Exercise 2130Linear algebra › Eigenvalues and diagonalisationL1Added 3 Nov 2026
Spectral decomposition of a symmetric matrix
#spectral decomposition#symmetric matrix#projection
Statement
Let be a real symmetric matrix with distinct eigenvalues . Let be the orthogonal projection onto the eigenspace . Show that
Hint
In an orthonormal basis of eigenvectors, is diagonal with eigenvalues on the diagonal; interpret the diagonal entries via the projections.
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Solution
Orthonormal eigenbasis. Since is symmetric, there is an orthonormal basis of eigenvectors, with (where ranges over the ).
Projections. is the orthogonal projection onto : for any , is the sum of the components of along eigenvectors with eigenvalue .
Spectral decomposition. For any :
So .
Completeness. projects onto the sum of the eigenspaces, which is , so .
Conclusion. Symmetric matrices admit a spectral decomposition as a sum of orthogonal projections scaled by eigenvalues.