Prove that the eigenvalues of a real symmetric matrix are real.
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I am having a difficult time with the following question. Any help will be much appreciated.
Let $A$ be an $n×n$ real matrix such that $A^T = A$. We call such matrices “symmetric.” Prove that the eigenvalues of a real symmetric matrix are real (i.e. if $lambda$ is an eigenvalue of $A$, show that $lambda = overline{lambda}$ )
linear-algebra matrices eigenvalues-eigenvectors inner-product-space
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up vote
8
down vote
favorite
I am having a difficult time with the following question. Any help will be much appreciated.
Let $A$ be an $n×n$ real matrix such that $A^T = A$. We call such matrices “symmetric.” Prove that the eigenvalues of a real symmetric matrix are real (i.e. if $lambda$ is an eigenvalue of $A$, show that $lambda = overline{lambda}$ )
linear-algebra matrices eigenvalues-eigenvectors inner-product-space
A real $ntimes n$ matrix only can have real eigenvalues (every complex zero of the characteristic is no eigenvalue of the real matrix)
– Dominic Michaelis
Apr 7 '13 at 19:12
1
@Susan : see Dominic's answer. You will need to use the "complex inner product" $langle mathbf{x}, mathbf{y} rangle = sum_{i=1}^n {bar x_i}y_i$. Also see Lepidopterist's answer, where $C^*$ is the conjugate transpose of $C$, $C^* = {bar {C^T}}$.
– Stefan Smith
Apr 7 '13 at 19:13
@DominicMichaelis : do you really mean that (a real square matrix can have only real eigenvalues)? I'm afraid you might confuse Susan. What about $[0, 1;-1, 0]$ with eigenvalues $pm i$? (Sorry, I don't remember the $LaTeX$ for writing a matrix
– Stefan Smith
Apr 7 '13 at 19:45
@StefanSmith if you consider it as a real matrix, it doesn't have any eigenvalues.
– Dominic Michaelis
Apr 7 '13 at 19:49
Going Dominic's way or Lepidopterist's way, you will easily see that the (a priori complex) eigenvalues must be real. Note that the exact same proofs show that the eigenvalues of a hermitian $A^*=A$ matrix are real in the general complex case.
– Julien
Apr 7 '13 at 19:59
add a comment |
up vote
8
down vote
favorite
up vote
8
down vote
favorite
I am having a difficult time with the following question. Any help will be much appreciated.
Let $A$ be an $n×n$ real matrix such that $A^T = A$. We call such matrices “symmetric.” Prove that the eigenvalues of a real symmetric matrix are real (i.e. if $lambda$ is an eigenvalue of $A$, show that $lambda = overline{lambda}$ )
linear-algebra matrices eigenvalues-eigenvectors inner-product-space
I am having a difficult time with the following question. Any help will be much appreciated.
Let $A$ be an $n×n$ real matrix such that $A^T = A$. We call such matrices “symmetric.” Prove that the eigenvalues of a real symmetric matrix are real (i.e. if $lambda$ is an eigenvalue of $A$, show that $lambda = overline{lambda}$ )
linear-algebra matrices eigenvalues-eigenvectors inner-product-space
linear-algebra matrices eigenvalues-eigenvectors inner-product-space
edited Oct 10 '16 at 6:14
Irregular User
2,86251743
2,86251743
asked Apr 7 '13 at 18:58
Susan
3671311
3671311
A real $ntimes n$ matrix only can have real eigenvalues (every complex zero of the characteristic is no eigenvalue of the real matrix)
– Dominic Michaelis
Apr 7 '13 at 19:12
1
@Susan : see Dominic's answer. You will need to use the "complex inner product" $langle mathbf{x}, mathbf{y} rangle = sum_{i=1}^n {bar x_i}y_i$. Also see Lepidopterist's answer, where $C^*$ is the conjugate transpose of $C$, $C^* = {bar {C^T}}$.
– Stefan Smith
Apr 7 '13 at 19:13
@DominicMichaelis : do you really mean that (a real square matrix can have only real eigenvalues)? I'm afraid you might confuse Susan. What about $[0, 1;-1, 0]$ with eigenvalues $pm i$? (Sorry, I don't remember the $LaTeX$ for writing a matrix
– Stefan Smith
Apr 7 '13 at 19:45
@StefanSmith if you consider it as a real matrix, it doesn't have any eigenvalues.
– Dominic Michaelis
Apr 7 '13 at 19:49
Going Dominic's way or Lepidopterist's way, you will easily see that the (a priori complex) eigenvalues must be real. Note that the exact same proofs show that the eigenvalues of a hermitian $A^*=A$ matrix are real in the general complex case.
– Julien
Apr 7 '13 at 19:59
add a comment |
A real $ntimes n$ matrix only can have real eigenvalues (every complex zero of the characteristic is no eigenvalue of the real matrix)
– Dominic Michaelis
Apr 7 '13 at 19:12
1
@Susan : see Dominic's answer. You will need to use the "complex inner product" $langle mathbf{x}, mathbf{y} rangle = sum_{i=1}^n {bar x_i}y_i$. Also see Lepidopterist's answer, where $C^*$ is the conjugate transpose of $C$, $C^* = {bar {C^T}}$.
– Stefan Smith
Apr 7 '13 at 19:13
@DominicMichaelis : do you really mean that (a real square matrix can have only real eigenvalues)? I'm afraid you might confuse Susan. What about $[0, 1;-1, 0]$ with eigenvalues $pm i$? (Sorry, I don't remember the $LaTeX$ for writing a matrix
– Stefan Smith
Apr 7 '13 at 19:45
@StefanSmith if you consider it as a real matrix, it doesn't have any eigenvalues.
– Dominic Michaelis
Apr 7 '13 at 19:49
Going Dominic's way or Lepidopterist's way, you will easily see that the (a priori complex) eigenvalues must be real. Note that the exact same proofs show that the eigenvalues of a hermitian $A^*=A$ matrix are real in the general complex case.
– Julien
Apr 7 '13 at 19:59
A real $ntimes n$ matrix only can have real eigenvalues (every complex zero of the characteristic is no eigenvalue of the real matrix)
– Dominic Michaelis
Apr 7 '13 at 19:12
A real $ntimes n$ matrix only can have real eigenvalues (every complex zero of the characteristic is no eigenvalue of the real matrix)
– Dominic Michaelis
Apr 7 '13 at 19:12
1
1
@Susan : see Dominic's answer. You will need to use the "complex inner product" $langle mathbf{x}, mathbf{y} rangle = sum_{i=1}^n {bar x_i}y_i$. Also see Lepidopterist's answer, where $C^*$ is the conjugate transpose of $C$, $C^* = {bar {C^T}}$.
– Stefan Smith
Apr 7 '13 at 19:13
@Susan : see Dominic's answer. You will need to use the "complex inner product" $langle mathbf{x}, mathbf{y} rangle = sum_{i=1}^n {bar x_i}y_i$. Also see Lepidopterist's answer, where $C^*$ is the conjugate transpose of $C$, $C^* = {bar {C^T}}$.
– Stefan Smith
Apr 7 '13 at 19:13
@DominicMichaelis : do you really mean that (a real square matrix can have only real eigenvalues)? I'm afraid you might confuse Susan. What about $[0, 1;-1, 0]$ with eigenvalues $pm i$? (Sorry, I don't remember the $LaTeX$ for writing a matrix
– Stefan Smith
Apr 7 '13 at 19:45
@DominicMichaelis : do you really mean that (a real square matrix can have only real eigenvalues)? I'm afraid you might confuse Susan. What about $[0, 1;-1, 0]$ with eigenvalues $pm i$? (Sorry, I don't remember the $LaTeX$ for writing a matrix
– Stefan Smith
Apr 7 '13 at 19:45
@StefanSmith if you consider it as a real matrix, it doesn't have any eigenvalues.
– Dominic Michaelis
Apr 7 '13 at 19:49
@StefanSmith if you consider it as a real matrix, it doesn't have any eigenvalues.
– Dominic Michaelis
Apr 7 '13 at 19:49
Going Dominic's way or Lepidopterist's way, you will easily see that the (a priori complex) eigenvalues must be real. Note that the exact same proofs show that the eigenvalues of a hermitian $A^*=A$ matrix are real in the general complex case.
– Julien
Apr 7 '13 at 19:59
Going Dominic's way or Lepidopterist's way, you will easily see that the (a priori complex) eigenvalues must be real. Note that the exact same proofs show that the eigenvalues of a hermitian $A^*=A$ matrix are real in the general complex case.
– Julien
Apr 7 '13 at 19:59
add a comment |
5 Answers
5
active
oldest
votes
up vote
11
down vote
$Av=lambda v$ combined with $A=A^T$ gives $$langle Av,Avrangle=v^*A^*Av=v^*A^TAv=v^*A^2v=lambda^2||v||^2.$$
Now $lambda^2=frac{langle Av,Avrangle}{||v||^2}geq 0,$ as the quotient of a nonnegative real number by a positive one. So $lambda$ must be real.
A quotient of non-negative real numbers? But the argument is very neat.
– Chris Godsil
Apr 7 '13 at 19:08
only because of $lambda^2$ is real $lambda$ is not real in general. and still you need non negative, because $Av=0$ will surely not be positive. and your equation is confusing
– Dominic Michaelis
Apr 7 '13 at 19:19
1
If $lambda^2$ is positive and real, then $lambda$ is real. What is confusing? And ok, we can assume $lambda$ is not zero! Zero is real obviously.
– Lepidopterist
Apr 7 '13 at 19:23
1
You don't need to bother about $lambda =0$. All you need is $|v|>0$, which is given as you take a (nonzero) eigenvector. So you do find $lambda^2geq 0$. Which is equivalent to $lambda $ being real.
– Julien
Apr 7 '13 at 19:44
2
I decided to edit your answer directly to avoid long chat discussions. I hope you don't mind. Just roll back to your version if you disagree and I will leave it alone.
– Julien
Apr 7 '13 at 19:51
|
show 4 more comments
up vote
4
down vote
Let $Ax=lambda x$ with $xne 0$, with $lambdainmathbb{R}$, then
begin{align}
lambda bar x^T x &= bar x^T(lambda x)\
&=bar x^T A x \
&=(A^T bar{x})^T x \
&=(A bar x)^T x \
&=(bar A bar x)^T x \
&=(barlambdabar x)^T x\
&=bar lambda bar x^T x.\
end{align}
Because $xne 0$, then $bar{x}^T xne 0$ and $lambda=bar lambda$.
add a comment |
up vote
3
down vote
Hint:
Prove that $$x^ast A x=langle x , A xrangle = langle Ax, xrangle = x^ast A^ast x $$
Where $A^ast=overline{A}^T$
1
As $A^*=A$, you even get $x^*A^*x=x^*Ax$ directly without any intermediate step. ANd that's all you need for nonzero eigenvalues to be real. I have just seen you hint, by the way, +1.
– Julien
Apr 7 '13 at 19:56
It's homework so I thought i only give a hint. yeah the equation is pretty obvious but it's worth mentioning in homework i guess
– Dominic Michaelis
Apr 7 '13 at 19:59
1
I'm afraid you misunderstood my comment. It is great that you only gave a hint. I was just saying that the first two equalities are not necessary. But sure, it does not hurt either to include them.
– Julien
Apr 7 '13 at 20:01
add a comment |
up vote
1
down vote
If $lambda$ is any eigenvalue of a Hermitian (in particular real symmetric) matrix $A$, then for some non-zero vector $x$,
$$Ax = lambda x implies x^*Ax = lambda x^*x implies lambda = dfrac{x^*Ax}{x^*x}.$$
Now $$lambda^* = dfrac{x^* A^* x}{x^*x} = dfrac{x^*Ax}{x^*x} = lambda.$$
Therefore, $lambda$ is real.
Note: $(AB)^* = B^*A^*$.
add a comment |
up vote
0
down vote
Hint: for every $ntimes n$ matrix $M$
$$
langle Mv , wrangle
~=~
langle v , M^H wrangle
$$
where $M^H$ is the conjugate transpose of $M$ and $langle,cdot,,,cdot,rangle$ is the complex inner product (i.e. $langle v,wrangle=v^Hw$).
- Think about how the eigenvalues of $M^H$ and those of $M$ are related
- Let $v$ be a $lambda$-eigenvector of $M$ and try what happens choosing $v=w$ in the above equation
- Now, if $A$ is real valued and symmetric then $A^H=A$; try again the second point with $M=A$...
add a comment |
5 Answers
5
active
oldest
votes
5 Answers
5
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
11
down vote
$Av=lambda v$ combined with $A=A^T$ gives $$langle Av,Avrangle=v^*A^*Av=v^*A^TAv=v^*A^2v=lambda^2||v||^2.$$
Now $lambda^2=frac{langle Av,Avrangle}{||v||^2}geq 0,$ as the quotient of a nonnegative real number by a positive one. So $lambda$ must be real.
A quotient of non-negative real numbers? But the argument is very neat.
– Chris Godsil
Apr 7 '13 at 19:08
only because of $lambda^2$ is real $lambda$ is not real in general. and still you need non negative, because $Av=0$ will surely not be positive. and your equation is confusing
– Dominic Michaelis
Apr 7 '13 at 19:19
1
If $lambda^2$ is positive and real, then $lambda$ is real. What is confusing? And ok, we can assume $lambda$ is not zero! Zero is real obviously.
– Lepidopterist
Apr 7 '13 at 19:23
1
You don't need to bother about $lambda =0$. All you need is $|v|>0$, which is given as you take a (nonzero) eigenvector. So you do find $lambda^2geq 0$. Which is equivalent to $lambda $ being real.
– Julien
Apr 7 '13 at 19:44
2
I decided to edit your answer directly to avoid long chat discussions. I hope you don't mind. Just roll back to your version if you disagree and I will leave it alone.
– Julien
Apr 7 '13 at 19:51
|
show 4 more comments
up vote
11
down vote
$Av=lambda v$ combined with $A=A^T$ gives $$langle Av,Avrangle=v^*A^*Av=v^*A^TAv=v^*A^2v=lambda^2||v||^2.$$
Now $lambda^2=frac{langle Av,Avrangle}{||v||^2}geq 0,$ as the quotient of a nonnegative real number by a positive one. So $lambda$ must be real.
A quotient of non-negative real numbers? But the argument is very neat.
– Chris Godsil
Apr 7 '13 at 19:08
only because of $lambda^2$ is real $lambda$ is not real in general. and still you need non negative, because $Av=0$ will surely not be positive. and your equation is confusing
– Dominic Michaelis
Apr 7 '13 at 19:19
1
If $lambda^2$ is positive and real, then $lambda$ is real. What is confusing? And ok, we can assume $lambda$ is not zero! Zero is real obviously.
– Lepidopterist
Apr 7 '13 at 19:23
1
You don't need to bother about $lambda =0$. All you need is $|v|>0$, which is given as you take a (nonzero) eigenvector. So you do find $lambda^2geq 0$. Which is equivalent to $lambda $ being real.
– Julien
Apr 7 '13 at 19:44
2
I decided to edit your answer directly to avoid long chat discussions. I hope you don't mind. Just roll back to your version if you disagree and I will leave it alone.
– Julien
Apr 7 '13 at 19:51
|
show 4 more comments
up vote
11
down vote
up vote
11
down vote
$Av=lambda v$ combined with $A=A^T$ gives $$langle Av,Avrangle=v^*A^*Av=v^*A^TAv=v^*A^2v=lambda^2||v||^2.$$
Now $lambda^2=frac{langle Av,Avrangle}{||v||^2}geq 0,$ as the quotient of a nonnegative real number by a positive one. So $lambda$ must be real.
$Av=lambda v$ combined with $A=A^T$ gives $$langle Av,Avrangle=v^*A^*Av=v^*A^TAv=v^*A^2v=lambda^2||v||^2.$$
Now $lambda^2=frac{langle Av,Avrangle}{||v||^2}geq 0,$ as the quotient of a nonnegative real number by a positive one. So $lambda$ must be real.
edited Apr 7 '13 at 19:51
Julien
38.2k355124
38.2k355124
answered Apr 7 '13 at 19:06
Lepidopterist
9771026
9771026
A quotient of non-negative real numbers? But the argument is very neat.
– Chris Godsil
Apr 7 '13 at 19:08
only because of $lambda^2$ is real $lambda$ is not real in general. and still you need non negative, because $Av=0$ will surely not be positive. and your equation is confusing
– Dominic Michaelis
Apr 7 '13 at 19:19
1
If $lambda^2$ is positive and real, then $lambda$ is real. What is confusing? And ok, we can assume $lambda$ is not zero! Zero is real obviously.
– Lepidopterist
Apr 7 '13 at 19:23
1
You don't need to bother about $lambda =0$. All you need is $|v|>0$, which is given as you take a (nonzero) eigenvector. So you do find $lambda^2geq 0$. Which is equivalent to $lambda $ being real.
– Julien
Apr 7 '13 at 19:44
2
I decided to edit your answer directly to avoid long chat discussions. I hope you don't mind. Just roll back to your version if you disagree and I will leave it alone.
– Julien
Apr 7 '13 at 19:51
|
show 4 more comments
A quotient of non-negative real numbers? But the argument is very neat.
– Chris Godsil
Apr 7 '13 at 19:08
only because of $lambda^2$ is real $lambda$ is not real in general. and still you need non negative, because $Av=0$ will surely not be positive. and your equation is confusing
– Dominic Michaelis
Apr 7 '13 at 19:19
1
If $lambda^2$ is positive and real, then $lambda$ is real. What is confusing? And ok, we can assume $lambda$ is not zero! Zero is real obviously.
– Lepidopterist
Apr 7 '13 at 19:23
1
You don't need to bother about $lambda =0$. All you need is $|v|>0$, which is given as you take a (nonzero) eigenvector. So you do find $lambda^2geq 0$. Which is equivalent to $lambda $ being real.
– Julien
Apr 7 '13 at 19:44
2
I decided to edit your answer directly to avoid long chat discussions. I hope you don't mind. Just roll back to your version if you disagree and I will leave it alone.
– Julien
Apr 7 '13 at 19:51
A quotient of non-negative real numbers? But the argument is very neat.
– Chris Godsil
Apr 7 '13 at 19:08
A quotient of non-negative real numbers? But the argument is very neat.
– Chris Godsil
Apr 7 '13 at 19:08
only because of $lambda^2$ is real $lambda$ is not real in general. and still you need non negative, because $Av=0$ will surely not be positive. and your equation is confusing
– Dominic Michaelis
Apr 7 '13 at 19:19
only because of $lambda^2$ is real $lambda$ is not real in general. and still you need non negative, because $Av=0$ will surely not be positive. and your equation is confusing
– Dominic Michaelis
Apr 7 '13 at 19:19
1
1
If $lambda^2$ is positive and real, then $lambda$ is real. What is confusing? And ok, we can assume $lambda$ is not zero! Zero is real obviously.
– Lepidopterist
Apr 7 '13 at 19:23
If $lambda^2$ is positive and real, then $lambda$ is real. What is confusing? And ok, we can assume $lambda$ is not zero! Zero is real obviously.
– Lepidopterist
Apr 7 '13 at 19:23
1
1
You don't need to bother about $lambda =0$. All you need is $|v|>0$, which is given as you take a (nonzero) eigenvector. So you do find $lambda^2geq 0$. Which is equivalent to $lambda $ being real.
– Julien
Apr 7 '13 at 19:44
You don't need to bother about $lambda =0$. All you need is $|v|>0$, which is given as you take a (nonzero) eigenvector. So you do find $lambda^2geq 0$. Which is equivalent to $lambda $ being real.
– Julien
Apr 7 '13 at 19:44
2
2
I decided to edit your answer directly to avoid long chat discussions. I hope you don't mind. Just roll back to your version if you disagree and I will leave it alone.
– Julien
Apr 7 '13 at 19:51
I decided to edit your answer directly to avoid long chat discussions. I hope you don't mind. Just roll back to your version if you disagree and I will leave it alone.
– Julien
Apr 7 '13 at 19:51
|
show 4 more comments
up vote
4
down vote
Let $Ax=lambda x$ with $xne 0$, with $lambdainmathbb{R}$, then
begin{align}
lambda bar x^T x &= bar x^T(lambda x)\
&=bar x^T A x \
&=(A^T bar{x})^T x \
&=(A bar x)^T x \
&=(bar A bar x)^T x \
&=(barlambdabar x)^T x\
&=bar lambda bar x^T x.\
end{align}
Because $xne 0$, then $bar{x}^T xne 0$ and $lambda=bar lambda$.
add a comment |
up vote
4
down vote
Let $Ax=lambda x$ with $xne 0$, with $lambdainmathbb{R}$, then
begin{align}
lambda bar x^T x &= bar x^T(lambda x)\
&=bar x^T A x \
&=(A^T bar{x})^T x \
&=(A bar x)^T x \
&=(bar A bar x)^T x \
&=(barlambdabar x)^T x\
&=bar lambda bar x^T x.\
end{align}
Because $xne 0$, then $bar{x}^T xne 0$ and $lambda=bar lambda$.
add a comment |
up vote
4
down vote
up vote
4
down vote
Let $Ax=lambda x$ with $xne 0$, with $lambdainmathbb{R}$, then
begin{align}
lambda bar x^T x &= bar x^T(lambda x)\
&=bar x^T A x \
&=(A^T bar{x})^T x \
&=(A bar x)^T x \
&=(bar A bar x)^T x \
&=(barlambdabar x)^T x\
&=bar lambda bar x^T x.\
end{align}
Because $xne 0$, then $bar{x}^T xne 0$ and $lambda=bar lambda$.
Let $Ax=lambda x$ with $xne 0$, with $lambdainmathbb{R}$, then
begin{align}
lambda bar x^T x &= bar x^T(lambda x)\
&=bar x^T A x \
&=(A^T bar{x})^T x \
&=(A bar x)^T x \
&=(bar A bar x)^T x \
&=(barlambdabar x)^T x\
&=bar lambda bar x^T x.\
end{align}
Because $xne 0$, then $bar{x}^T xne 0$ and $lambda=bar lambda$.
edited Oct 24 at 13:14
amWhy
191k27223437
191k27223437
answered Oct 10 '16 at 7:27
naturer
491
491
add a comment |
add a comment |
up vote
3
down vote
Hint:
Prove that $$x^ast A x=langle x , A xrangle = langle Ax, xrangle = x^ast A^ast x $$
Where $A^ast=overline{A}^T$
1
As $A^*=A$, you even get $x^*A^*x=x^*Ax$ directly without any intermediate step. ANd that's all you need for nonzero eigenvalues to be real. I have just seen you hint, by the way, +1.
– Julien
Apr 7 '13 at 19:56
It's homework so I thought i only give a hint. yeah the equation is pretty obvious but it's worth mentioning in homework i guess
– Dominic Michaelis
Apr 7 '13 at 19:59
1
I'm afraid you misunderstood my comment. It is great that you only gave a hint. I was just saying that the first two equalities are not necessary. But sure, it does not hurt either to include them.
– Julien
Apr 7 '13 at 20:01
add a comment |
up vote
3
down vote
Hint:
Prove that $$x^ast A x=langle x , A xrangle = langle Ax, xrangle = x^ast A^ast x $$
Where $A^ast=overline{A}^T$
1
As $A^*=A$, you even get $x^*A^*x=x^*Ax$ directly without any intermediate step. ANd that's all you need for nonzero eigenvalues to be real. I have just seen you hint, by the way, +1.
– Julien
Apr 7 '13 at 19:56
It's homework so I thought i only give a hint. yeah the equation is pretty obvious but it's worth mentioning in homework i guess
– Dominic Michaelis
Apr 7 '13 at 19:59
1
I'm afraid you misunderstood my comment. It is great that you only gave a hint. I was just saying that the first two equalities are not necessary. But sure, it does not hurt either to include them.
– Julien
Apr 7 '13 at 20:01
add a comment |
up vote
3
down vote
up vote
3
down vote
Hint:
Prove that $$x^ast A x=langle x , A xrangle = langle Ax, xrangle = x^ast A^ast x $$
Where $A^ast=overline{A}^T$
Hint:
Prove that $$x^ast A x=langle x , A xrangle = langle Ax, xrangle = x^ast A^ast x $$
Where $A^ast=overline{A}^T$
answered Apr 7 '13 at 19:06
Dominic Michaelis
17.6k43570
17.6k43570
1
As $A^*=A$, you even get $x^*A^*x=x^*Ax$ directly without any intermediate step. ANd that's all you need for nonzero eigenvalues to be real. I have just seen you hint, by the way, +1.
– Julien
Apr 7 '13 at 19:56
It's homework so I thought i only give a hint. yeah the equation is pretty obvious but it's worth mentioning in homework i guess
– Dominic Michaelis
Apr 7 '13 at 19:59
1
I'm afraid you misunderstood my comment. It is great that you only gave a hint. I was just saying that the first two equalities are not necessary. But sure, it does not hurt either to include them.
– Julien
Apr 7 '13 at 20:01
add a comment |
1
As $A^*=A$, you even get $x^*A^*x=x^*Ax$ directly without any intermediate step. ANd that's all you need for nonzero eigenvalues to be real. I have just seen you hint, by the way, +1.
– Julien
Apr 7 '13 at 19:56
It's homework so I thought i only give a hint. yeah the equation is pretty obvious but it's worth mentioning in homework i guess
– Dominic Michaelis
Apr 7 '13 at 19:59
1
I'm afraid you misunderstood my comment. It is great that you only gave a hint. I was just saying that the first two equalities are not necessary. But sure, it does not hurt either to include them.
– Julien
Apr 7 '13 at 20:01
1
1
As $A^*=A$, you even get $x^*A^*x=x^*Ax$ directly without any intermediate step. ANd that's all you need for nonzero eigenvalues to be real. I have just seen you hint, by the way, +1.
– Julien
Apr 7 '13 at 19:56
As $A^*=A$, you even get $x^*A^*x=x^*Ax$ directly without any intermediate step. ANd that's all you need for nonzero eigenvalues to be real. I have just seen you hint, by the way, +1.
– Julien
Apr 7 '13 at 19:56
It's homework so I thought i only give a hint. yeah the equation is pretty obvious but it's worth mentioning in homework i guess
– Dominic Michaelis
Apr 7 '13 at 19:59
It's homework so I thought i only give a hint. yeah the equation is pretty obvious but it's worth mentioning in homework i guess
– Dominic Michaelis
Apr 7 '13 at 19:59
1
1
I'm afraid you misunderstood my comment. It is great that you only gave a hint. I was just saying that the first two equalities are not necessary. But sure, it does not hurt either to include them.
– Julien
Apr 7 '13 at 20:01
I'm afraid you misunderstood my comment. It is great that you only gave a hint. I was just saying that the first two equalities are not necessary. But sure, it does not hurt either to include them.
– Julien
Apr 7 '13 at 20:01
add a comment |
up vote
1
down vote
If $lambda$ is any eigenvalue of a Hermitian (in particular real symmetric) matrix $A$, then for some non-zero vector $x$,
$$Ax = lambda x implies x^*Ax = lambda x^*x implies lambda = dfrac{x^*Ax}{x^*x}.$$
Now $$lambda^* = dfrac{x^* A^* x}{x^*x} = dfrac{x^*Ax}{x^*x} = lambda.$$
Therefore, $lambda$ is real.
Note: $(AB)^* = B^*A^*$.
add a comment |
up vote
1
down vote
If $lambda$ is any eigenvalue of a Hermitian (in particular real symmetric) matrix $A$, then for some non-zero vector $x$,
$$Ax = lambda x implies x^*Ax = lambda x^*x implies lambda = dfrac{x^*Ax}{x^*x}.$$
Now $$lambda^* = dfrac{x^* A^* x}{x^*x} = dfrac{x^*Ax}{x^*x} = lambda.$$
Therefore, $lambda$ is real.
Note: $(AB)^* = B^*A^*$.
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If $lambda$ is any eigenvalue of a Hermitian (in particular real symmetric) matrix $A$, then for some non-zero vector $x$,
$$Ax = lambda x implies x^*Ax = lambda x^*x implies lambda = dfrac{x^*Ax}{x^*x}.$$
Now $$lambda^* = dfrac{x^* A^* x}{x^*x} = dfrac{x^*Ax}{x^*x} = lambda.$$
Therefore, $lambda$ is real.
Note: $(AB)^* = B^*A^*$.
If $lambda$ is any eigenvalue of a Hermitian (in particular real symmetric) matrix $A$, then for some non-zero vector $x$,
$$Ax = lambda x implies x^*Ax = lambda x^*x implies lambda = dfrac{x^*Ax}{x^*x}.$$
Now $$lambda^* = dfrac{x^* A^* x}{x^*x} = dfrac{x^*Ax}{x^*x} = lambda.$$
Therefore, $lambda$ is real.
Note: $(AB)^* = B^*A^*$.
answered 2 days ago
M. Vinay
6,75822035
6,75822035
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Hint: for every $ntimes n$ matrix $M$
$$
langle Mv , wrangle
~=~
langle v , M^H wrangle
$$
where $M^H$ is the conjugate transpose of $M$ and $langle,cdot,,,cdot,rangle$ is the complex inner product (i.e. $langle v,wrangle=v^Hw$).
- Think about how the eigenvalues of $M^H$ and those of $M$ are related
- Let $v$ be a $lambda$-eigenvector of $M$ and try what happens choosing $v=w$ in the above equation
- Now, if $A$ is real valued and symmetric then $A^H=A$; try again the second point with $M=A$...
add a comment |
up vote
0
down vote
Hint: for every $ntimes n$ matrix $M$
$$
langle Mv , wrangle
~=~
langle v , M^H wrangle
$$
where $M^H$ is the conjugate transpose of $M$ and $langle,cdot,,,cdot,rangle$ is the complex inner product (i.e. $langle v,wrangle=v^Hw$).
- Think about how the eigenvalues of $M^H$ and those of $M$ are related
- Let $v$ be a $lambda$-eigenvector of $M$ and try what happens choosing $v=w$ in the above equation
- Now, if $A$ is real valued and symmetric then $A^H=A$; try again the second point with $M=A$...
add a comment |
up vote
0
down vote
up vote
0
down vote
Hint: for every $ntimes n$ matrix $M$
$$
langle Mv , wrangle
~=~
langle v , M^H wrangle
$$
where $M^H$ is the conjugate transpose of $M$ and $langle,cdot,,,cdot,rangle$ is the complex inner product (i.e. $langle v,wrangle=v^Hw$).
- Think about how the eigenvalues of $M^H$ and those of $M$ are related
- Let $v$ be a $lambda$-eigenvector of $M$ and try what happens choosing $v=w$ in the above equation
- Now, if $A$ is real valued and symmetric then $A^H=A$; try again the second point with $M=A$...
Hint: for every $ntimes n$ matrix $M$
$$
langle Mv , wrangle
~=~
langle v , M^H wrangle
$$
where $M^H$ is the conjugate transpose of $M$ and $langle,cdot,,,cdot,rangle$ is the complex inner product (i.e. $langle v,wrangle=v^Hw$).
- Think about how the eigenvalues of $M^H$ and those of $M$ are related
- Let $v$ be a $lambda$-eigenvector of $M$ and try what happens choosing $v=w$ in the above equation
- Now, if $A$ is real valued and symmetric then $A^H=A$; try again the second point with $M=A$...
answered Apr 7 '13 at 19:13
AndreasT
3,2811224
3,2811224
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A real $ntimes n$ matrix only can have real eigenvalues (every complex zero of the characteristic is no eigenvalue of the real matrix)
– Dominic Michaelis
Apr 7 '13 at 19:12
1
@Susan : see Dominic's answer. You will need to use the "complex inner product" $langle mathbf{x}, mathbf{y} rangle = sum_{i=1}^n {bar x_i}y_i$. Also see Lepidopterist's answer, where $C^*$ is the conjugate transpose of $C$, $C^* = {bar {C^T}}$.
– Stefan Smith
Apr 7 '13 at 19:13
@DominicMichaelis : do you really mean that (a real square matrix can have only real eigenvalues)? I'm afraid you might confuse Susan. What about $[0, 1;-1, 0]$ with eigenvalues $pm i$? (Sorry, I don't remember the $LaTeX$ for writing a matrix
– Stefan Smith
Apr 7 '13 at 19:45
@StefanSmith if you consider it as a real matrix, it doesn't have any eigenvalues.
– Dominic Michaelis
Apr 7 '13 at 19:49
Going Dominic's way or Lepidopterist's way, you will easily see that the (a priori complex) eigenvalues must be real. Note that the exact same proofs show that the eigenvalues of a hermitian $A^*=A$ matrix are real in the general complex case.
– Julien
Apr 7 '13 at 19:59