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Spectral theorem
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=== Spectral decomposition and the singular value decomposition === The spectral decomposition is a special case of the [[singular value decomposition]], which states that any matrix <math>A \in \mathbb{C}^{m \times n}</math> can be expressed as <math>A = U\Sigma V^{*}</math>, where <math>U \in \mathbb{C}^{m \times m}</math> and <math>V \in \mathbb{C}^{n \times n}</math> are [[unitary matrices]] and <math>\Sigma \in \mathbb{R}^{m \times n}</math> is a diagonal matrix. The diagonal entries of <math>\Sigma</math> are uniquely determined by <math>A</math> and are known as the [[singular values]] of <math>A</math>. If <math>A</math> is Hermitian, then <math>A^* = A</math> and <math>V \Sigma U^* = U \Sigma V^*</math> which implies <math>U = V</math>.
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