Normal Matrices
[13/100%]Is a normal matrix?
Give examples of two distinct classes of normal matrices that are real but not symmetric.
Show that is normal and has real eigenvalues if and only if is symmetric.
Prove that the eigenvalues of a real skew-symmetric or skew-hermitian matrix must be pure imaginary numbers (i.e., multiples of ).
When trying to decide what's true about matrices and what's not, it helps to think in terms of the following associations.
For example, the complex function maps the imaginary axis in the complex plane to points on the unit circle because whenever . It's therefore reasonable to conjecture (as Cayley did in 1846) that if is skew hermitian (or real skew symmetric), then
is unitary (or orthogonal). Prove this is indeed correct.
Expression has come to be known as the Cayley transformation.
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.
Construct an example to show that the converse of the statement ``if is normal, then whenever '' is false. In other words, show that it is possible for whenever without being normal.
Explain why a triangular matrix is normal if and only if it is diagonal.
Use the result of Exercise 7.5.8 to give an alternate proof of the unitary diagonalization theorem, which states that is unitarily similar to a diagonal matrix if and only if .
For a normal matrix , explain why is an eigenpair for if and only if is an eigenpair for .
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 is hermitian with eigenvalues , then
and the max-min part asserts the analogous formula
The Courant--Fischer theorem has the following alternate formulation, for :
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.
Explain why every unitary matrix is unitarily similar to a diagonal matrix of the form
Prove that every orthogonal matrix is orthogonally similar to a real block-diagonal matrix of the form