To prove: Suppose A is an n x n symmetric matrix with n distinct eigenvalues, λ1, ..., λn. If x1;...,xn are (normalized) eigenvectors corresponding to the eigenvalues λ1;..., λn, then the matrix B, such that Bi, the ith column of B, is the vector xi, is an orthogonal matrix.
ok, are you still there?
yup.
A is symmetric so it is equal to its transpose
the normalized vectors all have length 1
\[Ax_i=\lambda_ix_i\] \[x_j'Ax_i=x_j'\lambda_ix_i\,, \hspace{.5cm} i\neq j\] \[(A'x_j)'x_i=\lambda_ix_j'x_i\] \[(Ax_j)'x_i=\lambda_ix_j'x_i\] \[(\lambda_jx_j)'x_i=\lambda_ix_j'x_i\] \[\lambda_jx_j'x_i=\lambda_ix_j'x_i\] \[\lambda_jx_j'x_i-\lambda_ix_j'x_i=0\] \[(\lambda_j-\lambda_i)x_j'x_i=0\Rightarrow x_j'x_i=0\text{ since }\lambda_j\neq\lambda_i\]
wow, how did he do that?
Well, i guess thats a good answer. Thank you both.
Join our real-time social learning platform and learn together with your friends!