Change of basis between symmetric matrices Updated +Created
When we have a symmetric matrix, a change of basis keeps symmetry iff it is done by an orthogonal matrix, in which case:
Effect of a change of basis on the matrix of a bilinear form Updated +Created
If is the change of basis matrix, then the matrix representation of a bilinear form that looked like:
then the matrix in the new basis is:
Sylvester's law of inertia then tells us that the number of positive, negative and 0 eigenvalues of both of those matrices is the same.
Proof: the value of a given bilinear form cannot change due to a change of basis, since the bilinear form is just a function, and does not depend on the choice of basis. The only thing that change is the matrix representation of the form. Therefore, we must have:
and in the new basis:
and so since:
Eigendecomposition of a matrix Updated +Created
Every invertible matrix can be written as:
where:
Note therefore that this decomposition is unique up to swapping the order of eigenvectors. We could fix a canonical form by sorting eigenvectors from smallest to largest in the case of a real number.
Intuitively, Note that this is just the change of basis formula, and so:
  • changes basis to align to the eigenvectors
  • multiplies eigenvectors simply by eigenvalues
  • changes back to the original basis
Sylvester's law of inertia Updated +Created
The theorem states that the number of 0, 1 and -1 in the metric signature is the same for two symmetric matrices that are congruent matrices.
For example, consider:
The eigenvalues of are and , and the associated eigenvectors are:
symPy code:
A = Matrix([[2, sqrt(2)], [sqrt(2), 3]])
A.eigenvects()
and from the eigendecomposition of a real symmetric matrix we know that:
Now, instead of , we could use , where is an arbitrary diagonal matrix of type:
With this, would reach a new matrix :
Therefore, with this congruence, we are able to multiply the eigenvalues of by any positive number and . Since we are multiplying by two arbitrary positive numbers, we cannot change the signs of the original eigenvalues, and so the metric signature is maintained, but respecting that any value can be reached.
Note that the matrix congruence relation looks a bit like the eigendecomposition of a matrix:
but note that does not have to contain eigenvalues, unlike the eigendecomposition of a matrix. This is because here is not fixed to having eigenvectors in its columns.
But because the matrix is symmetric however, we could always choose to actually diagonalize as mentioned at eigendecomposition of a real symmetric matrix. Therefore, the metric signature can be seen directly from eigenvalues.
Also, because is a diagonal matrix, and thus symmetric, it must be that:
What this does represent, is a general change of basis that maintains the matrix a symmetric matrix.