COMPLEX MATRICES and THEIR PROPERTIES Mrs
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MATH 2370, Practice Problems
MATH 2370, Practice Problems Kiumars Kaveh Problem: Prove that an n × n complex matrix A is diagonalizable if and only if there is a basis consisting of eigenvectors of A. Problem: Let A : V ! W be a one-to-one linear map between two finite dimensional vector spaces V and W . Show that the dual map A0 : W 0 ! V 0 is surjective. Problem: Determine if the curve 2 2 2 f(x; y) 2 R j x + y + xy = 10g is an ellipse or hyperbola or union of two lines. Problem: Show that if a nilpotent matrix is diagonalizable then it is the zero matrix. Problem: Let P be a permutation matrix. Show that P is diagonalizable. Show that if λ is an eigenvalue of P then for some integer m > 0 we have λm = 1 (i.e. λ is an m-th root of unity). Hint: Note that P m = I for some integer m > 0. Problem: Show that if λ is an eigenvector of an orthogonal matrix A then jλj = 1. n Problem: Take a vector v 2 R and let H be the hyperplane orthogonal n n to v. Let R : R ! R be the reflection with respect to a hyperplane H. Prove that R is a diagonalizable linear map. Problem: Prove that if λ1; λ2 are distinct eigenvalues of a complex matrix A then the intersection of the generalized eigenspaces Eλ1 and Eλ2 is zero (this is part of the Spectral Theorem). 1 Problem: Let H = (hij) be a 2 × 2 Hermitian matrix. Use the Min- imax Principle to show that if λ1 ≤ λ2 are the eigenvalues of H then λ1 ≤ h11 ≤ λ2. -
Lecture 2: Spectral Theorems
Lecture 2: Spectral Theorems This lecture introduces normal matrices. The spectral theorem will inform us that normal matrices are exactly the unitarily diagonalizable matrices. As a consequence, we will deduce the classical spectral theorem for Hermitian matrices. The case of commuting families of matrices will also be studied. All of this corresponds to section 2.5 of the textbook. 1 Normal matrices Definition 1. A matrix A 2 Mn is called a normal matrix if AA∗ = A∗A: Observation: The set of normal matrices includes all the Hermitian matrices (A∗ = A), the skew-Hermitian matrices (A∗ = −A), and the unitary matrices (AA∗ = A∗A = I). It also " # " # 1 −1 1 1 contains other matrices, e.g. , but not all matrices, e.g. 1 1 0 1 Here is an alternate characterization of normal matrices. Theorem 2. A matrix A 2 Mn is normal iff ∗ n kAxk2 = kA xk2 for all x 2 C : n Proof. If A is normal, then for any x 2 C , 2 ∗ ∗ ∗ ∗ ∗ 2 kAxk2 = hAx; Axi = hx; A Axi = hx; AA xi = hA x; A xi = kA xk2: ∗ n n Conversely, suppose that kAxk = kA xk for all x 2 C . For any x; y 2 C and for λ 2 C with jλj = 1 chosen so that <(λhx; (A∗A − AA∗)yi) = jhx; (A∗A − AA∗)yij, we expand both sides of 2 ∗ 2 kA(λx + y)k2 = kA (λx + y)k2 to obtain 2 2 ∗ 2 ∗ 2 ∗ ∗ kAxk2 + kAyk2 + 2<(λhAx; Ayi) = kA xk2 + kA yk2 + 2<(λhA x; A yi): 2 ∗ 2 2 ∗ 2 Using the facts that kAxk2 = kA xk2 and kAyk2 = kA yk2, we derive 0 = <(λhAx; Ayi − λhA∗x; A∗yi) = <(λhx; A∗Ayi − λhx; AA∗yi) = <(λhx; (A∗A − AA∗)yi) = jhx; (A∗A − AA∗)yij: n ∗ ∗ n Since this is true for any x 2 C , we deduce (A A − AA )y = 0, which holds for any y 2 C , meaning that A∗A − AA∗ = 0, as desired. -
Rotation Matrix - Wikipedia, the Free Encyclopedia Page 1 of 22
Rotation matrix - Wikipedia, the free encyclopedia Page 1 of 22 Rotation matrix From Wikipedia, the free encyclopedia In linear algebra, a rotation matrix is a matrix that is used to perform a rotation in Euclidean space. For example the matrix rotates points in the xy -Cartesian plane counterclockwise through an angle θ about the origin of the Cartesian coordinate system. To perform the rotation, the position of each point must be represented by a column vector v, containing the coordinates of the point. A rotated vector is obtained by using the matrix multiplication Rv (see below for details). In two and three dimensions, rotation matrices are among the simplest algebraic descriptions of rotations, and are used extensively for computations in geometry, physics, and computer graphics. Though most applications involve rotations in two or three dimensions, rotation matrices can be defined for n-dimensional space. Rotation matrices are always square, with real entries. Algebraically, a rotation matrix in n-dimensions is a n × n special orthogonal matrix, i.e. an orthogonal matrix whose determinant is 1: . The set of all rotation matrices forms a group, known as the rotation group or the special orthogonal group. It is a subset of the orthogonal group, which includes reflections and consists of all orthogonal matrices with determinant 1 or -1, and of the special linear group, which includes all volume-preserving transformations and consists of matrices with determinant 1. Contents 1 Rotations in two dimensions 1.1 Non-standard orientation -
Math 223 Symmetric and Hermitian Matrices. Richard Anstee an N × N Matrix Q Is Orthogonal If QT = Q−1
Math 223 Symmetric and Hermitian Matrices. Richard Anstee An n × n matrix Q is orthogonal if QT = Q−1. The columns of Q would form an orthonormal basis for Rn. The rows would also form an orthonormal basis for Rn. A matrix A is symmetric if AT = A. Theorem 0.1 Let A be a symmetric n × n matrix of real entries. Then there is an orthogonal matrix Q and a diagonal matrix D so that AQ = QD; i.e. QT AQ = D: Note that the entries of M and D are real. There are various consequences to this result: A symmetric matrix A is diagonalizable A symmetric matrix A has an othonormal basis of eigenvectors. A symmetric matrix A has real eigenvalues. Proof: The proof begins with an appeal to the fundamental theorem of algebra applied to det(A − λI) which asserts that the polynomial factors into linear factors and one of which yields an eigenvalue λ which may not be real. Our second step it to show λ is real. Let x be an eigenvector for λ so that Ax = λx. Again, if λ is not real we must allow for the possibility that x is not a real vector. Let xH = xT denote the conjugate transpose. It applies to matrices as AH = AT . Now xH x ≥ 0 with xH x = 0 if and only if x = 0. We compute xH Ax = xH (λx) = λxH x. Now taking complex conjugates and transpose (xH Ax)H = xH AH x using that (xH )H = x. Then (xH Ax)H = xH Ax = λxH x using AH = A. -
7 Spectral Properties of Matrices
7 Spectral Properties of Matrices 7.1 Introduction The existence of directions that are preserved by linear transformations (which are referred to as eigenvectors) has been discovered by L. Euler in his study of movements of rigid bodies. This work was continued by Lagrange, Cauchy, Fourier, and Hermite. The study of eigenvectors and eigenvalues acquired in- creasing significance through its applications in heat propagation and stability theory. Later, Hilbert initiated the study of eigenvalue in functional analysis (in the theory of integral operators). He introduced the terms of eigenvalue and eigenvector. The term eigenvalue is a German-English hybrid formed from the German word eigen which means “own” and the English word “value”. It is interesting that Cauchy referred to the same concept as characteristic value and the term characteristic polynomial of a matrix (which we introduce in Definition 7.1) was derived from this naming. We present the notions of geometric and algebraic multiplicities of eigen- values, examine properties of spectra of special matrices, discuss variational characterizations of spectra and the relationships between matrix norms and eigenvalues. We conclude this chapter with a section dedicated to singular values of matrices. 7.2 Eigenvalues and Eigenvectors Let A Cn×n be a square matrix. An eigenpair of A is a pair (λ, x) C (Cn∈ 0 ) such that Ax = λx. We refer to λ is an eigenvalue and to ∈x is× an eigenvector−{ } . The set of eigenvalues of A is the spectrum of A and will be denoted by spec(A). If (λ, x) is an eigenpair of A, the linear system Ax = λx has a non-trivial solution in x. -
Lecture 7 We Know from a Previous Lecture Thatρ(A) a for Any ≤ ||| ||| � Chapter 6 + Appendix D: Location and Perturbation of Matrix Norm
KTH ROYAL INSTITUTE OF TECHNOLOGY Eigenvalue Perturbation Results, Motivation Lecture 7 We know from a previous lecture thatρ(A) A for any ≤ ||| ||| � Chapter 6 + Appendix D: Location and perturbation of matrix norm. That is, we know that all eigenvalues are in a eigenvalues circular disk with radius upper bounded by any matrix norm. � Some other results on perturbed eigenvalue problems More precise results? � Chapter 8: Nonnegative matrices What can be said about the eigenvalues and eigenvectors of Magnus Jansson/Mats Bengtsson, May 11, 2016 A+�B when� is small? 2 / 29 Geršgorin circles Geršgorin circles, cont. Geršgorin’s Thm: LetA=D+B, whereD= diag(d 1,...,d n), IfG(A) contains a region ofk circles that are disjoint from the andB=[b ] M has zeros on the diagonal. Define rest, then there arek eigenvalues in that region. ij ∈ n n 0.6 r �(B)= b i | ij | j=1 0.4 �j=i � 0.2 ( , )= : �( ) ] C D B z C z d r B λ i { ∈ | − i |≤ i } Then, all eigenvalues ofA are located in imag[ 0 n λ (A) G(A) = C (D,B) k -0.2 k ∈ i ∀ i=1 � -0.4 TheC i (D,B) are called Geršgorin circles. 0 0.2 0.4 0.6 0.8 1 1.2 1.4 real[ λ] 3 / 29 4 / 29 Geršgorin, Improvements Invertibility and stability SinceA T has the same eigenvalues asA, we can do the same IfA M is strictly diagonally dominant such that ∈ n but summing over columns instead of rows. We conclude that n T aii > aij i λi (A) G(A) G(A ) i | | | |∀ ∈ ∩ ∀ j=1 �j=i � 1 SinceS − AS has the same eigenvalues asA, the above can be then “improved” by 1. -
Complex Inner Product Spaces
MATH 355 Supplemental Notes Complex Inner Product Spaces Complex Inner Product Spaces The Cn spaces The prototypical (and most important) real vector spaces are the Euclidean spaces Rn. Any study of complex vector spaces will similar begin with Cn. As a set, Cn contains vectors of length n whose entries are complex numbers. Thus, 2 i ` 3 5i C3, » ´ fi P i — ffi – fl 5, 1 is an element found both in R2 and C2 (and, indeed, all of Rn is found in Cn), and 0, 0, 0, 0 p ´ q p q serves as the zero element in C4. Addition and scalar multiplication in Cn is done in the analogous way to how they are performed in Rn, except that now the scalars are allowed to be nonreal numbers. Thus, to rescale the vector 3 i, 2 3i by 1 3i, we have p ` ´ ´ q ´ 3 i 1 3i 3 i 6 8i 1 3i ` p ´ qp ` q ´ . p ´ q « 2 3iff “ « 1 3i 2 3i ff “ « 11 3iff ´ ´ p ´ qp´ ´ q ´ ` Given the notation 3 2i for the complex conjugate 3 2i of 3 2i, we adopt a similar notation ` ´ ` when we want to take the complex conjugate simultaneously of all entries in a vector. Thus, 3 4i 3 4i ´ ` » 2i fi » 2i fi if z , then z ´ . “ “ — 2 5iffi — 2 5iffi —´ ` ffi —´ ´ ffi — 1 ffi — 1 ffi — ´ ffi — ´ ffi – fl – fl Both z and z are vectors in C4. In general, if the entries of z are all real numbers, then z z. “ The inner product in Cn In Rn, the length of a vector x ?x x is a real, nonnegative number. -
On Almost Normal Matrices
W&M ScholarWorks Undergraduate Honors Theses Theses, Dissertations, & Master Projects 6-2013 On Almost Normal Matrices Tyler J. Moran College of William and Mary Follow this and additional works at: https://scholarworks.wm.edu/honorstheses Part of the Mathematics Commons Recommended Citation Moran, Tyler J., "On Almost Normal Matrices" (2013). Undergraduate Honors Theses. Paper 574. https://scholarworks.wm.edu/honorstheses/574 This Honors Thesis is brought to you for free and open access by the Theses, Dissertations, & Master Projects at W&M ScholarWorks. It has been accepted for inclusion in Undergraduate Honors Theses by an authorized administrator of W&M ScholarWorks. For more information, please contact [email protected]. On Almost Normal Matrices A thesis submitted in partial fulllment of the requirement for the degree of Bachelor of Science in Mathematics from The College of William and Mary by Tyler J. Moran Accepted for Ilya Spitkovsky, Director Charles Johnson Ryan Vinroot Donald Campbell Williamsburg, VA April 3, 2013 Abstract An n-by-n matrix A is called almost normal if the maximal cardinality of a set of orthogonal eigenvectors is at least n−1. We give several basic properties of almost normal matrices, in addition to studying their numerical ranges and Aluthge transforms. First, a criterion for these matrices to be unitarily irreducible is established, in addition to a criterion for A∗ to be almost normal and a formula for the rank of the self commutator of A. We then show that unitarily irreducible almost normal matrices cannot have flat portions on the boundary of their numerical ranges and that the Aluthge transform of A is never normal when n > 2 and A is unitarily irreducible and invertible. -
Inclusion Relations Between Orthostochastic Matrices And
Linear and Multilinear Algebra, 1987, Vol. 21, pp. 253-259 Downloaded By: [Li, Chi-Kwong] At: 00:16 20 March 2009 Photocopying permitted by license only 1987 Gordon and Breach Science Publishers, S.A. Printed in the United States of America Inclusion Relations Between Orthostochastic Matrices and Products of Pinchinq-- Matrices YIU-TUNG POON Iowa State University, Ames, lo wa 5007 7 and NAM-KIU TSING CSty Poiytechnic of HWI~K~tig, ;;e,~g ,?my"; 2nd A~~KI:Lkwe~ity, .Auhrn; Al3b3m-l36849 Let C be thc set of ail n x n urthusiuihaatic natiiccs and ;"', the se! of finite prnd~uctpof n x n pinching matrices. Both sets are subsets of a,, the set of all n x n doubly stochastic matrices. We study the inclusion relations between C, and 9'" and in particular we show that.'P,cC,b~t-~p,t~forn>J,andthatC~$~~fori123. 1. INTRODUCTION An n x n matrix is said to be doubly stochastic (d.s.) if it has nonnegative entries and ail row sums and column sums are 1. An n x n d.s. matrix S = (sij)is said to be orthostochastic (0.s.) if there is a unitary matrix U = (uij) such that 2 sij = luijl , i,j = 1, . ,n. Following [6], we write S = IUI2. The set of all n x n d.s. (or 0s.) matrices will be denoted by R, (or (I,, respectively). If P E R, can be expressed as 1-t (1 2 54 Y. T POON AND N K. TSING Downloaded By: [Li, Chi-Kwong] At: 00:16 20 March 2009 for some permutation matrix Q and 0 < t < I, then we call P a pinching matrix. -
C*-Algebras, Classification, and Regularity
C*-algebras, classification, and regularity Aaron Tikuisis [email protected] University of Aberdeen Aaron Tikuisis C*-algebras, classification, and regularity C*-algebras The canonical C*-algebra is B(H) := fcontinuous linear operators H ! Hg; where H is a (complex) Hilbert space. B(H) is a (complex) algebra: multiplication = composition of operators. Operators are continuous if and only if they are bounded (operator) norm on B(H). ∗ Every operator T has an adjoint T involution on B(H). A C*-algebra is a subalgebra of B(H) which is norm-closed and closed under adjoints. Aaron Tikuisis C*-algebras, classification, and regularity C*-algebras The canonical C*-algebra is B(H) := fcontinuous linear operators H ! Hg; where H is a (complex) Hilbert space. B(H) is a (complex) algebra: multiplication = composition of operators. Operators are continuous if and only if they are bounded (operator) norm on B(H). ∗ Every operator T has an adjoint T involution on B(H). A C*-algebra is a subalgebra of B(H) which is norm-closed and closed under adjoints. Aaron Tikuisis C*-algebras, classification, and regularity C*-algebras The canonical C*-algebra is B(H) := fcontinuous linear operators H ! Hg; where H is a (complex) Hilbert space. B(H) is a (complex) algebra: multiplication = composition of operators. Operators are continuous if and only if they are bounded (operator) norm on B(H). ∗ Every operator T has an adjoint T involution on B(H). A C*-algebra is a subalgebra of B(H) which is norm-closed and closed under adjoints. Aaron Tikuisis C*-algebras, classification, and regularity C*-algebras The canonical C*-algebra is B(H) := fcontinuous linear operators H ! Hg; where H is a (complex) Hilbert space. -
Commutative Quaternion Matrices for Its Applications
Commutative Quaternion Matrices Hidayet H¨uda KOSAL¨ and Murat TOSUN November 26, 2016 Abstract In this study, we introduce the concept of commutative quaternions and commutative quaternion matrices. Firstly, we give some properties of commutative quaternions and their Hamilton matrices. After that we investigate commutative quaternion matrices using properties of complex matrices. Then we define the complex adjoint matrix of commutative quaternion matrices and give some of their properties. Mathematics Subject Classification (2000): 11R52;15A33 Keywords: Commutative quaternions, Hamilton matrices, commu- tative quaternion matrices. 1 INTRODUCTION Sir W.R. Hamilton introduced the set of quaternions in 1853 [1], which can be represented as Q = {q = t + xi + yj + zk : t,x,y,z ∈ R} . Quaternion bases satisfy the following identities known as the i2 = j2 = k2 = −1, ij = −ji = k, jk = −kj = i, ki = −ik = j. arXiv:1306.6009v1 [math.AG] 25 Jun 2013 From these rules it follows immediately that multiplication of quaternions is not commutative. So, it is not easy to study quaternion algebra problems. Similarly, it is well known that the main obstacle in study of quaternion matrices, dating back to 1936 [2], is the non-commutative multiplication of quaternions. In this sense, there exists two kinds of its eigenvalue, called right eigenvalue and left eigenvalue. The right eigenvalues and left eigenvalues of quaternion matrices must be not the same. The set of right eigenvalues is always nonempty, and right eigenvalues are well studied in literature [3]. On the contrary, left eigenvalues are less known. Zhang [4], commented that the set of left eigenvalues is not easy to handle, and few result have been obtained. -
Unitary-And-Hermitian-Matrices.Pdf
11-24-2014 Unitary Matrices and Hermitian Matrices Recall that the conjugate of a complex number a + bi is a bi. The conjugate of a + bi is denoted a + bi or (a + bi)∗. − In this section, I’ll use ( ) for complex conjugation of numbers of matrices. I want to use ( )∗ to denote an operation on matrices, the conjugate transpose. Thus, 3 + 4i = 3 4i, 5 6i =5+6i, 7i = 7i, 10 = 10. − − − Complex conjugation satisfies the following properties: (a) If z C, then z = z if and only if z is a real number. ∈ (b) If z1, z2 C, then ∈ z1 + z2 = z1 + z2. (c) If z1, z2 C, then ∈ z1 z2 = z1 z2. · · The proofs are easy; just write out the complex numbers (e.g. z1 = a+bi and z2 = c+di) and compute. The conjugate of a matrix A is the matrix A obtained by conjugating each element: That is, (A)ij = Aij. You can check that if A and B are matrices and k C, then ∈ kA + B = k A + B and AB = A B. · · You can prove these results by looking at individual elements of the matrices and using the properties of conjugation of numbers given above. Definition. If A is a complex matrix, A∗ is the conjugate transpose of A: ∗ A = AT . Note that the conjugation and transposition can be done in either order: That is, AT = (A)T . To see this, consider the (i, j)th element of the matrices: T T T [(A )]ij = (A )ij = Aji =(A)ji = [(A) ]ij. Example. If 1 2i 4 1 + 2i 2 i 3i ∗ − A = − , then A = 2 + i 2 7i .