13.1. SYMMETRIC AND ORTHOGONAL MATRICES 291
13.1.2 Symmetric And Skew Symmetric Matrices
Definition 13.1.8 A real n× n matrix A, is symmetric if AT = A. If A = −AT , then A iscalled skew symmetric.
Theorem 13.1.9 The eigenvalues of a real symmetric matrix are real. The eigenvalues ofa real skew symmetric matrix are 0 or pure imaginary.
Proof: The proof of this theorem is in [13]. It is best understood as a special case ofmore general considerations. However, here is a proof in this special case.
Recall that for a complex number a+ ib, the complex conjugate, denoted by a+ ib isgiven by the formula a+ ib = a− ib. The notation, x will denote the vector which has everyentry replaced by its complex conjugate.
Suppose A is a real symmetric matrix and Ax = λx. Then
λxT x =(Ax)T x = xT AT x = xT Ax = λxT x.
Dividing by xT x on both sides yields λ = λ which says λ is real. (Why?)Next suppose A =−AT so A is skew symmetric and Ax = λx. Then
λxT x =(Ax)T x = xT AT x =−xT Ax =−λxT x
and so, dividing by xT x as before, λ =−λ . Letting λ = a+ ib, this means a− ib =−a− iband so a = 0. Thus λ is pure imaginary. ■
Example 13.1.10 Let A =
(0 −11 0
). This is a skew symmetric matrix. Find its eigen-
values.
Its eigenvalues are obtained by solving the equation det
(−λ −11 −λ
)= λ
2 +1 = 0.
You see the eigenvalues are ±i, pure imaginary.
Example 13.1.11 Let A =
(1 22 3
). This is a symmetric matrix. Find its eigenvalues.
Its eigenvalues are obtained by solving the equation, det
(1−λ 2
2 3−λ
)= −1−
4λ +λ2 = 0 and the solution is λ = 2+
√5 and λ = 2−
√5.
Definition 13.1.12 An n×n matrix A = (ai j) is called a diagonal matrix if ai j = 0 when-ever i ̸= j. For example, a diagonal matrix is of the form indicated below where ∗ denotesa number.
∗ 0. . .
0 ∗