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A First Course in Linear Algebra, 2017a

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402 Spectral Theory<br />

However, it is desired that the eigenvectors be unit vectors and so divid<strong>in</strong>g this vector by its length gives<br />

⎡<br />

⎢<br />

⎣<br />

⎤<br />

0<br />

1√ 2 ⎥<br />

⎦<br />

1√<br />

2<br />

Next f<strong>in</strong>d the eigenvectors correspond<strong>in</strong>g to the eigenvalue equal to 1. The appropriate augmented matrix<br />

and result<strong>in</strong>g reduced row-echelon form are given by:<br />

⎡<br />

⎢<br />

⎣<br />

1 − 1 0 0 0<br />

0 1− 3 2<br />

− 1 2<br />

0<br />

0 − 1 2<br />

1 − 3 2<br />

0<br />

Therefore, the eigenvectors are of the form<br />

Two of these which are orthonormal are ⎣<br />

⎡<br />

1<br />

0<br />

0<br />

⎤<br />

⎡<br />

⎣<br />

⎤<br />

⎡<br />

⎥<br />

⎦ →···→ ⎣<br />

s<br />

−t<br />

t<br />

⎤<br />

⎦<br />

0 1 1 0<br />

0 0 0 0<br />

0 0 0 0<br />

⎦, choos<strong>in</strong>g s = 1andt = 0, and<br />

⎤<br />

⎦<br />

⎡<br />

⎢<br />

⎣<br />

0<br />

− 1 √<br />

2<br />

1√<br />

2<br />

⎤<br />

⎥<br />

⎦ , lett<strong>in</strong>g s = 0,<br />

t = 1 and normaliz<strong>in</strong>g the result<strong>in</strong>g vector.<br />

To obta<strong>in</strong> the desired orthogonal matrix, we let the orthonormal eigenvectors computed above be the<br />

columns.<br />

⎡<br />

⎤<br />

0 1 0<br />

⎢<br />

⎣ − √ 1 1<br />

0 √2 ⎥<br />

2 ⎦<br />

1√ 1<br />

2<br />

0 √2<br />

To verify, compute U T AU as follows:<br />

⎡<br />

0 − √ 1 √2 1 2<br />

U T AU = ⎢ 1 0 0<br />

⎣<br />

0<br />

1 √2<br />

⎤<br />

⎥<br />

√2 1 ⎦<br />

⎡<br />

⎢<br />

⎣<br />

1 0 0<br />

0 3 2<br />

0 1 2<br />

1<br />

2<br />

3<br />

2<br />

⎤⎡<br />

⎥⎢<br />

⎦⎣<br />

⎤<br />

0 1 0<br />

− √ 1 1<br />

0 √2 ⎥<br />

2 ⎦<br />

1√ 1<br />

0 √2<br />

2<br />

⎡<br />

= ⎣<br />

1 0 0<br />

0 1 0<br />

0 0 2<br />

⎤<br />

⎦ = D<br />

the desired diagonal matrix. Notice that the eigenvectors, which construct the columns of U, are <strong>in</strong> the<br />

same order as the eigenvalues <strong>in</strong> D.<br />

♠<br />

We conclude this section with a Theorem that generalizes earlier results.

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