厄尔米特矩阵
A
H
=
A
\mathbf{A}^H=\mathbf{A}
AH=A
H
H
H为共轭转置
λ
‾
\overline{\lambda}
λ为
λ
\lambda
λ的共轭复数
证明:
A
x
=
λ
x
\mathbf{Ax}=\lambda \mathbf{x}
Ax=λx
其中
λ
\lambda
λ为
A
\mathbf{A}
A的特征值,
x
\mathbf{x}
x为
λ
\lambda
λ对应的特征向量
A
x
=
λ
x
x
H
A
H
=
λ
H
x
H
x
H
A
H
=
λ
‾
x
H
x
H
A
H
x
=
λ
‾
x
H
x
x
H
A
x
=
λ
‾
x
H
x
x
H
λ
x
=
λ
‾
x
H
x
(
λ
−
λ
‾
)
x
H
x
=
0
λ
=
λ
‾
\begin{aligned} \mathbf{Ax}&=\lambda \mathbf{x}\\ \mathbf{x}^H\mathbf{A}^H&=\lambda^H \mathbf{x}^H\\ \mathbf{x}^H\mathbf{A}^H&=\overline{\lambda} \mathbf{x}^H\\ \mathbf{x}^H\mathbf{A}^H\mathbf{x}&=\overline{\lambda} \mathbf{x}^H\mathbf{x}\\ \mathbf{x}^H\mathbf{A}\mathbf{x}&=\overline{\lambda} \mathbf{x}^H\mathbf{x}\\ \mathbf{x}^H\lambda \mathbf{x}&=\overline{\lambda} \mathbf{x}^H\mathbf{x}\\ \left(\lambda-\overline{\lambda}\right)\mathbf{x}^H \mathbf{x}&=0\\ \lambda&=\overline{\lambda}\\ \end{aligned}
AxxHAHxHAHxHAHxxHAxxHλx(λ−λ)xHxλ=λx=λHxH=λxH=λxHx=λxHx=λxHx=0=λ
同理,实对称矩阵的特征值也是实数