证明
设复数 λ \lambda λ为对称矩阵 A A A的特征值, 复向量 x x x为对应的特征向量, 即 A x = λ x , x ≠ 0 Ax=\lambda x, x \neq 0 Ax=λx,x=0.
设
λ
ˉ
\bar{\lambda}
λˉ是
λ
\lambda
λ的共轭复数,
x
ˉ
\bar{x}
xˉ表示
x
x
x的共轭复向量, 而
A
A
A为实矩阵, 有
A
=
A
ˉ
A=\bar{A}
A=Aˉ,故
A
x
ˉ
=
A
ˉ
x
ˉ
=
(
A
x
ˉ
)
=
(
λ
x
ˉ
)
=
λ
ˉ
x
ˉ
A\bar{x}=\bar{A}\bar{x}=(\bar{Ax})=(\bar{\lambda x})=\bar{\lambda}\bar{x}
Axˉ=Aˉxˉ=(Axˉ)=(λxˉ)=λˉxˉ, 于是
x
ˉ
A
x
=
x
ˉ
T
(
A
x
)
=
x
ˉ
T
λ
x
=
λ
x
ˉ
T
x
(1)
\bar{x}Ax=\bar{x}^T(Ax)=\bar{x}^T\lambda x=\lambda\bar{x}^Tx \tag1
xˉAx=xˉT(Ax)=xˉTλx=λxˉTx(1)
x ˉ A x = ( x ˉ T A T ) x = ( A x ˉ ) T x = ( λ x ˉ ) T x = λ x ˉ T x (2) \bar{x}Ax=(\bar{x}^TA^T)x=(A\bar{x})^Tx=(\lambda \bar{x})^T x=\lambda\bar{x}^Tx \tag2 xˉAx=(xˉTAT)x=(Axˉ)Tx=(λxˉ)Tx=λxˉTx(2)
由 ( 1 ) − ( 2 ) 得 到 , ( λ − λ ˉ ) x ˉ T x = 0 由(1)-(2)得到, \qquad\qquad\qquad\qquad (\lambda - \bar\lambda)\bar{x}^Tx=0 由(1)−(2)得到,(λ−λˉ)xˉTx=0
但
x
≠
0
x\neq0
x=0,所以:
x
ˉ
T
x
=
∑
i
=
1
n
x
i
ˉ
x
i
=
∑
i
=
1
n
∣
x
i
∣
2
≠
0
\bar{x}^Tx=\sum_{i=1}^{n}\bar{x_{i}}x_{i}=\sum_{i=1}^{n}|x_{i}|^2\neq0
xˉTx=i=1∑nxiˉxi=i=1∑n∣xi∣2=0
故
λ
−
λ
ˉ
=
0
\lambda - \bar\lambda=0
λ−λˉ=0, 即
λ
=
λ
ˉ
\lambda=\bar\lambda
λ=λˉ,这说明
λ
\lambda
λ是实数.