Eigenvectors of symmetric matrices

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SUMMARY

The eigenvectors of symmetric matrices are orthogonal when their corresponding eigenvalues are distinct. This conclusion is derived from the properties of inner products and the symmetry of the matrix. Specifically, if \( \lambda_1 \) and \( \lambda_2 \) are distinct eigenvalues with associated eigenvectors \( v \) and \( u \), the equation \( (\lambda_1 - \lambda_2) \langle v, u \rangle = 0 \) confirms that \( \langle v, u \rangle = 0 \), establishing orthogonality. However, if an eigenvalue is repeated, the associated eigenvector space may not be one-dimensional, leading to non-orthogonal vectors.

PREREQUISITES
  • Understanding of eigenvalues and eigenvectors
  • Familiarity with symmetric matrices
  • Knowledge of inner product spaces
  • Basic linear algebra concepts
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Can anyone prove that the eigenvectors of symmetric matrices are orthogonal?
 
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Let v be a eigenvector with eigenvalue [itex]\lambda_1[/itex] and u an eigenvector with eigenvalue [math]\lambda_2[/math], both with length 1.

[itex]\lambda_1<v, u>= <\lambda_1v, u>[/itex]
(<u, v> is the innerproduct)
[itex]= < Av, u>= \overline{<v, Au>}[/itex]
(because A is symmetric)
("self adjoint" in general)
[itex]= \overline{<v, \lambda_2u>}= \lambda<v, u>[/itex]
so that
[itex]\lambda_1<v, u>= \lambda_2<v, u>[/itex]
[itex](\lambda_1- \lambda_2)<v, u>= 0[/itex]
Since [itex]\lambda_1[/itex] and [itex]\lambda_2[/itex] are not equal,
[itex]\lambda_1- \lambda_2[/itex] is not 0, <v, u> is.
 
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The important criterion is not symmetry, but whether the eigenvalues are all different (i.e. all the roots of the characteristic equation are different). If an eigenvalue is repeated, then the space associated with the eigenvector is not one dimensional, so that the vectors are not necessarily orthogonal.
 

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