Spectral projection of a self-adjoint matrix ($P_{\lambda }={\sum }_{{\lambda }_j=\lambda }{e}_j{e}_j^{\ast }$)

For a finite-dimensional Hermitian matrix $A$, its spectral projection $P_{\lambda }$ is the orthogonal projection onto the eigenspace for $\lambda$. In an orthonormal eigenbasis, the displayed sum is over every basis vector with that eigenvalue. The projection is independent of the choice of basis within a repeated eigenspace. For distinct eigenvalues $\lambda ,\mu$,This is the spectral decomposition grouped by distinct eigenvalues: decompose a vector into orthogonal pieces, then scale each piece. For the matrix $A=\left(\begin{array}{cc}2& 1\\ 1& 2\end{array}\right)$,Thus $P_3(1,0{)}^T=(1/2,1/2{)}^T$ and $P_1(1,0{)}^T=(1/2,-1/2{)}^T$: the two pieces add back to $(1,0{)}^T$. Squaring the matrix simply squares each scalar, $A^2=9P_3+P_1$, and similarly the matrix exponential is $e^{tA}=e^{3t}{P}_3+e^t{P}_1$. Spectral projections of a self-adjoint matrix turn repeated matrix calculations into scalar calculations on fixed vector subspaces.