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spectral theorem
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(Theorem)
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Let $U$ be a finite-dimensional, unitary space and let $M:U\rightarrow U$ be an endomorphism. We say that $M$ is normal if it commutes with its Hermitian adjoint, i.e. $$MM\adj= M\adj M.$$
Let $M:U\rightarrow U$ be a linear transformation of a unitary space. TFAE
- The transformation $M$ is normal.
- Letting $$\Lambda=\{\lambda\in\cnums \mid M-\lambda E \mbox{ is singular}\},$$ where $E$ is the identity operator, denote the spectrum (set of eigenvalues) of $M$ , the corresponding eigenspaces $$E_\lambda=\ker(M-\lambda E),\quad \lambda\in\Lambda$$ give an orthogonal, direct sum
decomposition of $U$ , i.e. $$U=\bigoplus_{\lambda\in\Lambda} E_\lambda,$$ and $E_{\lambda_1} \perp E_{\lambda_2}$ for distinct eigenvalues $\lambda_1\neq \lambda_2$ .
- We can decompose $M$ as the sum $$M = \sum_{\lambda\in \Lambda} \lambda P_\lambda,$$ where $\Lambda\in\cnums$ is a finite subset of complex numbers indexing a family of commuting orthogonal projections $P_\lambda:U\rightarrow U$ , i.e.
and where WLOG $$\sum_{\lambda\in\Lambda} P_\lambda = 1_U.$$
- There exists an orthonormal basis of $U$ that diagonalizes $M$ .
- Here are some important classes of normal operators, distinguished by the nature of their eigenvalues.
- There is a well-known version of the spectral theorem for $\reals$ , namely that a self-adjoint (symmetric) transformation of a real inner product spaces can diagonalized and that eigenvectors corresponding to different eigenvalues are orthogonal. An even more down-to-earth version of this theorem says that a symmetric, real matrix can always be diagonalized by an orthonormal basis of eigenvectors.
- There are several versions of increasing sophistication of the spectral theorem that hold in infinite-dimensional, Hilbert space setting. In such a context one must distinguish between the so-called discrete and continuous (no corresponding eigenspace) spectrums, and replace the representing sum for the operator with some kind of an integral. The definition of self-adjointness is also quite tricky for unbounded operators. Finally, there are versions of the spectral theorem, of importance in theoretical quantum mechanics, that can be applied to continuous 1-parameter groups of commuting, self-adjoint operators.
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"spectral theorem" is owned by rmilson. [ full author list (3) | owner history (1) ]
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Cross-references: self-adjoint operators, groups, unbounded operators, integral, operator, continuous, discrete, Hilbert space, infinite-dimensional, increasing, matrix, theorem, even, eigenvectors, inner product spaces, symmetric, self-adjoint, modulus, unit circle, lie on, unitary transformations, real, Hermitian operators, classes, diagonalizes, orthonormal basis, WLOG, orthogonal projections, complex numbers, subset, finite, sum, decomposition, direct sum, orthogonal, eigenspaces, eigenvalues, spectrum, identity operator, transformation, TFAE, linear transformation, Hermitian adjoint, normal, endomorphism, unitary space, finite-dimensional
There are 11 references to this entry.
This is version 6 of spectral theorem, born on 2002-06-07, modified 2008-05-01.
Object id is 3072, canonical name is SpectralTheoremForHermitianMatrices.
Accessed 16340 times total.
Classification:
| AMS MSC: | 15A63 (Linear and multilinear algebra; matrix theory :: Quadratic and bilinear forms, inner products) | | | 15A23 (Linear and multilinear algebra; matrix theory :: Factorization of matrices) | | | 15A18 (Linear and multilinear algebra; matrix theory :: Eigenvalues, singular values, and eigenvectors) |
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Pending Errata and Addenda
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