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Needs:
Vectors as Matrices
Needed by:
Real Positive Semidefinite Matrices
Symmetric Matrices
Symmetric Real Matrix Eigenvalues
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Symmetric Real Matrices

Definition

A square real matrix is symmetric (we call it a symmetric matrix) if its values do not depend on the order of the indices. In other words, a matrix is symmetric if the values above and below the diagonal are a mirror image.

Examples

The matrix

\[ \bmat{1 & 2 \\ 2 & 3} \]

is symmetric. The matrix

\[ \bmat{1 & 2 \\ 3 & 4} \]

is not.

Notation

Suppose $A \in \R ^{n \times n}$ with $A^\top = A$ (i.e., symmetric). We denote the set of all such symmetric $n \times n$ real matrices by $\mathbfsf{S} ^n$. So

\[ \mathbfsf{S} ^n = \Set*{A \in \R ^{n \times n}}{A^\top = A}. \]

In particular, $\mathbfsf{S} ^n \subset \R ^{n \times n}$.

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