corollary of Schur decomposition


theorem:A∈Cn×n is a normal matrixMathworldPlanetmath if and only if there exists a unitary matrixMathworldPlanetmath Q∈ℂn×n such that QH⁢A⁢Q=diag⁡(λ1,…,λn)(the diagonal matrixMathworldPlanetmath) where H is the conjugate transposeMathworldPlanetmath. [GVL]

proof: Firstly we show that if there exists a unitary matrix Q∈ℂn×n such that QH⁢A⁢Q=diag⁡(λ1,…,λn) then A∈ℂn×n is a normal matrix. Let D=diag⁡(λ1,…,λn) then A may be written as A=Q⁢D⁢QH. Verifying that A is normal follows by the following observation A⁢AH=Q⁢D⁢QH⁢Q⁢DH⁢QH=Q⁢D⁢DH⁢QH and AH⁢A=Q⁢DH⁢QH⁢Q⁢D⁢QH=Q⁢DH⁢D⁢QH. Therefore A is normal matrix because D⁢DH=diag⁡(λ1⁢λ1¯,…,λn⁢λn¯)=DH⁢D.
Secondly we show that if A∈ℂn×n is a normal matrix then there exists a unitary matrix Q∈ℂn×n such that QH⁢A⁢Q=diag⁡(λ1,…,λn). By Schur decompostion we know that there exists a Q∈ℂn×n such that QH⁢A⁢Q=T(T is an upper triangular matrixMathworldPlanetmath). Since A is a normal matrix then T is also a normal matrix. The result that T is a diagonal matrix comes from showing that a normal upper triangular matrix is diagonal (see theorem for normal triangular matrices).
QED

References

  • GVL Golub, H. Gene, Van Loan F. Charles: Matrix Computations (Third Edition). The Johns Hopkins University Press, London, 1996.
Title corollary of Schur decomposition
Canonical name CorollaryOfSchurDecomposition
Date of creation 2013-03-22 13:43:38
Last modified on 2013-03-22 13:43:38
Owner Daume (40)
Last modified by Daume (40)
Numerical id 7
Author Daume (40)
Entry type Corollary
Classification msc 15-00