Linear Algebra/Spectral Theorem: Difference between revisions
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Latest revision as of 20:17, 22 May 2019
Given a Hermitian matrix , is always diagonalizable. It is also the case that all eigenvalues of are real, and that all eigenvectors are mutually orthogonal. This is given by the "Spectral Theorem":
The columns of are the eigenvectors of , and the diagonal entries of are the corresponding eigenvalues.
In essence can be decomposed into a "spectrum" of rank 1 projections:
The spectral theorem can in fact be proven without the need for the characteristic polynomial of , or any of the derivative theorems.