Lesson 13
Diagonalization of Symmetric Matrices
Recall. Given an n × n matrix A.
1. Matrix A is diagonalizable if and only if there are n linearly independent eigenvectors.
2. If A has n distinct eigenvalues, then A is diagonalizable.
Definition. A matrix A is symmetric if A⊤ = A.
Theorem. Let A be a symmetric matrix. Then all the eigenvalues of A are real numbers.
Recall.
−2
Consider the matrix A = −2
2
−2
1
−4
2
−4 (see previous topic)
1
• The matrix A is symmetric.
• characteristic polynomial: pA (λ) = (λ + 3)2 (λ − 6) ⇒ eigenvalues: λ = −3(with multiplicity 2), 6
1
−2
2
2
1
• Verify: EA (−3) =Span 1 , 0 and EA (6) =Span −1 =Span −2
0
1
2
1
2 −2 1
2
5 4
1
• we can take P = 1 0 −2 ⇒ P −1 = −2 4 5
9
0 1
2
1 −2 2
Definition. Let B ∈ Mn×n (R). We say that B is an orthogonal matrix if B ⊤ = B −1 .
Theorem (Orthogonal Diagonalization Theorem). Let A be a symmetric matrix. Then there is an orthogonal
matrix Q such that
Q⊤ AQ = D,
where D is a diagonal matrix whose diagonal entries are the eigenvalues of A.
In the previous example
2
1
−2
9
1
5
4
−2
4 −2
5 −2
2
2
−2
1
−4
2
2
−4 1
1
0
−2
0
1
1
−3
−2 = 0
2
0
0
−3
0
where P is not an orthogonal matrix.
Recall.
A basis {e1 , e2 , . . . , en } of Rn is an orthonormal basis if
1. ∥ei ∥ = 1, for every i ∈ {1, 2, . . . , n}
(
0 i ̸= j
2. ei · ej =
1 i=j
Theorem (Characterization of Orthogonal Matrices). The following are equivalent:
1. The matrix Q is orthogonal.
2. The rows of Q form an orthonormal basis.
3. The columns of Q form an orthonormal basis.
Question: How do we find an orthogonal matrix Q such that D = Q−1 AQ = Q⊤ AQ?
Answer: Apply Gram-Schmidt orthogonalization process on the eigenspace basis.
1
0
0 ,
6
−2
1
2
Example 1. Let S = 1 , 0 −2 . (Verify) By applying Gram-Schmidt orthogonalization process on S,
0
1
2
we have the orthonormal set
1
−2
1 2
1
1
√ 1 , √ 4 , −2 .
5
3
2
0 3 5 5
Therefore, we take
2
√
15
√
Q=
5
0
We have
2
√
5
−2
3 √5
1
3
√1
5
4
√
3 5
−2
3
0
−2
√
3 5
4
√
3 5
5
√
3 5
−2
5
√
−2
3 5
2
2
3
2
1
√
3
5
−2
−2
−1
⊤
√
⇒
Q
=
Q
=
3
3 5
2
1
3
3
−2
1
−4
√2
2 5
√1
−4
5
1
0
−2
√
3 5
4
√
3 5
5
√
3 5
√1
5
4
√
3 5
−2
3
0
5
√
3 5
2
3
1
3
−3
−2
0
=
3
2
0
3
0
−3
0
0
0 ,
6
where Q is an orthogonal matrix.
Theorem. Let A be a symmetric matrix. Then the eigenvectors of A associated with different eigenvalues form an
orthogonal set.
1 2
Example 2. Consider the matrix A =
(symmetric):
2 −2
1−λ
2
pA (λ) = det(λI2 − A) = det(A − λI2 ) = det
= (λ + 3)(λ − 2)
2
−2 − λ
4 2
λ = −3 :
∼
2 1
−1 2
λ=2:
∼
2 −4
Exercises. Find an orthogonal matrix Q and a diagonal matrix D such that D = Q⊤ AQ.
0 10 10
0 , pA (x) = −x(x2 − 225)
1. A = 10 5
10 0 −5
11
2 −10
14
5 , pA (x) = −(x − 15)2 (x + 15)
2. A = 2
−10 5 −10
0 0 0 2
0 0 0 0
2
3. A =
0 0 0 0, pA (x) = x (x − 2)(x + 2)
2 0 0 0
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