南航双语矩阵论matrix theory第7章部分习题参考答案

第七章部分习题参考答案Exercise 1Show that a normal matrix A is Hermitian if its eigenvalues are all real.Proof If A is a normal matrix, then there is a unitary matrix that diagonalizes A . That is, there is a unitary matrix U such thatH A UDU =where D is a diagonal matrix and the diagonal elements of D are eigenvalues of A . If eigenvalues of A are all real, then()H H H H H H A UDU UD U UDU A ====Therefore, A is Hermitian.Exercise 2Let A and B be Hermitian matrices of the same order. Show that AB is Hermitian if and only if AB BA =. ProofIf AB BA =, then ()()H H H H AB BA A B AB ===. Hence, AB is Hermitian. Conversely, if AB is Hermitian, then ()H AB AB =. Therefore, H H AB B A BA ==.Exercise 3Let A and B be Hermitian matrices of the same order. Show that A and B are similar if they have the same characteristic polynomial.Proof Since matrix A and B have the same characteristic polynomial, they have the same eigenvalues 12,,,n λλλ. There exist unitary matrices U and V such that12diag(,,,)H n U AU λλλ=, 12diag(,,,)H n V BV μμμ=.Thus,H H U AU V BV =. (11,H H U U V V --==)That is 1()H H UV AUV B -=. Hence, A and B are similar.Exercise 4Let A be a skew-Hermitian matrix, i.e., H A A =-, show that (a) I A - and I A + are invertible.(b) 1()()I A I A --+ is a unitary matrix with eigenvalues not equal to 1-. Proof of Part (a)Method 1: (a) since H A A =-, it follows that()()H I A I A I AA I A A -+=-=+For any x 0≠()()0x x x x x x x x x x H H H H H H H I A A A A A A +=+=+>Hence, ()()I A I A -+ is positive definite. It follows that ()()I A I A -+ is invertible. Hence, both I A - and I A + are invertible.Method 2:If I A - is singular, then there exists a nonzero vector x such that()x 0I A -=. Thus, x x A =, x x x x H H A =. (1)Since x x H is real, it follows that()x x x x H H H A =.That is x x x x H H H A =. Since H A A =-, it follows thatx x x x H H A -= (2)Equation (1) and (2) implies that 0x x H =. This contradicts the assumption that x is nonzero. Therefore, I A - is invertible.Method 3:Let λ be an eigenvalue of A and x be an associated eigenvector. x x A λ=x x x x H H A λ=. ()x x x x x x x x x x x xH H H H H H H H A A A λλ===-=-Hence, λ is either zero or pure imaginary. 1 and 1- can not be eigenvalues of A . Hence, I A -and I A + are invertible.Method 4: Since H A A =-, A is normal. There exists a unitary matrix U such that 12diag(,,,)H n U AU λλλ=12()()diag(,,,)H H H H H H n U AU U A U U AU λλλ==-= 12diag(,,,)n λλλ=12diag(,,,)n λλλ-Each j λ is pure imaginary or zero.12(diag(,,,))H n I A U I U λλλ-=-12diag(1,1,,1))H n I A U U λλλ-=---Since 10i λ-≠ for 1,2,,j n =, det ()0I A -≠. Hence, I A - is invertible. Similarly, we can prove that I A + is invertible.Proof of Part (b) Method 1:Since ()()()()I A I A I A I A +-=-+, it follows that11[()()]()()H I A I A I A I A ---+-+11()()()()H H I A I A I A I A --=+--+ ( Note that 11()()H H P P --= if P is nonsingular.) 11()()()()I A I A I A I A --=-+-+11()()()()I A I A I A I A I --=--++=Hence, 1()()I A I A --+ is a unitary matrix. Denote 1()()B I A I A -=-+.Since 111(1)(1)()()()()2()I B I I A I A I A I A I A I A -----=---+=-++-+=-+,1det()(2)det[()]0n I B I A ---=-+≠Hence, 1- can not be an eigenvalue of 1()()I A I A --+. Method 2:By method 4 of the Proof of Part (a),12diag(1,1,,1))H n I A U U λλλ-=---12diag(1,1,,1))H n I A U U λλλ+=+++1()()I A I A --+1212111diag(,,,))111H nnU U λλλλλλ---=+++ The eigenvalues of 1()()I A I A --+ are1212111,,,111nnλλλλλλ---+++, which are all not equal to 1-.Method 3: Since ()()()()I A I A I A I A +-=-+, it follows that 11()()()()I A I A I A I A ---+=+-If 1- is an eigenvalue of 1()()I A I A --+, then there is a nonzero vector x , such that1()()x x I A I A --+=-. That is 1()()x x I A I A -+-=-.It follows that()()x x I A I A -=-+.This implies that x 0=. This contradiction shows that 1- can not be an eigenvalue of1()()I A I A --+.Exercise 6If H is Hermitian, show that i I H - is invertible, and 1(i )(i )U I H I H -=+- is unitary. Proof Let i A H =-. Then A is skew-Hermitian. By Exercises #4, I A - and I A + are invertible, and 1()()U I A I A -=-+ is unitary. This finishes the proof.Exercise 7Find the Hermitian matrix for each of the following quadratic forms. And reduce each quadratic form to its canonical form by a unitary transformation (a) 12312131213(,,)i i f x x x x x x x x x x x =+-+ Solution()1123123230i 1(,,)i 00100x f x x x x x x x x ⎛⎫⎛⎫ ⎪⎪=- ⎪⎪ ⎪⎪⎝⎭⎝⎭, 0i 1i 00100A ⎛⎫ ⎪=- ⎪ ⎪⎝⎭3det()2I A λλλ-=-. Eigenvalues of Aare 1λ2λ=30λ=.Associated unit eigenvectors are1i 1,)22u T =-, 2i 1,)22u T =-, and3u T=, respectively. 123,,u u u form an orthonormal set.Let 123(,,)u u u U =, and x y U =. Then we obtain the canonical form1122y yExercise 9Let A and B be Hermitian matrices of order n , and A be positive definite. Show that AB issimilar to a real diagonal matrix.Proof Since A is positive definite, there exists an nonsingular Hermitian matrix P such that H A PP = 1()H H AB PP B P P BP P -==AB is similar to H P BP . Since H P BP is Hermitian, it is similar to a real diagonal matrix. Hence, AB is similar to a real diagonal matrix.Exercise 10Let A be an Hermitian matrix of order n . Show that there exists a real number 0t such that t I A +is positive definite.Proof 1: The matrix t I A + is Hermitian for real values of t . If the eigenvalues of A are 12,n λλλ，，, then the eigenvalues of t I A +are 12,,n t t t λλλ+++，. Let12max{,,}n t λλλ>，Then the eigenvalues of t I A + are all positive. And hence, tI A +is positive definite.Proof 2: The matrix t I A + is Hermitian for real values of t . Let r A be the leading principle minor of A of order r .det()r r r t I A t +=+terms involving lower powers in t .Hence, det()r r t I A + is positive for sufficiently large t .Thus, if t is sufficiently large, all leading principal minors of t I A + will be positive.That is, there exists a real number 0t such that det()r r t I A + is positive for 0t t > and for each r . Thus t I A + is positive definite for 0t t >.Exercise 11 Let11121222HA A A A A ⎛⎫= ⎪⎝⎭be an Hermitian positive definite matrix. Show that 1122det()det()det()A A A ≤Proof We first prove that if A is Hermitian positive definite and B is Hermitian semi-positivedefinite, then det()det()A B A +≥. Since A is positive definite, there exists a nonsingular hermitian matrix P such that H A PP =11(())H H A B P I P B P P --+=+ 11det()det()det(())H A B A I P B P --+=+11()H I P B P --+ is positive semi- definite. Its eigenvalues are all greater than or equal to 1.Thus11det(())1H I P B P --+≥111121112112111222H H I O A A I A A A A I A A O I --⎛⎫-⎛⎫⎛⎫⎪ ⎪⎪-⎝⎭⎝⎭⎝⎭11112111112112212111222121112H H A A A O I A A O A A A A O A A A A O I ---⎛⎫-⎛⎫⎛⎫== ⎪ ⎪ ⎪--⎝⎭⎝⎭⎝⎭ 122121112H A A A A -- is positive definite, and 1121112H A A A - is positive semi-definite, and11122121112det()det()det()H A A A A A A -=-Hence, 111222212111212111222121112det()det()det(H H H A A A A A A A A A A A A ---=-+≥-）This finishes the proof.Exercise 12Let A be a positive definite Hermitian matrix of order n . Show that the element in A with the largest norm must be in the main diagonal.Proof Let ()ij A a =. Suppose that 00i j a is of the largest norm, where 00i j ≠. Consider theprincipal minor 00000000i i i j i j j j a a a a ⎛⎫⎪ ⎪⎝⎭. It must be positive definite since A is positive definite. (Recall that an Hermitian matrix is positive definite iff all its principal minors are positive.) Thus, 00000000det 0i i i j i j j j a a a a ⎛⎫⎪> ⎪⎝⎭. On the other hand, 000000000000002det 0i i i j i i j j i j i j j j a a a a a a a ⎛⎫⎪=-≤ ⎪⎝⎭since 00i j a is of the largest norm.(Remark: The diagonal elements in an Hermitian matrix must be real.)This contradiction implies that the element in A with the largest norm must be in the main diagonal.。