Showing posts with label Linear Algebra. Show all posts
Showing posts with label Linear Algebra. Show all posts

Tuesday, October 18, 2011

When the Eigenvectors of Matrix Always Orthogonal or Not (With Octave/Matlab Prove)

In Linear Algebra, an orthogonal matrix is defined as matrix with its transpose equal to its inverse,
$$ Q^T = Q^{-1}$$ or
$$ Q.Q^T = Q^T.Q = I $$ How about eigenvectors of Matrix? Are eigenvectors always orthogonal? The short answer is no. Eigenvectors of an arbitrary (but not degenerate) square real matrix A are sure to be independent (if there are no repeated eigenvalues), however they are not necessarily orthogonal.

Are eigenvectors of a symmetric matrix always orthogonal? The short answer is yes. Gilbert Strang gives the following definition: A real matrix has perpendicular eigenvectors if and only if $A^{T}A=AA^{T}$.

It follows that eigenvectors of a symmetric real matrix A (i.e $A =A^T$) are perpendicular. Another nice property of symmetric matrices is that their eigenvalues are real.

Let`s check using Octave/Matlab,