TheoremBase

The Ordered Eigenvalues of a Symmetric Matrix Are Determined by the Matrix

Two orthogonal diagonalizations of the same symmetric matrix with decreasingly ordered diagonals have the same diagonal.

Statement

In the setting of Symmetric and Positive Semidefinite Matrices, the Operator Norm and Spectral Notation, let n∈Nn\in\mathbb{N}, let A∈S(n)A\in\mathcal{S}(n) be a symmetric matrix, let Q,P∈O(n)Q,P\in\mathrm{O}(n) be orthogonal matrices, and let λ,μ∈Rn\lambda,\mu\in\mathbb{R}^{n}.

Uniqueness. If

A=(Qdiag⁡(λ))Q⊤=(Pdiag⁡(μ))P⊤,λ1≥⋯≥λn,μ1≥⋯≥μn,A=(Q\operatorname{diag}(\lambda))Q^{\top}=(P\operatorname{diag}(\mu))P^{\top},\qquad\lambda_{1}\ge\dots\ge\lambda_{n},\qquad\mu_{1}\ge\dots\ge\mu_{n},

then λ=μ\lambda=\mu.

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