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Orthogonal diagonalization

Orthogonal diagonalization is a fundamental concept in linear algebra referring to the decomposition of a real symmetric matrix A as A = PDP^T, where P is an orthogonal matrix (satisfying P^T P = I) whose columns form an orthonormal basis of eigenvectors of A, and D is a diagonal matrix with the corresponding eigenvalues of A on its main diagonal.^[1] This process is possible precisely when A is symmetric, as guaranteed by the spectral theorem, which states that every real symmetric matrix has real eigenvalues and is orthogonally diagonalizable via an orthonormal set of n eigenvectors for an n \times n matrix.^[2] Eigenvectors corresponding to distinct eigenvalues are automatically orthogonal, and for repeated eigenvalues, the eigenspaces can be orthonormalized using processes like Gram-Schmidt.^[1] The significance of orthogonal diagonalization lies in its ability to simplify matrix computations and provide geometric insights, such as representing linear transformations as scalings along perpendicular axes in an orthonormal coordinate system.^[2] It is particularly useful in applications including the analysis of quadratic forms, where it identifies principal axes; constrained optimization problems; and spectral decomposition for projections onto eigenspaces.^[1] In broader contexts, such as physics and engineering, this diagonalization facilitates efficient numerical methods and interpretations of phenomena involving symmetric operators, like vibrations or quantum mechanical observables.^[3]

Prerequisites

Symmetric matrices

A symmetric matrix is a square matrix A that equals its own transpose, denoted A = A^T, where the transpose A^T has entries swapped across the main diagonal.^[4] In the context of real vector spaces, symmetric matrices typically consist of real entries and play a central role in representing bilinear forms that are symmetric.^[4] One key property of symmetric matrices is their association with quadratic forms, which are homogeneous polynomials of degree two expressed as q(\mathbf{x}) = \mathbf{x}^T A \mathbf{x} for a vector \mathbf{x} \in \mathbb{R}^n.^[4] This quadratic form arises naturally from the inner product \langle T\mathbf{v}, \mathbf{v} \rangle where T is a self-adjoint linear operator corresponding to the symmetric matrix A.^[4] Additionally, symmetric matrices are invariant under congruence by orthogonal matrices, meaning if P is orthogonal, then P^T A P is also symmetric, preserving the structure in orthonormal bases.^[4] Diagonal matrices provide trivial examples of symmetric matrices, as their off-diagonal entries are zero, satisfying A = A^T immediately.^[4] A simple 2×2 symmetric matrix can be constructed as

A = \begin{pmatrix} a & b \\ b & c \end{pmatrix},

where a, b, c \in \mathbb{R}, ensuring symmetry by matching the off-diagonal elements.^[4] A fundamental characteristic of real symmetric matrices is that all their eigenvalues are real numbers.^[4]

Orthogonal matrices and transformations

An orthogonal matrix is a square matrix Q satisfying Q^T Q = I, where Q^T denotes the transpose of Q and I is the identity matrix; equivalently, the inverse of an orthogonal matrix is its transpose, Q^{-1} = Q^T.^[5] This condition ensures that the columns (and rows) of Q form an orthonormal set of vectors, meaning each has unit Euclidean norm and they are pairwise orthogonal.^[6] Consequently, the columns of Q constitute an orthonormal basis for the underlying vector space.^[7] Orthogonal matrices preserve key geometric structures under linear transformations. Specifically, for any vector x, the Euclidean norm is invariant: \| Qx \| = \| x \|, as this follows from the preservation of the dot product (Qx)^T (Qx) = x^T Q^T Q x = x^T x.^[5] Similarly, inner products are preserved: x^T y = (Qx)^T (Qy), which implies that angles between vectors remain unchanged, since the cosine of the angle \theta between x and y is \cos \theta = \frac{x^T y}{\|x\| \|y\|}, and all components are invariant under Q.^[8] These properties ensure that orthogonal transformations do not distort lengths, shapes, or orientations in the Euclidean space, making them isometries.^[9] In terms of geometric interpretations, orthogonal matrices represent rotations and reflections in Euclidean space. Rotation matrices, which preserve orientation, have determinant +1, while reflection matrices, which reverse orientation, have determinant -1; in general, the determinant of any real orthogonal matrix is \pm 1.^[8] For example, in two dimensions, a rotation by angle \theta is given by the matrix \begin{pmatrix} \cos \theta & -\sin \theta \\ \sin \theta & \cos \theta \end{pmatrix}, which satisfies the orthogonality condition and preserves distances.^[9] Reflections, such as across the x-axis in \mathbb{R}^2, are represented by \begin{pmatrix} 1 & 0 \\ 0 & -1 \end{pmatrix}, with determinant -1.^[5] Orthogonal conjugation by such matrices preserves the symmetry of symmetric matrices.^[6]

Main Theorem

Statement of the spectral theorem

The spectral theorem for real symmetric matrices asserts that every real symmetric n \times n matrix A (satisfying A^T = A) is orthogonally diagonalizable. Specifically, there exists an orthogonal matrix Q (with Q^T Q = I) whose columns form an orthonormal basis of \mathbb{R}^n consisting of eigenvectors of A, and a diagonal matrix D = \operatorname{diag}(\lambda_1, \lambda_2, \dots, \lambda_n) with real eigenvalues \lambda_i on the diagonal, such that

A = Q D Q^T.

^[10] This decomposition implies that symmetric matrices possess a complete set of orthonormal eigenvectors, enabling the representation of quadratic forms associated with A as sums of squares weighted by the eigenvalues \lambda_i. The reality of the eigenvalues and the orthogonality of the eigenvectors follow directly from the symmetry of A.^[10] The theorem's development in the 19th century is attributed to key contributions from Augustin-Louis Cauchy, who in 1829 proved the diagonalizability of symmetric matrices via orthogonal transformations; Carl Gustav Jacob Jacobi, who advanced related determinant and transformation techniques around 1830 (published 1841); and Karl Weierstrass, who in the 1850s–1860s explored eigenvalue properties in linear transformations, laying groundwork for the full spectral framework.^[11]^[12]

Conditions for orthogonal diagonalizability

A real square matrix A is orthogonally diagonalizable if and only if it is symmetric, meaning A = A^T.^[2]^[13]^[14] This condition ensures the existence of an orthogonal matrix P such that P^T A P = D, where D is a diagonal matrix containing the real eigenvalues of A.^[1] Symmetric matrices always possess real eigenvalues and a complete set of orthonormal eigenvectors, which form the columns of P.^[15] More generally, a real matrix is normal if it commutes with its transpose, satisfying A A^T = A^T A.^[16] However, for orthogonal diagonalizability over the reals, the matrix must also have exclusively real eigenvalues; non-symmetric normal matrices, such as skew-symmetric ones where A^T = -A, typically have purely imaginary eigenvalues and thus cannot be orthogonally diagonalized unless they are the zero matrix.^[17] In practice, the sufficient and necessary condition for real matrices reduces to symmetry, as real normal matrices with all real eigenvalues are symmetric.^[18] Over the complex numbers, the analogous condition involves Hermitian matrices, where A = A^* with A^* denoting the conjugate transpose. Hermitian matrices are unitarily diagonalizable, generalizing the real symmetric case, with real eigenvalues and an orthonormal eigenbasis under the complex inner product.^[19]^[20] Not all diagonalizable matrices are orthogonally diagonalizable; for instance, the matrix \begin{pmatrix} 1 & 1 \\ 0 & 2 \end{pmatrix} is diagonalizable over the reals but not normal (hence not symmetric), as its eigenvectors are not orthogonal.^[21] This highlights that diagonalizability requires only linearly independent eigenvectors, whereas orthogonal diagonalizability demands an orthonormal eigenbasis.^[1]

Proof and Derivation

Outline of the proof

The proof of the spectral theorem, which asserts that every real symmetric matrix is orthogonally diagonalizable, relies on mathematical induction on the dimension n of the matrix.^[22] For the base case where n=1, the matrix is a scalar and thus already diagonal with a real eigenvalue, satisfying the theorem trivially.^[23] Assuming the theorem holds for all symmetric matrices of dimension less than n, the characteristic polynomial of the n \times n symmetric matrix A is considered first; since A has real entries, this polynomial has real coefficients, and the reality of its roots (eigenvalues) for symmetric matrices ensures at least one real eigenvalue exists.^[24] To identify one such eigenvalue explicitly, the Rayleigh quotient is maximized over the unit sphere in \mathbb{R}^n, which, by the compactness of the sphere and continuity of the quotient, attains a maximum value that serves as a real eigenvalue \lambda, with the maximizer providing a corresponding eigenvector.^[22] This eigenvector spans a one-dimensional eigenspace, and due to the symmetry of A, the orthogonal complement to this eigenspace is an invariant subspace under A, reducing the problem to an (n-1) \times (n-1) symmetric matrix via projection onto this subspace (or equivalently, a Schur complement in block form).^[23] By the induction hypothesis, this reduced symmetric matrix admits an orthonormal basis of eigenvectors spanning the complement. The full space is thus spanned by the initial eigenvector together with the orthonormal eigenbasis of the complement, forming an orthonormal eigenbasis for \mathbb{R}^n. The spectral theorem follows from iteratively applying this eigenvalue extraction process across dimensions.^[22]

Detailed steps using eigenvectors

The proof of the spectral theorem for real symmetric matrices proceeds by establishing the existence of real eigenvalues and an orthonormal basis of eigenvectors. The first step involves solving the characteristic equation \det(A - \lambda I) = 0 to find the eigenvalues \lambda. For a real symmetric matrix A, all eigenvalues are real, which follows from the properties of quadratic forms: if Av = \lambda v for a nonzero eigenvector v (possibly complex), then v^* A v = \lambda v^* v, where v^* denotes the conjugate transpose. Since A is symmetric and real, v^* A v is real, and v^* v > 0, implying \lambda is real.^[25] The second step confirms the existence of eigenvectors corresponding to each eigenvalue and their orthogonality when eigenvalues are distinct. For each real eigenvalue \lambda_i, the eigenspace is nontrivial, allowing selection of eigenvectors v_i such that A v_i = \lambda_i v_i. Specifically, for distinct eigenvalues \lambda and \mu with corresponding eigenvectors v and w, orthogonality arises because v^T A w = \mu v^T w and, by symmetry of A, w^T A v = \lambda w^T v, leading to (\lambda - \mu) v^T w = 0. Thus, since \lambda \neq \mu, it follows that v^T w = 0.^[26] When eigenvalues have multiplicity greater than one, the eigenvectors within the same eigenspace may not be orthogonal. To address this, apply the Gram-Schmidt orthogonalization process to a basis of the eigenspace, yielding an orthonormal set of eigenvectors for that eigenvalue. This ensures the entire collection of eigenvectors across all eigenspaces can be orthogonalized.^[2] Finally, normalize these orthogonal eigenvectors to form an orthonormal basis \{v_1, \dots, v_n\} for \mathbb{R}^n. The matrix Q has these normalized vectors as its columns, satisfying Q^T Q = I, and the diagonal matrix D = \diag(\lambda_1, \dots, \lambda_n) contains the eigenvalues. This completes the decomposition A = Q D Q^T.^[26]

Computational Methods

Finding eigenvalues and eigenvectors

For symmetric matrices, the eigenvalues are always real numbers, and they can be ordered in non-decreasing sequence as \lambda_1 \leq \lambda_2 \leq \dots \leq \lambda_n.^[27]^[25] The algebraic method to find eigenvalues begins by forming the characteristic polynomial p(\lambda) = \det(A - \lambda I), where A is the n \times n symmetric matrix and I is the identity matrix; the eigenvalues are the roots of this polynomial equation p(\lambda) = 0.^[28] For small matrices, such as $2 \times 2, the characteristic polynomial is quadratic, and the eigenvalues are given explicitly by the quadratic formula:

\lambda = \frac{\operatorname{trace}(A) \pm \sqrt{[\operatorname{trace}(A)]^2 - 4 \det(A)}}{2},

where \operatorname{trace}(A) is the sum of the diagonal elements and \det(A) is the determinant.^[29] This approach is exact but becomes computationally intensive for larger n, as solving high-degree polynomials requires numerical root-finding techniques. Numerical methods are essential for larger symmetric matrices. The QR algorithm, after reducing the matrix to tridiagonal form via Householder transformations, iteratively applies QR decompositions to converge to the eigenvalues on the diagonal.^[30] This method is stable and efficient for symmetric matrices, typically requiring O(n^3) operations overall, with rapid convergence for well-separated eigenvalues.^[31] For approximating the dominant eigenvalue (the one with largest magnitude), the power iteration method starts with a random unit vector v_0 and iteratively computes v_{k+1} = A v_k / \|A v_k\|, converging to the corresponding eigenvector as k increases, with the eigenvalue estimated by the Rayleigh quotient v_k^T A v_k.^[32]^[33] Once an eigenvalue \lambda is known, the corresponding eigenvectors are found by solving the linear system (A - \lambda I)v = 0 for non-trivial solutions v \neq 0, typically via Gaussian elimination or null space computation.^[34] These eigenvectors are then normalized to unit length, \|v\| = 1, to ensure they form an orthonormal basis when assembled into the orthogonal matrix for diagonalization.^[34]

Constructing the orthogonal matrix

Once the eigenvalues and corresponding eigenvectors of a symmetric matrix A have been computed, the orthogonal matrix Q is constructed by arranging the normalized eigenvectors as its columns. Specifically, for an n \times n symmetric matrix A with eigenvalues \lambda_1, \dots, \lambda_n and associated eigenvectors v_1, \dots, v_n, each eigenvector v_i is normalized by dividing it by its Euclidean norm \|v_i\|, yielding unit vectors u_i = v_i / \|v_i\|. The matrix Q is then formed as Q = [u_1 \, | \, u_2 \, | \, \dots \, | \, u_n], ensuring that the columns of Q form an orthonormal basis for \mathbb{R}^n.^[1]^[35]^[36] In the case of repeated eigenvalues, where the geometric multiplicity exceeds one, an initial basis for the eigenspace may not consist of orthogonal vectors. To obtain an orthonormal basis for such eigenspaces, the Gram-Schmidt orthogonalization process is applied to the basis vectors, followed by normalization. This step preserves the orthogonality between eigenspaces inherent to symmetric matrices while ensuring intra-eigenspace orthogonality. The resulting orthonormal eigenvectors are then used to assemble Q as described.^[1]^[35]^[13] To verify the construction, the orthogonality of Q is confirmed by computing Q^T Q, which should equal the identity matrix I due to the orthonormality of the columns. Additionally, the full decomposition is validated by reconstructing A as A = Q D Q^T, where D is the diagonal matrix of eigenvalues, and checking that this equals the original matrix A up to numerical precision. These checks ensure the accuracy of the diagonalization.^[2]^[37]^[38] For numerical stability in large-scale computations, direct assembly from eigenvectors can be sensitive to rounding errors; instead, transformations such as Householder reflections or Givens rotations are employed to build Q iteratively, minimizing loss of orthogonality during the process. These methods are integral to algorithms like the QR iteration for eigendecomposition.^[6]^[39]

Examples and Illustrations

Diagonalization of a 2x2 symmetric matrix

To illustrate the process of orthogonal diagonalization, consider the symmetric 2×2 matrix

A = \begin{pmatrix} 2 & 1 \\ 1 & 2 \end{pmatrix}.

The eigenvalues are found by solving the characteristic equation \det(A - \lambda I) = 0, which yields the polynomial \lambda^2 - 4\lambda + 3 = 0. The roots are \lambda_1 = 3 and \lambda_2 = 1.^[40] For \lambda_1 = 3, solve (A - 3I)\mathbf{v}_1 = \mathbf{0}, giving the eigenvector \mathbf{v}_1 = \begin{pmatrix} 1 \\ 1 \end{pmatrix}. Normalizing to unit length produces \hat{\mathbf{v}}_1 = \frac{1}{\sqrt{2}} \begin{pmatrix} 1 \\ 1 \end{pmatrix}. For \lambda_2 = 1, solve (A - I)\mathbf{v}_2 = \mathbf{0}, yielding \mathbf{v}_2 = \begin{pmatrix} -1 \\ 1 \end{pmatrix}, normalized to \hat{\mathbf{v}}_2 = \frac{1}{\sqrt{2}} \begin{pmatrix} -1 \\ 1 \end{pmatrix}. These eigenvectors are orthogonal, as their dot product is zero.^[40] The orthogonal matrix Q has these normalized eigenvectors as columns:

Q = \frac{1}{\sqrt{2}} \begin{pmatrix} 1 & -1 \\ 1 & 1 \end{pmatrix},

and the diagonal matrix is

D = \begin{pmatrix} 3 & 0 \\ 0 & 1 \end{pmatrix}.

To verify, compute Q D Q^T: First, D Q^T = \frac{1}{\sqrt{2}} \begin{pmatrix} 3 & 3 \\ -1 & 1 \end{pmatrix}. Then,

Q D Q^T = \frac{1}{\sqrt{2}} \begin{pmatrix} 1 & -1 \\ 1 & 1 \end{pmatrix} \cdot \frac{1}{\sqrt{2}} \begin{pmatrix} 3 & 3 \\ -1 & 1 \end{pmatrix} = \frac{1}{2} \begin{pmatrix} 3 + 1 & 3 - 1 \\ 3 - 1 & 3 + 1 \end{pmatrix} = \begin{pmatrix} 2 & 1 \\ 1 & 2 \end{pmatrix} = A.

This confirms the decomposition A = Q D Q^T.^[40] Geometrically, the columns of Q correspond to a rotation by 45 degrees, aligning the standard basis with the principal axes of A, where the matrix acts as independent scalings by the eigenvalues along these directions.^[40]

Application to a covariance matrix

Orthogonal diagonalization plays a key role in principal component analysis (PCA), where the covariance matrix of multivariate data is decomposed to reveal underlying structures of variance. Consider a covariance matrix derived from 2D data points, such as measurements of two correlated variables:

A = \begin{pmatrix} 5 & 2 \\ 2 & 3 \end{pmatrix}

Here, the diagonal elements represent the variances of each variable (5 and 3), while the off-diagonal elements capture their covariance (2).^[41] Performing orthogonal diagonalization on this symmetric positive semi-definite matrix yields A = Q D Q^T, where D is the diagonal matrix of eigenvalues \lambda_1 = 4 + \sqrt{5} \approx 6.24 and \lambda_2 = 4 - \sqrt{5} \approx 1.76, ordered decreasingly. The columns of the orthogonal matrix Q are the corresponding normalized eigenvectors, providing an orthonormal basis for the principal directions. For \lambda_1, one eigenvector is approximately \begin{pmatrix} 0.851 \\ 0.525 \end{pmatrix} (normalized), and for \lambda_2, approximately \begin{pmatrix} -0.525 \\ 0.851 \end{pmatrix}.^[41] The eigenvalues quantify the spread (variance) of the data along these principal components: \lambda_1 along the first (major) direction and \lambda_2 along the second (minor) direction. The transformation via Q rotates the original coordinate system to align with these uncorrelated axes, simplifying data representation by decorrelating the variables while preserving total variance (trace of A equals 8, the sum of eigenvalues). In this case, the first principal component explains approximately 78% of the total variance (\lambda_1 / 8), a common scenario where the dominant component captures the bulk of variability for dimensionality reduction.^[41] This decomposition aids data interpretation by highlighting directions of greatest spread; for instance, the first eigenvector points along the elongated axis of the data cloud. In scatter plot visualizations of the original data, the eigenvectors indicate the orientations of the ellipse axes enclosing the points (e.g., a 95% confidence ellipse), with semi-major and semi-minor axis lengths proportional to \sqrt{\lambda_1} and \sqrt{\lambda_2}, respectively.

Properties and Extensions

Uniqueness of the diagonalization

The orthogonal diagonalization of a real symmetric matrix A = Q D Q^T, where Q is an orthogonal matrix and D is a diagonal matrix containing the eigenvalues of A, exhibits specific uniqueness properties. The matrix D is unique up to permutation of its diagonal entries, as the eigenvalues of A are the roots of its characteristic polynomial and thus uniquely determined, counting multiplicities.^[24]^[42] In contrast, the orthogonal matrix Q, whose columns form an orthonormal basis of eigenvectors, is not unique. It can vary by permutation of its columns (corresponding to reordering the eigenvalues in D), by sign flips in any individual column (since if \mathbf{v} is an eigenvector, so is -\mathbf{v}), and, more generally, by the choice of orthonormal basis within each eigenspace.^[43]^[42] When all eigenvalues of A are distinct, each eigenspace is one-dimensional, so Q is unique up to column permutation and individual sign changes.^[43] In this case, the only freedoms are the discrete choices of ordering and signs, preserving the overall decomposition's structure.^[24] If an eigenvalue \lambda has multiplicity greater than one, its eigenspace has dimension equal to that multiplicity, allowing any orthonormal basis for the corresponding columns of Q. This introduces continuous degrees of freedom, such as arbitrary rotations within the eigenspace via orthogonal transformations, while maintaining orthonormality.^[42]^[24] For instance, if multiplicity is two, the two columns can be replaced by any pair of orthonormal vectors spanning the same plane.^[44] For a family of pairwise commuting symmetric matrices, they share a common set of eigenspaces and thus admit simultaneous orthogonal diagonalization A_i = Q D_i Q^T for a single Q, with each D_i diagonal. This common Q inherits the same uniqueness properties, determined by the joint eigenspaces, and the decomposition is unique up to the permutations, sign flips, and basis choices within those shared subspaces.^[45]^[42]

Relation to positive definite matrices

A symmetric matrix A is defined as positive definite if it satisfies \mathbf{x}^T A \mathbf{x} > 0 for every nonzero vector \mathbf{x}.^[46] This condition is equivalent to all eigenvalues of A being positive.^[47] For a positive definite matrix A, orthogonal diagonalization yields A = Q D Q^T, where Q is orthogonal and D is a diagonal matrix with all positive entries corresponding to the eigenvalues of A.^[46] An alternative factorization for positive definite matrices is the Cholesky decomposition A = L L^T, where L is lower triangular with positive diagonal entries; this provides a numerically stable way to represent A without explicitly computing eigenvalues, though it is closely related to the spectral decomposition.^[46] One key property arising from this diagonalization is that the trace of A, which equals the sum of its eigenvalues, is positive.^[47] In optimization, if the Hessian matrix of a twice-differentiable function is positive definite at a critical point, that point is a strict local minimum, leveraging the positive eigenvalues to confirm convexity in all directions.^[48] Additionally, the principal square root A^{1/2} can be constructed via the diagonalization as A^{1/2} = Q D^{1/2} Q^T, where D^{1/2} has the positive square roots of the eigenvalues on its diagonal; this A^{1/2} is itself symmetric and positive definite.^[49]

Applications

In statistics and data analysis

In principal component analysis (PCA), a key statistical technique for dimensionality reduction and data exploration, orthogonal diagonalization of the sample covariance matrix yields the principal components as the eigenvectors and the explained variances as the eigenvalues. This decomposition, possible because the covariance matrix is symmetric and positive semi-definite, identifies orthogonal directions in the data space that capture the maximum successive amounts of variance. The resulting orthogonal matrix rotates the original correlated variables into a new set of uncorrelated principal components, facilitating visualization and noise reduction in high-dimensional datasets.^[50] By selecting the top principal components corresponding to the largest eigenvalues, PCA reduces the dataset's dimensionality while retaining a specified proportion of the total variance, often 80-95% in practice for real-world applications. This variance-preserving transformation is particularly valuable in multivariate analysis for handling multicollinearity and improving computational efficiency in subsequent modeling tasks. Orthogonal diagonalization also plays a role in factor analysis, where it decomposes the correlation or covariance matrix during factor extraction to isolate underlying latent factors, with eigenvalues indicating factor strengths. Orthogonal rotations, such as varimax, are then applied to the factor loadings to enhance interpretability while maintaining uncorrelated factors. In the context of distance metrics, orthogonal diagonalization simplifies the computation of the Mahalanobis distance by transforming the covariance matrix into diagonal form, converting the distance measure into a sum of squared standardized principal component scores. This approach accounts for variable correlations and scales, providing a scale-invariant measure of multivariate dissimilarity. A classic illustration appears in the analysis of the Iris dataset, where orthogonal diagonalization of the covariance matrix among sepal length, sepal width, petal length, and petal width measurements reveals principal components that effectively separate the three species (setosa, versicolor, and virginica), with the first two components explaining over 95% of the variance. As seen in the earlier covariance matrix example, this process decorrelates features like length and width, highlighting dominant patterns in biological data.

In physics and quantum mechanics

In quantum mechanics, physical observables are represented by Hermitian operators, which are analogous to real symmetric matrices in finite-dimensional spaces. These operators can always be diagonalized in an orthonormal basis, with the eigenvalues corresponding to the possible outcomes of measurements and the eigenvectors forming the basis in which the operator is diagonal.^[51]^[52] The time-independent Schrödinger equation, H \psi = E \psi, is solved by diagonalizing the Hamiltonian operator H, yielding H = Q E Q^\dagger in the real symmetric case, where Q is an orthogonal matrix, E is diagonal with energy eigenvalues, and the columns of Q are the orthonormal eigenvectors representing stationary states.^[53]^[54] In classical mechanics, orthogonal diagonalization is applied to symmetric matrices arising in the analysis of coupled systems, such as mass-spring networks, to identify normal modes of vibration where each mode oscillates independently at a characteristic frequency.^[55]^[56] For example, in a system of two coupled harmonic oscillators with equal masses m and spring constants k (coupling constant k'), the equations of motion lead to a symmetric matrix whose orthogonal diagonalization produces eigenvalues proportional to the squared normal frequencies \omega_1^2 = k/m (in-phase mode) and \omega_2^2 = (k + 2k')/m (out-of-phase mode), decoupling the motion into independent oscillators.^[57]^[56]

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With Fact 1 in hand, start with a symmetric n × n matrix A, pick one eigenvalue λ1 and a λ1-eigenvector x (for A), normalize it, thus producing a unit ...
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[PDF] Eigenvectors and Diagonalization
In other words, A can be diagonalized by an orthogonal matrix U: A = UDU−1,. D diagonal and real. (The columns of U are the elements of the orthonormal ...
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[PDF] 1 Spectral theorem - 1.1 Diagonalization
We can take the eigenvectors to be of length 1 and the matrix P having the xi as columns will be an orthogonal matrix. The general case where some eigenvalues ...
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7.1 Symmetric matrices and variance - Understanding Linear Algebra
Each of the following matrices is symmetric so the Spectral Theorem tells us that each is orthogonally diagonalizable. The point of this activity is to find an ...<|control11|><|separator|>
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[PDF] Linear Algebra - Chapter 5: Norms, Inner Products and Orthogonality
Givens rotations can be used as an alternative to Householder reflections to construct a QR factorization. Householder reflections are in general more efficient ...
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[PDF] Diagonalization of a 2 χ 2 real symmetric matrix
Diagonalization involves computing eigenvalues and eigenvectors of a 2x2 matrix, then finding a real orthogonal matrix to diagonalize it. The matrix form is S ...
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[PDF] Statistics-and-PCA | MIT
Sep 7, 2017 · This process of diagonalizing the covariance matrix is called principal component analysis, or PCA. Let's try it: In [19]: σ2, Q = eig(S).<|control11|><|separator|>
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[PDF] 18-660: Numerical Methods for Engineering Design and Optimization
Eigen decomposition. Page 24. Slide 24. Dimension Reduction by PCA. □ Example (continued):. In this case, the 3x3 covariance matrix has a rank of 2. Only 2 ...
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[PDF] 7 Symmetric Matrices - Berkeley Math
Theorem 3 (The Spectral Theorem for Symmetric Matrices). An n×n symmetric matrix A has the following properties: 1. A has n real eigenvalues, counting ...
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Eigenvalues of real symmetric matrices
Orthogonal matrix. Real symmetric matrices not only have real eigenvalues, they are always diagonalizable. In fact, more can be said about the diagonalization.
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https://files.ele-math.com/articles/mia-01-13.pdf
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[PDF] A note on simultaneously diagonalizable matrices - Ele-Math
Recall that a set of real symmetric matrices can be simultaneously diagonalized by an orthogonal matrix if and only if they are pairwise commutative, e.g., [5], ...Missing: uniqueness | Show results with:uniqueness
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[PDF] 8.3 Positive Definite Matrices
A square matrix is called positive definite if it is symmetric and all its eigenvalues λ are positive, that is λ > 0. Because these matrices are symmetric, the ...
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[PDF] Test for Positive and Negative Definiteness
for A is positive definite if and only if all the eigenvalues are positive. Since, det(A) = λ1λ2, it is necessary that the determinant of A be positive.
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[PDF] Analyzing the Hessian
If the Hessian at a given point has all positive eigenvalues, it is said to be a positive-definite matrix. This is the multivariable equivalent of “concave up”.
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[PDF] 7.2 Positive Definite Matrices and the SVD - MIT Mathematics
The entries in the diagonal matrix † are the square roots of the eigenvalues. The matrices AAT and ATA have the same nonzero eigenvalues.
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[PDF] A TUTORIAL ON PRINCIPAL COMPONENT ANALYSIS
Diagonalizing a covariance matrix might not pro- duce satisfactory results. The most rigorous form of removing redundancy is statistical independence. P(y1 ...
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[PDF] Quantum Theory I, Lecture 3 Notes - MIT OpenCourseWare
We leave the proof as an exercise. 3.1.3 Diagonalization of Hermitian Operators. Theorem 2. A Hermitian matrix Hij = <φi|H|φj> can always be diagonalized by a ...
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[PDF] Spectral Theorems for Hermitian and unitary matrices - Purdue Math
For an Hermitian matrix: a) all eigenvalues are real, b) eigenvectors corresponding to distinct eigenvalues are orthogonal, c) there exists an orthogonal basis ...
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[PDF] Numerical Solutions of the Schrödinger Equation - Physics
This is the Schrödinger equation in the k-basis, written more compactly as. HC = EC. (42). Solving it corresponds to diagonalizing the Hamiltonian matrix H. 9 ...
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[PDF] Lecture 10: Solving the Time-Independent Schrödinger Equation
Lecture 10: Solving the Time-Independent Schrödinger Equation ... where we displayed the form of the Hamiltonian operator H with the time independent potential.
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[PDF] Lecture 8: Normal Modes - LIGO-Labcit Home
Normal mode analysis makes it easy to understand the complicated motion of individual oscillators when they are coupled to others. (Although vibrations of ...
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[PDF] On the normal modes of coupled harmonic oscillators - arXiv
Nov 20, 2023 · It is clear that we can always diagonalize the kinetic and potential energies for a system of coupled harmonic oscillators as shown in equation ...
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[PDF] 3 Coupled Harmonic Oscillators, Normal Modes - Xie Chen
As both M1/2 and K are symmetric real matrices, M−1/2KM−1/2 is real symmetric and there are n solutions with orthogonal eigenvectors.Missing: diagonalization | Show results with:diagonalization