SelfAdjoint Matrices

Denition M.1
i) C
n
=
_
v = (v
1
, , v
n
)

v
i
C for all 1 i n
_
ii) If C and v = (v
1
, , v
n
), w = (w
1
, , w
n
) C
n
, then
v = (v
1
, , v
n
) C
n
v +w = (v
1
+w
1
, , v
n
+w
n
) C
n
v, w) =
n

j=1
v
j
w
j
C
|v| =
_
v, v) =
_
n

j=1
[v
j
[
2
_
1/2
The means complex conjugate. The zero vector 0 = (0, , 0).
iii) Two vectors v, w C
n
are said to be orthogonal (or perpendicular, denoted v w) if v, w) =
0.
iv) If v C
n
and A is the mn matrix whose (i, j) matrix element is A
i,j
, then Av is the vector
in C
m
with
(Av)
i
=
n

j=1
A
i,j
v
j
for all 1 i m
v) A linear subspace V of C
n
is a subset of C
n
that is closed under addition and scalar multipli-
cation. That is, if C and v, w V , then v, v +w V .
vi) A basis for a linear subspace V of C
n
is a set of vectors e
1
, , e
m
in V with the property that
every v V has a unique representation of the form v =

m
j=0
c
j
e
j
. In particular e
1
, , e
m
must
be linearly independent. That is,

m
j=0
c
j
e
j
= 0 c
1
= = c
m
= 0. All bases for a subspace
V always have the same number of vectors, called the dimension of V . A basis e
1
, , e
m
is said
to be orthonormal if e
i
, e
j
) = 0 for all 1 i < j m and |e
i
| for all 1 i m.
vii) A vector v C
n
is said to be an eigenvector of the n n matrix A of eigenvalue if v ,= 0
and Av = v. The eigenspace of eigenvalue for A is
_
v C
n

Av = v
_
. Note that it is a
linear subspace of C
n
and, in particular, always contains 0.
viii) If V is a subset of C
n
, then its orthogonal complement is
V

=
_
v C
n

v w for all w V
_
Problem M.1 Let V C
n
. Prove that V

is a linear subspace of C
n
.
Problem M.2 Let V be a linear subspace of C
n
. Prove that each w C
n
has a unique
decomposition of the form w = v +v

with v V and v

.
March 6, 2008 SelfAdjoint Matrices 1
Lemma M.2 Let V be a linear subspace of C
n
of dimension at least one. Let A be an n n
matrix that maps V into V (i.e. w V Aw V ). Then A has an eigenvector in V .
Proof: Let e
1
, , e
d
be a basis for V . As A maps V into itself, there exist numbers a
i,j
, 1
i, j d such that
Ae
j
=
d

i=1
a
i,j
e
i
for all 1 j d
Consequently, A maps the vector w =

d
j=1
x
j
e
j
V to
Aw =
d

i,j=1
a
i,j
x
j
e
i
so that w is an eigenvector of A of eigenvalue if and only if, rstly, not all of the x
j
s are zero
and, secondly,
d

i,j=1
a
i,j
x
j
e
i
=
d

i=1
x
i
e
i

d

j=1
a
i,j
x
j
= x
i
for all 1 i d

j=1
_
a
i,j

i,j
_
x
j
= 0 for all 1 i d
where
i,j
is 1 for i = j and 0 for i ,= j. For any given , the linear system of equations

d
j=1
_
a
i,j

i,j
_
x
j
= 0 for all 1 i d has a nontrivial solution (x
1
, , x
d
) if and only if
the d d matrix
_
a
i,j

i,j

1i,jd
fails to be invertible and this, in turn, is the case if and only
if det
_
a
i,j

i,j

= 0. But det
_
a
i,j

i,j

= 0 is a polynomial of degree d in and so always

vanishes for at least one value of .
Denition M.3 (Adjoint) The adjoint of the r c matrix A is the c r matrix
A

i,j
= A
j,i
Problem M.3 Let A and B be any n n matrices. Prove that B = A

if and only if Bv, w) =

v, Aw) for all v, w C
n
.
Problem M.4 Let A be any n n matrix. Let V be any linear subspace of C
n
and V

its
orthogonal complement. Prove that if AV V (i.e. w V Aw V ), then A

.
Denition M.4 (Normal, SelfAdjoint, Unitary)
i) An n n matrix A is normal if AA

= A

A. That is, if A commutes with its adjoint.

ii) An n n matrix A is selfadjoint if A = A

.
iii) An nn matrix U is unitary if UU

= 1l. Here 1l is the nn identity matrix. Its (i, j) matrix

element is one if i = j and zero otherwise.
March 6, 2008 SelfAdjoint Matrices 2
Problem M.5 Let A be a normal matrix. Let be an eigenvalue of A and V the eigenspace of
A of eigenvalue . Prove that V is the eigenspace of A

of eigenvalue

.
Problem M.6 Let A be a normal matrix. Let v and w be eigenvectors of A with dierent
eigenvalues. Prove that v w.
Problem M.7 Let A be a self-adjoint matrix. Prove that
a) A is normal
b) Every eigenvalue of A is real.
Problem M.8 Let U be a unitary matrix. Prove that
a) U is normal
b) Every eigenvalue of U obeys [[ = 1, i.e. is of modulus one.
Theorem M.5 Let n 1 be an integer. Let A be a normal matrix. Then there exists an
orthonormal basis e
1
, , e
n
of C
n
such that e
j
is an eigenvector of A for every 1 j n.
Proof: By Lemma M.2, with V = C
n
, there exists a nonzero vector v
1
that is an eigenvector for
A. Set e
1
=
v
1
v
1

and V
1
=
_
e
1

C
_
. By Problem M.5, e
1
is also an eigenvector of A

, so
A

V
1
V
1
. By Problem M.4, with A replaced by A

, AV

1
= (A

1
V

1
.
By Lemma M.2, with V = V

1
, there exists a nonzero vector v
2
V

1
that is an eigenvector for
A. Choose e
2
=
v
2
v
2

. As e
2
V

1
, e
2
is orthogonal to e
1
. Dene V
2
=
_

1
e
1
+
2
e
2

1
,
2
C
_
.
By Problem M.5, e
2
is also an eigenvector of A

, so A

V
2
V
2
. By Problem M.4, with A replaced
by A

, AV

2
= (A

2
V

2
.
By Lemma M.2, with V = V

2
, there exists a nonzero vector v
3
V

2
that is an eigenvector
for A. Choose e
3
=
v
3
v
3

. As e
3
V

2
, e
3
is orthogonal to both e
1
and e
2
. And so on.
March 6, 2008 SelfAdjoint Matrices 3