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SYMMETRIC MATRICES Math 21b, O. Knill SYMMETRIC MATRICES. A matrix A with real entries is symmetric, if AT = A. EXAMPLES. A = 1 2 2 3 is symmetric, A = 1 1 0 3 is not symmetric. EIGENVALUES OF SYMMETRIC MATRICES. Symmetric matrices A have real eigenvalues. PROOF. The dot product is extend to complex vectors as (v;w) = P i viwi. For real vectors ...
Worksheet 7.1 Diagonalization of Symmetric Matrices. Worksheet Exercises. Construct a spectral decomposition for A = P DP T . 5 1 1 1. = ; P = p ; D = 5 1 2 1 1. If possible, give an example of: 6 0. 0 4. 2 R2 (a) a matrix A. (b) a matrix A. 2 that is diagonalizable but not orthogonally diagonalizable. 2 2 2.
Diagonalize the following symmetric matrices through orthogonal matrices: 7 2 2 1 1 1 3 ; 1 4 1 1 5. 2 4 1 1 1. Example 0.121. Determine the positive de niteness of each of the following symmetric matrices by nding their eigenvalues: 1 3. 3 2. ; 1. 4 2 ; 2 3. 3 5. 43.
Today, we'll apply the results from last time to prove the existence of singular value decompositions, which give a sort of approximate orthogonal diagonalization for any matrix, not just symmetric ones. Let A be an m n matrix. Then AT A is a symmetric n n matrix, since (AT A)T = AT (AT )T = AT A.
Exercises: Orthogonal and Symmetric Matrices. Problem 1. Consider the following set S of column vectors: S =. 82 1 3 2 0 3 2 x 3 9 < =. 4 0 5 ; 4 cos 5 ; 4 y 5. 0 : sin z ; 2 x 3. Find all the possible 4 y 5 that makes S an orthogonal set.
(2) Find the eigenvalues of a general projection matrix P (a matrix such that P2 = P). Find a non-symmetric 2 by 2 projection matrix.
EXAMPLE. A = p −q. q p. has eigenvalues p + iq which are real if and only if q = 0. EIGENVECTORS OF SYMMETRIC MATRICES. Symmetric matrices have an orthonormal eigenbasis if the eigenvalues are all different. PROOF. Assume Av = λv and Aw = w . The relation (v,w) = 0 if λ 6= .