Spectral theorem for real symmetric matrices
Statement
If is a real symmetric matrix, , then there is an orthogonal matrix (meaning ) and a real diagonal matrix such that . Equivalently, has real eigenvalues and an orthonormal basis of eigenvectors.
Why is it true?
Symmetric matrices show up constantly — covariance matrices, moments of inertia, Hessians of smooth functions — and this theorem guarantees you can always rotate to a coordinate frame where the matrix acts by pure independent scaling along perpendicular axes, with no shearing and no complex behaviour whatsoever.
Proof sketch
We first record a lemma: every eigenvalue of a real symmetric matrix is real. If with possibly complex, consider where is the conjugate transpose. Since is real and symmetric, , so this quantity is real; but it also equals , and is a positive real number, forcing itself to be real.
We now prove the theorem by induction on . The case is trivial: any matrix is already diagonal, with .
For the inductive step, assume the theorem holds for all real symmetric matrices of size . Since is real symmetric, by the lemma its characteristic polynomial has a real root ; choose a corresponding eigenvector and normalize it to a unit vector .
Let be the orthogonal complement of the line spanned by , an -dimensional subspace. We claim is invariant under : for any (so ), we compute , using symmetry of in the middle step. So is again orthogonal to , i.e. .
Choose an orthonormal basis of ; in this basis, the restriction of to is represented by an matrix , and is symmetric because is (restricting a symmetric bilinear form to a subspace, in an orthonormal basis, keeps it symmetric). By the induction hypothesis, has an orthonormal basis of eigenvectors inside , with real eigenvalues ; since is -invariant, these are also genuine eigenvectors of itself.
Collecting gives an orthonormal basis of made entirely of eigenvectors of . Assembling them as the columns of a matrix makes orthogonal, and where ; since for an orthogonal matrix, this rearranges exactly to , completing the induction.
Topics that use this theorem
Step-by-step proofs
No step-by-step proof yet for this theorem.
References
- Gilbert Strang (2016). Introduction to Linear Algebra
- Sheldon Axler (2015). Linear Algebra Done Right