Spectral Theorem
This theorem is made up of two parts
- All real symmetric matrices are orthonormally diagonalizable.
- All real symmetric matrices have real eigenvalues.
Proof for Theorem 2
Suppose and is an eigenvalue and eigenvector for the matrix .
Then, we have that:
Multiplying by the transpose of , we have that:
Taking the complex conjugate of both sides, we have that:
But as is real and symmetric, we have , and thus:
And finally
As , we have that , and thus is real.