Eigenvalues and Eigenvectors

Abstract

This chapter introduces and, to a limited extent, solves one of the classical problems associated with linear processes: their decomposition into well-behaved, independent component subprocesses. What is especially noteworthy and exciting about the material is that it uses all of the major concepts introduced so far, including the representation of linear transformations, real and complex inner product spaces, and the theory of determinants. The final theorem of Section 9.3 is as exquisite as any work of art.