The Spectral
Theorem
Discover how every symmetric matrix can be decomposed into its eigenvalues and orthogonal eigenvectors: a cornerstone of linear algebra.
What Is a Symmetric Matrix?
A matrix \( A \) is symmetric if it equals its own transpose: \( A = A^T \). This means the entry in row \( i \), column \( j \) always matches the entry in row \( j \), column \( i \).
Quick Review: Eigenvalues & Eigenvectors
For a square matrix \( A \), a nonzero vector \( \mathbf{v} \) is an eigenvector with eigenvalue \( \lambda \) if:
Why Are Symmetric Matrices Special?
Not every matrix behaves nicely when we look for eigenvalues. Symmetric matrices have three remarkable properties that make them the best-behaved matrices in all of linear algebra.
Orthogonal Eigenvectors Visualised
The Spectral Theorem: Formal Statement
Because \( Q \) is orthogonal, \( Q^{-1} = Q^T \). This decomposition is called the spectral decomposition or eigendecomposition of \( A \).
Inside the Decomposition
Symmetric vs Non-Symmetric Matrices
| Property | Symmetric | Non-Symmetric |
|---|---|---|
| Eigenvalues | Always real | May be complex |
| Eigenvectors | Orthogonal basis | Not necessarily orthogonal |
| Diagonalisable? | Always | Not always |
| Decomposition | \( Q\Lambda Q^T \) | \( P\Lambda P^{-1} \) (if exists) |
| \( A = A^T \)? | ✓ Yes | ✕ No |
How to Find the Spectral Decomposition
Worked Example: \( 2 \times 2 \) Matrix
Let us spectrally decompose:
Step 2: Eigenvalues. Solve \( \det(A - \lambda I) = 0 \):
Example (continued): Eigenvectors
Harder Example: \( 3 \times 3 \) Symmetric Matrix
The characteristic polynomial gives eigenvalues \( \lambda_1 = 4 \), \( \lambda_2 = 2 \), \( \lambda_3 = 1 \). Each eigenvalue yields a unit eigenvector, and they are automatically orthogonal.
Geometric Interpretation
Where the Spectral Theorem Appears
Common Mistakes
Summary at a Glance
| Concept | Details |
|---|---|
| Symmetric matrix | \( A = A^T \) |
| Eigenvalues | All real: \( \lambda_i \in \mathbb{R} \) |
| Eigenvectors | Mutually orthogonal |
| Spectral decomposition | \( A = Q\Lambda Q^T \) |
| \( Q \) is orthogonal | \( Q^T Q = I \), so \( Q^{-1} = Q^T \) |
| Geometric meaning | Stretch along eigenvector axes |
Question 1 of 5
Which condition must a real matrix \( A \) satisfy for the Spectral Theorem to guarantee \( A = Q\Lambda Q^T \)?
Question 2 of 5
If a \( 3 \times 3 \) symmetric matrix has eigenvalues \( \lambda_1 = 4 \), \( \lambda_2 = 2 \), \( \lambda_3 = -1 \), what is the trace of the matrix?
Question 3 of 5
In the spectral decomposition \( A = Q\Lambda Q^T \), what special property does \( Q \) have?
Question 4 of 5
Eigenvectors \( \mathbf{v}_1 \) and \( \mathbf{v}_2 \) of a symmetric matrix correspond to different eigenvalues. What can you conclude?
Question 5 of 5
A symmetric matrix \( A \) transforms the unit circle into an ellipse. The eigenvalues determine which property of the ellipse?