\\\\( \nonumber \newcommand{\bevisslut}{$\blacksquare$} \newenvironment{matr}[1]{\hspace{-.8mm}\begin{bmatrix}\hspace{-1mm}\begin{array}{#1}}{\end{array}\hspace{-1mm}\end{bmatrix}\hspace{-.8mm}} \newcommand{\transp}{\hspace{-.6mm}^{\top}} \newcommand{\maengde}[2]{\left\lbrace \hspace{-1mm} \begin{array}{c|c} #1 & #2 \end{array} \hspace{-1mm} \right\rbrace} \newenvironment{eqnalign}[1]{\begin{equation}\begin{array}{#1}}{\end{array}\end{equation}} \newcommand{\eqnl}{} \newcommand{\matind}[3]{{_\mathrm{#1}\mathbf{#2}_\mathrm{#3}}} \newcommand{\vekind}[2]{{_\mathrm{#1}\mathbf{#2}}} \newcommand{\jac}[2]{{\mathrm{Jacobi}_\mathbf{#1} (#2)}} \newcommand{\diver}[2]{{\mathrm{div}\mathbf{#1} (#2)}} \newcommand{\rot}[1]{{\mathbf{rot}\mathbf{(#1)}}} \newcommand{\am}{\mathrm{am}} \newcommand{\gm}{\mathrm{gm}} \newcommand{\E}{\mathrm{E}} \newcommand{\Span}{\mathrm{span}} \newcommand{\mU}{\mathbf{U}} \newcommand{\mA}{\mathbf{A}} \newcommand{\mB}{\mathbf{B}} \newcommand{\mC}{\mathbf{C}} \newcommand{\mD}{\mathbf{D}} \newcommand{\mE}{\mathbf{E}} \newcommand{\mF}{\mathbf{F}} \newcommand{\mK}{\mathbf{K}} \newcommand{\mI}{\mathbf{I}} \newcommand{\mM}{\mathbf{M}} \newcommand{\mN}{\mathbf{N}} \newcommand{\mQ}{\mathbf{Q}} \newcommand{\mT}{\mathbf{T}} \newcommand{\mV}{\mathbf{V}} \newcommand{\mW}{\mathbf{W}} \newcommand{\mX}{\mathbf{X}} \newcommand{\ma}{\mathbf{a}} \newcommand{\mb}{\mathbf{b}} \newcommand{\mc}{\mathbf{c}} \newcommand{\md}{\mathbf{d}} \newcommand{\me}{\mathbf{e}} \newcommand{\mn}{\mathbf{n}} \newcommand{\mr}{\mathbf{r}} \newcommand{\mv}{\mathbf{v}} \newcommand{\mw}{\mathbf{w}} \newcommand{\mx}{\mathbf{x}} \newcommand{\mxb}{\mathbf{x_{bet}}} \newcommand{\my}{\mathbf{y}} \newcommand{\mz}{\mathbf{z}} \newcommand{\reel}{\mathbb{R}} \newcommand{\mL}{\bm{\Lambda}} \newcommand{\mnul}{\mathbf{0}} \newcommand{\trap}[1]{\mathrm{trap}(#1)} \newcommand{\Det}{\operatorname{Det}} \newcommand{\adj}{\operatorname{adj}} \newcommand{\Ar}{\operatorname{Areal}} \newcommand{\Vol}{\operatorname{Vol}} \newcommand{\Rum}{\operatorname{Rum}} \newcommand{\diag}{\operatorname{\bf{diag}}} \newcommand{\bidiag}{\operatorname{\bf{bidiag}}} \newcommand{\spanVec}[1]{\mathrm{span}{#1}} \newcommand{\Div}{\operatorname{Div}} \newcommand{\Rot}{\operatorname{\mathbf{Rot}}} \newcommand{\Jac}{\operatorname{Jacobi}} \newcommand{\Tan}{\operatorname{Tan}} \newcommand{\Ort}{\operatorname{Ort}} \newcommand{\Flux}{\operatorname{Flux}} \newcommand{\Cmass}{\operatorname{Cm}} \newcommand{\Imom}{\operatorname{Im}} \newcommand{\Pmom}{\operatorname{Pm}} \newcommand{\IS}{\operatorname{I}} \newcommand{\IIS}{\operatorname{II}} \newcommand{\IIIS}{\operatorname{III}} \newcommand{\Le}{\operatorname{L}} \newcommand{\app}{\operatorname{app}} \newcommand{\M}{\operatorname{M}} \newcommand{\re}{\mathrm{Re}} \newcommand{\im}{\mathrm{Im}} \newcommand{\compl}{\mathbb{C}} \newcommand{\e}{\mathrm{e}} \\\\)
\\\\( \nonumber \newcommand{\bevisslut}{$\blacksquare$} \newenvironment{matr}[1]{\hspace{-.8mm}\begin{bmatrix}\hspace{-1mm}\begin{array}{#1}}{\end{array}\hspace{-1mm}\end{bmatrix}\hspace{-.8mm}} \newcommand{\transp}{\hspace{-.6mm}^{\top}} \newcommand{\maengde}[2]{\left\lbrace \hspace{-1mm} \begin{array}{c|c} #1 & #2 \end{array} \hspace{-1mm} \right\rbrace} \newenvironment{eqnalign}[1]{\begin{equation}\begin{array}{#1}}{\end{array}\end{equation}} \newcommand{\eqnl}{} \newcommand{\matind}[3]{{_\mathrm{#1}\mathbf{#2}_\mathrm{#3}}} \newcommand{\vekind}[2]{{_\mathrm{#1}\mathbf{#2}}} \newcommand{\jac}[2]{{\mathrm{Jacobi}_\mathbf{#1} (#2)}} \newcommand{\diver}[2]{{\mathrm{div}\mathbf{#1} (#2)}} \newcommand{\rot}[1]{{\mathbf{rot}\mathbf{(#1)}}} \newcommand{\am}{\mathrm{am}} \newcommand{\gm}{\mathrm{gm}} \newcommand{\E}{\mathrm{E}} \newcommand{\Span}{\mathrm{span}} \newcommand{\mU}{\mathbf{U}} \newcommand{\mA}{\mathbf{A}} \newcommand{\mB}{\mathbf{B}} \newcommand{\mC}{\mathbf{C}} \newcommand{\mD}{\mathbf{D}} \newcommand{\mE}{\mathbf{E}} \newcommand{\mF}{\mathbf{F}} \newcommand{\mK}{\mathbf{K}} \newcommand{\mI}{\mathbf{I}} \newcommand{\mM}{\mathbf{M}} \newcommand{\mN}{\mathbf{N}} \newcommand{\mQ}{\mathbf{Q}} \newcommand{\mT}{\mathbf{T}} \newcommand{\mV}{\mathbf{V}} \newcommand{\mW}{\mathbf{W}} \newcommand{\mX}{\mathbf{X}} \newcommand{\ma}{\mathbf{a}} \newcommand{\mb}{\mathbf{b}} \newcommand{\mc}{\mathbf{c}} \newcommand{\md}{\mathbf{d}} \newcommand{\me}{\mathbf{e}} \newcommand{\mn}{\mathbf{n}} \newcommand{\mr}{\mathbf{r}} \newcommand{\mv}{\mathbf{v}} \newcommand{\mw}{\mathbf{w}} \newcommand{\mx}{\mathbf{x}} \newcommand{\mxb}{\mathbf{x_{bet}}} \newcommand{\my}{\mathbf{y}} \newcommand{\mz}{\mathbf{z}} \newcommand{\reel}{\mathbb{R}} \newcommand{\mL}{\bm{\Lambda}} \newcommand{\mnul}{\mathbf{0}} \newcommand{\trap}[1]{\mathrm{trap}(#1)} \newcommand{\Det}{\operatorname{Det}} \newcommand{\adj}{\operatorname{adj}} \newcommand{\Ar}{\operatorname{Areal}} \newcommand{\Vol}{\operatorname{Vol}} \newcommand{\Rum}{\operatorname{Rum}} \newcommand{\diag}{\operatorname{\bf{diag}}} \newcommand{\bidiag}{\operatorname{\bf{bidiag}}} \newcommand{\spanVec}[1]{\mathrm{span}{#1}} \newcommand{\Div}{\operatorname{Div}} \newcommand{\Rot}{\operatorname{\mathbf{Rot}}} \newcommand{\Jac}{\operatorname{Jacobi}} \newcommand{\Tan}{\operatorname{Tan}} \newcommand{\Ort}{\operatorname{Ort}} \newcommand{\Flux}{\operatorname{Flux}} \newcommand{\Cmass}{\operatorname{Cm}} \newcommand{\Imom}{\operatorname{Im}} \newcommand{\Pmom}{\operatorname{Pm}} \newcommand{\IS}{\operatorname{I}} \newcommand{\IIS}{\operatorname{II}} \newcommand{\IIIS}{\operatorname{III}} \newcommand{\Le}{\operatorname{L}} \newcommand{\app}{\operatorname{app}} \newcommand{\M}{\operatorname{M}} \newcommand{\re}{\mathrm{Re}} \newcommand{\im}{\mathrm{Im}} \newcommand{\compl}{\mathbb{C}} \newcommand{\e}{\mathrm{e}} \\\\)

Week 11: Symmetric Matrices

The concept of scalar product, popularly known as the dot product, gives us the opportunity to generalize concepts from 2D and 3D geometry such as length and angle. With this, we can in general talk about orthogonality of vectors in $\,\reel^n\,$, which leads us to the concept of orthogonal matrices in $\,\reel^{n\times n}\,$.

This allows us to operate using so-called orthonormal bases in $\,\reel^n\,$ and their corresponding orthogonal matrices, which is a particularly simple basis that often is preferable. This is especially important in the case of symmetric matrices. While we until now have struggled to check for similarity of matrices, it turns out that every symmetric matrix can be diagonalized by a real similarity transformation using an orthogonal matrix.

Today’s Key Concepts

Dot products. Length and angle in $\,\reel^n\,.$ Orthogonal vs. orthonormal basis. Orthogonal matrix. Orthonormalization via the Gram-Schmidt procedure. Orthogonal complement. Symmetric matrix. The spectral theorem. Orthogonal substitution.

Preparation and Syllabus

Today’s topics cover eNote 15 Symmetric Matrices until section 15.6.

Maple Ressources

Useful command:

  • GramSchmidt orthonormalizes a set of vectors

Today’s Maple demo is SymmetricMatrices.

Activity Program

  • 10.00 – 12.00: Lecture (aud. 42, b. 303A) (link to streaming)
  • 12.30 – 17.00: Group exercises in the study areas (b. 302, bottom floor)
  • 13.00 – 16.00: Your teachers are present in the study areas

Group Exercises

  1. Lengths and Angles in $\,\reel^n$
  2. Orthonormal Basis. By Hand
  3. Orthonormalization. By Hand
  4. Orthogonal Matrices. By Hand
  5. Orthogonal Matrix. By Hand
  6. Symmetric Matrix. Theory
  7. Diagonalization by Orthogonal Substitution
  8. Particular Orthogonal Matrix
  9. A Subspace in $\,\reel^n\,$ and its Orthogonal Complement