Spectral theorems
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The easy spectral theorem
This is the one we use normally: If is a symmetric matrix, then there exists an orthonormal eigenbasis for the space of .
More Nuanced Spectral Theorems
Complex Spectral Theorem (1)
A linear operator on a complex, finite-dimensional vector space has a real, orthonormal eigehbasis iff is self-adjoint. (i.e essentially symmetric)
Real spectral theorem (2)
A linear operator on a real finite dimensional vector space has an orthonormal basis of eigenvectors iff is self-adjoint.
Normal spectral theorem (3)
A linear operator on a complex finite-dimenisional vector space has an orthonormal basis of eigenvectors iff is normal () [in the real domain, this is automatically true because is symmetric.
Spectral decomposition, left and right
let be the matrix of right eigenvalues, and be the matrix of left eigenvalues (both are column matrices). the following is true, assuming that has distinct eigenvalues (A is NOT NECESSAIRLY symmetric)
- (previous definition)
-
-
-
The last point is very interesting. The spectral decomposition of a matrix can be thought of as a weighted sum of the inner products of the left and right inner products
Spectral theorem, non-abstractly
is symmetric iff is orthogonally diagonalizable. What does this mean/ WEll, it means that there exists some orthogonal matrix and diagonal matrix with REAL entries where .
- here, we note that because is orthogonal,
- Conversely, if then we know that is symmetric (proof by taking and simplifying). Therefore, these are equivalent statements
The columns of of form an orthogonal eigenbasis
This actually yields a profound result: with symmetric matrices, contains the right eigenvectors as the columns and contains the left eigenvalues as the colums!