Is there a function that transforms a symmetric matrix into a diagonal of Eigenvalues with transforms on either side?

I want a function that transforms a symmetric Matrix A into LDL' but not unit vectors as in the ldl(A) Matlab function but with the diagonal as Eigenvalues and the L matrices as transformation matrices to the new Eigenbasis for the system.

I'm sure this is not difficult or has been done already I just wondered why it wasn't in the help menus.

Thanks,

Matt

Answer 1

[Torsten]

If this is not what you want, please tell us what you want.

A = [3 7;7 4];
[V,D] = eig(A)

V = 2×2

-0.7319 0.6815 0.6815 0.7319

D = 2×2

-3.5178 0 0 10.5178

V*D*V.'

ans = 2×2

3.0000 7.0000 7.0000 4.0000

[Matthew Osborne]

Yes that's it!

I actually looked at the eig() help too so I missed that one.

Thankyou.