Hermitian Matrix可以对角化证明。艾尔米特矩阵可以对角化

最新推荐文章于 2022-09-03 19:50:17 发布

luixiao1220

最新推荐文章于 2022-09-03 19:50:17 发布

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分类专栏：高等代数

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Schur triangularization: Let $A$ be a $n\times n$ matrix in the
complex field. We use $\lambda_1, \lambda_2, \cdots, \lambda_n$ to
denote the eigenvalues of $A$ . Then there is an unitary $U$ such that
$U^{*}AU=T$ , where $U=\left( \begin{array}{cccc} x & u_2 & \cdots & u_n \end{array} \right)$ , $Ax=\lambda_1x$ , $\|x\|=1$ and $T$ is an upper triangular
matrix with diagonal entries
$t_{ii}=\lambda_i, i=1,2,\cdots,n$ .(Note: $U^{*}$ is the conjugate
transpose of $U$ ).

We can always contruct an unitary matrix from $x$ . we name it as
$U_1=\left( \begin{array}{cccc} x & u_1 & \cdots & u_n \end{array} \right)$ . Then $\left. \begin{aligned} U_1^{*}AU_1&=U_1^{*}\left( \begin{array}{cccc} Ax & Au_1 & \cdots & Au_n \end{array} \right)\\ &=U_1^{*}\left( \begin{array}{cccc} \lambda_1x & Au_1 & \cdots & Au_n \end{array} \right)\\ &=\left( \begin{array}{c} x^{*} \\ u^{*}_2 \\ \vdots \\ u_n^{*} \end{array} \right)\left( \begin{array}{cccc} \lambda_1x & Au_1 & \cdots & Au_n \end{array} \right)\\ &=\left( \begin{array}{cccc} \lambda_1x^{*}x & x^{*}Au_1 & \cdots & x^{*}Au_n \\ \lambda_1u_2^{*}x & u_2^{*}Au_2 & \cdots & u_2^{*}Au_n \\ \vdots & \vdots & \ddots & \vdots \\ \lambda_1u_n^{*}x & u^{*}_nAu_2 & \cdots & u_n^{*}Au_n \end{array} \right)\\ &=\left( \begin{array}{cc} \lambda_1 & \star \\ 0 & A_1 \end{array} \right) \end{aligned} \right.$ It is not difficult to realize that the eigenvalues of
$A_1$ are $\lambda_2, \lambda_3, \cdots, \lambda_n$ .From the definition
of eigenvalues, $\lambda_1, \lambda_2, \cdots, \lambda_n$ are the
solutions of the following polynomial. $\left. \begin{aligned} |U^{*}AU-\lambda I|&=|U^{*}AU-\lambda U^{*}U|\\ &=|U^{*}||A-\lambda I||U|\\ &=|A-\lambda I| \end{aligned} \right.$ The last equation tells us that $U^{*}AU$ and $A$ have
same eigenvalues. $\left. \begin{aligned} |U^{*}AU-\lambda I|&= \left| \left( \begin{array}{cc} \lambda_1 & \star \\ 0 & A_1 \end{array} \right)-\lambda I \right|\\ &= \left| \begin{array}{cc} \lambda_1-\lambda & \star \\ 0 & A_1-\lambda I_{n-1} \end{array} \right|\\ &=|\lambda_1-\lambda||A_1-\lambda I_{n-1}| \end{aligned} \right.$ Finally,
$|\lambda_1-\lambda||A_1-\lambda I_{n-1}|=|A-\lambda I|$ yields that
$A_1$ 's eigenvalues are $\lambda_2, \lambda_3, \cdots, \lambda_n$ .
Similarly, we can find an unitary matrix $V_1$ such that
$V_1^{*}A_1V_1=\left( \begin{array}{cc} \lambda_2 & \star \\ 0 & A_2 \end{array} \right)$ Using the notation $U_2=[1]\oplus V_1$ to denote
$U_2=[1]\oplus V_1=\left( \begin{array}{cc} I & 0 \\ 0 & V_1 \end{array} \right)$ , we can easily find that $U_2^{*}U_1^{*}AU_1U_2=\left( \begin{array}{ccc} \lambda_1 & \star & \star \\ 0 & \lambda_2 & \star \\ 0 & 0 & A_2 \end{array} \right)$ It is obvious that $U_1U_2$ is another unitary matrix.
Continue this reduction to produce a series of $U_i$ . We get an unitary
matrix $U=U_1U_2\cdots U_n$ and $U^{*}AU$ is upper triangular.

Lemma 1: Let $A$ be partitioned as $A=\left( \begin{array}{cc} A_{11} & A_{12} \\ 0 & A_{22} \end{array} \right)$ , in which $A_{11}, A_{22}$ are square. Then $A$ is normal if
and only if $A_{11}$ and $A_{22}$ are normal and $A_{12}=0$ .

Firstly, if $A_{11},A_{22}$ are normal and $A_{12}=0$ , we have $\left. \begin{aligned} AA^{*}&=\left( \begin{array}{cc} A_{11} & 0 \\ 0 & A_{22} \end{array} \right)\left( \begin{array}{cc} A_{11}^{*} & 0 \\ 0 & A_{22}^{*} \end{array} \right)\\ &=\left( \begin{array}{cc} A_{11}A_{11}^{*} & 0 \\ 0 & A_{22}A_{22}^{*} \end{array} \right)\\ &=\left( \begin{array}{cc} A_{11}^{*} & 0 \\ 0 & A_{22}^{*} \end{array} \right)\left( \begin{array}{cc} A_{11} & 0 \\ 0 & A_{22} \end{array} \right)\text{ becasue } (A_{11}A_{11}^{*}=A_{11}^{*}A_{11}, A_{22}A_{22}^{*}=A_{22}^{*}A_{22})\\ &=A^{*}A \end{aligned} \right.$ If $A$ is normal, we get $\left. \begin{aligned} AA^{*}&=\left( \begin{array}{cc} A_{11}A_{11}^{*}+A_{12}A_{12}^{*} & A_{12}A_{22}^{*} \\ A_{22}A_{12}^{*} & A_{22}A_{22}^{*} \end{array} \right)\\ \end{aligned} \right.$ and $\left. \begin{aligned} A^{*}A=\left( \begin{array}{cc} A_{11}^{*}A_{11} & A_{11}^{*}A_{12} \\ A_{12}^{*}A_{11} & A_{12}^{*}A_{12}+A_{22}^{*}A_{22} \end{array} \right) \end{aligned} \right.$ Because $A$ is normal, it is easy to see that
$A_{11}^{*}A_{11}=A_{11}A_{11}^{*}+A_{12}A_{12}^{*}$ and it follows
that $\left. \begin{aligned} trace(A_{11}^{*}A_{11})&=trace(A_{11}A_{11}^{*}+A_{12}A_{12}^{*})\\ &=trace(A_{11}A_{11}^{*})+trace(A_{12}A_{12}^{*})\\ &=trace(A_{11}^{*}A_{11})+trace(A_{12}A_{12}^{*})\\ \end{aligned} \right.$ Finalli we get $trace(A_{12}A_{12}^{*})=0$ . It means
that $A_{12}=0$ .

Lemma 2: An upper triangular matrix is normal if and only if it is
diagonal.

Using Lemma 1 recursively, we can easily find that Lemma 2 is true.

Theorem: Hermitian matrix is unitarily diagonalizable.

Schur triangularization tells us that Hermitian matrix $A$ can be
unitarily transfomed into a upper triangular matrix with eigenvalues in
the diagonal. $U^{*}AU=T$ Next, $\left. \begin{aligned} TT^{*}&=U^{*}AUU^{*}A^{*}U\\ &=U^{*}AA^{*}U\\ &=U^{*}A^{*}AU\\ &=U^{*}A^{*}UU^{*}AU\\ &=T^{*}T \end{aligned} \right.$ yields that $T$ is a normal matrix. From Lemma 2, it
implies that $T$ is a diagonal matrix. Hence, hermitian matrix is
unitarily diagonalizable.