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Exercise 2130Linear algebra › Eigenvalues and diagonalisationL1Added 3 Nov 2026

Spectral decomposition of a symmetric matrix

#spectral decomposition#symmetric matrix#projection

Statement

Let AA be a real symmetric matrix with distinct eigenvalues λ1,…,λr\lambda_1,\ldots,\lambda_r. Let PiP_i be the orthogonal projection onto the eigenspace EλiE_{\lambda_i}. Show that
A=∑i=1rλiPi,∑i=1rPi=I.A=\sum_{i=1}^r\lambda_i P_i, \qquad \sum_{i=1}^r P_i = I.

Hint

In an orthonormal basis of eigenvectors, AA is diagonal with eigenvalues on the diagonal; interpret the diagonal entries via the projections.

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Solution

Orthonormal eigenbasis. Since AA is symmetric, there is an orthonormal basis (u1,…,un)(u_1,\ldots,u_n) of eigenvectors, with Auj=μjujAu_j=\mu_j u_j (where μj\mu_j ranges over the λi\lambda_i).

Projections. PiP_i is the orthogonal projection onto EλiE_{\lambda_i}: for any vv, PivP_i v is the sum of the components of vv along eigenvectors with eigenvalue λi\lambda_i.

Spectral decomposition. For any vv:
Av=∑jμj⟨v,uj⟩uj=∑iλi∑j:μj=λi⟨v,uj⟩uj=∑iλiPiv.Av=\sum_j \mu_j\langle v,u_j\rangle u_j=\sum_i \lambda_i\sum_{j:\mu_j=\lambda_i}\langle v,u_j\rangle u_j=\sum_i\lambda_i P_i v.
So A=∑iλiPiA=\sum_i\lambda_i P_i.

Completeness. ∑iPi\sum_i P_i projects onto the sum of the eigenspaces, which is Rn\mathbb{R}^n, so ∑iPi=I\sum_i P_i=I.

Conclusion. Symmetric matrices admit a spectral decomposition as a sum of orthogonal projections scaled by eigenvalues.