corollary of Schur decomposition
theorem:A∈Cn×n is a normal matrix if and only if there exists a unitary matrix
Q∈ℂn×n such that QHAQ=diag(λ1,…,λn)(the diagonal matrix
) where H is the conjugate transpose
. [GVL]
proof: Firstly we show that if there exists a unitary matrix Q∈ℂn×n such that QHAQ=diag(λ1,…,λn) then A∈ℂn×n is a normal matrix. Let D=diag(λ1,…,λn) then A may be written as A=QDQH. Verifying that A is normal follows by the following observation AAH=QDQHQDHQH=QDDHQH and AHA=QDHQHQDQH=QDHDQH. Therefore A is normal matrix because DDH=diag(λ1¯λ1,…,λn¯λn)=DHD.
Secondly we show that if A∈ℂn×n is a normal matrix then there exists a unitary matrix Q∈ℂn×n such that QHAQ=diag(λ1,…,λn). By Schur decompostion we know that there exists a Q∈ℂn×n such that QHAQ=T(T is an upper triangular matrix). 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 |