,
(1)
, , .
, x, , .
: , (1)
(A−λE)x =0 (2)
det(A−λE) = 0 (3)
(3) , - .
- λ1, λ2,, λn (3) n- (, ).
(3) λj j =1,,n,
(A −λj E) xj=0, j =1,,n.
, x j λj.
.
A nxn (A = AT) . U Λ= U-1AU, A U (U-1=UT), Λ =UTAU, Λ -
.
A. . :
(k) k , k=0 A(0)= A.
1.
2. U(k), A(k+1)=U(k)T A(k)U(k) A(k+1).
, :
i - j -
, - , .
(j - , i - ) , ; , ; .
:
|
|
,
.
3. .
:
, .
, ,
A
..,
), ), ),
, ..
: .