Eigendecomposition of a matrix
In linear algebra, eigendecomposition (also known as eigenvalue decomposition or EVD) is a factorization of a matrix into a canonical form given by , where is a diagonal matrix containing the eigenvalues of on the diagonal, and is an orthogonal matrix whose columns are the corresponding eigenvectors of . Only diagonalizable matrices can be factorized in this way. When the matrix being factorized is a normal or real symmetric matrix, the decomposition is called "spectral decomposition", derived from the spectral theorem.