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Matrix Theory Background
Chapter one Matrix Theory Background
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1.Hermitian and real symmetric matrix
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1.Hermitian and real symmetric matrix
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adjA
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Symmetric and Hermitian matrices
Symmetric matrix: Hermitian matrix: :Complex symmetric matrix
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Symmetric and Hermitian matrices
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Hermitian matrices
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Hermitian matrices Form
Let H be a Hermitian matrix, then H is the following form conjugate compelx number
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Skew-Symmetric and Skew- Hermitian
Skew-symmetric matrix: Skew-Hermitian matrix:
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Skew-symmetric matrices Form
Let A be a skew-symmetric matrix, then A is the following form r
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Skew-Hermitian matrices
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Skew-Hermitian matrices Form
Let H be a skew-Hermitian matrix, then H is the following form
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Symmetric and Hermitian matrices
If A is a real matrix, then For real matrice, Hermitian matrices and (real) symmetric matrices are the same.
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Symmetric and Hermitian matrices
Since every real Hermitian matrix is real symmetric, almost every result for Hermitian matrices has a corresponding result for real symmetric matrices.
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Given Example for almost p.1
A result for Hermitian matrice: If A is a Hermitian matrix, then there is a unitary matrix U such that We must by a parallel proof obtain the following result for real symmetric matrices
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Given Example for almost p.2
A result for real symmetric matrice: If A is a real symmetric matrix, then there is a real orthogonal matrix P such that
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Given another Example for almost
A result for complex matrice: If A is a complex matrix, such that A counterexample for real matric:
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Eigenvalue of a Linear Transformation p.1
Eigenvalues of a linear transformation on a real vector space are real numbers. This is by definition.
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Eigenvalue of a Linear Transformation p.2
We can extend T as following: Similarly, we can extend A as following
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Fact: p. 1
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Fact: p. 2
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Fact: p. 3
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Fact: p. 4 Corresponding real version also hold.
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Fact: p. 5 If , in addition ,m=n, then Corresponding real version also hold.
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Fact: p. 1 If A is Hermitian, then is Hermitian for k=1,2,…,n If A is Hermitian and A is nonsingular, then is Hermitian.
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Fact: p. 1 Therefore, AB is Hermitian if and only if AB=BA
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Theorem 1.1.4 A square matrix A is a product of two Hermitian matrices if and only if A is similar to
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(*) Proof of Theorem 1.1.4 p.1 Necessity: Let A=BC,
where B and C are Hermitian matrices Then and inductively for any positive integer k (*)
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Note that J is nilpotent and K is invertible.
Proof of Theorem p.2 We may write, without loss of generality visa similarity where J and K contain Jordan blocks of eigenvalues 0 and nonzero, respectively. Note that J is nilpotent and K is invertible.
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Proof of Theorem p.3 Partition B and C conformally with A as Then (*) implies that for any positive integer
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Proof of Theorem p.4 Notice that It follows that M=0, since K is nonsingular Then A=BC is the same as
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This yields K=NR, and hence N and R
Proof of Theorem p.5 This yields K=NR, and hence N and R are nonsigular. Taking k=1 in (*), we have
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It follows that A is similar to
Proof of Theorem p.6 which gives or, since N is invertible, In other words, K is similar to Since J is similar to , It follows that A is similar to
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a product of two Hermitian matrice
Proof of Theorem p.7 Sufficiency: Notice that This says that if A is similar to a product of two Hermitian matrices, then A is in fact a product of two Hermitian matrice
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Theorem 3.13 says that if A is similar
Proof of Theorem p.8 Theorem 3.13 says that if A is similar to that , then the Jorden blocks of nonreal eigenvalues of A occur in cojugate pairs. Thus it is sufficient to show that
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Where J(λ) is the Jorden block with
Proof of Theorem p.9 Where J(λ) is the Jorden block with λ on the diagonal, is similar to a product of two Hermitian matrices. This is seen as follows:
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Proof of Theorem p.10 which is equal to a product of two Hermitian matrices
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=the set of all nxn Hermitian matrices
=the set of all nxn skew Hermitian matrix. This means that every skew Hermitian matrix can be written in the form iA where A is Hermitian and conversely.
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Given a skew Hermitian matrix B,
B=i(-iB) where -iB is a Hermitian matrix.
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( also ) form a real vector space
under matrix addition and multiplication by real scalar with dimension.
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H(A)= :Hermitian part of A
S(A)= :skew-Hermitian part of A
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Re(A)= :real part of A Im(A)= :image part of A
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