MapofEigenvalues-v1 1
MapofEigenvalues-v1 1
P zI
1 0 0 0 1 1 𝑧 0 0 1 0 0
I N
1 0 0
O 0
0
0
0
0
0
0
0
0
0
0
1
0
0
1
0
0
1
0
0
0
0
0
0
0
1
0
0
0
𝑧
0
0
𝑧
0
0
−1
−1
1
−1
0 0.2 0.9 0 0 0
Q
0 0 1
S+
1 2 2
S
2 0 1 0 1 0
2 0 1 −1 0 1 1 0 0 0.9 0 0.1 0 −1 1
0 1 0
2 1 0 0 −1 0 0 1 0 0.1 0.8 0 0 −1 −1
1 0 1
Symmetric Positive definite Anti-symmetric Orthogonal Markov Singular
𝑆=𝑆 % 𝑆 = 𝑆 %, 𝑥 %𝑆𝑥 > 0 (∀𝑥) 𝐴= −𝐴% 𝑄𝑄% =𝐼 𝟏𝐓 𝐴 = 𝟏 𝐴 =0
0 0 1 1 0
∀𝜆 ∈ ℝ ∀𝜆 > 0 ∀𝜆 ∈ 𝑖ℝ ∃𝜆 = 1, ∃𝜆 = 0
∀|𝜆| = 1
𝑜𝑡ℎ𝑒𝑟 |𝜆| ≤ 1
P zI
1 0 0 0 1 1 𝑧 0 0 1 0 0
I N
1 0 0
O 0
0
0
0
0
0
0
0
0
0
0
1
0
0
1
0
0
1
0
0
0
0
0
0
0
1
0
0
0
𝑧
0
0
𝑧
0
0
−1
−1
1
−1
零 单位 投影 幂零 Z 倍单位 可逆
𝑃 = 𝑃& = 𝑃% 𝑁, = 𝑂 |𝐴| ≠ 0
z
0 1 0 1 0 0 0
∀𝜆 = 0 ∀𝜆 = 1 ∀𝜆 = 0 𝑜𝑟 1 ∀𝜆 = 0 ∀𝜆 = 𝑧 ∀𝜆 ≠ 0
0 0.2 0.9 0 0 0
Q
0 0 1
S+
1 2 2
S
2 0 1 0 1 0
2 0 1 −1 0 1 1 0 0 0.9 0 0.1 0 −1 1
0 1 0
2 1 0 0 −1 0 0 1 0 0.1 0.8 0 0 −1 −1
1 0 1
对称 正定 反对称 正交 马尔可夫 奇异
𝑆=𝑆 % 𝑆 = 𝑆 %, 𝑥 %𝑆𝑥 > 0 (∀𝑥) 𝐴= −𝐴% 𝑄𝑄% =𝐼 𝟏𝐓 𝐴 = 𝟏 𝐴 =0
0 0 1 1 0
∀𝜆 ∈ ℝ ∀𝜆 > 0 ∀𝜆 ∈ 𝑖ℝ ∃𝜆 = 1, ∃𝜆 = 0
∀|𝜆| = 1
𝑜𝑡ℎ𝑒𝑟 |𝜆| ≤ 1