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Symmetric Matrices and Eigenvalues
How to Examples Exercise How to: There are a couple of interesting facts about symmetric matrices and eigenvalues that are useful in orthogonal diagonalization. Fact 1: If A is a symmetric matrix and v1 and v2 are eigenvectors whose eigenvalues are distinct (distinct means they are both different), then dot(v1, v2) = 0 or in other words they are orthogonal vectors. Fact 2: An NxN symmetric matrix has N real eigenvalues if they are counted with their algebraic multiplicities. Algebraic multiplicty is kind of like repeated roots. If the term (lambda - 1)^3 appears in our characteristic polynomial, then we say the value 1 is a three times repeated root, or in the case of eigenvalues, lambda = 1 has an algebraic multiplicity of 3. Now we're ready to orthogonally diagonalize symmetric matrices. Examples: Exercise: |