特征值分解， 奇异值分解

 

 

 

Ref:

https://en.wikipedia.org/wiki/Eigendecomposition_of_a_matrix

http://www.cnblogs.com/pinard/p/6251584.html

https://en.wikipedia.org/wiki/Diagonalizable_matrix

https://wenku.baidu.com/view/d14c5700e87101f69e319514.html