Under an orthogonal change of coordinates represented by , the component matrix changes by
Thus is similar to , so its characteristic polynomial, eigenvalues, and their algebraic multiplicities are unchanged.
If is symmetric, the spectral theorem for real symmetric matrices makes it diagonalizable, so algebraic and geometric multiplicities agree. Consequently the dimensions of its eigenspaces are also independent of the coordinate frame.
For the stated tensor, choose a unit eigenvector belonging to the simple eigenvalue . Its perpendicular plane is the eigenspace of , so
Hence
Let be the adjacency matrix of a graph. Since is a regular graph of degree , every row of sums to . Therefore, for ,
so is a graph eigenvalue.
If , then the quadratic form of the Graph Laplacian gives
Every summand is nonnegative, so along every edge. The graph is connected, hence all coordinates of are equal and is a scalar multiple of . Thus the -eigenspace is one-dimensional. Since is a symmetric matrix, the spectral theorem for real symmetric matrices makes it diagonalizable, so the algebraic multiplicity is also one. This proves the constant eigenvector of a regular graph result.
Suppose the strongly regular graph has vertices, degree , common neighbours for every adjacent pair and common neighbours for every nonadjacent pair. By the walk count from powers of an adjacency matrix, counts common neighbours of and , while . Hence the adjacency-matrix relation for a strongly regular graph is
where is the all-ones matrix.
The spectral theorem for real symmetric matrices gives an orthonormal eigenbasis for . Part (a) says that the constant direction is the one-dimensional -eigenspace; every other eigenvector belongs to , so . If , the displayed identity gives
There are at most two possible roots in addition to . Thus has at most three distinct eigenvalues.
Because every column of has sample mean zero, every column of also has sample mean zero. The spectral theorem for real symmetric matrices gives
Hence for the sample covariance is , while the sample variance of is
Thus the are pairwise uncorrelated sample principal components, ordered by decreasing sample variance.
By the spectral theorem for real symmetric matrices, write with orthogonal and . Part a and the tensor-product property of the Fourier transform give
Thus
Applying the pullback rule from part c to the orthogonal change of variables, for which , replaces by and by . Since determinant and signature are invariant under orthogonal conjugation,
Let the columns of a centered design matrix be variables and write by the spectral theorem for real symmetric matrices. The columns of are the sample principal-component score vectors. They satisfy , so distinct score vectors have zero sample covariance and has sample variance under the divisor- convention.