Spectral theorems

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The easy spectral theorem

This is the one we use normally: If AA is a symmetric matrix, then there exists an orthonormal eigenbasis for the space of AA.

More Nuanced Spectral Theorems

Complex Spectral Theorem (1)

A linear operator TT on a complex, finite-dimensional vector space has a real, orthonormal eigehbasis iff TT is self-adjoint. (i.e essentially symmetric)

Real spectral theorem (2)

A linear operator TT on a real finite dimensional vector space has an orthonormal basis of eigenvectors iff TT is self-adjoint.

Normal spectral theorem (3)

A linear operator on a complex finite-dimenisional vector space has an orthonormal basis of eigenvectors iff TT is normal (TT=TTTT^* = T^*T) [in the real domain, this is automatically true because TTTT^TT is symmetric.

Spectral decomposition, left and right

let XX be the matrix of right eigenvalues, and YY be the matrix of left eigenvalues (both are column matrices). the following is true, assuming that AA has nn distinct eigenvalues (A is NOT NECESSAIRLY symmetric)

  1. AX=XDAX = XD (previous definition)
  1. YTA=DYTY^TA = DY^T
  1. YTX=InY^TX = I_n
  1. A=XDX1=XDYT=λixiyiTA = XDX^{-1} = XDY^T = \sum \lambda_ix_iy_i^T

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

ARn×nA \in R^{n\times n} is symmetric iff AA is orthogonally diagonalizable. What does this mean/ WEll, it means that there exists some orthogonal matrix QQ and diagonal matrix DD with REAL entries where A=QDQTA = QDQ^T.

The columns of uiu_i of QQ form an orthogonal eigenbasis

This actually yields a profound result: with symmetric matrices, QQ contains the right eigenvectors as the columns and QTQ^T contains the left eigenvalues as the colums!