The matrices $H_n$ are also called Walsh matrices. There are only two distinct eigenvalues $\pm 2^{n/2}$, so the eigenvectors are not in general orthogonal. An orthogonal basis is constructed recursively in A note on the eigenvectors of Hadamard matrices of order $2^n$ (1982) and in Some observations on eigenvectors of Hadamard matrices of order $2^n$ (1984).
Carlo Beenakker
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