Spectral Theorem

This theorem is made up of two parts

  1. All real symmetric matrices are orthonormally diagonalizable.
  2. 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.