Section 7.5

Normal Matrices

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Problem 7.5.1

Is A=(5+i−2i24+2i)\mathbf{A} = \begin{pmatrix} 5+i & -2i \\ 2 & 4+2i \end{pmatrix} a normal matrix?

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Problem 7.5.2

Give examples of two distinct classes of normal matrices that are real but not symmetric.

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Problem 7.5.3

Show that A∈Rn×n\mathbf{A} \in \mathbb {R}^{n \times n} is normal and has real eigenvalues if and only if A\mathbf{A} is symmetric.

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Problem 7.5.4

Prove that the eigenvalues of a real skew-symmetric or skew-hermitian matrix must be pure imaginary numbers (i.e., multiples of ii).

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Problem 7.5.5

When trying to decide what's true about matrices and what's not, it helps to think in terms of the following associations.

Hermitian matrices⟷Real numbers (z‾=z).Skew-hermitian matrices⟷Imaginary numbers (z‾=−z).Unitary matrices⟷Points on the unit circle (z=eiθ). \begin{aligned} \text{Hermitian matrices} & \longleftrightarrow \text{Real numbers } (\overline{z}=z). \\ \text{Skew-hermitian matrices} & \longleftrightarrow \text{Imaginary numbers } (\overline{z}=-z). \\ \text{Unitary matrices} & \longleftrightarrow \text{Points on the unit circle } (z=e^{i\theta }). \end{aligned}

For example, the complex function f(z)=(1−z)(1+z)−1f(z) = (1-z)(1+z)^{-1} maps the imaginary axis in the complex plane to points on the unit circle because ∣f(z)∣2=1\left|f(z)\right|^2=1 whenever z‾=−z\overline{z}=-z. It's therefore reasonable to conjecture (as Cayley did in 1846) that if A\mathbf{A} is skew hermitian (or real skew symmetric), then

f(A)=(I−A)(I+A)−1=(I+A)−1(I−A) f(\mathbf{A}) = (\mathbf{I}-\mathbf{A})(\mathbf{I}+\mathbf{A})^{-1} = (\mathbf{I}+\mathbf{A})^{-1}(\mathbf{I}-\mathbf{A})

is unitary (or orthogonal). Prove this is indeed correct.

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Remark.
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Expression f(A)=(I−A)(I+A)−1=(I+A)−1(I−A)f(\mathbf{A}) = (\mathbf{I}-\mathbf{A})(\mathbf{I}+\mathbf{A})^{-1} = (\mathbf{I}+\mathbf{A})^{-1}(\mathbf{I}-\mathbf{A}) has come to be known as the Cayley transformation.

Problem 7.5.6

Show by example that a normal matrix can have a complete independent set of eigenvectors that are not orthonormal, and then explain how every complete independent set of eigenvectors for a normal matrix can be transformed into a complete orthonormal set of eigenvectors.

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Problem 7.5.7

Construct an example to show that the converse of the statement ``if A\mathbf{A} is normal, then N(A−λiI)⊥N(A−λjI)N(\mathbf{A}-\lambda_i\mathbf{I}) \perp N(\mathbf{A}-\lambda_j\mathbf{I}) whenever λi≠λj\lambda_i \ne \lambda_j'' is false. In other words, show that it is possible for N(A−λiI)⊥N(A−λjI)N(\mathbf{A}-\lambda_i\mathbf{I}) \perp N(\mathbf{A}-\lambda_j\mathbf{I}) whenever i≠ji \ne j without A\mathbf{A} being normal.

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Problem 7.5.8

Explain why a triangular matrix is normal if and only if it is diagonal.

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Problem 7.5.9

Use the result of Exercise 7.5.8 to give an alternate proof of the unitary diagonalization theorem, which states that A∈Cn×n\mathbf{A} \in \mathbb {C}^{n \times n} is unitarily similar to a diagonal matrix if and only if A∗A=AA∗\mathbf{A}^{*}\mathbf{A} = \mathbf{A}\mathbf{A}^{*}.

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Problem 7.5.10

For a normal matrix A\mathbf{A}, explain why (λ,x→)(\lambda , \overrightarrow {x}) is an eigenpair for A\mathbf{A} if and only if (λ‾,x→)(\overline{\lambda }, \overrightarrow {x}) is an eigenpair for A∗\mathbf{A}^{*}.

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Problem 7.5.11

To see if you understand the proof of the min-max part of the Courant--Fischer theorem, construct an analogous proof for the max-min part.

The Courant--Fischer theorem, min-max part: if A∈Cn×n\mathbf{A} \in \mathbb {C}^{n \times n} is hermitian with eigenvalues λ1≥λ2≥⋯≥λn\lambda_1 \ge \lambda_2 \ge \cdots \ge \lambda_n, then

λi=min⁡v→1,…,v→n−i∈Cnmax⁡x→⊥v→1,…,v→n−i∥x→∥2=1x→∗Ax→, \lambda _i = \min _{\overrightarrow {v}_1, \ldots , \overrightarrow {v}_{n-i} \in \mathbb {C}^{n}} \max _{\substack {\overrightarrow {x} \perp \overrightarrow {v}_1, \ldots , \overrightarrow {v}_{n-i} \\ \left\| \overrightarrow {x}\right\| _2 = 1}} \overrightarrow {x}^{*}\mathbf{A}\overrightarrow {x},

and the max-min part asserts the analogous formula

λi=max⁡dim⁡V=imin⁡y→∈V∥y→∥2=1y→∗Ay→. \lambda _i = \max _{\dim V = i} \min _{\substack {\overrightarrow {y} \in V \\ \left\| \overrightarrow {y}\right\| _2 = 1}} \overrightarrow {y}^{*}\mathbf{A}\overrightarrow {y}.
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Problem 7.5.12

The Courant--Fischer theorem has the following alternate formulation, for 1<i<n1 < i < n:

λi=max⁡v→1,…,v→n−i∈Cnmin⁡x→⊥v→1,…,v→n−i∥x→∥2=1x→∗Ax→andλi=min⁡v→1,…,v→i−1∈Cnmax⁡x→⊥v→1,…,v→i−1∥x→∥2=1x→∗Ax→. \lambda _i = \max _{\overrightarrow {v}_1, \ldots , \overrightarrow {v}_{n-i} \in \mathbb {C}^{n}} \min _{\substack {\overrightarrow {x} \perp \overrightarrow {v}_1, \ldots , \overrightarrow {v}_{n-i} \\ \left\| \overrightarrow {x}\right\| _2 = 1}} \overrightarrow {x}^{*}\mathbf{A}\overrightarrow {x} \quad \text{and} \quad \lambda _i = \min _{\overrightarrow {v}_1, \ldots , \overrightarrow {v}_{i-1} \in \mathbb {C}^{n}} \max _{\substack {\overrightarrow {x} \perp \overrightarrow {v}_1, \ldots , \overrightarrow {v}_{i-1} \\ \left\| \overrightarrow {x}\right\| _2 = 1}} \overrightarrow {x}^{*}\mathbf{A}\overrightarrow {x}.

To see if you really understand the proof of the min-max part of the Courant--Fischer theorem, adapt it to prove the alternate min-max formulation given above.

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Problem 7.5.13
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(a)

Explain why every unitary matrix is unitarily similar to a diagonal matrix of the form

D=(eiθ10⋯00eiθ2⋯0⋮⋮⋱⋮00⋯eiθn). \mathbf{D} = \begin{pmatrix} e^{i\theta _1} & 0 & \cdots & 0 \\ 0 & e^{i\theta _2} & \cdots & 0 \\ \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & \cdots & e^{i\theta _n} \end{pmatrix}.
(b)

Prove that every orthogonal matrix is orthogonally similar to a real block-diagonal matrix of the form

B=(±1⋱±1cos⁡θ1sin⁡θ1−sin⁡θ1cos⁡θ1⋱cos⁡θtsin⁡θt−sin⁡θtcos⁡θt). \mathbf{B} = \begin{pmatrix} \pm 1 & & & & & \\ & \ddots & & & & \\ & & \pm 1 & & & \\ & & & \cos \theta _1 & \sin \theta _1 & \\ & & & -\sin \theta _1 & \cos \theta _1 & \\ & & & & & \ddots \\ & & & & & & \cos \theta _t & \sin \theta _t \\ & & & & & & -\sin \theta _t & \cos \theta _t \end{pmatrix}.