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Official PYQ · 2014

GATE CS 2014 Set 1 Q5 — Eigenvalues and Eigenvectors, LU Decomposition

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The value of the dot product of the eigenvectors corresponding to any pair of different eigenvalues of a 4−by−44-by-4 symmetric positive definite matrix is ___________
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For any real symmetric matrix, eigenvectors corresponding to distinct (different) eigenvalues are always orthogonal to each other.

Let AA be a 4×44 \times 4 symmetric positive definite matrix. Since AA is symmetric, we have AT=AA^T = A.

Let v1v_1 and v2v_2 be two eigenvectors corresponding to distinct eigenvalues λ1\lambda_1 and λ2\lambda_2 respectively (where λ1≠λ2\lambda_1 \neq \lambda_2):

Av1=λ1v1A v_1 = \lambda_1 v_1Av2=λ2v2A v_2 = \lambda_2 v_2

Taking the transpose on both sides of the first equation:

(Av1)T=(λ1v1)T  ⟹  v1TAT=λ1v1T(A v_1)^T = (\lambda_1 v_1)^T \implies v_1^T A^T = \lambda_1 v_1^T

Since AA is symmetric (AT=AA^T = A):

v1TA=λ1v1Tv_1^T A = \lambda_1 v_1^T

Now, post-multiplying both sides by v2v_2:

v1TAv2=λ1v1Tv2v_1^T A v_2 = \lambda_1 v_1^T v_2

Substituting Av2=λ2v2A v_2 = \lambda_2 v_2 into the left-hand side:

v1T(λ2v2)=λ1v1Tv2v_1^T (\lambda_2 v_2) = \lambda_1 v_1^T v_2λ2(v1Tv2)=λ1(v1Tv2)\lambda_2 (v_1^T v_2) = \lambda_1 (v_1^T v_2)(λ1−λ2)(v1Tv2)=0(\lambda_1 - \lambda_2) (v_1^T v_2) = 0

Since the eigenvalues are distinct, λ1−λ2≠0\lambda_1 - \lambda_2 \neq 0. Therefore, we must have:

v1Tv2=0v_1^T v_2 = 0

The dot product of the two eigenvectors is v1⋅v2=v1Tv2=0v_1 \cdot v_2 = v_1^T v_2 = 0.

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