Interview Question: Of Hermits

Sample Question #5 (applied math)

What’s a Hermitian matrix? What important property does a Hermitian matrix’s eigenvalues possess? What’s the practical implication of this property in applications?

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One Response to Interview Question: Of Hermits

  1. Wu Chao says:

    This one is easy. I almost forgot this. However, I used this concept before. A Hermitian matrix is matrix with property $A=A^{+}$ where + means conjugate transpose. All of its eigenvalues are real. We can use it to do some space decomposition, possibly applying principal component analysis?

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