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A =
1. 4. 2.
- 1. 2. 0.
1. 3. - 1.
The X and A matrix :
0.7071 0.7071 0.
- 0.7071 0.7071 0.
0. 0. 1.
1.4142 1.4142 1.4142
- 1.D-16 4.2426 1.4142
1. 3. - 1.
The X and A matrix :
0.8165 0. - 0.5774
0. 1. 0.
0.5774 0. 0.8165
1.7321 2.8868 0.5774
- 1.D-16 4.2426 1.4142
0. 1.633 - 1.633
The X and A matrix :
1. 0. 0.
0. 0.9333 - 0.3592
0. 0.3592 0.9333
1.7321 2.8868 0.5774
- 1.D-16 4.5461 0.7332
4.D-17 0. - 2.032
Hence the original matrix can be decomposed as :
0.5774 0.5133 - 0.635
- 0.5774 0.8066 0.127
0.5774 0.2933 0.762
1.7321 2.8868 0.5774
- 1.D-16 4.5461 0.7332
4.D-17 0. - 2.032
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