Math 2.0

Linear and multilinear algebra; matrix theory Proof

Proof of the principal axis theorem from the spectral theorem

Builds on Spectral theorem for Hermitian matricesSymmetric matrixOrthogonal matrixOne-sided inverse of a square matrix is two-sidedTranspose of a productCharacteristic polynomial does not depend on the basisEigenvalues are the roots of the characteristic polynomialEigenvectorEigenvalueOrthonormal family

Proof

  1. By the spectral theorem for the real symmetric matrix AA, there are an orthogonal matrix PP and a real diagonal matrix DD with A=PDPTA = P D P^T.
  2. Let λ1,…,λn\lambda_1, \dots, \lambda_n be the diagonal entries of DD. By definition PTP=IP^T P = I, and the one-sided inverse theorem gives PPT=IP P^T = I.
  3. By step 2, PTAP=PTPDPTP=DP^T A P = P^T P D P^T P = D.
  4. Let y∈ℝny \in \R^n and x=Pyx = Py. By the transpose of a product, Q(x)=yTPTAPy=yTDyQ(x) = y^T P^T A P y = y^T D y.
  5. By step 3, yTDy=λ1y12+⋯+λnyn2y^T D y = \lambda_1 y_1^2 + \cdots + \lambda_n y_n^2. This is the formula of the statement.
  6. Let p1,…,pnp_1, \dots, p_n be the columns of PP. The (i,j)(i, j) entry of PTP=IP^T P = I is piTpjp_i^T p_j. So the columns form an orthonormal family for the dot product, and each pi≠0p_i \ne 0.
  7. From A=PDPTA = P D P^T and PTP=IP^T P = I we get AP=PDAP = PD. Comparing column ii gives Api=λipiA p_i = \lambda_i p_i.
  8. By steps 6 and 7, each pip_i is an eigenvector of AA, and each λi\lambda_i is an eigenvalue of AA.
  9. Since D=P−1APD = P^{-1} A P, the characteristic polynomials agree. So det⁡(tI−A)=(t−λ1)⋯(t−λn)\det(tI - A) = (t - \lambda_1) \cdots (t - \lambda_n).
  10. By the roots of the characteristic polynomial, the eigenvalues of AA are exactly λ1,…,λn\lambda_1, \dots, \lambda_n, each with its multiplicity.
  11. So Q(Py)=∑iλiyi2Q(Py) = \sum_i \lambda_i y_i^2, where the λi\lambda_i are the eigenvalues of AA and the columns of PP are orthonormal eigenvectors of AA.

Idea

The spectral theorem rotates coordinates so that AA becomes diagonal. In the new coordinates y=PTxy = P^T x, the cross terms of QQ vanish, and only the eigenvalues remain as coefficients of the squares.

Reading path

To understand this page from the ground up, read these 647 pages in order. The foundations come first. The path takes the proofs Proof that Darboux and Riemann integrals agree, Proof of the Steinitz exchange lemma by induction, Proof of the associativity of matrix multiplication, Proof of the limit of a sum of sequences, Proof of Rolle's theorem, Proof of the derivative of a map into R^n by components, Proof of the approximation property of the supremum, Proof that every sequence has a monotone subsequence, by peaks, Proof that a subspace of full dimension is the whole space, Proof of the decomposition of a permutation into transpositions, Proof that the symmetric group is generated by transpositions, Proof of the Laplace expansion along a column by transposition, Proof that open sets are the sets that are neighbourhoods of all their points, Proof of the diameter characterisation of Cauchy sequences, Proof of the commutativity of addition by induction, Proof of the Lebesgue number lemma by a finite cover of balls, Proof of the epsilon-delta form of continuity, Proof of the fundamental theorem of algebra by Liouville's theorem, Proof that equivalence classes form a partition, Proof of the triangle inequality for norms, Proof of the sum of a finite geometric series, Proof that convergent sequences are Cauchy, Proof that a complex number times its conjugate is the square of its modulus, Proof of the existence of an orthonormal basis by the Gram–Schmidt process, Proof of the Cauchy–Schwarz inequality, Proof of the Heine–Borel theorem by sequential compactness, Proof that there is a natural number n with 1/n below any positive epsilon, Proof of the chain rule in several variables, Proof of the chain rule with an auxiliary difference quotient, Proof of Grassmann's formula by extending a basis of the intersection, Proof of the distributivity of matrix multiplication, Proof that the eigenvalues of a self-adjoint operator are real, Proof that the matrix of a composition is the product of the matrices, Proof that the coordinate space F^n has dimension n, Proof of the reverse triangle inequality, Proof that the determinant is multiplicative by expanding the rows, Proof that permuting rows multiplies the determinant by the sign, Proof of the derivative as a little-o approximation, Proof that disjoint cycles commute, Proof of the equality of complex numbers, Proof that continuous functions on a closed bounded interval are uniformly continuous, Proof that a matrix is invertible iff its determinant is a unit, Proof that a linear map between normed spaces is continuous if and only if it is bounded, Proof that a function is bijective iff it has a two-sided inverse, Proof that the reals form an ordered field, with the Cauchy sequence construction, Proof of continuity via closed sets, Proof that a matrix with two equal rows has determinant zero, Proof of the double negation law by a truth table, Proof of the extreme value theorem by the Bolzano–Weierstrass theorem, Proof of the spectral theorem for self-adjoint operators by induction on the dimension, Proof that compact subsets of a metric space are bounded, Proof of the formula for the transpose of a product, Proof of the Laplace expansion along a row by the Leibniz formula, Proof that compactness and sequential compactness agree in metric spaces, Proof that subsequences of a convergent sequence converge to the same limit, Proof of the uniqueness of limits, Proof that holomorphic functions are infinitely differentiable, Proof that Lipschitz functions are uniformly continuous, Proof that the integral of a continuous function is an antiderivative, Proof that the coordinate map is a linear isomorphism, Proof of strong induction from ordinary induction, Proof that linear maps on finite-dimensional normed spaces are continuous, Proof that the determinant of a transpose equals the determinant, Proof of the laws of exponents in a group, Proof of the limit of a product of sequences, Proof of Cauchy's integral formula by a primitive of the difference quotient, Proof of the inverse in terms of the adjugate, Proof that the trace is a coefficient of the characteristic polynomial by the Leibniz formula, Proof of Cauchy's estimates, Proof that the absolute value is multiplicative, Proof of the squeeze theorem for sequences, Proof of the Cauchy–Riemann equations, Proof of the existence of square roots of nonnegative reals, Proof of the chain rule for a composition with a curve, Proof that the Gram–Schmidt vectors are orthogonal, Proof of the linearity of differentiation, Proof of the mean value theorem for integrals, Proof that a continuous image of a compact set is compact, Proof that an injective endomorphism of a finite-dimensional space is surjective, Proof that compact subsets of a Hausdorff space are closed, Proof that the composition of continuous maps is continuous, Proof of epsilon-delta continuity at a point in metric spaces, Proof of Riemann's criterion for integrability, Proof of the sequential characterization of limits, Proof of Cauchy's integral formula for derivatives, Proof of the description of the open sets of a metric space, Proof that an orthonormal family is linearly independent, Proof of the triangle inequality for real numbers, Proof that an intersection of subgroups is a subgroup, Proof of the epsilon-N definition of the limit of a sequence, Proof that a zero derivative on a connected open set implies constant, Proof of the first fundamental theorem of calculus, Proof that compactness of a subset can be tested with open sets of the ambient space, Proof that the modulus is multiplicative, Proof of the formula for the dimension of the orthogonal complement, Proof that the sign is a homomorphism, Proof of the comparison test, Proof of the existence of an eigenvalue over an algebraically closed field, Proof of the existence of the infimum by negation, Proof of the equivalence of norms in finite dimension by compactness of the unit sphere, Proof of the determinant of the inverse, Proof that every spanning set contains a basis, by Zorn's lemma, Proof that the determinant of the identity matrix is one, Proof of the estimation lemma, Proof of Fermat's theorem on stationary points, Proof that limits preserve non-strict inequalities, Proof that a linear map is injective iff its kernel is trivial, Proof that every linearly independent set extends to a basis, by Zorn's lemma, Proof that closed sets contain their limits, Proof of the linearity of the integral, Proof of integration by substitution, Proof of the formula for coordinates in an orthonormal basis, Proof of Zorn's lemma, Proof that metric spaces are Hausdorff, Proof of the second fundamental theorem of calculus, Proof that the complex numbers form a field, Proof of the intermediate value theorem by the supremum, Proof that differentiable functions are continuous, Proof of the decomposition of a permutation into disjoint cycles, Proof of the spectral theorem for Hermitian matrices, Proof of the product of a matrix and its adjugate by Laplace expansion, Proof of the sequence characterisation of uniform continuity, Proof of the epsilon-delta form of the limit of a function, Proof of the well-ordering principle from strong induction, Proof that n independent or n spanning vectors in an n-dimensional space form a basis, Proof of the Bolzano–Weierstrass theorem by a monotone subsequence, Proof of the fundamental theorem of contour integration, Proof of Goursat's theorem by repeated subdivision, Proof of the division algorithm, Proof of the Archimedean property in an Archimedean ordered field, Proof of the sign of a cycle, Proof that a continuous real function on a compact set attains its bounds, Proof of the Leibniz formula from the defining properties of the determinant, Proof of the uniqueness of inverses, Proof of the derivative of a map into a product, Proof that a composition of continuous functions is continuous, Proof of Cantor's intersection theorem, Proof of the additivity of the integral over intervals, Proof that a decreasing sequence bounded below converges, Proof that the reals are Archimedean from the completeness axiom, Proof of the ratio test, Proof that holomorphic functions are analytic, Proof that convergent sequences are bounded, Proof that a space is the direct sum of a finite-dimensional subspace and its orthogonal complement, Proof of the monotone convergence theorem for sequences, Proof that continuity is equivalent to sequential continuity, Proof that a subspace of a finite-dimensional space has smaller or equal dimension, Proof that absolutely convergent series in a Banach space converge, Proof that the determinant is multilinear in the rows, Proof that open balls are open, Proof that power series are holomorphic in the disc of convergence, Proof that a one-sided inverse of a square matrix is two-sided, Proof of the monotonicity of the integral, Proof that the eigenvalues are the roots of the characteristic polynomial, Proof of the boundedness theorem by Bolzano–Weierstrass, Proof that Lipschitz maps are uniformly continuous, Proof that continuous partial derivatives imply differentiability, Proof that a set is open if and only if its complement is closed, Proof of the rank–nullity theorem by extending a basis of the kernel, Proof of the fundamental theorem of calculus, Proof that a series of nonnegative terms converges iff its partial sums are bounded, Proof of the subgroup criterion, Proof of the mean value theorem from Rolle's theorem, Proof that sums and products of continuous functions are continuous, Proof of Liouville's theorem by Cauchy's estimates, Proof of continuity via open sets in metric spaces, Proof that continuous functions are Riemann integrable, Proof of the mean value inequality, Proof that an intersection of subspaces is a subspace, Proof of the constant multiple rule, Proof that similar matrices have the same characteristic polynomial.

  1. Basis concept
  2. Binary operation definition
  3. Complex numbers object
  4. Complex numbers as pairs of reals concept
  5. Composition of linear maps concept
  6. Construction of the reals from Cauchy sequences concept
  7. Coordinate space object
  8. Coordinate vector concept
  9. Cycle notation concept
  10. Definition by recursion concept
  11. Dimension concept
  12. Divisibility definition
  13. Element definition
  14. Euclidean metric example
  15. Euclidean space object
  16. Extended real number line object
  17. Function concept
  18. Function composition concept
  19. Group concept
  20. Identity matrix object
  21. Image of a linear map concept
  22. Imaginary unit object
  23. Inner product concept
  24. Inner product space concept
  25. Integers object
  26. Kernel of a linear map concept
  27. Limit point of a set definition
  28. Linear independence concept
  29. Linear isomorphism concept
  30. Linear map concept
  31. Linear subspace concept
  32. Lipschitz continuity definition
  33. Local maximum definition
  34. Mathematical induction concept
  35. Matrix definition
  36. Matrix multiplication concept
  37. Matrix of a linear map concept
  38. Multilinear map concept
  39. Natural numbers object
  40. Norm concept
  41. Norm induced by an inner product concept
  42. Nullity concept
  43. Ordered field definition
  44. Partition of an interval definition
  45. Peano axioms concept
  46. Permutation concept
  47. Permutation definition
  48. Proof of Zorn's lemma proof
  49. Proposition concept
  50. Rank of a linear map concept
  51. Rational numbers object
  52. Real numbers object
  53. Sequence definition
  54. Set bounded above definition
  55. Spanning set concept
  56. Standard basis object
  57. Transposition concept
  58. Vector space definition
  59. p-metric on R^n example
  60. Identity element definition
  61. Complex exponential definition
  62. Contour integral definition
  63. Power series in the complex plane definition
  64. Real and imaginary parts definition
  65. Set definition
  66. Fréchet derivative definition
  67. Total derivative concept
  68. Function of several variables concept
  69. Vector-valued function concept
  70. Group homomorphism definition
  71. Ring definition
  72. Subgroup definition
  73. Symmetric group definition
  74. Proof that the matrix of a composition is the product of the matrices proof
  75. Ring of integers statement
  76. Limit of a function definition
  77. Proof that a linear map is injective iff its kernel is trivial proof
  78. Local minimum definition
  79. Matrix addition definition
  80. Matrix multiplication definition
  81. Matrix–vector product definition
  82. Square matrix definition
  83. Transpose definition
  84. Successor function definition
  85. Archimedean ordered field definition
  86. Mesh of a partition definition
  87. Refinement of a partition definition
  88. Riemann sum definition
  89. Conjunction definition
  90. Disjunction definition
  91. Implication definition
  92. Negation definition
  93. Predicate definition
  94. The reals form a field statement
  95. Real sequence definition
  96. Subsequence definition
  97. Infimum definition
  98. Supremum definition
  99. Inner product definition
  100. Linear combination definition
  101. Linear map definition
  102. Linear subspace definition
  103. Norm definition
  104. p-norm on R^n example
  105. Inverse element definition
  106. Circle integral definition
  107. Complex conjugate definition
  108. Disc of convergence definition
  109. Empty set object
  110. Family of sets definition
  111. Ordered pair definition
  112. Differentiable function of several variables concept
  113. Partial derivative concept
  114. Transposition definition
  115. Commutative ring definition
  116. Limit of a function of several variables concept
  117. Polynomial ring definition
  118. Ring homomorphism definition
  119. Unit of a ring definition
  120. Zero divisor definition
  121. Parametrised curve concept
  122. Proof that an intersection of subgroups is a subgroup proof
  123. Intersection definition
  124. Proof of the associativity of matrix multiplication proof
  125. Union definition
  126. Continuity at a point definition
  127. Derivative definition
  128. One-sided limit definition
  129. Proof of the distributivity of matrix multiplication proof
  130. Set-builder notation concept
  131. Invertible matrix definition
  132. Orthogonal matrix definition
  133. Proof of the formula for the transpose of a product proof
  134. Diagonal matrix definition
  135. Trace of a matrix definition
  136. Symmetric matrix definition
  137. Conjugate transpose definition
  138. Addition of natural numbers definition
  139. Riemann integrable function definition
  140. Biconditional definition
  141. Truth table concept
  142. Modus ponens concept
  143. The rationals form a field statement
  144. Existential quantifier definition
  145. Universal quantifier definition
  146. Proof of the Archimedean property in an Archimedean ordered field proof
  147. The successor function is injective statement
  148. Zero is not a successor statement
  149. Bounded sequence definition
  150. Cauchy sequence definition
  151. Geometric sequence definition
  152. Limit of a sequence definition
  153. Monotone sequence definition
  154. Series definition
  155. Inner product space definition
  156. Orthogonal vectors definition
  157. Linear independence definition
  158. Composition of linear maps definition
  159. Endomorphism definition
  160. Image of a linear map definition
  161. Kernel of a linear map definition
  162. Linear isomorphism definition
  163. Linear span definition
  164. Multilinear map definition
  165. Proof that an intersection of subspaces is a subspace proof
  166. Sum of subspaces definition
  167. Normed vector space definition
  168. Completeness axiom statement
  169. Integral of 1/z around the unit circle example
  170. Cartesian product definition
  171. Proof of the equality of complex numbers proof
  172. Gradient concept
  173. Jacobian matrix concept
  174. Proof of the uniqueness of inverses proof
  175. Disjoint sets definition
  176. Partial derivative definition
  177. Degree of a polynomial definition
  178. Field definition
  179. Polynomial evaluation definition
  180. Differentiable function of several variables definition
  181. Integral domain definition
  182. Associativity of matrix multiplication statement
  183. Continuous function definition
  184. Distributivity of matrix multiplication statement
  185. Union of a family of sets definition
  186. Antiderivative definition
  187. Differentiable function definition
  188. Subset definition
  189. One-sided derivative definition
  190. Axiom of extensionality statement
  191. Transpose of a product statement
  192. Unitary matrix definition
  193. Similar matrices definition
  194. Hermitian matrix definition
  195. Proof of the commutativity of addition by induction proof
  196. Archimedean property statement
  197. Proof of the derivative as a little-o approximation proof
  198. Riemann integral definition
  199. Propositional logic concept
  200. Order on the natural numbers definition
  201. Mathematical proof concept
  202. A linear map is injective iff its kernel is trivial statement
  203. Uniqueness quantifier definition
  204. The rationals form an ordered field statement
  205. Upper and lower Darboux sums definition
  206. Adjoint of a linear map definition
  207. Proof of the sum of a finite geometric series proof
  208. Norm induced by an inner product definition
  209. Orthogonal complement definition
  210. Convergent sequence definition
  211. Sequential continuity definition
  212. Partial sum definition
  213. Intersection of subspaces statement
  214. Orthonormal family definition
  215. Eigenvalue definition
  216. Spanning set definition
  217. Alternating multilinear map definition
  218. Direct sum of subspaces definition
  219. Equality of complex numbers statement
  220. Uniqueness of inverses statement
  221. Binary relation definition
  222. Root of a polynomial definition
  223. Evaluation homomorphism definition
  224. Universal set definition
  225. Proof of the derivative of a map into R^n by components proof
  226. Irreducible element definition
  227. Partition of a set definition
  228. Topological space definition
  229. Derivative as a little-o approximation statement
  230. Proof that a composition of continuous functions is continuous proof
  231. Derivative function definition
  232. Order on the reals definition
  233. Definite integral definition
  234. Determinant definition
  235. Commutativity of addition statement
  236. Tautology definition
  237. Proof of strong induction from ordinary induction proof
  238. Upper and lower Darboux integrals definition
  239. Sum of a finite geometric series statement
  240. Convergent series definition
  241. Proof that an orthonormal family is linearly independent proof
  242. Self-adjoint operator definition
  243. Eigenvector definition
  244. Finite-dimensional vector space definition
  245. Basis definition
  246. Proof of the Steinitz exchange lemma by induction proof
  247. Gram–Schmidt process concept
  248. Antisymmetric relation definition
  249. Reflexive relation definition
  250. Symmetric relation definition
  251. Transitive relation definition
  252. Split polynomial definition
  253. Sequential compactness definition
  254. Irreducible polynomial definition
  255. Proof of the laws of exponents in a group proof
  256. Proof of the subgroup criterion proof
  257. Proof that the complex numbers form a field proof
  258. Complement definition
  259. Higher derivative definition
  260. Interval definition
  261. Proof that a matrix with two equal rows has determinant zero proof
  262. Subspace topology definition
  263. Proof that the determinant of the identity matrix is one proof
  264. Function definition
  265. Characteristic polynomial definition
  266. Minor definition
  267. Dimension definition
  268. Coordinate vector definition
  269. Dimension theorem for vector spaces statement
  270. Proof that the determinant is multilinear in the rows proof
  271. Strong induction statement
  272. Proof that the eigenvalues of a self-adjoint operator are real proof
  273. Logical equivalence definition
  274. Sum of a series definition
  275. Absolute convergence definition
  276. Orthonormal basis definition
  277. An orthonormal family is linearly independent statement
  278. Steinitz exchange lemma statement
  279. Proof that the Gram–Schmidt vectors are orthogonal proof
  280. Equivalence relation definition
  281. Preorder definition
  282. Algebraically closed field definition
  283. Subgroup criterion statement
  284. Laws of exponents in a group statement
  285. Determinant of a matrix with two equal rows statement
  286. Proof of the epsilon-delta form of the limit of a function proof
  287. Continuously differentiable function definition
  288. The complex numbers form a field statement
  289. Choice function definition
  290. Codomain definition
  291. Function composition definition
  292. Identity function definition
  293. Injective function definition
  294. Determinant of the identity matrix statement
  295. Proof of the epsilon-delta form of continuity proof
  296. Image of a set definition
  297. Preimage of a set definition
  298. Cofactor definition
  299. Determinant is multilinear in the rows statement
  300. Metric space definition
  301. Proof of the well-ordering principle from strong induction proof
  302. Matrix of a linear map definition
  303. Eigenvalues of a self-adjoint operator are real statement
  304. Proof that the coordinate space F^n has dimension n proof
  305. Proof of the formula for coordinates in an orthonormal basis proof
  306. Proof of the double negation law by a truth table proof
  307. Proof that a subspace of a finite-dimensional space has smaller or equal dimension proof
  308. Gram–Schmidt vectors are orthogonal statement
  309. Rank of a linear map definition
  310. Nullity definition
  311. Proof that n independent or n spanning vectors in an n-dimensional space form a basis proof
  312. Partial order definition
  313. Proof that disjoint cycles commute proof
  314. Intersection of subgroups is a subgroup statement
  315. Epsilon-delta definition of a limit statement
  316. Left inverse definition
  317. Right inverse definition
  318. Axiom of choice statement
  319. Equivalence class definition
  320. Surjective function definition
  321. Dimension of the coordinate space statement
  322. Epsilon-delta definition of continuity statement
  323. Closed ball definition
  324. Convergence of a sequence in a metric space definition
  325. Lipschitz map definition
  326. Open ball definition
  327. Triangle inequality for a metric statement
  328. Adjugate matrix definition
  329. Diameter of a set definition
  330. Coordinates in an orthonormal basis statement
  331. Matrix of a composition is the product of matrices statement
  332. Double negation law statement
  333. Well-ordering principle statement
  334. Dimension of a subspace statement
  335. Characteristic polynomial of a linear map definition
  336. Linearly independent set of the right size is a basis statement
  337. Maximal element definition
  338. Total order definition
  339. Upper bound definition
  340. Subgroup generated by a subset definition
  341. Disjoint cycles commute statement
  342. Proof that equivalence classes form a partition proof
  343. Uniform continuity definition
  344. Bijective function definition
  345. Composition of continuous functions is continuous statement
  346. Metric topology definition
  347. Bounded set definition
  348. Proof of the division algorithm proof
  349. Proof of the diameter characterisation of Cauchy sequences proof
  350. Proof by contradiction concept
  351. Proof that a subspace of full dimension is the whole space proof
  352. Proof that every sequence has a monotone subsequence, by peaks proof
  353. Chain definition
  354. Uniform continuity on a set definition
  355. Equivalence classes form a partition statement
  356. Open set definition
  357. Division algorithm statement
  358. Proof that a function is bijective iff it has a two-sided inverse proof
  359. Epsilon characterisation of Cauchy sequences statement
  360. Proof that Lipschitz functions are uniformly continuous proof
  361. Proof that the reals form an ordered field, with the Cauchy sequence construction proof
  362. A subspace of full dimension is the whole space statement
  363. Every sequence has a monotone subsequence statement
  364. Bijective iff it has a two-sided inverse statement
  365. Hausdorff space definition
  366. Closed set definition
  367. Proof of the decomposition of a permutation into disjoint cycles proof
  368. Proof that open sets are the sets that are neighbourhoods of all their points proof
  369. Open cover definition
  370. Continuous map of topological spaces definition
  371. Equivalent metrics definition
  372. Zorn's lemma statement
  373. Proof of the description of the open sets of a metric space proof
  374. Complete metric space definition
  375. Lipschitz functions are uniformly continuous statement
  376. The reals form an ordered field statement
  377. Connected space definition
  378. Compact space definition
  379. Proof that a set is open if and only if its complement is closed proof
  380. Decomposition of a permutation into disjoint cycles statement
  381. Equivalent norms definition
  382. Open sets characterised by neighbourhoods statement
  383. Proof that the composition of continuous maps is continuous proof
  384. Open sets of a metric space statement
  385. Proof that the coordinate map is a linear isomorphism proof
  386. Absolute value definition
  387. Proof that every linearly independent set extends to a basis, by Zorn's lemma proof
  388. Proof that every spanning set contains a basis, by Zorn's lemma proof
  389. Proof of the approximation property of the supremum proof
  390. Proof of the existence of the infimum by negation proof
  391. Proof of the existence of square roots of nonnegative reals proof
  392. Complement of an open set is closed statement
  393. Continuous linear map definition
  394. Banach space definition
  395. Connected set definition
  396. Compact set definition
  397. Composition of continuous maps is continuous statement
  398. Proof of the decomposition of a permutation into transpositions proof
  399. Continuity at a point of a topological space definition
  400. Proof of the triangle inequality for real numbers proof
  401. Proof that the absolute value is multiplicative proof
  402. Proof that closed sets contain their limits proof
  403. Proof that open balls are open proof
  404. Every spanning set contains a basis statement
  405. Proof of the epsilon-N definition of the limit of a sequence proof
  406. Isomorphism with the coordinate space statement
  407. Every linearly independent set extends to a basis statement
  408. Approximation property of the supremum statement
  409. Existence of the infimum statement
  410. Existence of square roots of nonnegative reals statement
  411. Decomposition of a permutation into transpositions statement
  412. Proof that compactness of a subset can be tested with open sets of the ambient space proof
  413. Proof of continuity via closed sets proof
  414. Closed sets contain their limits statement
  415. Triangle inequality statement
  416. Absolute value is multiplicative statement
  417. Open balls are open statement
  418. Square root definition
  419. Proof of the rank–nullity theorem by extending a basis of the kernel proof
  420. Epsilon-N definition of the limit of a sequence statement
  421. Proof of the existence of an orthonormal basis by the Gram–Schmidt process proof
  422. Proof of the intermediate value theorem by the supremum proof
  423. Proof that the reals are Archimedean from the completeness axiom proof
  424. Proof of Grassmann's formula by extending a basis of the intersection proof
  425. Sign of a permutation definition
  426. Modulus of a complex number definition
  427. Continuity via closed sets statement
  428. Compactness via open covers statement
  429. Proof of the limit of a sum of sequences proof
  430. Proof of the reverse triangle inequality proof
  431. Proof that the symmetric group is generated by transpositions proof
  432. Proof of the uniqueness of limits proof
  433. Proof of the squeeze theorem for sequences proof
  434. Proof of the Lebesgue number lemma by a finite cover of balls proof
  435. Proof that limits preserve non-strict inequalities proof
  436. Proof of epsilon-delta continuity at a point in metric spaces proof
  437. Proof of continuity via open sets in metric spaces proof
  438. Proof that metric spaces are Hausdorff proof
  439. Intermediate value theorem statement
  440. Proof that differentiable functions are continuous proof
  441. Proof of the linearity of the integral proof
  442. Existence of an orthonormal basis statement
  443. Rank–nullity theorem statement
  444. Proof that convergent sequences are bounded proof
  445. Proof that convergent sequences are Cauchy proof
  446. Proof that subsequences of a convergent sequence converge to the same limit proof
  447. The reals are Archimedean statement
  448. Grassmann's formula statement
  449. Proof of the monotone convergence theorem for sequences proof
  450. Complex differentiability definition
  451. The symmetric group is generated by transpositions statement
  452. Proof that compact subsets of a Hausdorff space are closed proof
  453. Proof of Cantor's intersection theorem proof
  454. Reverse triangle inequality statement
  455. Proof that a complex number times its conjugate is the square of its modulus proof
  456. Proof that the sign is a homomorphism proof
  457. Proof of the sign of a cycle proof
  458. Lebesgue number lemma statement
  459. Proof that a continuous image of a compact set is compact proof
  460. Epsilon-delta continuity in metric spaces statement
  461. Proof that compact subsets of a metric space are bounded proof
  462. Metric spaces are Hausdorff statement
  463. Proof that compactness and sequential compactness agree in metric spaces proof
  464. Proof that an injective endomorphism of a finite-dimensional space is surjective proof
  465. Differentiable functions are continuous statement
  466. Proof of the sequence characterisation of uniform continuity proof
  467. Linearity of the integral statement
  468. Limit of a sum of sequences statement
  469. Proof of the triangle inequality for norms proof
  470. Uniqueness of limits statement
  471. Limits preserve non-strict inequalities statement
  472. Proof that there is a natural number n with 1/n below any positive epsilon proof
  473. Squeeze theorem statement
  474. Proof that a one-sided inverse of a square matrix is two-sided proof
  475. Proof of the monotonicity of the integral proof
  476. Convergent sequences are bounded statement
  477. Subsequences of a convergent sequence converge to the same limit statement
  478. Proof that Darboux and Riemann integrals agree proof
  479. Proof that a space is the direct sum of a finite-dimensional subspace and its orthogonal complement proof
  480. Convergent sequences are Cauchy statement
  481. Monotone convergence theorem for sequences statement
  482. Holomorphic function definition
  483. Compact subsets of a Hausdorff space are closed statement
  484. Sign of a cycle statement
  485. A complex number times its conjugate statement
  486. Cantor's intersection theorem statement
  487. Proof of the Cauchy–Riemann equations proof
  488. Sign is a homomorphism statement
  489. Continuous image of a compact set is compact statement
  490. Compactness and sequential compactness agree in metric spaces statement
  491. Continuity via open sets statement
  492. Compact subsets of a metric space are bounded statement
  493. Proof of the limit of a product of sequences proof
  494. An injective endomorphism of a finite-dimensional space is surjective statement
  495. Epsilon-delta uniform continuity statement
  496. Proof that permuting rows multiplies the determinant by the sign proof
  497. There is a natural number n with 1/n below any positive epsilon statement
  498. Monotonicity of the integral statement
  499. One-sided inverse of a square matrix is two-sided statement
  500. Darboux and Riemann integrals agree statement
  501. Triangle inequality for norms statement
  502. Proof that a series of nonnegative terms converges iff its partial sums are bounded proof
  503. Proof that a decreasing sequence bounded below converges proof
  504. The sequence r^n tends to zero for |r| < 1 example
  505. A space is the direct sum of a subspace and its orthogonal complement statement
  506. Entire function definition
  507. Cauchy–Riemann equations statement
  508. Proof that the modulus is multiplicative proof
  509. Proof that a linear map between normed spaces is continuous if and only if it is bounded proof
  510. Proof that absolutely convergent series in a Banach space converge proof
  511. Permuting rows multiplies the determinant by the sign statement
  512. Proof that Lipschitz maps are uniformly continuous proof
  513. Proof of the sequential characterization of limits proof
  514. Proof of the Cauchy–Schwarz inequality proof
  515. Proof that continuity is equivalent to sequential continuity proof
  516. Decreasing sequence bounded below converges statement
  517. Limit of a product of sequences statement
  518. Geometric series example
  519. A series of nonnegative terms converges iff its partial sums are bounded statement
  520. Proof of the formula for the dimension of the orthogonal complement proof
  521. Proof of Riemann's criterion for integrability proof
  522. Modulus is multiplicative statement
  523. Absolutely convergent series in a Banach space converge statement
  524. Lipschitz maps are uniformly continuous statement
  525. Proof of the Leibniz formula from the defining properties of the determinant proof
  526. Continuity is equivalent to sequential continuity statement
  527. Riemann's criterion for integrability statement
  528. Sequential characterization of limits statement
  529. Dimension of the orthogonal complement statement
  530. Proof of the ratio test proof
  531. Proof of the comparison test proof
  532. Proof of the Bolzano–Weierstrass theorem by a monotone subsequence proof
  533. Cauchy–Schwarz inequality statement
  534. Bounded linear maps are continuous statement
  535. Leibniz formula for determinants statement
  536. Comparison test statement
  537. Proof of the chain rule with an auxiliary difference quotient proof
  538. Proof of the linearity of differentiation proof
  539. Proof that sums and products of continuous functions are continuous proof
  540. Proof of the additivity of the integral over intervals proof
  541. Bolzano–Weierstrass theorem statement
  542. Proof of the derivative of a map into a product proof
  543. Product of continuous functions is continuous statement
  544. Additivity of the integral over intervals statement
  545. Chain rule statement
  546. Ratio test statement
  547. Proof of the Laplace expansion along a row by the Leibniz formula proof
  548. Proof of the Heine–Borel theorem by sequential compactness proof
  549. Operator norm definition
  550. Proof that continuous functions on a closed bounded interval are uniformly continuous proof
  551. Linearity of differentiation statement
  552. Proof that the determinant is multiplicative by expanding the rows proof
  553. Proof that the trace is a coefficient of the characteristic polynomial by the Leibniz formula proof
  554. Proof that the determinant of a transpose equals the determinant proof
  555. Proof of the boundedness theorem by Bolzano–Weierstrass proof
  556. Derivative of a map into a product statement
  557. Proof that power series are holomorphic in the disc of convergence proof
  558. Heine–Borel theorem statement
  559. Continuous functions on a closed bounded interval are uniformly continuous statement
  560. Proof of the constant multiple rule proof
  561. Boundedness theorem statement
  562. Laplace expansion along a row statement
  563. Determinant is multiplicative statement
  564. Determinant of a transpose statement
  565. Proof of the first fundamental theorem of calculus proof
  566. Trace is a coefficient of the characteristic polynomial statement
  567. Power series are holomorphic in the disc of convergence statement
  568. Derivative of a map into R^n by components statement
  569. Constant multiple rule statement
  570. Proof of the Laplace expansion along a column by transposition proof
  571. Proof of the determinant of the inverse proof
  572. Proof that similar matrices have the same characteristic polynomial proof
  573. Proof that a continuous real function on a compact set attains its bounds proof
  574. Proof of the extreme value theorem by the Bolzano–Weierstrass theorem proof
  575. Extreme value theorem statement
  576. Laplace expansion along a column statement
  577. Determinant of the inverse statement
  578. Continuous real function on a compact set attains its bounds statement
  579. Characteristic polynomial does not depend on the basis statement
  580. Proof of Fermat's theorem on stationary points proof
  581. Proof that continuous functions are Riemann integrable proof
  582. Proof of the equivalence of norms in finite dimension by compactness of the unit sphere proof
  583. Proof of the product of a matrix and its adjugate by Laplace expansion proof
  584. Fermat's theorem on stationary points statement
  585. Continuous functions are Riemann integrable statement
  586. Equivalence of norms in finite dimension statement
  587. Product of a matrix and its adjugate statement
  588. Proof of Rolle's theorem proof
  589. Rolle's theorem statement
  590. Proof of the estimation lemma proof
  591. Proof that linear maps on finite-dimensional normed spaces are continuous proof
  592. Proof of the mean value theorem for integrals proof
  593. Proof of the inverse in terms of the adjugate proof
  594. Linear maps on finite-dimensional spaces are continuous statement
  595. Estimation lemma statement
  596. Mean value theorem for integrals statement
  597. Proof of the mean value theorem from Rolle's theorem proof
  598. Inverse in terms of the adjugate statement
  599. Mean value theorem statement
  600. First fundamental theorem of calculus statement
  601. Proof that a matrix is invertible iff its determinant is a unit proof
  602. Proof of the chain rule in several variables proof
  603. Proof that continuous partial derivatives imply differentiability proof
  604. Chain rule in several variables statement
  605. Proof that the integral of a continuous function is an antiderivative proof
  606. A matrix is invertible iff its determinant is a unit statement
  607. Proof of the second fundamental theorem of calculus proof
  608. The integral of a continuous function is an antiderivative statement
  609. Continuous partial derivatives imply differentiability statement
  610. Proof of the chain rule for a composition with a curve proof
  611. Second fundamental theorem of calculus statement
  612. Proof that the eigenvalues are the roots of the characteristic polynomial proof
  613. Proof of the fundamental theorem of calculus proof
  614. Chain rule for a composition with a curve statement
  615. Proof of integration by substitution proof
  616. Eigenvalues are the roots of the characteristic polynomial statement
  617. Integration by substitution statement
  618. Fundamental theorem of calculus statement
  619. Proof of the mean value inequality proof
  620. Proof of the existence of an eigenvalue over an algebraically closed field proof
  621. Proof of the fundamental theorem of contour integration proof
  622. Mean value inequality statement
  623. Existence of an eigenvalue over an algebraically closed field statement
  624. Fundamental theorem of contour integration statement
  625. Proof that a zero derivative on a connected open set implies constant proof
  626. Proof of Goursat's theorem by repeated subdivision proof
  627. Zero derivative on a connected open set implies constant statement
  628. Goursat's theorem statement
  629. Proof of Cauchy's integral formula by a primitive of the difference quotient proof
  630. Cauchy's integral formula statement
  631. Proof that holomorphic functions are analytic proof
  632. Holomorphic functions are analytic statement
  633. Proof that holomorphic functions are infinitely differentiable proof
  634. Holomorphic functions are infinitely differentiable statement
  635. Proof of Cauchy's integral formula for derivatives proof
  636. Cauchy's integral formula for derivatives statement
  637. Proof of Cauchy's estimates proof
  638. Cauchy's estimates statement
  639. Proof of Liouville's theorem by Cauchy's estimates proof
  640. Liouville's theorem statement
  641. Proof of the fundamental theorem of algebra by Liouville's theorem proof
  642. Fundamental theorem of algebra statement
  643. Proof of the spectral theorem for self-adjoint operators by induction on the dimension proof
  644. Spectral theorem statement
  645. Proof of the spectral theorem for Hermitian matrices proof
  646. Spectral theorem for Hermitian matrices statement
  647. Proof of the principal axis theorem from the spectral theorem proof

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Further reading

  1. Web https://en.wikipedia.org/wiki/Principal_axis_theorem, Formal statement
About this page
Tag1WYTQ45PXX
URIm2://1WYTQ45PXX
Kindproof
WritingW0 stub
MSC15A63, 15A18
ProvesPrincipal axis theorem
UsesSpectral theorem for Hermitian matrices, Symmetric matrix, Orthogonal matrix, One-sided inverse of a square matrix is two-sided, Transpose of a product, Characteristic polynomial does not depend on the basis, Eigenvalues are the roots of the characteristic polynomial, Eigenvector, Eigenvalue, Orthonormal family
Changed4 November 2026

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