TheoremBase

The Spectral Theorem for Real Symmetric Matrices

Every real symmetric matrix is Q diag(lambda) QTQ^T for an orthogonal Q and a nonincreasing lambda; in any such factorisation the columns of Q are eigenvectors with the eigenvalues lambdaklambda_k, these are all the eigenvalues, and the quadratic form lies between lambdanlambda_n |x|^2 and lambda1lambda_1 |x|^2.

Statement

In the setting of Routine Facts Used Without Citation: Arithmetic, Maps, Predicativity and Indices, let n∈Nn\in\mathbb{N} and A∈S(n)A\in\mathcal{S}(n), the set of symmetric matrices, with the set O(n)\mathrm{O}(n) of orthogonal matrices, the transpose, the matrix product, the matrix-vector product, the diagonal matrix diag⁡(λ)\operatorname{diag}(\lambda) of λ∈Rn\lambda\in\mathbb{R}^{n}, the standard basis vectors eke_{k}, the dot product and the Euclidean norm ∥⋅∥\lVert\cdot\rVert on Rn\mathbb{R}^{n}, and eigenvectors and eigenvalues of AA.

There are Q∈O(n)Q\in\mathrm{O}(n) and λ∈Rn\lambda\in\mathbb{R}^{n} such that λj≥λk\lambda_{j}\ge\lambda_{k} for all j,k∈[n]j,k\in[n] with j≤kj\le k, and A=(Qdiag⁡(λ))Q⊤A=(Q\operatorname{diag}(\lambda))Q^{\top}.

If Q∈O(n)Q\in\mathrm{O}(n) and λ∈Rn\lambda\in\mathbb{R}^{n} satisfy A=(Qdiag⁡(λ))Q⊤A=(Q\operatorname{diag}(\lambda))Q^{\top}, then for every k∈[n]k\in[n] the vector QekQe_{k} is an eigenvector of AA with eigenvalue λk\lambda_{k}, and every eigenvalue of AA equals λk\lambda_{k} for some k∈[n]k\in[n].

If Q∈O(n)Q\in\mathrm{O}(n) and λ∈Rn\lambda\in\mathbb{R}^{n} satisfy A=(Qdiag⁡(λ))Q⊤A=(Q\operatorname{diag}(\lambda))Q^{\top} and λj≥λk\lambda_{j}\ge\lambda_{k} for all j,k∈[n]j,k\in[n] with j≤kj\le k, then λn∥x∥2≤x⋅(Ax)≤λ1∥x∥2\lambda_{n}\lVert x\rVert^{2}\le x\cdot(Ax)\le\lambda_{1}\lVert x\rVert^{2} for every x∈Rnx\in\mathbb{R}^{n}.

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