- #1
twoflower
- 368
- 0
Hi all,
I don't understand to one part of proof of this theorem:
All eigenvalues of each hermitian matrix A are real numbers and, moreover, there exists unitary matrix R such, that
[tex]
R^{-1}AR
[/tex]
is diagonal
Proof: By induction with respect to n (order of matrix A)
For n = 1 it's obvious.
Suppose that the theorem holds for 1, 2, ..., n-1
We know that [itex]\exists[/itex] eigenvalue [itex]\lambda[/itex] and appropriate eigenvector [itex]x \in \mathbb{C}[/itex].
Using Steinitz's theorem, we can extend [itex]x[/itex] to orthonormal base of [itex]\mathbb{C}^{n}[/itex].
Suppose that [itex]||x|| = 1[/itex] and construct matrix [itex]P_n[/itex] from vectors of this base ([itex]P_n[/itex] will have these vectors in its columns).
[itex]P_n[/itex] is unitary [itex]\Leftarrow P_{n}^{H}P_n = I[/itex], because standard inner product of two different vectors in the orthonormal base is zero and inner product of two identical vectors is 1.
This holds:
[tex]
\left(P_{n}^{H}A_{n}P_{n}\right)^{H} = P_{n}^{H}A_{n}^{H}\left(P_{n}^{H}\right)^{H} = P_{n}^{H}A_{n}P_{n}
[/tex]
Last line is what I don't understand, probably it's trivial but I can't see that
[tex]
\left(P_{n}^{H}A_{n}P_{n}\right)^{H} = \left(P_{n}^{H}\right)^{H}A_{n}^{H}P_{n}^{H} = P_{n}^{H}A_{n}^{H}\left(P_{n}^{H}\right)^{H}
[/tex]
(the second equality)
Thank you for the explanation.
I don't understand to one part of proof of this theorem:
All eigenvalues of each hermitian matrix A are real numbers and, moreover, there exists unitary matrix R such, that
[tex]
R^{-1}AR
[/tex]
is diagonal
Proof: By induction with respect to n (order of matrix A)
For n = 1 it's obvious.
Suppose that the theorem holds for 1, 2, ..., n-1
We know that [itex]\exists[/itex] eigenvalue [itex]\lambda[/itex] and appropriate eigenvector [itex]x \in \mathbb{C}[/itex].
Using Steinitz's theorem, we can extend [itex]x[/itex] to orthonormal base of [itex]\mathbb{C}^{n}[/itex].
Suppose that [itex]||x|| = 1[/itex] and construct matrix [itex]P_n[/itex] from vectors of this base ([itex]P_n[/itex] will have these vectors in its columns).
[itex]P_n[/itex] is unitary [itex]\Leftarrow P_{n}^{H}P_n = I[/itex], because standard inner product of two different vectors in the orthonormal base is zero and inner product of two identical vectors is 1.
This holds:
[tex]
\left(P_{n}^{H}A_{n}P_{n}\right)^{H} = P_{n}^{H}A_{n}^{H}\left(P_{n}^{H}\right)^{H} = P_{n}^{H}A_{n}P_{n}
[/tex]
Last line is what I don't understand, probably it's trivial but I can't see that
[tex]
\left(P_{n}^{H}A_{n}P_{n}\right)^{H} = \left(P_{n}^{H}\right)^{H}A_{n}^{H}P_{n}^{H} = P_{n}^{H}A_{n}^{H}\left(P_{n}^{H}\right)^{H}
[/tex]
(the second equality)
Thank you for the explanation.