Math 2.0

Linear and multilinear algebra; matrix theory Proof

Proof of the spectral theorem for normal matrices by deflation

Builds on Normal matrixConjugate transposeUnitary matrixDiagonal matrixMatrix multiplicationBlock matrixOne-sided inverse of a square matrix is two-sidedEigenvalueExistence of an eigenvalue over an algebraically closed fieldAlgebraically closed fieldFundamental theorem of algebraInner productExistence of an orthonormal basis

Proof

The converse is a direct computation. For the main direction, we argue by induction on nn, splitting off one eigenvector at a time.

  1. Write M∗M^* for the conjugate transpose. For matrices of matching sizes, (MN)∗=N∗M∗(MN)^* = N^* M^* and (M∗)∗=M(M^*)^* = M, by the formula (M∗)ij=mji‾(M^*)_{ij} = \overline{m_{ji}}.
  2. Converse. Let A=UDU∗A = U D U^* with UU unitary and DD diagonal. Then U∗U=IU^* U = I, so UU∗=IU U^* = I by the one-sided inverse theorem.
  3. Diagonal matrices commute, so DD∗=D∗DD D^* = D^* D. Hence AA∗=UDU∗UD∗U∗=UDD∗U∗=UD∗DU∗=A∗AA A^* = U D U^* U D^* U^* = U D D^* U^* = U D^* D U^* = A^* A. So AA is normal.
  4. For the main direction, let P(n)P(n) say: every normal n×nn \times n complex matrix is UDU∗U D U^* with UU unitary and DD diagonal. For n=1n = 1, take U=(1)U = (1) and D=AD = A.
  5. Let n≥2n \ge 2, assume P(n−1)P(n-1), and let AA be normal of size nn. On ℂn\C^n, use the inner product ⟨x,y⟩=y∗x\ip{x}{y} = y^* x, with norm ∥x∥2=x∗x=∑i∣xi∣2\norm{x}^2 = x^* x = \sum_i \abs{x_i}^2.
  6. ℂ\C is algebraically closed by the fundamental theorem of algebra. So AA has an eigenvalue λ\lambda, with Ax=λxA x = \lambda x for some x≠0x \ne 0. Set u1=x/∥x∥u_1 = x / \norm{x}, so u1∗u1=1u_1^* u_1 = 1.
  7. Let N=A−λIN = A - \lambda I. Then N∗=A∗−λ‾IN^* = A^* - \overline{\lambda} I. Expanding gives NN∗=AA∗−λ‾A−λA∗+∣λ∣2IN N^* = A A^* - \overline{\lambda} A - \lambda A^* + \abs{\lambda}^2 I, and N∗NN^* N is the same with A∗AA^* A in place of AA∗A A^*.
  8. Since AA∗=A∗AA A^* = A^* A, step 7 gives NN∗=N∗NN N^* = N^* N. Then ∥N∗u1∥2=u1∗NN∗u1=u1∗N∗Nu1=∥Nu1∥2\norm{N^* u_1}^2 = u_1^* N N^* u_1 = u_1^* N^* N u_1 = \norm{N u_1}^2. This is 00, since Au1=λu1A u_1 = \lambda u_1 gives Nu1=0N u_1 = 0.
  9. So N∗u1=0N^* u_1 = 0, that is, A∗u1=λ‾u1A^* u_1 = \overline{\lambda} u_1.
  10. The map ⟨⋅,⋅⟩\ip{\cdot}{\cdot} of step 5 is an inner product. The family (u1)(u_1) is orthonormal, so it extends to an orthonormal basis u1,…,unu_1, \dots, u_n of ℂn\C^n.
  11. Let U1U_1 have columns u1,…,unu_1, \dots, u_n. The (i,j)(i, j) entry of U1∗U1U_1^* U_1 is ui∗uj=δiju_i^* u_j = \delta_{ij}. So U1U_1 is unitary, and U1U1∗=IU_1 U_1^* = I by the one-sided inverse theorem.
  12. Let B=U1∗AU1B = U_1^* A U_1. By matrix multiplication, its (i,j)(i, j) entry is bij=ui∗Aujb_{ij} = u_i^* A u_j.
  13. First column: bi1=ui∗(λu1)=λδi1b_{i1} = u_i^* (\lambda u_1) = \lambda \delta_{i1}. First row: b1j=(A∗u1)∗uj=(λ‾u1)∗uj=λδ1jb_{1j} = (A^* u_1)^* u_j = (\overline{\lambda} u_1)^* u_j = \lambda \delta_{1j}, by steps 1 and 9.
  14. So BB is the block matrix (λ00C)\begin{pmatrix} \lambda & 0 \\ 0 & C \end{pmatrix} for some (n−1)×(n−1)(n-1) \times (n-1) complex matrix CC.
  15. By steps 1 and 11, BB∗=U1∗AU1U1∗A∗U1=U1∗AA∗U1B B^* = U_1^* A U_1 U_1^* A^* U_1 = U_1^* A A^* U_1. Likewise B∗B=U1∗A∗AU1B^* B = U_1^* A^* A U_1. So BB is normal.
  16. Multiplying blocks gives BB∗=(∣λ∣200CC∗)B B^* = \begin{pmatrix} \abs{\lambda}^2 & 0 \\ 0 & C C^* \end{pmatrix} and B∗B=(∣λ∣200C∗C)B^* B = \begin{pmatrix} \abs{\lambda}^2 & 0 \\ 0 & C^* C \end{pmatrix}. So CC∗=C∗CC C^* = C^* C, and CC is normal.
  17. By P(n−1)P(n-1), C=VD′V∗C = V D' V^* with VV unitary of size n−1n - 1 and D′D' diagonal.
  18. Let U2=(100V)U_2 = \begin{pmatrix} 1 & 0 \\ 0 & V \end{pmatrix} and D=(λ00D′)D = \begin{pmatrix} \lambda & 0 \\ 0 & D' \end{pmatrix}. Then DD is diagonal, and U2∗U2=(100V∗V)=IU_2^* U_2 = \begin{pmatrix} 1 & 0 \\ 0 & V^* V \end{pmatrix} = I.
  19. Multiplying blocks gives U2DU2∗=(λ00VD′V∗)=BU_2 D U_2^* = \begin{pmatrix} \lambda & 0 \\ 0 & V D' V^* \end{pmatrix} = B.
  20. By step 11, A=U1U1∗AU1U1∗=U1BU1∗A = U_1 U_1^* A U_1 U_1^* = U_1 B U_1^*. With step 19, A=(U1U2)D(U1U2)∗A = (U_1 U_2) D (U_1 U_2)^*.
  21. Let U=U1U2U = U_1 U_2. Then U∗U=U2∗U1∗U1U2=U2∗U2=IU^* U = U_2^* U_1^* U_1 U_2 = U_2^* U_2 = I, so UU is unitary. Thus A=UDU∗A = U D U^*, which proves P(n)P(n).
  22. By induction, P(n)P(n) holds for all n≥1n \ge 1. With steps 2 and 3, AA is normal if and only if A=UDU∗A = U D U^* with UU unitary and DD diagonal.

Idea

For a normal matrix, ∥A∗x∥=∥Ax∥\norm{A^* x} = \norm{A x} for every xx, and the same holds for A−λIA - \lambda I. So an eigenvector of AA for λ\lambda is an eigenvector of A∗A^* for λ‾\overline{\lambda}. In an orthonormal basis that starts with this vector, both the first row and the first column of AA vanish off the diagonal. The rest is a smaller normal matrix, and induction finishes.

Reading path

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

Where this leads

17 pages build on this one.

Further reading

  1. Web https://ocw.mit.edu/courses/res-18-011-algebra-i-student-notes-fall-2021/mit18_701f21_lect28.pdf, Lemma 28.4 and proof of Theorem 28.1
About this page
TagP48CFDFAV9
URIm2://P48CFDFAV9
Kindproof
WritingW0 stub
MSC15A21, 47B15
ProvesSpectral theorem for normal matrices
UsesNormal matrix, Conjugate transpose, Unitary matrix, Diagonal matrix, Matrix multiplication, Block matrix, One-sided inverse of a square matrix is two-sided, Eigenvalue, Existence of an eigenvalue over an algebraically closed field, Algebraically closed field, Fundamental theorem of algebra, Inner product, Existence of an orthonormal basis
Changed4 November 2026

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