程序代写代做代考 C Key Issues:

Key Issues:
Lecture IV
Real symmetric matrices and canonical forms
Fall 2020 Prof.Jiang@ECE NYU 159

Symmetric Matrices
Recall that a symmetric matrix A  aij  satisfies: aijaji, 1i,jn.
It is a real symmetric matrix if, additionally, all aij ‘ s are real.
Notation :
T nn
AA,A .
Fall 2020 Prof.Jiang@ECE NYU 160

Fact 1 about Symmetric Matrices
The eigenvalues of a real symmetric matrix are always real.
Fall 2020 Prof.Jiang@ECE NYU 161

Proof of Fact 1
By contradiction, assume that a real symmetric A has a complex eigenvalue, say, . Then,
Axx  Axx,orxTAxT.
because A is symmetric. This further implies that
xT AxxT x and xT AxxT x.  0xTx
0, acontradiction.
Fall 2020 Prof.Jiang@ECE NYU 162

Fact 2 about Symmetric Matrices
For any real symmetric matrix, its eigenvectors associated with distinct eigenvalues are orthogonal.
Remarks:
 Two vectors x, yn are orthogonal if xT y  0.
 Orthogonal vectors are linearly independent. Fall 2020 Prof.Jiang@ECE NYU 163

Proof of Fact 2
For a real symmetric A, consider a pair of eigenvectors x, y associated with distinct eigenvalues , , i.e.,
Axx and Ayy. This further implies that
yT Ax  yT x and xT Ay  xT y. T
Asymmetric  yT AxyT Ax xT Ay  0xT y
xT y0, aswished.
Fall 2020 Prof.Jiang@ECE NYU 164

Canonical Form – First Pass
Consider a real symmetric matrix Ann ,
with distinct (real, by Fact 1) eigenvalues i i1 .
Then, there is an orthogonal matrix O, i.e., OT O  I , such that
Fall 2020
n
Prof.Jiang@ECE NYU 165
  0 1 
OTAOdiagi   . 0

n

Constructive Proof
For each eigenvalue  , take an eigenvector xi , i
which has unit norm, i.e., xi  Define a matrix O as:
(xi )T xi 1.
Ox1, , xnnn T
x1 
Then, OT   nn
Fall 2020 Prof.Jiang@ECE NYU
166
T xn  


Constructive Proof (cont’d)
It is directly checked using Fact 2 that OT O  I , i.e., O is an orthogonal matrix.
Inaddition,OT AOdiag . i
Fall 2020 Prof.Jiang@ECE NYU 167

Exercise
Compute the eigenvalues 1, 2 of A1 2
2 3 
and find a transformation matrix O s.t. OT AO1 0 .
0 2
Fall 2020 Prof.Jiang@ECE NYU 168

What if A is not necessarily symmetric
Answer:
Yes! As long as the eigenvalues are mutually distinct, there is a nonsingular matrix P such that
P1 AP  diag i , denoted A ~ diag i . However, this P may not be orthogonal.
Fall 2020 Prof.Jiang@ECE NYU 169

Remark: A non symmetric matrix may not be diagonanizable.
Show that the following matrix A0 1
0 0 
is not diagonalizable.
Fall 2020 Prof.Jiang@ECE NYU 170

Comment
Two similar matrices have the same eigenvalues. So, if A  diagi, i.e.,P1APdiagi,
n the eigenvalues of A are simply i i1 .
However, the converse is not true.
Fall 2020 Prof.Jiang@ECE NYU
171


Fall 2020
Prof.Jiang@ECE NYU 172

Exercise
Two matrices having the same eigenvalues may not be similar. Show that the following matrix
A1 0 1 1
is not diagonizable. In other words, it is not similar to 1 0
0 1 

Question (Necessity and Sufficiency):
When is a matrix similar to a diagonal
matrix?
Fall 2020 Prof.Jiang@ECE NYU 173

Necessary and Sufficient Condition for the Canonical Diagonal Form
 An n  n matrix A is similar to a diagonal matrix iff A has n linearly independent eigenvectors.
 When A has n distinct eigenvalues, it is similar to a diagonal matrix.
Fall 2020 Prof.Jiang@ECE NYU 174

Proof
First, note that Statement 2 follows from Statement 1 and a result proved previously.
Assume A is similar to a diagonal matrix   diag i . 
Then, P nonsingular s.t. P1 AP  .
LetPp1 p2 pn,withpilinearlyindependent.
APP  Api pi,i1,2,….,n i
implying that pi is an eigenvector for eigenvalue  . i
Fall 2020 Prof.Jiang@ECE NYU 175

Proof (cont’d)
Conversely, assume that A has n linearly independent n
eigenvectorspi ,i.e.,Api pi.
i
Then, Pp p p isnonsingularand
i 1 12n
satisfies (by direct computation) that P1AP.
Fall 2020
Prof.Jiang@ECE NYU 176

Comment
From the proof of Part 1, it follows that the following is an equivalent condition for diagonalization of A:
dimNAIdimNA In 1k
where
 ,…, are the distinct eigenvalues of A, k  n.
1k
Fall 2020 Prof.Jiang@ECE NYU 177

Fall 2020
Prof.Jiang@ECE NYU
178
An Example
Bring the matrix A   0 1 1 0
into a diagonal form.


Theeigenvaluesof A are1 j, 2  j. As it can be directly checked, the associated
independent eigenvectors are:

c1  1 and c2  1 . j j 
Then, P  c1 c2 , implying that P1APj 0.
0 j
Fall 2020 Prof.Jiang@ECE NYU 179

Diagonalizable Matrix
A matrix is said to be “diagonalizable”, if it is similar to a diagonal matrix.
Are the following statements true or false:
(1) Two diagonalizable matrices always commute.
(2) The block-diagonal matrix
 nn Bblockdiag B ,Bi i
ii
is diagonalizable if and only if each B is diagonalizable. i
Fall 2020 Prof.Jiang@ECE NYU
180

Let’s stop for a short review…
• Reviewoftheresultsonnontrivial solutions to homogeneous equations:
Ax0, Amn, xn. • Howaboutinhomogeneoussystems?
Fall 2020 Prof.Jiang@ECE NYU 181

A Quiz?
 Anysetofvectorsxi n, with1iN, are always linearly dependent, if N  n.
Fall 2020 Prof.Jiang@ECE NYU 182

Real and Symmetric Matrices
• Theeigenvaluesarealwaysreal.
• Eigenvectorsassociatedwithdistinct
eigenvalues are always orthogonal.
• Anymatrixwithnorepeatedeigenvaluesis diagonalizable.
• Howtotransformarealandsymmetric matrix into a diagonal form?
Fall 2020 Prof.Jiang@ECE NYU 183

Fall 2020
Prof.Jiang@ECE NYU 184
A General Result for General Symmetric Matrices
For any real and symmetric matrix Ann , there always exists an orthogonal matrix, say O,
OTOI, suchthat
1  0
OTAO   
0 n

Special case: A Trivial Example
a0 1
A   0a
n
Clearly, the identity matrix is an orthogonal matrix.
Fall 2020 Prof.Jiang@ECE NYU 185

Before proving this general and fundamental result, let us introduce some useful tools.
Fall 2020 Prof.Jiang@ECE NYU 186

The Gram-Schmidt Orthogonalization Process
Question :
How to generate a set of mutually orthogonal
N
v e c t o r s y i 1 s u c c e s s i v e l y ,
 i
from a set of N real linearly independent
N n-dimensional vectors x i1 ?
 i Fall 2020 Prof.Jiang@ECE NYU
187

Fall 2020
Prof.Jiang@ECE NYU 188
Let us start with a set of real-valued vectors iN
x i1 . Here is the systematic procedure. 
First,
y1 : x1
y2 :x2 a x1 11
where a is a scalar to be determined so that 11
T
inner product y1,y2 y1 y2 0
x1,x2ax1 0. 11

Fall 2020
 0, y3 , x2  0.
Prof.Jiang@ECE NYU 189
x1,x2ax1 0a:x1,x2 /x1,x1 11 11
withD:x1,x1 0. 1
Next, construct y3 as: y3:x3a x1a x2
22
where a21, a22 are scalars to be determined s.t.

y3 , y1 y3 , x1
 0, y3 , y2  0
21

Fall 2020
Prof.Jiang@ECE NYU
190
y3,x1 0, y3,x2 0 
 
x3,x1 a21 x1,x1 a22 x2,x1 0 x3,x2 a21 x1,x2 a22 x2,x2 0

which has a (unique) solution a21, a22 if 11 12
D:detx,x x,x 0.
2
21 22 x,x x,x

Fall 2020
Prof.Jiang@ECE NYU 191
By contradiction, assume that 11 12
D2:detx,x x,x 0  x2,x1 x2,x2 

Then, there are two scalars r , s , not both 0, 11
such that
r x1,x1 s x1,x2 0 11
r x2,x1 s x2,x2 0 11

x1,rx1sx2 0, x2,rx1sx2 0
11 11

Fall 2020
Prof.Jiang@ECE NYU 192
x1,rx1sx2 0, x2,rx1sx2 0 11 11

rx1sx2,rx1sx2 0
1111  r x1  s x2  0.
11
12 Contradiction with x , x
being linearly independent. Thus,
11 12
D:detx,x x,x 0.
2
21 22 x,x x,x

So, we have obtained three mutually orthogonal vectors:
Fall 2020
Prof.Jiang@ECE NYU 193
y1 : x1
y2 :x2 a x1
y3:x3a x1a x2 21 22
11

Continuing this process, we can find other mutually orthogonal vectors:
i1
yi :xi a xk
(i1)k k1
with the scalars a(i1)k chosen to achieve the mutual orthogonality condition:
yi,yj 0 ij,
orequivalently, yi,xj 0,1ji1. Fall 2020 Prof.Jiang@ECE NYU 194

Fall 2020
Prof.Jiang@ECE NYU 195
Othonormal Vectors
They are defined as follows: ui:yi/yi ,i1,2,,N.
It is easy to show that, if n  N, O u1, u2, , uN

is an orthogonal matrix.

An Example
Consider the linearly independent vectors: 1 0

12 x0,x1.

1  1 
By means of the Gram-Schmidt process, find a set of orthonormal vectors u1, u2.
Fall 2020 Prof.Jiang@ECE NYU 196

Exercise
Show that if v ,, v  is a set of k linearly independent 1k
vectors in n , then there exists an invertible upper triangular matrix T kk such that the matrix U VT has
orthonormal columns.
Fall 2020 Prof.Jiang@ECE NYU 197

Comment
During the Gram-Schmidt process, we proved that the determinants D , called Gramians, are nonzero.
Indeed, we can prove that
D detxi,xj 0, 1kN,
k
k
for any set of linearly independent vectors
k  i
Fall 2020 Prof.Jiang@ECE NYU
x i1 . 198

Indeed,
Leading principle minor
Each Gramian D  det  xi , x j  is associated with k
a positive-definite quadratic form:
k i1
k j1
Q(u)
 xi,xj uu
uxi, i
u xj j
k
ij
i, j1
Q positive definite in u  (u ,,u )k .
1k
 Q(u)  0, where equality holds only when u  0.
Fall 2020 Prof.Jiang@ECE NYU 199

An Interesting Result
For any positive-definite quadratic form N
Qauu,
ij i j i, j1
the associated determinant
D  det aij 
is always positive.
Fall 2020 Prof.Jiang@ECE NYU 200

N
au 0, i1,2,,N
ij j j1
Then, it follows that
NN
Q  u  i
 i 1  J 1
a u   0
a contradiction.
Fall 2020
Prof.Jiang@ECE NYU 201
ij j

Proof
 First, we prove that D  0. By contradiction, assume otherwise, there is a nontrivial solution to

 Second, we prove that D  0. For  [0,1], consider a family of quadratic forms defined as
N P()Q 1 u2.
  i1
i
Clearly, P 0, for all nontrivial u. Then,
based on the above analysis, the associated determinants are nonzero.
At 0, thedeterminantis detI 0.
So, by continuity, at   1, the determinant is D
which cannot be negative.
Fall 2020 Prof.Jiang@ECE NYU 202

General 2×2 Symmetric Matrices
Fall 2020
Prof.Jiang@ECE NYU
203
We begin with the two-dimensional case: a aa1
A11 12  a21 a22  a2 
which is symmetric, i.e., a 12
 a . 21

Considerapairofeigenvalue1 andassociated x
(normalized) eigenvector x1 :  11  , i.e. x
 12  Ax1x1a1,x1 x, a2,x1 x
1 1 11 1 12

General Symmetric Matrices (Cont’d)
Using the Gram-Schmidt process, take a 22 orthogonal matrix O  y1 y2 , with y1:=x1 the
2
given normalized eigenvector.
It will be shown that
OTAO 1 0 220 2
Fall 2020 Prof.Jiang@ECE NYU 204

General Symmetric Matrices (Cont’d)
First, show that
12
T
 y  1 11

  b 
a1,y2 2220b
1 12 y a2,y2 22
OTAOOT
Then, b  0 using symmetry;
1 12

and b   because the eigenvalues are
 OT AO . 2222
OT AO
22 2
unchanged under O.
Fall 2020 Prof.Jiang@ECE NYU 205

to a diagonal form.
Exercise 1
Try to reduce the real symmetric matrix A1 k
k 1 
Fall 2020 Prof.Jiang@ECE NYU 206

Define the real bilinear form n
Exercise 2
Qx,yyTAxa yx,
x,yn
ij i j i, j1
that reduces to the inner product when A  I. ProvethatQ issymmetric,i.e.,Qx,yQy,x if and only if A is symmetric.
See the text (Horn & Johnson, 2nd edition, 2013; page 226)
Fall 2020 Prof.Jiang@ECE NYU 207

Homework #4
1. Does the singular matrix A1 1
1 1 
have two independent eigenvectors?
T
2. Show that A and A have the same eigenvalues.
Fall 2020 Prof.Jiang@ECE NYU 208

A2 0 0 1

Justify your answer.
Homework #4
3. Show by direct calculation for A and B, 22 matrices, that AB and BA have the same characteristic equation.
4. Can you give two matrices that are reducible to the following canonical diagonal matrix
Fall 2020 Prof.Jiang@ECE NYU 209