Chapter 5 (Eigenvalues and Eigenvectors): Complex eigenvalues (复特征值)

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本文为《Linear algebra and its applications》的读书笔记

Real and Imaginary Parts of Vectors

向量的实部和虚部

The complex conjugate (共轭) of a complex vector $\boldsymbol x$ in $\mathbb C^n$ is the vector $\boldsymbol x$ in $\mathbb C^n$ whose entries are the complex conjugates of the entries in $\boldsymbol x$ . The real and imaginary parts of a complex vector $\boldsymbol x$ are the vectors $\text{Re}\boldsymbol x$ and $\text{Im}\boldsymbol x$ in $\mathbb R^n$ formed from the real and imaginary parts of the entries of $\boldsymbol x$ .

EXAMPLE 4

If
then
If $B$ is an $\times n$ matrix with possibly complex entries, then $\overline B$ denotes the matrix whose entries are the complex conjugates of the entries in $B$ . Properties of conjugates for complex numbers carry over to (适用于) complex matrix algebra:

Complex eigenvalues

The matrix eigenvalue–eigenvector theory already developed for $\mathbb R^n$ applies equally well to $\mathbb C^n$ . So a complex scalar $\lambda$ satisfies $\text{det}(A -\lambda I)= 0$ if and only if there is a nonzero vector $\boldsymbol x$ in $\mathbb C^n$ such that $A\boldsymbol x =\lambda \boldsymbol x$ . We call $\lambda$ a (complex) eigenvalue and $\boldsymbol x$ a (complex) eigenvector corresponding to $\lambda$ .
- This section shows that these roots provide critical information about $A$ . The key is to let $A$ act on the space $\mathbb C^n$ of $n$ -tuples of complex numbers.

Here and elsewhere, we use the term complex eigenvalue to refer to an eigenvalue $\lambda= a + bi$ , with $\neq 0$ .

EXAMPLE 2

Let $=\begin{bmatrix} .5 &-.6\\.75&1.1\end{bmatrix}$ . Find the eigenvalues of $A$ , and find a basis for each eigenspace.

SOLUTION

The characteristic equation of $A$ is
For the eigenvalue $\lambda =.8 - .6i$ , construct
Row reduction of the usual augmented matrix is quite unpleasant by hand because of the complex arithmetic. However, here is a nice observation that really simplifies matters: Since $. 8 - . 6 i$ is an eigenvalue, the systemhas a nontrivial solution. Therefore, both equations determine the same relationship between $x_1$ and $x_2$ , and either equation can be used to express one variable in terms of the other. The second equation leads to
Choose $x_2 = 5$ to eliminate the decimals, and obtain $x_1 = -2 - 4i$ . A basis for the eigenspace corresponding to $\lambda =.8 - .6i$ is
Analogous calculations for $\lambda=.8 +.6i$ produce the eigenvector
Surprisingly, the matrix $A$ in determines a transformation $\boldsymbol x \mapsto A\boldsymbol x$ that is essentially a rotation. (The secret to the rotation is hidden in the real and imaginary parts (实部和虚部) of a complex eigenvector.)
- One way to see how multiplication by the matrix $A$ affects points is to plot an arbitrary initial point—say, $\boldsymbol x_0 = (2, 0)$ —and then to plot successive images of this point under repeated multiplications by $A$ .

Eigenvalues and Eigenvectors of a Real Matrix That Acts on $\mathbb C^n$

实矩阵中，复特征值以共轭复数对的形式出现

Let $A$ be an $\times n$ matrix whose entries are real. If $\lambda$ is an eigenvalue of $A$ and $\boldsymbol x$ is a corresponding eigenvector in $\mathbb C^n$ , then
Hence $\overline \lambda$ is also an eigenvalue of $A$ , with $\overline \boldsymbol x$ a corresponding eigenvector.
This shows that when $A$ is real, its complex eigenvalues occur in conjugate pairs.

实矩阵 $\begin{bmatrix} a &-b\\b&a\end{bmatrix}$ 对应的变换

The next example provides the basic “building block” for all real $\times 2$ matrices with complex eigenvalues.

EXAMPLE 6

If $=\begin{bmatrix} a &-b\\b&a\end{bmatrix}$ , where $a$ and $b$ are real and not both zero, then the eigenvalues of $C$ are $\lambda= a \pm bi$ . Also, if $|\lambda|=\sqrt{ a^2 + b^2}$ , then
where $\phi$ is the angle between the positive $x$ -axis and the ray (射线) from $(0, 0)$ through $(a, b)$ . The angle $\phi$ is called the $a r g u m e n t$ (幅角) of $\lambda= a + bi$ .
Thus the transformation $\boldsymbol x\mapsto C\boldsymbol x$ may be viewed as the composition of a rotation through the angle $\phi$ and a scaling by $|\lambda|$ (see Figure 3).

含复特征值的实矩阵对应的旋转变换

Finally, we are ready to uncover the rotation that is hidden within a real matrix having a complex eigenvalue.

EXAMPLE 7

Let $=\begin{bmatrix} .5 &-.6\\.75&1.1\end{bmatrix}$ , $\lambda=.8-.6i$ , and $\boldsymbol v_1 =\begin{bmatrix} -2-4i\\5\end{bmatrix}$ , as in Example 2. Also, let $P$ be the $\times 2$ real matrix
and let
By Example 6, $C$ is a pure rotation because $|\lambda|^2=(.8)^2+(.6)^2=1$ . From $C = P^{-1}AP$ , we obtain
Here is the rotation “inside” $A$ ! The matrix $P$ provides a change of variable, say, $\boldsymbol x = P\boldsymbol u$ . The action of $A$ amounts to a change of variable from $\boldsymbol x$ to $\boldsymbol u$ , followed by a rotation, and then a return to the original variable. See Figure 4.
The rotation produces an ellipse, as in Figure 1, instead of a circle, because the coordinate system determined by the columns of $P$ is not rectangular and does not have equal unit lengths on the two axes.

在这里插入图片描述
PROOF

The proof uses the fact that if the entries in $A$ are real, then $A(Re\boldsymbol x)= Re(A\boldsymbol x)$ and $A(Im\boldsymbol x)= Im(A\boldsymbol x)$ ([Hint]: Write $\boldsymbol x = Re \boldsymbol x + i(Im \boldsymbol x)$ ,), and if $\boldsymbol x$ is an eigenvector for a complex eigenvalue, then $Re\boldsymbol x$ and $Im\boldsymbol x$ are linearly independent in $\mathbb R^2$ .

The phenomenon displayed in Example 7 persists in higher dimensions.
- For instance, if $A$ is a $\times 3$ matrix with a complex eigenvalue, then there is a plane in $\mathbb R^3$ on which $A$ acts as a rotation (possibly combined with scaling). Every vector in that plane is rotated into another point on the same plane. We say that the plane is invariant under $A$ .

EXAMPLE 8

The matrix $=\begin{bmatrix} .8 &-.6&0\\.6&.8&0\\0&0&1.07\end{bmatrix}$ has eigenvalues $\pm .6i$ and 1.07. Any vector $\boldsymbol w_0$ in the $x_1x_2$ -plane (with third coordinate 0) is rotated by $A$ into another point in the plane. Any vector $\boldsymbol x_0$ not in the plane has its $x_3$ -coordinate multiplied by 1.07.

Supplementary exercises

Every eigenvalue of a symmetric matrix is necessarily real.

Let $A$ be an $\times n$ real matrix with the property that $A^T = A$ , let $\boldsymbol x$ be any vector in $\mathbb C^n$ . Show that if $A\boldsymbol x =\lambda \boldsymbol x$ for some nonzero vector $\boldsymbol x$ in $\mathbb C^n$ , then, in fact, $\lambda$ is real and the real part of $\boldsymbol x$ is an eigenvector of $A$ .

PROOF

(1) Let $\boldsymbol q = \overline\boldsymbol x^TA\boldsymbol x$ . The equalities below show that $\boldsymbol q$ is a real number by verifying that $\overline \boldsymbol q =\boldsymbol q$ .
$\bar{q}=\overline{\overline{\mathbf{x}}^{T} A \mathbf{x}}=\mathbf{x}^{T} \overline{{A} \mathbf{x}}=\mathbf{x}^{T} A \overline{\mathbf{x}}=\left(\mathbf{x}^{T} A \overline{\mathbf{x}}\right)^{T}=\overline{\mathbf{x}}^{T} A^{T} \mathbf{x}=q$ Since $\boldsymbol q = \overline\boldsymbol x^TA\boldsymbol x$ is a real number and $\overline\boldsymbol x^TA\boldsymbol x=\lambda \overline\boldsymbol x^T\boldsymbol x$ , $\lambda\overline\boldsymbol x^T\boldsymbol x$ is also a real number. Since $\overline\boldsymbol x^T\boldsymbol x$ is a real number, $\lambda$ is real.
(2) Since the real part of $\boldsymbol x$ equals $\frac{\boldsymbol x+\overline\boldsymbol x}{2}$ and $A\overline\boldsymbol x=\lambda\overline\boldsymbol x$ ,
$A\frac{\boldsymbol x+\overline\boldsymbol x}{2}=\frac{1}{2}(A\boldsymbol x+A\overline\boldsymbol x)=\frac{1}{2}(\lambda\boldsymbol x+\lambda\overline\boldsymbol x)=\lambda\frac{\boldsymbol x+\overline\boldsymbol x}{2}$