Can anybody please help in finding out what is best way to do spectral decomposition (or Eigen decomposition) of the matrix. The details of Eigen decomposition can be found in attached link 1. https://en.wikipedia.org/wiki/Matrix_decomposition (refer to section for Eigen decomposition). 2. http://www.real-statistics.com/linear-algebra-matrix-topics/spectral-decomposition/
I looked into attached help link. I see three alternatives as below; Which one of below is closest to spectral decomposition please?
2 JordanDecomposition 3 HessenbergDecomposition