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Orthogonal normal form of a finite real skew matrix
Statement
For every integer and real skew-symmetric matrix , there are an orthogonal real matrix and numbers such that For a real square matrix , is positive semidefinite because for every real column vector . Its singular-value multiset is the multiset of nonnegative square roots of the eigenvalues of , each eigenvalue repeated according to its eigenspace dimension. In the displayed form, the positive are precisely the positive singular values of : each block with contributes two entries equal to , counting repeated block values separately. Every zero block pairs two kernel directions.
Facts & Assumptions
Given: and .
Finite matrix spectral and state calculus: every Hermitian matrix on a finite-dimensional complex inner-product space has an orthonormal eigenbasis with real eigenvalues, and its eigenspaces and spectral projections are basis-independent.
Proof
Regard as a complex matrix on . Since and is real, . By [F1], has an orthonormal eigenbasis with real eigenvalues. Complex conjugation sends an eigenvector of eigenvalue to an eigenvector of eigenvalue , because conjugating gives . Thus nonzero eigenvalues occur in opposite pairs.
Fix a unit eigenvector for , with real vectors . The vectors and belong to distinct eigenspaces of the Hermitian matrix , so . Expanding this equality gives and ; then gives . From , comparison of real and imaginary parts gives and . Therefore and are orthonormal and , , which is the displayed block in this basis.
Choose an orthonormal basis in each positive eigenspace of ; [F1] supplies these finite-dimensional bases. Together with their complex conjugates, the chosen vectors are orthonormal: conjugation preserves orthonormality, and every positive eigenspace is orthogonal to every negative eigenspace of the Hermitian matrix . Hence the real planes from step 2.1 are mutually orthogonal. On the zero eigenspace, , so the real and imaginary parts of each vector lie in the real kernel of . The real and complex kernels have equal dimension because row reduction of the real matrix has the same pivots over and ; this dimension is minus twice the total number of positive eigenvectors, hence even. Choose a real basis of and successively subtract projections onto earlier vectors and normalize each nonzero residual; this gives an orthonormal real basis. Pairing consecutive vectors gives zero blocks. The resulting real orthonormal basis gives the required .
Since is orthogonal, . Thus the singular-value multiset from the Statement has two entries for each block , including its two zero entries when . This identifies every positive block value once per real two-plane and completes the multiplicity assertion.