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6.4 Hermitian Matrices: I, J I, J

This document discusses Hermitian matrices and their properties. Some key points: - Hermitian matrices are complex matrices where the conjugate transpose is equal to the original matrix (AH = A). - Eigenvalues of a Hermitian matrix are real. Eigenvectors belonging to distinct eigenvalues are orthogonal. - The Spectral Theorem states that any Hermitian matrix can be diagonalized by a unitary matrix. - Hermitian matrices share properties with real symmetric matrices, such as having real eigenvalues and orthogonal eigenvectors, but not all symmetric matrices are Hermitian.

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Saddam Husain
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48 views

6.4 Hermitian Matrices: I, J I, J

This document discusses Hermitian matrices and their properties. Some key points: - Hermitian matrices are complex matrices where the conjugate transpose is equal to the original matrix (AH = A). - Eigenvalues of a Hermitian matrix are real. Eigenvectors belonging to distinct eigenvalues are orthogonal. - The Spectral Theorem states that any Hermitian matrix can be diagonalized by a unitary matrix. - Hermitian matrices share properties with real symmetric matrices, such as having real eigenvalues and orthogonal eigenvectors, but not all symmetric matrices are Hermitian.

Uploaded by

Saddam Husain
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Ch 6: Eigenvalues

6.4 Hermitian Matrices


We consider matrices with complex entries (ai,j ∈ C) versus real entries (ai,j ∈ R).
1. in R the length of a real number x is |x| = the length from the origin to the number
(either in the positive or the negative direction)
√
2. in C the length of a complex number z = a + bi is |z| = a2 + b2 = the length of the
vector [ ab ] (from the origin to the point (a, b)). Also z 2 = a2 + b2 .
3. in C the scalars are complex numbers z, addition of complex numbers: (a + bi) +
(c + di) = (a + c) + (b + d)i and product of complex numbers: (a + bi)(c + di) =
(ac − bd) + (ad + bc)i, and C with + and · is a vector space.
4. Particularly C ispa normed vector space with the vectors z = (z1 , z2 , . . . , zn )T , and
√
the norm ||z|| = (z̄T z) = z¯1 z1 + z¯2 z2 + . . . + z¯n zn , which is the square root of the
inner product, thus a real number. Here T
√ z̄ = (z¯1 , z¯2 , . . . , z¯n ) is the conjugate of z.
We denote by zH = z̄T , and so ||z|| = zH z
5. the inner product of z and w is the complex number hz, wi = wH z
6. if z is a vector in the complex vector space with the orthonormal basis {wP
1 , w2 . . . , wn },
then we can write z as a linear combination of the vector basis as z = ni=1 hz, wi iwi
(see Exercise 2 of Homework)
7. if A is a matrix in Cm×n , then AH is the matrix whose every entry is the conjugate
of the corresponding entry of A.
   T  
2 − i 1 −2i 2+i 1 +2i 2 + i −5i 0
H
For example, if A =  5i 0 5 − i then A = −5i
  0 5 + i =  1 0 5
0 5 −5i 0 5 5i 2i 5 5i
8. vectors in Rn versus in Cn and matrices in Rn versus in Cn :

Rn Cn

hx, yi = yT x hz, wi = wH z
hx, xi ≥ 0 with equality iff x = 0 hz, zi ≥ 0 with equality iff z = 0
hx, yi = hy, xi hz, wi = hw, zi
hαx + βy, zi = αhx, zi + βhy, zi hαz + βu, wi = αhz, wi + βhu, wi
||x||2 = hx, xi = xT x ||z||2 = hz, zi = zH z

Rn×n Cn×n

(AT )T = A (AH )H = A
(αA + βB)T = αAT + βAT (α, β ∈ R) (αA + βB)H = ᾱAH + β̄B H (α, β ∈ C)
(AB)T = B T AT (AB)H = B H AH
T
if A = A ⇐⇒ A = symmetric H
if A = A ⇐⇒ A = Hermitian

1
9. A matrix A is a Hermitian matrix if AH = A (they are ideal matrices in C since
properties that one
 would expect
 for matrices will probably
 hold). 
1 2−i 1 2+i
For example A = is Hermitian since Ā = and so
2+i 0 2−i 0
 
1 2−i
AH = ĀT = =A
2+i 0
10. if A is Hermitian, then A is symmetric.
 However the converse fails, and here is a
1 2−i
counterexample: A = . However if A ∈ Rn×n is symmetric, then it is
2−i 0
Hermitian.

Symmetric and orthogonal matrices in Rn×n Hermitian and unitary matrices in Cn×n

Defn: if AT = A ⇐⇒ A = symmetric Defn: if AH = A ⇐⇒ A = Hermitian


A = symmetric =⇒ A is a square matrix A = Hermitian =⇒ A is a square matrix
a pure complex matrix cannot be Hermitian
(the diagonal must have real entries)
A = symmetric =⇒ λi ∈ R, ∀i A = Hermitian =⇒ λi ∈ R, ∀i
A = symmetric =⇒ eigenvectors A = Hermitian =⇒ eigenvectors
belonging to distinct eigenvalues are orthogonal belonging to distinct eigenvalues are orthogonal
(see #5 page 353)
Q is orthogonal if its column vectors U is unitary if its column vectors
form an orthonormal set form an orthonormal set
(i.e. QT Q = I = QQT ) (i.e. U H U = I = U U H )

Q is orthogonal =⇒ Q−1 = QT U is unitary =⇒ U −1 = U H


if the eigenvalues of matrix A are all distinct, if A is an Hermitian matrix A,
(or algebraic multipl λi = geom multipl λi , ∀i) =⇒ ∃U = unitary and it diagonalizes A
=⇒ ∃X = nonsingular and it diagonalizes A (i.e. the diagonal matrix T is
(i.e. the diagonal matrix D is T = U H AU or A = U T U H )
D = X −1 AX or A = XDX −1 ) T is first shown to be upper triangular in Thm 6.4.3
(see Remark 3 page 308) and then that it is shown to be diagonal in Thm 6.4.4

11. These three give the last row in the table above:

(a) if the eigenvalues of an Hermitian matrix A are all distinct, then ∃U that is
unitary and it diagonalizes A. In this case U has as columns the normalized
eigenvectors of A
(b) Schur’s Theorem: If A is n × n, then ∃U a unitary matrix such that T = U H AU
is upper triangular matrix.
(c) Spectral Theorem: If A is Hermitian, then ∃U a unitary matrix such that U H AU
is a diagonal matrix.
Note that if some eigenvalue λj has algebraic multiplicity ≥ 2, then the eigen-
vectors corresponding to λj are not orthonormal, and so we use Gram-Schmidt
to normalize them (we use Gram Schmidt for each set of eigenvectors that cor-
respond to each repeated eigenvalue)

2
Rn Cn

hx, yi = yT x hz, wi = wH z
hx, xi ≥ 0 with equality iff x = 0 hz, zi ≥ 0 with equality iff z = 0
hx, yi = hy, xi hz, wi = hw, zi
hαx + βy, zi = αhx, zi + βhy, zi hαz + βu, wi = αhz, wi + βhu, wi
||x||2 = hx, xi = xT x ||z||2 = hz, zi = zH z

Rn×n Cn×n

(AT )T = A (AH )H = A
(αA + βB)T = αAT + βAT (α, β ∈ R) (αA + βB)H = ᾱAH + β̄B H (α, β ∈ C)
(AB)T = B T AT (AB)H = B H AH
if AT = A ⇐⇒ A = symmetric if AH = A ⇐⇒ A = Hermitian

Symmetric and orthogonal matrices in Rn×n Hermitian and unitary matrices in Cn×n

Defn: if AT = A ⇐⇒ A = symmetric Defn: if AH = A ⇐⇒ A = Hermitian


A = symmetric =⇒ A is a square matrix A = Hermitian =⇒ A is a square matrix
a pure complex matrix cannot be Hermitian
(the diagonal must have real entries)
A = symmetric =⇒ λi ∈ R, ∀i A = Hermitian =⇒ λi ∈ R, ∀i
A = symmetric =⇒ eigenvectors A = Hermitian =⇒ eigenvectors
belonging to distinct eigenvalues are orthogonal belonging to distinct eigenvalues are orthogonal
(see #5 page 353)
Q is orthogonal if its column vectors U is unitary if its column vectors
form an orthonormal set form an orthonormal set
(i.e. QT Q = I = QQT ) (i.e. U H U = I = U U H )

Q is orthogonal =⇒ Q−1 = QT U is unitary =⇒ U −1 = U H


if the eigenvalues of matrix A are all distinct, if A is an Hermitian matrix A,
(or algebraic multipl λi = geom multipl λi , ∀i) =⇒ ∃U = unitary and it diagonalizes A
=⇒ ∃X = nonsingular and it diagonalizes A (i.e. the diagonal matrix T is
(i.e. the diagonal matrix D is T = U H AU or A = U T U H )
D = X −1 AX or A = XDX −1 ) T is first shown to be upper triangular in Thm 6.4.3
(see Remark 3 page 308) and then that it is shown to be diagonal in Thm 6.4.4

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