使得变换矩阵则是无量纲的:
IdentityMatrix[n] has a trivial eigendecomposition, up to the ordering of the eigenvectors:
Eigenvectors of HilbertMatrix:
If the matrix is first numericized, the matrix (but not the
matrix) changes significantly:
This is because the eigenvectors are normalized for numeric input:
CenteredInterval 矩阵的特征值分解:
选项 (3)
Tolerance (1)
应用 (14)
The Geometry of EigenvalueDecomposition (3)
In {t,v}=EigenvalueDecomposition[m], the columns of t are eigenvectors of m:
This means the columns of m.t will equal the columns of t multiplied by the corresponding eigenvectors:
Let v1 and v2 be the eigenvectors
Eigenvectors with positive eigenvalues point in the same direction when acted on by the matrix:
Eigenvectors with negative eigenvalues point in the opposite direction when acted on by the matrix:
Consider the following matrix and its associated quadratic form
:
The eigenvectors are the axes of the hyperbolas defined by :
The sign of the eigenvalue corresponds to the sign of the right-hand side of the hyperbola equation:
Here is a positive-definite quadratic form in three dimensions:
Get the symmetric matrix for the quadratic form, using CoefficientArrays:
Numerically compute its eigendecomposition:
Show the principal axes of the ellipsoid:
Consider now the quadratic form defined by d:
It has level sets of the same dimensions as q:
However, the level sets are rotated to align with the coordinate axes:
Diagonalization (4)
Diagonalize the following matrix as :
This is given directly by EigenvalueDecomposition[m]:
Any function of the matrix can now be computed as . For example, MatrixPower:
Similarly, MatrixExp becomes trivial, requiring only exponentiating the diagonal elements of :
Let be the linear transformation whose standard matrix is given by the matrix
. Find a basis
for
with the property that the representation of
in that basis
is diagonal:
Compute the eigenvalue decomposition of :
Let consist of the columns of
:
converts from
-coordinates to standard coordinates, and its inverse converts in the reverse direction:
Thus is given by
, which is diagonal:
Note that this is simply the matrix :
A real-valued symmetric matrix is orthogonally diagonalizable as , with
diagonal and real valued and
orthogonal. Verify that the following matrix is symmetric and then diagonalize it:
Compute the eigenvalue decomposition, which directly gives :
To ensure an orthogonal transformation matrix, it is necessary to normalize the columns in :
A matrix is called normal if . Normal matrices are the most general kind of matrix that can be diagonalized by a unitary transformation. All real symmetric matrices
are normal because both sides of the equality are simply
:
Show that the following matrix is normal, then diagonalize it:
Confirm using NormalMatrixQ:
Unlike a real symmetric matrix, the diagonal matrix for this matrix is complex valued:
Differential Equations and Dynamical Systems (4)
Produce the general solution of the dynamical system when
is the following stochastic matrix:
The general solution is then , where
is an arbitrary starting point:
Note that since is diagonal, elementwise powers and MatrixPower are the same operation:
Verify that satisfies the dynamical equation up to numerical rounding:
Solve the system of ODEs ,
,
. First, construct the coefficient matrix
for the right-hand side:
Let be the matrix where the diagonal elements of
are multiplied by
and exponentiated:
The general solution is , for three arbitrary starting values:
Verify the solution using DSolveValue:
Suppose a particle is moving in a planar force field and its position vector satisfies
and
, where
and
are as follows. Solve this initial problem for
:
First, compute the eigenvalues and corresponding eigenvectors of :
The general solution is . Use LinearSolve to determine the coefficient vector
:
Construct the appropriate linear combination of the eigenvectors:
Note that can be computed by exponentiating the diagonal elements of
:
Verify the solution using DSolveValue:
Find the Jacobian for the right-hand side of the equations:
Find the eigendecomposition of the Jacobian at the equilibrium point in the first octant:
A function that integrates backward from a small perturbation of pt in the direction dir:
Show the stable curve for the equilibrium point on the right:
Find the stable curve for the equilibrium point on the left:
Show the stable curves along with a solution of the Lorenz equations:
Physics (3)
In quantum mechanics, states are represented by complex unit vectors and physical quantities by Hermitian linear operators. The eigenvalues represent possible observations and the squared modulus of the components with respect to eigenvectors the probabilities of those observations. For the spin operator and state
given, find the possible observations and their probabilities:
Computing the eigendecomposition, the possible observations are :
Normalize the eigenvectors in order to compute a proper rotation matrix:
The adjoint of projects onto the eigenvectors, giving relative probabilities of
for
and
for
:
In quantum mechanics, the energy operator is called the Hamiltonian , and a state evolves according to the Schrödinger equation
. Given the Hamiltonian for a spin-1 particle in constant magnetic field in the
direction, find the state at time
of a particle that is initially in the state
representing
:
Computing the eigensystem, the energy levels are and
:
As , the state at time
is given by:
The moment of inertia is a real symmetric matrix that describes the resistance of a rigid body to rotating in different directions. The eigenvalues of this matrix are called the principal moments of inertia, and the corresponding eigenvectors (which are necessarily orthogonal) the principal axes. Find the principal moments of inertia and principal axes for the following tetrahedron:
First compute the moment of inertia:
Compute the principal moments and axes:
Verify that the axes are orthogonal:
属性和关系 (13)
EigenvalueDecomposition decomposes a matrix as
:
Equally, the decomposition diagonalizes as
:
This can be expressed without an inverse—avoiding a potentially expensive computation—as :
EigenvalueDecomposition[m] is effectively equivalent to {Transpose[Eigenvectors[m]],DiagonalMatrix[Eigenvalues[m]]}:
EigenvalueDecomposition[m] can be constructed from Eigensystem[m] using Transpose and DiagonalMatrix:
EigenvalueDecomposition[m] exists if and only if DiagonalizableMatrixQ[m] yields True:
The matrix d has an eigenvalue decomposition:
The matrix nd is not diagonalizable:
Therefore, it does not have an eigenvalue decomposition:

While it has the same eigenvalues as d, the matrix does not have a complete set of eigenvectors:
EigenvalueDecomposition[m] exists if and only if m's Jordan matrix is diagonal:

The Jordan matrix of nd has a 1 above the diagonal:
When the decomposition exists, it agrees with JordanDecomposition:
As expected, the Jordan matrix is diagonal in this case:
For an invertible matrix ,
and
have reciprocal entries in the
matrix:
Because eigenvalues are sorted by absolute value, this gives the same values but in the opposite order:
The columns of the matrices are the same but in reverse order to match the eigenvalue ordering:
For an analytic function ,
has the same
matrix as
and diagonal matrix
, up to ordering:
For example, the has the same eigenvectors with squared eigenvalues:
Similarly, the eigenvalues of are
:
SingularValueDecomposition[m] is built from the eigenvalue decompositions of and
:
Compute the eigenvalue decomposition of :
Then is
up to phase in each column:
Compute the eigenvalue decomposition of :
Then is is
up to phase in each column:
Since has fewer rows than columns, the
is
(as opposed to
):
The eigenvalues of a real symmetric matrix are real, and its eigenvectors are orthogonal:
By inspection, the eigenvalues in the matrix are real:
Confirm the eigenvectors—the columns of —are orthogonal to each other:
The eigenvalues of a real antisymmetric matrix are imaginary, and its eigenvectors are orthogonal:
By inspection, the eigenvalues in the matrix are imaginary:
Confirm the eigenvectors—the columns of —are orthogonal to each other:
The eigenvalues of a unitary matrix lie on the unit circle, and its eigenvectors are orthogonal:
Compute the eigendecomposition:
Confirm that the eigenvalues lie on the unit circle:
Confirm the eigenvectors—the columns of —are orthogonal to each other:
The eigenvectors of any normal matrix are orthogonal:
The eigenvalues in the matrix can be arbitrary:
But the eigenvectors—the columns of —are orthogonal:
Schur decomposition {q,r} and eigendecomposition {t,d} essentially coincide for a normal matrix:
Compute SchurDecomposition[n,RealBlockDiagonalFormFalse]:
The option ensures the right triangular matrix r will be diagonal:
equals
up to ordering, and
equals
up to ordering and phase:
For this particular matrix, the ordering is the same:
To verify the equality of and
, set the first entry of each column to 1. to eliminate phase differences:
相关指南
-
▪
- 矩阵分解
文本
Wolfram Research (2025),EigenvalueDecomposition,Wolfram 语言函数,https://reference.wolfram.com/language/ref/EigenvalueDecomposition.html.
CMS
Wolfram 语言. 2025. "EigenvalueDecomposition." Wolfram 语言与系统参考资料中心. Wolfram Research. https://reference.wolfram.com/language/ref/EigenvalueDecomposition.html.
APA
Wolfram 语言. (2025). EigenvalueDecomposition. Wolfram 语言与系统参考资料中心. 追溯自 https://reference.wolfram.com/language/ref/EigenvalueDecomposition.html 年
BibTeX
@misc{reference.wolfram_2025_eigenvaluedecomposition, author="Wolfram Research", title="{EigenvalueDecomposition}", year="2025", howpublished="\url{https://reference.wolfram.com/language/ref/EigenvalueDecomposition.html}", note=[Accessed: 05-October-2025]}
BibLaTeX
@online{reference.wolfram_2025_eigenvaluedecomposition, organization={Wolfram Research}, title={EigenvalueDecomposition}, year={2025}, url={https://reference.wolfram.com/language/ref/EigenvalueDecomposition.html}, note=[Accessed: 05-October-2025]}