Paper 1, Section II, A

Vectors and Matrices
Part IA, 2015

(a) A matrix is called normal if AA=AAA^{\dagger} A=A A^{\dagger}. Let AA be a normal n×nn \times n complex matrix.

(i) Show that for any vector xCn\mathbf{x} \in \mathbb{C}^{n},

Ax=Ax|A \mathbf{x}|=\left|A^{\dagger} \mathbf{x}\right|

(ii) Show that AλIA-\lambda I is also normal for any λC\lambda \in \mathbb{C}, where II denotes the identity matrix.

(iii) Show that if x\mathbf{x} is an eigenvector of AA with respect to the eigenvalue λC\lambda \in \mathbb{C}, then x\mathbf{x} is also an eigenvector of AA^{\dagger}, and determine the corresponding eigenvalue.

(iv) Show that if xλ\mathbf{x}_{\lambda} and xμ\mathbf{x}_{\mu} are eigenvectors of AA with respect to distinct eigenvalues λ\lambda and μ\mu respectively, then xλ\mathbf{x}_{\lambda} and xμ\mathbf{x}_{\mu} are orthogonal.

(v) Show that if AA has a basis of eigenvectors, then AA can be diagonalised using an orthonormal basis. Justify your answer.

[You may use standard results provided that they are clearly stated.]

(b) Show that any matrix AA satisfying A=AA^{\dagger}=A is normal, and deduce using results from (a) that its eigenvalues are real.

(c) Show that any matrix AA satisfying A=AA^{\dagger}=-A is normal, and deduce using results from (a) that its eigenvalues are purely imaginary.

(d) Show that any matrix AA satisfying A=A1A^{\dagger}=A^{-1} is normal, and deduce using results from (a) that its eigenvalues have unit modulus.