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Spectral Theorem
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What is the Spectral Theorem?
The Spectral Theorem states that any real symmetric matrix can be diagonalized by an orthogonal matrix, meaning it can be expressed in the form , where is an orthogonal matrix and is a diagonal matrix.
Continuous Spectrum in Quantum Mechanics
In quantum mechanics, the Spectral Theorem assists in defining the continuous spectrum of an observable, which corresponds to the set of non-discrete eigenvalues of the associated Hermitian operator.
Unitary Diagonalization of Normal Matrices
The Spectral Theorem for normal matrices, which includes Hermitian, unitary, and skew-Hermitian matrices, asserts that they can be diagonalized by a unitary matrix.
Spectral Radius
The Spectral Radius of a matrix, which is the maximum absolute value of its eigenvalues, can be determined using the Spectral Theorem.
Self-Adjoint Operators
The Spectral Theorem for self-adjoint operators in Hilbert spaces implies that such operators can be expressed as an integral over their spectrum, with a projection-valued measure.
Spectral Mapping Theorem
The Spectral Mapping Theorem, a corollary to the Spectral Theorem, states that for any polynomial , the eigenvalues of are given by , where are the eigenvalues of .
Perron-Frobenius Theorem Connection
While not a direct implication of the Spectral Theorem, the Perron-Frobenius theorem for positive matrices complements the Spectral Theorem by addressing the existence and uniqueness of a largest positive eigenvalue.
Eigenvalues of a Real Symmetric Matrix
A conclusion of the Spectral Theorem is that all the eigenvalues of a real symmetric matrix are real numbers.
Compact Self-Adjoint Operators
For compact self-adjoint operators on a Hilbert space, the Spectral Theorem shows that the space can be decomposed into a direct sum of eigenspaces corresponding to the non-zero eigenvalues.
Orthogonality of Eigenvectors
The Spectral Theorem implies that the eigenvectors corresponding to distinct eigenvalues of a real symmetric matrix are orthogonal to each other.
Spectral Theorem for Normal Operators
In the context of bounded operators on a Hilbert space, the Spectral Theorem states that any normal operator can be decomposed into a set of eigenvectors that form an orthonormal basis, with corresponding eigenvalues that can be complex numbers.
Rayleigh Quotient
The Rayleigh Quotient, defined as for a non-zero vector , becomes the eigenvalue when is an eigenvector of a real symmetric matrix, as per the Spectral Theorem.
Spectral Decomposition
The Spectral Decomposition is a result derived from the Spectral Theorem, which expresses a matrix as a sum of rank-one matrices multiplied by their corresponding eigenvalues: .
Applications in Principal Component Analysis (PCA)
The Spectral Theorem is foundational in PCA, which uses eigendecomposition of the covariance matrix to identify the principal components, revealing the underlying structure of the data.
Positive Definite Matrices
The Spectral Theorem states that a matrix is positive definite if and only if all of its eigenvalues are positive.
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