Eigenvalues of Hermitian matrices
Every eigenvalue of a Hermitian matrix is real, eigenvectors for distinct eigenvalues are orthogonal, and a symmetric matrix admits a real eigenvector for each eigenvalue.
For a Hermitian matrix of size ,
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Every eigenvalue of is real.
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Eigenvectors corresponding to distinct eigenvalues are orthogonal.
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If is symmetric, then for each eigenvalue , we can choose a real eigenvector so that (2) becomes
Proof
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For an eigenvector with eigenvalue , Hermiticity gives , hence . Since , and .
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Let be eigenvectors with eigenvalues . Then , where part (1) makes both eigenvalues real. Since , .
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For real symmetric with real , write with . Then and separately. At least one of is non-zero because is an eigenvector, and that vector is a real eigenvector.
Related
Stated in
- Theorem 4.16ยง4.3.4 Hermitian and Symmetric Matrices
