Spectrum of a symmetric matrix

Which spectral property always holds for a real symmetric matrix (the structure behind PCA and covariance analysis)?

Show hints (2)+
  1. This is the spectral theorem.
  2. Think about what makes PCA work.

Answer

Reveal answer →

Real eigenvalues and an orthonormal eigenbasis (A=QΛQA = Q\Lambda Q^\top)

Want the full step-by-step worked solution? It's part of Premium — along with a worked solution for every question in the bank.

Asked at: Citadel, Two Sigma

Related questions