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Complex Analysis 5

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7 views55 pages

Complex Analysis 5

Uploaded by

thekonan726
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Azərbaycan Dövlət

Neft və Sənaye
Universiteti

Complex
Analysis
Unitary and Hermitian
Matrices
Problems involving diagonalization of
complex matrices, and the associated
eigenvalue problems, require the
concept of and .

These matrices roughly correspond to


and .
In order to define unitary and
Hermitian matrices, we first introduce
the concept of the of a complex
.

The of a complex matrix , denoted by ,


is given by

where the entries of are the complex


conjugates of the corresponding
entries of .
Note that if is a matrix with real
entries, then .
To find the conjugate transpose of a
matrix, we first calculate the complex
conjugate of each entry and then take
the transpose of the matrix, as shown
in
. the following example.

Determine for the matrix


.

𝐀 ∗
=𝐀
𝑻
=
𝟎 [
𝟑−𝟕𝐢 −𝟐 𝐢
𝟒+ 𝐢 ]
We list several properties of the
conjugate transpose of a matrix in the
following theorem.
The proof of these properties is
If and are complex matrices and is a
complex number, then the following
properties are true:
i.
ii.
iii.
iv.
Unitary Matrices
Recall that a real matrix is orthogonal
if and only if .

In the complex system, matrices


having the property that are more
useful and we call such matrices .

.
A complex matrix is called if
.
Show that the following matrix is
unitary:

. Since
.
we conclude that .
Therefore, is a unitary matrix.

In , it is shown that a real matrix is


orthogonal if and only if its row (or
column) vectors form an orthonormal
set.
For complex matrices, this property
characterizes matrices that are .
Note that we call a set of vectors

in (complex Euclidean space) orthonormal


if the following are true:
a. for ;
b. for , .

.
An complex matrix is if and only if
its row (or column) vectors form an
orthonormal set in .
.
Show that the following complex
matrix is by showing that its set of
row vectors form an orthonormal set
in :
.
We let , , and be defined as follows:
.
The length of is
.
The vectors and can also be shown to
be unit vectors.

The inner product of and is given by


.
Similarly, and , and we can conclude
that is an orthonormal set.
Try showing that the column vectors of
also form an orthonormal set in .
Hermitian Matrices
From course, we know that a real
matrix is symmetric if it is equal to its
own transpose.

In the complex system, the more useful


type of matrix is one that is equal to
its own conjugate transpose.

We call such a matrix Hermitian after


the French mathematician Charles
.
A square matrix is if

As with symmetric matrices, we can


easily recognize Hermitian matrices by
inspection.
To see this, consider the matrix:
The conjugate transpose of has the
form

If is Hermitian, then and we can


conclude that must be of the form
That is, a square matrix is Hermitian
if and only if the following two
conditions are met:
i. The entries on the main diagonal of
are real.
ii. The entry in the row and the
column is the complex conjugate of
the entry in the row and column.
Similar results can be obtained for
Hermitian matrices of order .
.
Which of the following matrices are
Hermitian?

This matrix is not Hermitian because


it has an imaginary entry on its main
This matrix is symmetric but not
Hermitian because the entry in the
first row and second column is not the
complex conjugate of the entry in the
second row and first column.
This matrix is Hermitian.

This matrix is Hermitian, because all


real symmetric matrices are
Hermitian.
One of the most important
characteristics of Hermitian matrices
is that their eigenvalues are real.

This is formally stated in the next


theorem.
.

If is a Hermitian matrix, then its


eigenvalues are real numbers.
.
Let be an eigenvalue of and

be its corresponding eigenvector.

Let’s multiply both sides of the


equation
. As a result, we obtain

Furthermore, since

it follows that is a Hermitian matrix.

This implies that is a real number,


and we may conclude that is real.
: Note that this theorem implies that
the eigenvalues of a are real.

To find the eigenvalues of complex


matrices, we follow the same
procedure as for real matrices.
.
Find the eigenvalues of the following
matrix:
.
The characteristic polynomial of is
.

This implies that the eigenvalues of


are

To find the eigenvectors of a complex


matrix, we use a similar procedure to
that used for a real matrix.
For instance, in , the eigenvector
corresponding to the eigenvalue is
obtained by solving the following
equation:

• Substitute for :
Using Gauss-Jordan elimination, we
obtain the following eigenvector
corresponding to the eigenvalue :

Eigenvectors for and can be found in


a similar manner. They are
:
Some computer algebra systems have
built-in programs for finding the
eigenvalues and corresponding
eigenvectors of complex matrices.

For example, in MATLAB, the function


calculates the eigenvalues of the
matrix , as well as the corresponding
Just as we saw in Linear Algebra that
real symmetric matrices were
orthogonally diagonalizable, we will
show now that Hermitian matrices are
unitarily diagonalizable.
A square matrix is if there exists a
unitary matrix such that

is a diagonal matrix.
Since is unitary, , so an equivalent
statement is that is if there exists a
unitary matrix such that is a diagonal
matrix.

The next theorem tells us that


Hermitian matrices are unitarily
diagonalizable.
.

If is an Hermitian matrix, then


i. eigenvectors corresponding to
distinct eigenvalues are orthogonal.
ii. is unitarily diagonalizable.

. To prove the first property, let and


be two eigenvectors corresponding to
the distinct (and real) eigenvalues
.
Because and , we have the following
equations for the matrix product

On the other hand

Therefore
.

(since )

So, we have shown that and are


orthogonal.

of is often called the , and its proof is


omitted.
.
The eigenvectors of the Hermitian
matrix given in are mutually
orthogonal because the eigenvalues
are distinct.
We can verify this by calculating the
Euclidean inner products , , and .
.

The other two inner products and can


be shown to equal zero in a similar
manner.
The three eigenvectors in are mutually
orthogonal because they correspond to
distinct eigenvalues of the Hermitian matrix
.
Two or more eigenvectors corresponding to
the same eigenvalue may not be orthogonal.

However, once we obtain any set of linearly


independent eigenvectors for a given
eigenvalue, we can use the Gram-Schmidt
orthonormalization process to obtain an
.
Find a unitary matrix such that is a
diagonal matrix where

.
The eigenvectors of are given in .
We form the matrix by normalizing these
three eigenvectors and using the results to
create the columns of .
.
We have

‖𝐯 𝟑‖=‖(𝟏+𝟑 𝐢 ,−𝟐− 𝐢 ,𝟓 )‖=√ 𝟏𝟎+𝟓+𝟐𝟓=√ 𝟒𝟎.


.
We therefore obtain the unitary matrix :
.
Try computing the product for the matrices
and in to see that you obtain

where , , and are the eigenvalues of .

We have seen that Hermitian matrices


are unitarily diagonalizable. However,
there is a larger class of matrices,
called , which are also unitarily
A square complex matrix is if it
commutes with its conjugate
transpose:

The main theorem of normal matrices


says that a complex matrix is if and
only if it is unitarily diagonalizable.
The properties of complex matrices
described in this section are
comparable to the properties of real
matrices discussed in Linear Algebra.
The following summary indicates the
correspondence between unitary and
Hermitian complex matrices when
compared with orthogonal and
symmetric real matrices.

is a symmetric is a Hermitian
matrix (Real) matrix (Complex)

Eigenvalues of are Eigenvalues of are


real. real.

Eigenvectors Eigenvectors
corresponding to corresponding to
distinct eigenvalues distinct eigenvalues

is a symmetric is a Hermitian
matrix (Real) matrix (Complex)

There exists an There exists a unitary


orthogonal matrix such that

matrix such that

is diagonal.

is diagonal.
Thank you very much for
attention!
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