spectral mapping property

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Spectral Mapping Property

Let Sd×d be the space of symmetric d×d matrices. For all QSd×d, recall that we may write Q=UΛU, the eigendecomposition. A mapping f:Sd×dSd×d has the spectral mapping property if

Qf(Q):=Udiag(f(λ1(Q)),,f(λd(Q)))U

ie, if the eigenvalues of are the eigenvalues of transformed by f.

Note

ie, such functions apply elementwise to the eigenvalues of Q.

Note

Note that these functions are unitarily invariant, ie

f(VQV)=Vf(Q)V

References

References

See Also

Mentions

Mentions

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