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Spectral theorem for real symmetric matrices

Statement

If AA is a real n×nn \times n symmetric matrix, A⊤=AA^\top = A, then there is an orthogonal matrix QQ (meaning Q⊤Q=IQ^\top Q = I) and a real diagonal matrix Λ\Lambda such that A=QΛQ⊤A = Q \Lambda Q^\top. Equivalently, AA has nn 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 Av=λvA\mathbf{v} = \lambda \mathbf{v} with v≠0\mathbf{v} \neq \mathbf{0} possibly complex, consider v∗Av\mathbf{v}^{*}A\mathbf{v} where v∗\mathbf{v}^{*} is the conjugate transpose. Since AA is real and symmetric, v∗Av=(v∗Av)∗\mathbf{v}^{*}A\mathbf{v} = (\mathbf{v}^{*}A\mathbf{v})^{*}, so this quantity is real; but it also equals λ v∗v\lambda \, \mathbf{v}^{*}\mathbf{v}, and v∗v>0\mathbf{v}^{*}\mathbf{v} > 0 is a positive real number, forcing λ\lambda itself to be real.

We now prove the theorem by induction on nn. The case n=1n = 1 is trivial: any 1×11 \times 1 matrix is already diagonal, with Q=(1)Q = (1).

For the inductive step, assume the theorem holds for all real symmetric matrices of size n−1n - 1. Since AA is n×nn \times n real symmetric, by the lemma its characteristic polynomial has a real root λ1\lambda_1; choose a corresponding eigenvector and normalize it to a unit vector v1\mathbf{v}_1.

Let WW be the orthogonal complement of the line spanned by v1\mathbf{v}_1, an (n−1)(n-1)-dimensional subspace. We claim WW is invariant under AA: for any w∈W\mathbf{w} \in W (so w⊤v1=0\mathbf{w}^\top \mathbf{v}_1 = 0), we compute (Aw)⊤v1=w⊤A⊤v1=w⊤Av1=λ1w⊤v1=0(A\mathbf{w})^\top \mathbf{v}_1 = \mathbf{w}^\top A^\top \mathbf{v}_1 = \mathbf{w}^\top A \mathbf{v}_1 = \lambda_1 \mathbf{w}^\top \mathbf{v}_1 = 0, using symmetry of AA in the middle step. So AwA\mathbf{w} is again orthogonal to v1\mathbf{v}_1, i.e. Aw∈WA\mathbf{w} \in W.

Choose an orthonormal basis of WW; in this basis, the restriction of AA to WW is represented by an (n−1)×(n−1)(n-1) \times (n-1) matrix A′A', and A′A' is symmetric because AA is (restricting a symmetric bilinear form to a subspace, in an orthonormal basis, keeps it symmetric). By the induction hypothesis, A′A' has an orthonormal basis of eigenvectors v2,…,vn\mathbf{v}_2, \dots, \mathbf{v}_n inside WW, with real eigenvalues λ2,…,λn\lambda_2, \dots, \lambda_n; since WW is AA-invariant, these are also genuine eigenvectors of AA itself.

Collecting v1,v2,…,vn\mathbf{v}_1, \mathbf{v}_2, \dots, \mathbf{v}_n gives an orthonormal basis of Rn\mathbb{R}^n made entirely of eigenvectors of AA. Assembling them as the columns of a matrix QQ makes QQ orthogonal, and AQ=QΛAQ = Q\Lambda where Λ=diag(λ1,…,λn)\Lambda = \mathrm{diag}(\lambda_1, \dots, \lambda_n); since Q−1=Q⊤Q^{-1} = Q^\top for an orthogonal matrix, this rearranges exactly to A=QΛQ⊤A = Q \Lambda Q^\top, completing the induction.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Gilbert Strang (2016). Introduction to Linear Algebra
  2. Sheldon Axler (2015). Linear Algebra Done Right