To obtain the eigenvalues of A∈Rn×n, the strategy is to perform a series of similarity transformations on the original matrix A, in order to reduce it either into a diagonal form as above or into a tridiagonal form.
We say that a matrix B is a similarity transform of A if B=STAS,whereSTS=S−1S=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.