Complex Matrices
Complex Matrices
If at least one element of a matrix is a complex number + , where a, b are real andi = √−1,
then the matrix is called a complex matrix.
The matrix obtained by replacing he elements of a complex matrix A by the
by ̅.
corresponding conjugate complex number is called the conjugate of the matrix A and is denoted
2+3 −7 2−3 7
= , then ̅ =
5 1− 5 1+
Thus, if
It is easy to see that the conjugate of the transpose of . . , ( ′) and the transposed
conjugate of A . . , ( ′) are equal, Each of them is denoted by A*.
Thus, ( )( )= ∗
.
A square matrix =[ ]is said to be Hermitian if ∗= or = .
A square matrix =[ ] is said to be skew. Hermitian if ∗
= − or =− .
In a Hermitian matrix, the diagonal elements are all real, while every other element is the
conjugate complex of the element in the transposed position. For example.
5 2+ −3
= !2 − −3 1 − # is a Hermitian matrix.
3 1+ 0
form $, where $ is real. Every other element is the negative of the conjugate complex of the
In a skew-Hermitian matrix, the diagonal elements are zero or purely imaginary of the
3 1+ 7
element in the transposed position.
The determinant of a unitary matrix is of unit modulus. For a matrix to be unitary, it must
be non-singular.
A square matrix A is said to be orthogonal if AA'=I= A'A or A' =A-1
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ILLUSTRATIVE EXAMPLES
2+ 3 −1 + 3
Example1. &( = , verify that A*A is a Hermitian matrix where
−5 4−2
A* is the conjugate transpose of A.
2+ −5
=! 3 #
−1 + 3 4−2
Sol.
2− −5
∗
=( )=! 3 − #
−1 − 3 4+2
2− −5
2+ 3 −1 + 3
∗
=! 3 − #
−5 4−2
−1 − 3 4+2
Now,
30 6−8 −19 + 17
=! 6+8 10 −5 + 5 # = %(- .)
−19 − 17 −5 − 5 30
30 6+8 −19 − 17
% = ! 6−8 10 −5 − 5 #
−19 + 17 −5 + 5 30
∴
30 6−8 −19 + 17
% ∗ = (% ) = ! 6 + 8 10 −5 + 5 # = %
−19 − 17 −5 − 5 30
Now,
⇒ %= ∗
is a Hermitian matrix.
̅ = /0 − 1 −$ − 2
3
$− 2 0+ 1
∴
0− 1 $− 2
∗
= ( ̅) = / 3
−$ − 2 0+ 1
⇒
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0 4 + $4 + 1 4 + 2 4 0
∗
=/ 3
0 0 + $ + 14 + 24
4 4
Also,
and ( − ∗ ∗
) = ∗
−( ) =
∗ ∗ ∗
− = −( − ∗
)
∴ + ∗
is Hermitian and − ∗
is skew-Hermitian.
= 4( + ∗)
+ ( − ∗)
= 7 + 8 (say)
6 6
4
Now,
where P is Hermitian and Q is skew- Hermitian. Thus, every square matrix can be
0 1+2
expressed as the sum of a Hermitian matrix and a skew-Hermitian matrix.
1 0 0 1+2 1 −1 − 2
that it is unitary
1−9 = − =
0 1 −1 + 2 0 1−2 1
Sol.
1 0 0 1+2 1 1+2
1+9 = + =
0 1 −1 + 2 0 −1 + 2 1
1 1+2
|& + 9| = < < = 1 − (4 4
− 1) = 6
−1 + 2 1
(& + 9):6 1 −1 − 2
@A (& + 9) = B
6 6
|=>?| 1−2 1
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(& − 9)(& + 9):6 = < 1 −1 − 4 6
< <
1 −1 − 2
<
1−2 1 B 1−2 1
∴
−4 −2 − 4
= = (- .)
6
2−4
B −4
−4 2+4
=B
6
−2 − 4 −1
−4 2+4
( )= =B
C 6
−2 + 4 −4
C 6 −4 2+4 6 −4 −2 − 4
B −2 + 4 −4 B 2−4 −4
36 0 1 0
= =&
6
DB 0 36 0 1
⇒ = (& − 9)(& + 9):6 is unitary
−1 2+ 5−3 2 3+2 −4
(iii) ! 2 − 7 5 # (iv) !3 − 2 5 6 #
5+3 −5 2 −4 −6 3
2−3 4+5
= !6 + 0 4 − 5 #. as a sum of Hermitian and Skew-
− 2− 2+
2. (i) Express the matrix
− 1
1+
Hermitian matrix.
0 0
real symmetric and Q is a real skew-symmetric matrix.
54
(iv) If A is a Hrmitian matrix, then show that is a Skew-Hermitian matrix.
1 1+
5. (i) Define unitary matrix. Show that the following matrix is unitary.
6
√D 1− −1
6 1+ −1 +
1+ 1−
(ii) Prove that 4 is a unitary matrix.
1 1 1
= !1 E E4 # is a unitary matrix, where E is complex cube root
6
1 E4 E
√D
(iii) Show that
of unity.
6> 6:
polynomial equation of degree H in ' of the form (−1)J 'J + K6 'J:6 + K4 'J:4 + ⋯ +
On expanding the determinant, the characteristic equation can be written as a
KJ = 0.
The roots of this equation are called the characteristic roots or latent roots or eigen
values of A.
The set of eigen values of a square matrix A is called the spectrum of A.
Note. The sum of the eigen values of a matrix A is equal to trace of A.
[The trace of square matrix I the sum of the diagonal elements]
1.37. EIGEN VECTORS
Consider the linear transformation M = N …(1)
Which transforms the column vector X into the column vector Y. In practice, we are
often required to find those vectors X which transform into scalar multiples of
themselves.
Let X be such a vector which transforms into 'N (' being a non -zero scalar) by the
transformation (1).
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Then M = 'N …(2)
From (1) and (2), N = 'N ⇒ N − '&N = O ⇒ ( − '&)N = O …(3)
This matrix equation gives H homogeneous linear equations
( 66 − ')Q6 + 64 Q4 + ⋯ + 6J QJ = 0
P 46 Q6 +( 44 − ')Q4 +. . + 4J QJ = 0 R
J6 Q6 + J4 Q4 +. . +( JJ − ')QJ = 0
…(4)
These equations will have a not-trivial solution only if the co-efficient matrix − '& is
singular
. . if | − '&| = 0 …(5)
This is the characteristic equation of the matrix A and has H roots which are the eigen
values of A. Corresponding to each root of (5), the homogeneous system (3) has a non-
Q6
zero solution.
Q
N = F 4 G which is called an eigen vector or latent vector.
⋮
QJ
Note. If X is a solution of (3), then so is KN, where l is an arbitrary constant. Thus, the
eigen vector corresponding to an eigen value is not unique.
1.38. THE CHARACTERISTIC ROOTS OF A UNITARY MATRIX ARE OF UNIT
MODULUS
Let A be a unitary matrix so that
∗
=&= ∗
…(1)
If ' is a characteristic root of the matrix A and X is its latent vector, then we have
N = 'N …(2)
N) = U'̅N ∗ V('N)
On multiplying (2) and(3), we get
(N ∗ ∗ )(
⇒ N ∗ N = ''(N ∗ N) …(4)
⇒ U1 − ''VN ∗ N = 0
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Since X is a characteristic vector, N ≠ O
Consequently, N∗N ≠ O
Hence equation (4) gives
1 − '' = 0
⇒ '' = 1
⇒ |'|4 = 1 ⇒ |'| = 1
Hence the characteristic roots of a unitary matrix are of unit modulus
1.39. THE LATENT ROOTS OF A HERAMITIAN MATRIX ARE ALL REAL
Let ' be the characteristic or latent root of a Hermitian matrix A. Then ∃ a non-zero
latent vector X such that
N = 'N …(1)
Pre-multiplying both sides of (1) by N ∗ , we get
N ∗ N = N ∗ 'N …(2)
Transpose conjugate of (2) gives
(N ∗ N)∗ = ('N ∗ )∗
N∗ ∗
(N ∗ )∗ = N ∗ (N ∗ )∗ '∗ |%. [ \ [- ] ] ^ P
_∵ '∗ = 'P
⇒
⇒ N∗ ∗
N = N ∗ N'
∗
But A is a Hermitian matrix so that
Hence above equation becomes
N ∗ N = 'N ∗ N …(3)
From (2) and (3), we have
N ∗ ('N ∗ N)
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1.40. THE CHARACTERISTIC ROOTS OF A SKEW-HERMITIAN MATRIX IS
EITHER ZERO OR PURELY AN IMAGINARY NUMBER
Since A is a Skew- Hermitian matrix
∴ is Hermitian matrix.
Let ' be a characteristic root of A.
Then, N = 'N ⇒ ( )Q = ( ')N
⇒ ' is a characteristic root of matrix .
But ' is a Hermitian matrix.
Therefore, ' should be real.
Hence, ' is either zero or purely imaginary.
1.41. THE CHARACTERISDTIC ROOTS OF AN IDEMPOTERNT MATRIX ARE
EITHER ZERO OR UNITY
Since A is an idempotent matrix. ∴ 4
= .
Let X be a latent vector of the matrix A corresponding to the latent root ' so that
N = 'N …(1)
⇒ ( − '&)N = O such that N ≠ O
Per - multiplying (1) by A
( N) = ('N) = '( N)
( )N = '('N) | . (1)P
= P
⇒
4
N = '4 N ⇒ N = '4 N |∵ 4
| . (1)P
⇒
⇒ 'N = '4 N
⇒ ('4 − ')N = O ⇒ '4 − ' = 0 (a Hb N ≠ O)
⇒ '(' − 1) = 0
⇒ ' = 0, 1
58
ILLUSTRATIVE EXAMPLES
Example 1. Show that if 'c '4, … 'J are the latent roots of the matrix A, then D
Sol. Let ' be a latent root of the matrix A. Then there exists a non- zero vector X such
that
N = 'N …(1)
4(
⇒ N) = 4
('N) ⇒ D
N = '( 4
N)
But 4
N = ( N) = ('N) |W- HX (1)|
= '( N) = '('N) = '4 N
∴ 4
N = '('4 N) = 'D N
⇒ 'D is a latent root of D
.
∴ If '6 , '4 , … 'J are the latent roots of A, then '6D , 'D4 , … 'DJ are then latent roots of
D
.
Example2. If '6 , '4 … 'J are eigen values of A, then find eigen values of the matrix
( − '&)4
Sol. ( − '&)4 = 4
− 2' & + '4 & 4
= 4
− 2' + '4 &
Eigen values of 4
are '64 , '44 , … '4J
Eigen values of 2' are 2''6 , 2''4 , … ''J .
Eigen values of '4 & are '4
∴ Eigen values of ( − '&)4 are
'64 − 2''6 + '4 , '44 − 2''4 + '4 , … , '4J − 2''J + '4
or ('6 − ')4 , ('4 − ')4 , … , ('J − ')4 .
Example3. If ' is an eigen value of a non-singular matrix A, show that
(i) ':6 is an eigen value of :6
.
|d|
e
(ii) is an eigen value of adj. A.
⇒ :6
N = ':6 N
⇒ ':6 is an eigen value of :6
.
(ii) ' is an eigen value of A
⇒ There exists a non-zero matrix X such that AX = 'X
⇒ ( @A. )( N) = ( @A. )('N)
⇒ f( @A. )gN = '( @A. )N
⇒ | |&N = '( @A. )N [∵ ( @A. ) = | | &]
⇒ | |N = '( @A. )N
N = ( @A. )N
|d|
e
⇒
( @A. )N = N
|d|
e
⇒
|d|
e
⇒ is an eigen value of adj. A.
⇒ 'D − 19' + 30 = 0
⇒ ' = 3, −5, 2
(ii) Characteristic equation is
| − '&| = 0
2−' 5 7
! 5 3−' 1 #=0
7 0 2−'
⇒
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Example5. Show that for any square matrix A,
(i) @H A \ - h - i j( X H \ ]k -.
(ii) The product of all eigen values of A is equal to determinant (A).
Sol. Let A be a square matrix.
(i) The characteristic equation of A is | − '&| = 0 …(1)
Let A' be the transpose of A.
Then the characteristic equation of A' will be
| − '&|=0 …(2)
Since the interchange of rows and columns does not alter the value of the
determinant we have,
| − '&| = | − '&|
|∵P | − '&|= | − P'&|′P = | ′P − '&′|= | − P'&|P as I' = I
Hence the eigen values of matrix A and its transpose A' are identical.
(ii) Let = [ ]J×J be a given square matrix and '6 , '4 , 'D,… 'J be its eigen values. If
m(λ) be the characteristic polynomial then,
m(') = | − '&|
66 −' 64 …. 6J
− ' … .
=o o
64 44 4J
⋮ ⋮ ⋮ ⋮
J6 J4 …. JJ − '
61
N = 'N
Let k be any non -zero scalar. Than,
K( N) = K('N) ⇒ (KN) = '(KN)
Therefore, kX is also a characteristic vector of A corresponding to the same characteristic root '
Since k is any non-zero scalar, ∃ infinitely many eigen vectors corresponding to a single
eigen value
(ii) Let there exist two distinct eigen values '6 and '4 corresponding to an eigen vector X of a
|'6 ≠ '4 P
square matrix A. Then, we have
N = '6 N
N = '4 N
∴ N = '6 N = '4 N
('6 − '4 )X = O
|∵ '6 − '4 ≠ 0P
⇒
⇒ N=O
Which is impossible since X is a non-zero vector. Hence every eigen vector corresponding to a
1 −2
unique eighen value
=
−5 4
Example 8. Find the eigen values and eigen vectors of matrix
⇒ '4 − 5' − 6 = 0
⇒ ' = 6, −1.
Thus, the eigen values of A are 6, −1,
Corresponding to ' = 6, the eigen vectors are given by
( − 6&)N6 = O
1 − 6 −2 Q6
=O
−5 4 − 6 Q4
or
−5 −2 Q6
=O
−5 −2 Q4
or
62
Q6 = 2K6 , Q4 = −5K6
1
∴ The eigen vectors are N4 = K4 .
1
Example 8. Find the eigen values and eigen vectors of the matrix is.
Sol. The characteristic equation of the given matrix is
| − '&| = 0
−2 − ' 2 −3
t 2 1−' −6t = 0
−1 −2 −'
or
N6 = ! K4 # = K6 !0# + K4 ! 1 #
K6 1 0
Corresponding to ' = 5, the eigen vectors are given by ( − 5&)N4 = O
−7 2 −3 Q6 0
! 2 −4 −6# FQ4 = !0#G
−1 −2 −5 QD 0
⇒
63
Q6 Q4 QD
= =
10 − 6 3 + 5 −2 − 2
= = :6u = KD (say)
pq pr p
6 4
⇒
∴ Q6 = KD , Q4 + 2KD , QD = −KD
1
Hence the eigen vectors are given by.
N4 = KD ! 2 #
−1
∴ =
( ) = ′
- -.hh i[ b P
⇒
⇒ ∗
= |∵
⇒ A is Hermitian.
64
Hence the characteristic roots of A are all real
( ) Let % = 7:6 7
Then % − '& = 7:6 7 − '&
= 7 :6 7 − 7:6 '&7 = 7:6 ( − '&)7
∴ |% − '&| = |7:6 ( − '&)7| = |7:6 | | − '&||7|
= | − '&||7:6 | |7| = | − '&||7:6 − 7|
= | − '&| |&| = | − '&| |∵ |&| = 1P
Hence matrices A and 7:6 7 have the same characteristic roots.
(iv) Le = [ ]D×D be a square matrix of order 3. The characteristic equation is
| − '&| = 0
66 −' 64 6D
t 46 44 −' 4D t=0
DD − '
⇒
D6 D4
1. Fine the eigen values and corresponding eigen vectors of the following matrices:
1 2 2 ℎ X
−5 2 5 4
(iii) ! 0 2 1# (iv) !0 0#
2 −2 1 2
−1 2 2 0 0 b
(i) (ii)
1 2 2
=! 0 2 1#
−1 2 2
2. (i) Find the characteristic equation of the matrix
65
2 −3 1
=! 3 1 3#
−5 2 −4
(ii) Find the eigen values of the matrix
1 −1
=
2 −1
(iii) Find the eigen vectors for the matrix
1 2 −3
Find the eigen values of 3 D
+5 4
− 6 + 2& where = !0 3 2#
0 0 −2
3.
4 2 101
2 4 101
4. Find the eigen value of matrix corresponding to the eigen vector .
(i) Show that if ' ios a characteristic root of the matrix then ' + K is a characteristic
root of the matrix + K&.
5.
(ii) Show that if '6 (1 ≤ ≤ H) are the eigen values of a square matrix x
(iii) Prove that the characteristic roots of a diagonal matrix are the diagonal elements of
the matrix
0 ℎ X 0 ( ℎ 0 X (
Verify that the matrices N = F ℎ 0 ( G , M = F( 0 X G , y + FX 0 ℎG have same
X ( 0 ℎ X 0 ( ℎ 0
6.
characteristic equation.
b
+ + b = 0, Find the characteristic roots of the matrix = !b #
b
7. If
2 1 1
=! 2 3 4 #, all its eigen values are distinct and real.
−1 −1 −2
8. Prove that for matrix
1 1 0 −b −b +
10.
66
4 −1 −1
!−1 4 −1# and % = 1 − { , then show that | = 1 − ' , Where ' and | are
6 6
{
−1 −1 4
12. If
ANSWERS
1 2 1 4
(i) −1, −6; K6 ,K (ii) 1, 6; K6 ,K
2 4 −1 −1 4 1
1.
1 2 1 ℎ X
(iii) 1, 2, 2 ; K6 ! 1 # , K4 !1# (iv) , , b ; K6 !0# , K4 ! − # , KD ~ 0 •
−1 0 0 0 b−
1 1
(i) 'D − 5'4 + 8' − 4 = 4 (ii) 0, 1, −2 (iii) K6 , K4
1− 1+
2.
3. 4, 110, 10
4. 6
6/4
' = 0, = ( + + b4)
D 4 4
4
7.
2 0 1
3, −1, 1; K6 ! 3 # , K4 !−1# , KD !−1#
−1 1 0
8.
5 1
2, 2, 3; K6 ! 2 # , K4 ! 1 #
−5 −2
9.
10. , ,b
11. '{ − 7'D + 17'4 − 17' + 6 = 0; ' = 1, 1, 2, 3
67