Back to Symmetric matrices and variance

Activity 7.1.3

Avg difficulty 2.5

Each of the following matrices is symmetric so the Spectral Theorem tells us that each is orthogonally diagonalizable. The point of this activity is to find an orthogonal diagonalization for each matrix.

To begin, find a basis for each eigenspace. Use this basis to find an orthogonal basis for each eigenspace and put these bases together to find an orthogonal basis for Rm\real^m consisting of eigenvectors. Use this basis to write an orthogonal diagonalization of the matrix.

  1. [0223]\begin{bmatrix} 0 & 2 \\ 2 & 3 \end{bmatrix}.

  2. [4−214−219−1614−1613]\begin{bmatrix} 4 & -2 & 14 \\ -2 & 19 & -16 \\ 14 & -16 & 13 \end{bmatrix}.

  3. [542452222]\begin{bmatrix} 5 & 4 & 2 \\ 4 & 5 & 2 \\ 2 & 2 & 2 \end{bmatrix}.

  4. Consider the matrix A=BTBA = B^TB where B=[012201]B = \begin{bmatrix} 0 & 1 & 2 \\ 2 & 0 & 1 \end{bmatrix}. Explain how we know that AA is symmetric and then find an orthogonal diagonalization of AA.

Austin, Understanding Linear Algebra, §7.1 Symmetric matrices and variance, Activity 7.1.3

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Adapted from Understanding Linear Algebra © 2023 David Austin. Licensed under CC BY 4.0. Source: Understanding Linear Algebra. Imported at revision 3e6dced.