← Module 03 / Understanding matrices

Lesson 03.5 · §3.10

Can a symmetric map be split into three simple steps?

Derive the spectral decomposition from an orthonormal eigenbasis.

In this lesson 4 ideas
  1. Rotate the directions you measure
  2. Derive the factorization
  3. Explore in three dimensions
  4. Transfer

Source scope: §3.10. Worked numerical examples, experiments, and practice are teaching supplements unless identified as source results.

Rotate the directions you measure

For A=[2112]A=\begin{bmatrix}2&1\\1&2\end{bmatrix}, the unit directions q1=(1,1)/2q_1=(1,1)/\sqrt2 and q2=(−1,1)/2q_2=(-1,1)/\sqrt2 have eigenvalues three and one. In these directions the map only scales. Their orthogonality lets us change coordinates without distorting length.

A matrix is symmetric if A=ATA=A^T, meaning Aij=AjiA_{ij}=A_{ji} for every entry.

Theorem 2 (Spectral Theorem, source). Every real symmetric n×nn\times n matrix admits an orthonormal basis of Rn\mathbb R^n consisting of its eigenvectors. The source states this theorem without a proof. In particular its eigenvalues are real.

Derive the factorization

Write the orthonormal eigenvectors as columns of QQ and their eigenvalues as Λ=diag⁡(λ1,…,λn)\Lambda=\operatorname{diag}(\lambda_1,\ldots,\lambda_n). Since Aqi=λiqiAq_i=\lambda_iq_i for each column,

AQ=QΛ.AQ=Q\Lambda.

Right-multiply by QTQ^T. Orthonormality gives QQT=IQQ^T=I, hence

A=QΛQT.A=Q\Lambda Q^T.

This is the eigendecomposition, also called spectral decomposition. Read right to left: QTQ^T expresses the input in eigenvector coordinates; Λ\Lambda scales those coordinates; QQ returns to the original coordinates. These are changes of coordinates and a mathematical scaling, not a rotation of the viewing camera.

For input (1,0)(1,0) in the example, QTx=(1,−1)/2Q^Tx=(1,-1)/\sqrt2, scaling gives (3,−1)/2(3,-1)/\sqrt2, and multiplication by QQ gives (2,1)(2,1), matching AxAx directly.

Repeated eigenvalues can allow several choices of orthonormal eigenbasis. The map remains the same. A general nonsymmetric matrix need not admit this orthogonal factorization.

Explore it yourself

Turn a unit vector

Predict the quadratic value before aligning x with an eigenvector.

Preparing interactive controls…

x₁x₂-4-4-3-3-2-2-1-1011223344q₁q₂xAx

A = [[2.500, 0.866], [0.866, 1.500]]. xᵀAx = R(x) = 3.000; bounds [1, 3]. trace = 4.000; determinant = 3.000. Positive definite.

Axes: first and second real coordinates, in unit steps. Endpoints and labels identify each vector.

Explore in three dimensions

Explore it yourself

Read Qᵀ, Λ, Q in three dimensions

Keep the input fixed. Follow its eigenbasis coordinates, scale them, and return to the original coordinates.

Preparing interactive controls…

Teaching supplement · interactive 3D projection · one grid interval = one coordinate unit

input xxq1q2q3xyz0

Change the mathematics

Stage 1/4: input in original coordinates. Shown coordinates = (1.000, 1.000, 1.000). Final Ax = (2.141, 1.799, 1.000); direct QΛQᵀx = (2.141, 1.799, 1.000).

The same numbered components are followed through all factors. In the middle stages the drawn coordinate frame represents eigenbasis coordinates; the camera stays fixed. The third direction is unchanged by Q, a rotation around z.

Camera controls · change only the view

Drag the diagram with a mouse, or use these sliders with a keyboard or touch. Projection can make perpendicular directions look oblique; the coordinate readout is unchanged.

Red: input or first direction. Blue: second direction or reference. Green: result. Amber: residual, normal, or third direction. Labels distinguish overlapping objects.

Transfer

If A=5IA=5I in two dimensions, is its orthonormal eigenbasis unique?

Test an arbitrary direction

No. Every nonzero vector satisfies Ax=5xAx=5x, so every orthonormal basis is an eigenbasis. Repeated eigenvalues do not specify a unique orientation.