I have a matrix with the following properties:
- The matrix is real, symmetric, positive semidefinite.
- All the eigenvalues of the matrix are $1$.
Is the only matrix that satisfies these properties the identity matrix?
I have a matrix with the following properties:
Is the only matrix that satisfies these properties the identity matrix?
On
$A$ has real eigenvalues, $1$ is the only one, so $B = A-I$ is symmetric and nilpotent. If $B^2x =0$, then $\|Bx\|^2 = x^TB^2x =0$, so $Bx=0$. This implies $B=0$.
On
Yes, the matrix is $I$.
For if $A$ is real symmetric matrix, there exists a real orthogonal matrix $O$,
$OO^T = O^TO = I, \tag 1$
such that
$O^TAO = \text{diag}(\mu_1, \mu_2, \ldots, \mu_n), \tag 2$
where the $\mu_i$ are the eigenvalues of $A$; here $\text{diag}(\mu_1, \mu_2, \ldots, \mu_n)$ is the matrix with the $\mu_i$ along the main diagonal and zeroes elsewhere. Since we are given that every
$\mu_i = 1, \tag 3$
we have
$\text{diag}(\mu_1, \mu_2, \ldots, \mu_n) = I; \tag 4$
then (2) becomes
$O^TAO = I, \tag 5$
from which
$A = IAI = (OO^T)A(OO^T) = O(O^TAO)O^T$ $= OIO^T = OO^T = I. \tag 6$
If $A$ is real symmetric, it is diagonalizable by the spectral theorem. As all eigenvalues are equal to $1$, $A$ is equivalent to the identity matrix . But the only matrix equivalent to the identity is the identity itself.