To obtain the eigenvalues of \mathbf{A}\in {\mathbb{R}}^{n\times n} , the strategy is to perform a series of similarity transformations on the original matrix \mathbf{A} , in order to reduce it either into a diagonal form as above or into a tridiagonal form.
We say that a matrix \mathbf{B} is a similarity transform of \mathbf{A} if \mathbf{B}= \mathbf{S}^T \mathbf{A}\mathbf{S}, \hspace{1cm} \mathrm{where} \hspace{1cm} \mathbf{S}^T\mathbf{S}=\mathbf{S}^{-1}\mathbf{S} =\mathbf{I}. The importance of a similarity transformation lies in the fact that the resulting matrix has the same eigenvalues, but the eigenvectors are in general different.