in Linear Algebra
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The value of the dot product of the eigenvectors corresponding to any pair of different eigenvalues of a $4-by-4$ symmetric positive definite matrix is ___________
in Linear Algebra
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4 Comments

I still don't get what (Ax, y) - (x, Ay) means however.

Here parentheses$(“()”)$ are used for an inner product between two vectors. $Ax$ and $y$ both are vectors. Similarly $x$  and $Ay$ are vectors and so inner product is defined for them or you can say that dot product is taken between two vectors (inner product is a more general term and can be used for functions). This inner product can also be represented by angle brackets  $(“<>”)$

In the link given by srestha,

$(x,y)=\Sigma_i x_iy_i = x^Ty$(matrix multiplication)

$(Ax,y) – (x,Ay) =  (Ax)^Ty \;– x^TAy = (\lambda_1x)^Ty \;– x^T\lambda_2y = \lambda_1 x^Ty – \lambda_2 x^Ty = (\lambda_1 – \lambda_2)x^Ty = (\lambda_1 – \lambda_2) (x,y) $

Now, $(Ax,y) = (Ax)^Ty = x^TA^Ty = x^TAy= (x,Ay)$. So, left hand side is zero and so, $(x,y)=0$ because $\lambda_1 \neq \lambda_2$

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Note: A matrix is positive definite if it’s symmetric and all its eigenvalues are positive (Source).

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edited by

For any Symmetric matrix:

Eigen Vectors are mutually Orthogonal.

http://sites.science.oregonstate.edu/math/home/programs/undergrad/CalculusQuestStudyGuides/vcalc/eigen/eigen.html

**** Positive definite Matrix is a Special type of Symmetric Matrix

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4 Answers

146 votes
146 votes
Best answer

Let $\lambda_{1}$ and $\lambda_{2}$ be two distinct eigenvalues of matrix $A$ and $u$ and $v$ be their corresponding eigenvectors respectively.

We know that an eigenvector $X$ corresponding to an eigenvalue $\lambda$ of matrix $A$ satisfies 

$AX = \lambda X$

$\therefore Au = \lambda _{1}u \quad \to (1)$ and $Av = \lambda _{2}v \quad\to (2)$

On pre-multiplying eqn $(1)$ with $v^{T}$, we get

$v^{T}Au = v^{T}\lambda _{1}u$

$\left ( v^{T}A\right )u = v^{T}\lambda _{1}u$

$\left ( A^{T}v\right )^{T}u = v^{T}\lambda _{1}u$

 $\left ( Av\right )^{T}u = v^{T}\lambda _{1}u$  $($since $A$ is a symmetric matrix, we can write $A^{T} = A)$

But $Av = \lambda _{2}v$ ... from $(2)$

$\left ( \lambda _{2}v\right )^{T}u = v^{T}\lambda _{1}u$

$\lambda _{2}v^{T}u = v^{T}\lambda _{1}u$

$\lambda _{2}v^{T}u = \lambda _{1}v^{T}u$ $($as $\lambda _{1}$ is a constant, we can write $v^{T}\lambda _{1} = \lambda _{1}v^{T})$

$\lambda _{2}v^{T}u - \lambda _{1}v^{T}u = 0$

$\left ( \lambda _{2} - \lambda _{1} \right )v^{T}u = 0$

$\therefore$ Either $\left ( \lambda _{2} - \lambda _{1} \right ) = 0$ or $v^{T}u = 0$

But since $\lambda _{2} \neq \lambda _{1}$,  $v^{T}u$ must be $0$

$v^{T}u$ is nothing but the dot product of the eigenvectors $u$ and $v$

Hence, we can conclude that the eigenvectors corresponding to distinct eigenvalues of a real symmetric matrix are orthogonal.

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4 Comments

@svmk_18

 

"If v and u are orthogonal,

then v^Tu=I "

How are you saying that? 

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Oops!! My bad. It's a flawed statement.

Actually I got confused with the implementation of general definition of orthogonal Matrix in this question.

The correct statement is "if v^T and u are orthogonal then v^T . u = 0"

Thanks for pointing it out. :)
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Yep yep!! Now this is correct

v.vΤ = I    ==> v is orthogonal matrix

And

xT.y = 0   ==> x,y are orthogonal vectors
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56 votes
56 votes
Answer to this question is ZERO.

This is because eigen vectors corresponding to DIFFERENT eigen values of a REAL symmetric matrix are ORTHOGONAL to each other.

However, same eigen values they may not be.

And Dot -product of orthogonal vectors(perpendicular vectors ) is 0 (ZERO)

For more info see the link: http://math.stackexchange.com/questions/82467/eigenvectors-of-real-symmetric-matrices-are-orthogonal

2 Comments

Can someone please explain it in easy way  .. I am not getting  the explanation  of stackexchange .

Thank you
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eigen vectors belonging to distinct eigenvalues of symmetric positive matrix are orthogonal. This because symmetric positive matrices are hermitian matrices and therefore normal.
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3 votes
3 votes

1 comment

How the normalisation has taken place?
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–4 votes
–4 votes
1

 

eigon vectors are orthogonal .
Answer:

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