Mathematical Methods for Physics and Engineering : A Comprehensive Guide

(Darren Dugan) #1

MATRICES AND VECTOR SPACES


We also showed that both Hermitian and unitary matrices (or symmetric and


orthogonal matrices in the real case) are examples of normal matrices. We now


discuss the properties of the eigenvectors and eigenvalues of a normal matrix.


Ifxis an eigenvector of a normal matrixAwith corresponding eigenvalueλ

thenAx=λx, or equivalently,


(A−λI)x= 0. (8.69)

DenotingB=A−λI, (8.69) becomesBx= 0 and, taking the Hermitian conjugate,


we also have


(Bx)†=x†B†= 0. (8.70)

From (8.69) and (8.70) we then have


x†B†Bx= 0. (8.71)

However, the productB†Bis given by


B†B=(A−λI)†(A−λI)=(A†−λ∗I)(A−λI)=A†A−λ∗A−λA†+λλ∗.

Now sinceAis normal,AA†=A†Aand so


B†B=AA†−λ∗A−λA†+λλ∗=(A−λI)(A−λI)†=BB†,

and henceBis also normal. From (8.71) we then find


x†B†Bx=x†BB†x=(B†x)†B†x= 0 ,

from which we obtain


B†x=(A†−λ∗I)x= 0.

Therefore, for a normal matrixA,the eigenvalues ofA†are the complex conjugates


of the eigenvalues ofA.


Let us now consider two eigenvectorsxiandxjof a normal matrixAcorre-

sponding to twodifferenteigenvaluesλiandλj. We then have


Axi=λixi, (8.72)

Axj=λjxj. (8.73)

Multiplying (8.73) on the left by (xi)†we obtain


(xi)†Axj=λj(xi)†xj. (8.74)

However, on the LHS of (8.74) we have


(xi)†A=(A†xi)†=(λ∗ixi)†=λi(xi)†, (8.75)

where we have used (8.40) and the property just proved for a normal matrix to

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