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symmetric matrix

symmetric matrix

Aug 28, 20251 min read

A matrix A is symmetric if A=AT

Symmetric matrices have real eigenvalues and orthogonal eigenvectors.
⟹ There exists a rotation matrix U which rotates the basis to the eigenvectors of A.
⟹ This rotation is reversible by U−1=UT ⟹ A=UDUT where D is a diagonal matrix with the eigenvalues of A.
⟹ Symmetric matrices are always diagonalizeable (spectral theorem).


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  • correlation matrix
  • diagonal matrix

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