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Realification preserves Hermitian spectra, norms, and congruence
Statement
For and with real , define its realification
Use the standard coordinate inner products on and on , with their induced 2-norms. For compatible and ,
For any , . For square , is invertible exactly when is invertible. If is Hermitian with eigenvalues counted with multiplicity, then is real symmetric with eigenvalue multiset . For every complex matrix , .
Facts & Assumptions
Given: Finite complex matrices of the shapes in the statement and a Hermitian square matrix .
A complex normal endomorphism has an orthonormal eigenbasis (Complex spectral theorem: a normal endomorphism of a finite-dimensional complex inner product space has an orthonormal eigenbasis, and conversely).
Every self-adjoint endomorphism is normal (Self-adjoint and normal endomorphisms of a finite-dimensional real or complex inner product space).
Rank-nullity implies that an injective endomorphism of a finite-dimensional space is surjective (Rank-nullity: ).
The operator norm is induced by the vector norms on finite-dimensional real or complex inner-product spaces (The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv||).
The real coordinate inner product is (The Euclidean inner product on ).
Complex inner products are linear in the first variable, conjugate-linear in the second, and induce the norm (Real and complex inner-product spaces and their induced length).
In orthonormal coordinate bases, the matrix of the adjoint is the conjugate transpose (In orthonormal bases, the matrix of the adjoint is the conjugate transpose of the matrix).
Proof
Identify with . For any , direct multiplication gives , so realification respects every compatible product. The displayed inner products make the standard coordinate bases orthonormal, so [F7] gives and .
For , by [F5, F6]. Thus for the identification bijects the complex and real unit spheres, so the maxima in [F4] coincide for and . If , both operator norms are zero by [F4]. If square is invertible, is an inverse of by step 1.1; conversely, if is invertible, its kernel is zero, so implies , and [F3] makes invertible.
If , the spectral assertion is immediate. Otherwise, [F7] identifies the Hermitian matrix with a self-adjoint endomorphism in the standard orthonormal basis; [F2] makes it normal, so [F1] gives with unitary and real. By step 1.1, is real orthogonal and , where . Hence is real symmetric with each eigenvalue of repeated twice.
Depends on
- Complex spectral theorem: a normal endomorphism of a finite-dimensional complex inner product space has an orthonormal eigenbasis, and conversely
- Self-adjoint and normal endomorphisms of a finite-dimensional real or complex inner product space
- Rank-nullity: $\dim_F V=\operatorname{nullity}T+\operatorname{rank}T$
- The operator norm is zero on the zero domain and otherwise is max_{||v||=1} ||Tv||
- The Euclidean inner product $\langle x,y\rangle = \sum_{k<n} x_k y_k$ on $\mathbb{R}^n$
- Real and complex inner-product spaces and their induced length
- In orthonormal bases, the matrix of the adjoint is the conjugate transpose of the matrix
Used by
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Sources
- Nicholas J. Higham, Numerical Linear Algebra and Matrix Analysis, MIMS EPrint 2015.103, §§5.1–5.6 (standard reference, not scraped)