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symmetric matrix

Sep 16, 20251 min read

Symmetric Matrix

A matrix A is a symmetric if A=AT, or equivalently Qij​=Qji​∀1,…,n.
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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Backlinks

  • correlation matrix
  • diagonal matrix
  • real symmetric matrix
  • second moment matrix
  • spectral theorem

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