Eigenvalues
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Symmetric Matrices

A matrix is symmetric if A=ATA = A^T.

Spectral Theorem

Every symmetric matrix can be diagonalized:

A=QΛQTA = Q\Lambda Q^T

Where QQ is orthogonal (QTQ=IQ^TQ = I).

Key Properties

  1. All eigenvalues are real
  2. Eigenvectors are orthogonal (can choose orthonormal)
  3. Always diagonalizable (even with repeated eigenvalues)
  4. A=QΛQTA = Q\Lambda Q^T (not SΛS−1S\Lambda S^{-1} — no inverse needed!)

Why Symmetric Is Special

  • No complex eigenvalues
  • No defective (non-diagonalizable) cases
  • Orthogonal eigenvectors = numerically stable
  • Most matrices in practice are symmetric (or close)