Hermitian matrix
In mathematics, a Hermitian matrix (or self-adjoint matrix) is a complex square matrix that is equal to its own conjugate transpose—that is, the element in the i-th row and j-th column is equal to the complex conjugate of the element in the j-th row and i-th column, for all indices i and j:
or in matrix form:
- .
Hermitian matrices can be understood as the complex extension of real symmetric matrices.
If the conjugate transpose of a matrix is denoted by , then the Hermitian property can be written concisely as
Hermitian matrices are named after Charles Hermite, who demonstrated in 1855 that matrices of this form share a property with real symmetric matrices of always having real eigenvalues. Other, equivalent notations in common use are , although note that in quantum mechanics, typically means the complex conjugate only, and not the conjugate transpose.
Alternative characterizations
Hermitian matrices can be characterized in a number of equivalent ways, some of which are listed below:
Equality with the adjoint
A square matrix is Hermitian if and only if it is equal to its adjoint, that is, it satisfies
for any pair of vectors , where denotes the inner product operation.
This is also the way that the more general concept of self-adjoint operator is defined.
Reality of quadratic forms
A square matrix is Hermitian if and only if it is such that
Spectral properties
A square matrix is Hermitian if and only if it is unitarily diagonalizable with real eigenvalues.
Applications
Hermitian matrices are fundamental to the quantum theory of matrix mechanics created by Werner Heisenberg, Max Born, and Pascual Jordan in 1925.
Examples
In this section, the conjugate transpose of matrix is denoted as , the transpose of matrix is denoted as and conjugate of matrix is denoted as .
See the following example:
The diagonal elements must be real, as they must be their own complex conjugate.
Well-known families of Pauli matrices, Gell-Mann matrices and their generalizations are Hermitian. In theoretical physics such Hermitian matrices are often multiplied by imaginary coefficients,[1][2] which results in skew-Hermitian matrices (see below).
Here, we offer another useful Hermitian matrix using an abstract example. If a square matrix equals the multiplication of a matrix and its conjugate transpose, that is, , then is a Hermitian positive semi-definite matrix. Furthermore, if is row full-rank, then is positive definite.
Properties
- The entries on the main diagonal (top left to bottom right) of any Hermitian matrix are real.
- Proof: By definition of the Hermitian matrix
- so for i = j the above follows.
- Only the main diagonal entries are necessarily real; Hermitian matrices can have arbitrary complex-valued entries in their off-diagonal elements, as long as diagonally-opposite entries are complex conjugates.
- A matrix that has only real entries is Hermitian if and only if it is symmetric. A real and symmetric matrix is simply a special case of a Hermitian matrix.
- Proof: by definition. Thus H_{ij} = H_{ji} (matrix symmetry) if and only if (H_{ij} is real).
- Every Hermitian matrix is a normal matrix. That is to say, AA^{H} = A^{H}A.
- Proof: A = A^{H}, so AA^{H} = AA = A^{H}A.
- The finite-dimensional spectral theorem says that any Hermitian matrix can be diagonalized by a unitary matrix, and that the resulting diagonal matrix has only real entries. This implies that all eigenvalues of a Hermitian matrix A with dimension n are real, and that A has n linearly independent eigenvectors. Moreover, a Hermitian matrix has orthogonal eigenvectors for distinct eigenvalues. Even if there are degenerate eigenvalues, it is always possible to find an orthogonal basis of ℂ^{n} consisting of n eigenvectors of A.
- The sum of any two Hermitian matrices is Hermitian.
- Proof: as claimed.
- The inverse of an invertible Hermitian matrix is Hermitian as well.
- Proof: If , then , so as claimed.
- The product of two Hermitian matrices A and B is Hermitian if and only if AB = BA.
- Proof: Note that Thus if and only if .
- Thus A^{n} is Hermitian if A is Hermitian and n is an integer.
- For an arbitrary complex valued vector v the product is real because of . This is especially important in quantum physics where Hermitian matrices are operators that measure properties of a system e.g. total spin which have to be real.
- The Hermitian complex n-by-n matrices do not form a vector space over the complex numbers, ℂ, since the identity matrix I_{n} is Hermitian, but i I_{n} is not. However the complex Hermitian matrices do form a vector space over the real numbers ℝ. In the 2n^{2}-dimensional vector space of complex n × n matrices over ℝ, the complex Hermitian matrices form a subspace of dimension n^{2}. If E_{jk} denotes the n-by-n matrix with a 1 in the j,k position and zeros elsewhere, a basis (orthonormal w.r.t. the Frobenius inner product) can be described as follows:
- together with the set of matrices of the form
- and the matrices
- where denotes the complex number , called the imaginary unit.
- If n orthonormal eigenvectors of a Hermitian matrix are chosen and written as the columns of the matrix U, then one eigendecomposition of A is where and therefore
- where are the eigenvalues on the diagonal of the diagonal matrix .
- The determinant of a Hermitian matrix is real:
- Proof:
- Therefore if .
- (Alternatively, the determinant is the product of the matrix's eigenvalues, and as mentioned before, the eigenvalues of a Hermitian matrix are real.)
Decomposition into Hermitian and skew-Hermitian
Additional facts related to Hermitian matrices include:
- The sum of a square matrix and its conjugate transpose is Hermitian.
- The difference of a square matrix and its conjugate transpose is skew-Hermitian (also called antihermitian). This implies that the commutator of two Hermitian matrices is skew-Hermitian.
- An arbitrary square matrix C can be written as the sum of a Hermitian matrix A and a skew-Hermitian matrix B. This is known as the Toeplitz decomposition of C.[3]^{:p. 7}
Rayleigh quotient
In mathematics, for a given complex Hermitian matrix M and nonzero vector x, the Rayleigh quotient[4] , is defined as:[3]^{:p. 234}[5]
- .
For real matrices and vectors, the condition of being Hermitian reduces to that of being symmetric, and the conjugate transpose to the usual transpose . Note that for any non-zero real scalar . Also, recall that a Hermitian (or real symmetric) matrix has real eigenvalues.
It can be shown that, for a given matrix, the Rayleigh quotient reaches its minimum value (the smallest eigenvalue of M) when is (the corresponding eigenvector). Similarly, and .
The Rayleigh quotient is used in the min-max theorem to get exact values of all eigenvalues. It is also used in eigenvalue algorithms to obtain an eigenvalue approximation from an eigenvector approximation. Specifically, this is the basis for Rayleigh quotient iteration.
The range of the Rayleigh quotient (for matrix that is not necessarily Hermitian) is called a numerical range (or spectrum in functional analysis). When the matrix is Hermitian, the numerical range is equal to the spectral norm. Still in functional analysis, is known as the spectral radius. In the context of C*-algebras or algebraic quantum mechanics, the function that to M associates the Rayleigh quotient R(M, x) for a fixed x and M varying through the algebra would be referred to as "vector state" of the algebra.
See also
References
- Frankel, Theodore (2004). The Geometry of Physics: an introduction. Cambridge University Press. p. 652. ISBN 0-521-53927-7.
- Physics 125 Course Notes at California Institute of Technology
- Horn, Roger A.; Johnson, Charles R. (2013). Matrix Analysis, second edition. Cambridge University Press. ISBN 9780521839402.
- Also known as the Rayleigh–Ritz ratio; named after Walther Ritz and Lord Rayleigh.
- Parlet B. N. The symmetric eigenvalue problem, SIAM, Classics in Applied Mathematics,1998
External links
- Hazewinkel, Michiel, ed. (2001) [1994], "Hermitian matrix", Encyclopedia of Mathematics, Springer Science+Business Media B.V. / Kluwer Academic Publishers, ISBN 978-1-55608-010-4
- Visualizing Hermitian Matrix as An Ellipse with Dr. Geo, by Chao-Kuei Hung from Chaoyang University, gives a more geometric explanation.
- "Hermitian Matrices". MathPages.com.