Eigenvalue Decomposition A=V*D*V^T Random symmetric matrix A: 2.577e+00 -2.751e+00 6.842e+00 2.369e+00 -6.207e-01 -4.584e+00 -2.464e+00 -2.751e+00 -1.005e+01 -4.646e+00 1.963e+00 -7.976e-01 3.992e-01 -2.139e+00 6.842e+00 -4.646e+00 1.111e-01 -5.874e-01 -2.659e+00 -3.840e+00 1.110e+00 2.369e+00 1.963e+00 -5.874e-01 -1.733e-01 7.123e-01 -5.237e-01 5.672e+00 -6.207e-01 -7.976e-01 -2.659e+00 7.123e-01 9.564e+00 -2.626e+00 5.597e+00 -4.584e+00 3.992e-01 -3.840e+00 -5.237e-01 -2.626e+00 -1.013e+01 -5.505e+00 -2.464e+00 -2.139e+00 1.110e+00 5.672e+00 5.597e+00 -5.505e+00 3.896e+00 V^T*A*V (should be diagonal): -1.512e+01 7.289e-14 1.554e-15 -2.797e-09 6.175e-11 4.631e-12 4.330e-13 7.111e-14 -1.120e+01 -7.216e-16 2.024e-09 -5.827e-12 -5.249e-13 2.853e-14 1.665e-15 3.331e-16 -8.038e+00 -4.011e-10 -1.088e-14 -2.776e-16 -1.554e-15 -2.797e-09 2.024e-09 -4.011e-10 -6.427e-01 1.082e-15 4.094e-16 1.413e-08 6.175e-11 -5.827e-12 -1.144e-14 1.221e-15 3.821e+00 -1.832e-15 3.305e-09 4.630e-12 -5.258e-13 -1.554e-15 -7.772e-16 -2.220e-15 1.168e+01 4.928e-10 4.334e-13 2.842e-14 -1.776e-15 1.413e-08 3.305e-09 4.928e-10 1.528e+01 Eigenvalues (should equal the diagonal elements above): -1.512e+01 -1.120e+01 -8.038e+00 -6.427e-01 3.821e+00 1.168e+01 1.528e+01