7.8. Diagonalization Of A Hermitian Or Skew-Hermitian Matrix Theorem 7.7. Every n n Hermitian or skew-Hermitian matrix A is similar to the diagonal matrix diag 1, , n of its eigenvalues, i.e., C 1 AC The matrix A is said to be diagonalizable. unitary, i.e., C 1 Moreover, the transition matrix C is C . † Proof Let V be the space Cn of n-tuples of complex numbers. Let E e1, , en be the orthonormal basis of unit coordinate vectors. The inner product of any two n n i 1 i 1 elements x xi ei or x xi i n n i 1 i 1 and y yi ei or y yi i is therefore x, y n y x xi yi i 1 Let T : V V be the linear transformation such that mE T A . By Theorem 7.4, there exists a basis U u1, mU T diag 1, , un of eigenvectors such that , n where k is the eignevalue to which uk belongs. Since both A and are matrix representations of T, they are similar, i.e., there exists a non-singular transition matrix C cij such that C 1 AC with U EC , or n uk e j c jk for all k 1, ,n j 1 or u1, , un e1, , en C The last equation shows that the jth column of C consists of components of uj relative to E. Thus, cij is the ith component of uj so that u , u j i n ui u j ckj cki ji k 1 C tC I C 1 C t C † QED. Note The proof of Theorem 7.7 showed that the transition matrix C that diagonalizes A can be written as C U1, ,Un , where Uk is a column matrix representing the orthonormal eigenvector uk relative to the unit coordinate basis. Example 1 The real Hermitian (symmetric) matrix 2 2 A 2 5 has eigenvalues 1 1 and 2 6 with eigenvectors u1 t 2, 1 and u2 s 1,2 , respectively. They are orthogoanl and can be normalized by setting 1 . Hence, the diagonalizing matrix is 5 1 2 1 1 2 1 C C 1 C t 1 2 5 5 1 2 so that 1 0 C 1 AC 0 6 st Example 2 If A is already diagonal, then C 1 AC remains diagonal so that only the diagonal elements are rearranged.
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