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 Template:Mvar-th row and Template:Mvar-th column is equal to the complex conjugate of the element in the Template:Mvar-th row and Template:Mvar-th column, for all indices Template:Mvar and Template:Mvar: <math display =block>A \text{ is Hermitian} \quad \iff \quad a_{ij} = \overline{a_{ji}}</math>

or in matrix form: <math display=block>A \text{ is Hermitian} \quad \iff \quad A = \overline {A^\mathsf{T}}.</math>

Hermitian matrices can be understood as the complex extension of real symmetric matrices.

If the conjugate transpose of a matrix <math>A</math> is denoted by <math>A^\mathsf{H},</math> then the Hermitian property can be written concisely as

<math display=block>A \text{ is Hermitian} \quad \iff \quad A = A^\mathsf{H}</math>

Hermitian matrices are named after Charles Hermite,<ref>Template:Citation</ref> 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 <math>A^\mathsf{H} = A^\dagger = A^\ast,</math> although in quantum mechanics, <math>A^\ast</math> 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 <math>A</math> is Hermitian if and only if it is equal to its conjugate transpose, that is, it satisfies <math display="block">\langle \mathbf w, A \mathbf v\rangle = \langle A \mathbf w, \mathbf v\rangle,</math> for any pair of vectors <math>\mathbf v, \mathbf w,</math> where <math>\langle \cdot, \cdot\rangle</math> denotes the inner product operation.

This is also the way that the more general concept of self-adjoint operator is defined.

Real-valuedness of quadratic forms

An <math>n\times{}n</math> matrix <math>A</math> is Hermitian if and only if <math display="block">\langle \mathbf{v}, A \mathbf{v}\rangle\in\R, \quad \text{for all } \mathbf{v}\in \mathbb{C}^{n}.</math>

Spectral properties

A square matrix <math>A</math> is Hermitian if and only if it is unitarily diagonalizable with real eigenvalues.

Applications

Hermitian matrices are fundamental to quantum mechanics because they describe operators with necessarily real eigenvalues. An eigenvalue <math>a</math> of an operator <math>\hat{A}</math> on some quantum state <math>|\psi\rangle</math> is one of the possible measurement outcomes of the operator, which requires the operators to have real eigenvalues.

In signal processing, Hermitian matrices are utilized in tasks like Fourier analysis and signal representation.<ref>{{#invoke:citation/CS1|citation |CitationClass=web }}</ref> The eigenvalues and eigenvectors of Hermitian matrices play a crucial role in analyzing signals and extracting meaningful information.

Hermitian matrices are extensively studied in linear algebra and numerical analysis. They have well-defined spectral properties, and many numerical algorithms, such as the Lanczos algorithm, exploit these properties for efficient computations. Hermitian matrices also appear in techniques like singular value decomposition (SVD) and eigenvalue decomposition.

In statistics and machine learning, Hermitian matrices are used in covariance matrices, where they represent the relationships between different variables. The positive definiteness of a Hermitian covariance matrix ensures the well-definedness of multivariate distributions.<ref>{{#invoke:citation/CS1|citation |CitationClass=web }}</ref>

Hermitian matrices are applied in the design and analysis of communications system, especially in the field of multiple-input multiple-output (MIMO) systems. Channel matrices in MIMO systems often exhibit Hermitian properties.

In graph theory, Hermitian matrices are used to study the spectra of graphs. The Hermitian Laplacian matrix is a key tool in this context, as it is used to analyze the spectra of mixed graphs.<ref>{{#invoke:citation/CS1|citation |CitationClass=web }}</ref> The Hermitian-adjacency matrix of a mixed graph is another important concept, as it is a Hermitian matrix that plays a role in studying the energies of mixed graphs.<ref>Template:Cite journal</ref>

Examples and solutions

In this section, the conjugate transpose of matrix <math> A </math> is denoted as <math> A^\mathsf{H} ,</math> the transpose of matrix <math> A </math> is denoted as <math> A^\mathsf{T} </math> and conjugate of matrix <math> A </math> is denoted as <math> \overline{A} .</math>

See the following example:

<math display=block>\begin{bmatrix}

 0     & a - ib & c-id \\
 a+ib  & 1     & m-in \\
 c+id     &   m+in & 2

\end{bmatrix}</math>

The diagonal elements must be real, as they must be their own complex conjugate.

Well-known families of Hermitian matrices include the Pauli matrices, the Gell-Mann matrices and their generalizations. In theoretical physics such Hermitian matrices are often multiplied by imaginary coefficients,<ref> Template:Cite book </ref><ref>Physics 125 Course Notes Template:Webarchive at California Institute of Technology</ref> which results in skew-Hermitian matrices.

Here, we offer another useful Hermitian matrix using an abstract example. If a square matrix <math> A </math> equals the product of a matrix with its conjugate transpose, that is, <math> A = BB^\mathsf{H} ,</math> then <math> A </math> is a Hermitian positive semi-definite matrix. Furthermore, if <math> B </math> is row full-rank, then <math> A </math> is positive definite.

Properties

Main diagonal values are real

The entries on the main diagonal (top left to bottom right) of any Hermitian matrix are real.

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.

Symmetric

A matrix that has only real entries is symmetric if and only if it is a Hermitian matrix. A real and symmetric matrix is simply a special case of a Hermitian matrix.

So, if a real anti-symmetric matrix is multiplied by a real multiple of the imaginary unit <math>i,</math> then it becomes Hermitian.

Normal

Every Hermitian matrix is a normal matrix. That is to say, <math>AA^\mathsf{H} = A^\mathsf{H}A.</math>

Diagonalizable

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 Template:Mvar with dimension Template:Mvar are real, and that Template:Mvar has Template:Mvar 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 Template:Math consisting of Template:Mvar eigenvectors of Template:Mvar.

Sum of Hermitian matrices

The sum of any two Hermitian matrices is Hermitian.

Inverse is Hermitian

The inverse of an invertible Hermitian matrix is Hermitian as well.

Associative product of Hermitian matrices

The product of two Hermitian matrices Template:Mvar and Template:Mvar is Hermitian if and only if Template:Math.

Template:Math proof = \overline{B^\mathsf{T} A^\mathsf{T}} = \overline{B^\mathsf{T}} \ \overline{A^\mathsf{T}} = B^\mathsf{H} A^\mathsf{H} = BA.</math> Thus <math>(AB)^\mathsf{H} = AB</math> if and only if <math>AB = BA.</math>

Thus Template:Math is Hermitian if Template:Mvar is Hermitian and Template:Mvar is an integer. }}

ABA Hermitian

If A and B are Hermitian, then ABA is also Hermitian. Template:Math proof

Template:Math is real for complex Template:Math

For an arbitrary complex valued vector Template:Math the product <math> \mathbf{v}^\mathsf{H} A \mathbf{v} </math> is real because of <math> \mathbf{v}^\mathsf{H} A \mathbf{v} = \left(\mathbf{v}^\mathsf{H} A \mathbf{v}\right)^\mathsf{H} .</math> 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.

Complex Hermitian forms vector space over Template:Math

The Hermitian complex Template:Mvar-by-Template:Mvar matrices do not form a vector space over the complex numbers, Template:Math, since the identity matrix Template:Math is Hermitian, but Template:Math is not. However the complex Hermitian matrices do form a vector space over the real numbers Template:Math. In the Template:Math-dimensional vector space of complex Template:Math matrices over Template:Math, the complex Hermitian matrices form a subspace of dimension Template:Math. If Template:Math denotes the Template:Mvar-by-Template:Mvar matrix with a Template:Math in the Template:Math position and zeros elsewhere, a basis (orthonormal with respect to the Frobenius inner product) can be described as follows: <math display=block>E_{jj} \text{ for } 1 \leq j \leq n \quad (n \text{ matrices}) </math>

together with the set of matrices of the form <math display=block>\frac{1}{\sqrt{2}}\left(E_{jk} + E_{kj}\right) \text{ for } 1 \leq j < k \leq n \quad \left( \frac{n^2-n} 2 \text{ matrices} \right) </math>

and the matrices <math display=block>\frac{i}{\sqrt{2}}\left(E_{jk} - E_{kj}\right) \text{ for } 1 \leq j < k \leq n \quad \left( \frac{n^2-n} 2 \text{ matrices} \right) </math>

where <math>i</math> denotes the imaginary unit, <math>i = \sqrt{-1}~.</math>

An example is that the four Pauli matrices form a complete basis for the vector space of all complex 2-by-2 Hermitian matrices over Template:Math.

Eigendecomposition

If Template:Mvar orthonormal eigenvectors <math>\mathbf{u}_1, \dots, \mathbf{u}_n</math> of a Hermitian matrix are chosen and written as the columns of the matrix Template:Mvar, then one eigendecomposition of Template:Mvar is <math> A = U \Lambda U^\mathsf{H}</math> where <math>U U^\mathsf{H} = I = U^\mathsf{H} U</math> and therefore <math display=block>A = \sum_j \lambda_j \mathbf{u}_j \mathbf{u}_j ^\mathsf{H},</math> where <math>\lambda_j</math> are the eigenvalues on the diagonal of the diagonal matrix <math>\Lambda.</math>

Singular values

The singular values of <math>A</math> are the absolute values of its eigenvalues:

Since <math>A</math> has an eigendecomposition <math>A=U\Lambda U^H</math>, where <math>U</math> is a unitary matrix (its columns are orthonormal vectors; see above), a singular value decomposition of <math>A</math> is <math>A=U|\Lambda|\text{sgn}(\Lambda)U^H</math>, where <math>|\Lambda|</math> and <math>\text{sgn}(\Lambda)</math> are diagonal matrices containing the absolute values <math>|\lambda|</math> and signs <math>\text{sgn}(\lambda)</math> of <math>A</math>'s eigenvalues, respectively. <math>\sgn(\Lambda)U^H</math> is unitary, since the columns of <math>U^H</math> are only getting multiplied by <math>\pm 1</math>. <math>|\Lambda|</math> contains the singular values of <math>A</math>, namely, the absolute values of its eigenvalues.<ref>Template:Cite book</ref>

Real determinant

The determinant of a Hermitian matrix is real:

Template:Math proof (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 matrices

Template:AnchorAdditional facts related to Hermitian matrices include:

• The sum of a square matrix and its conjugate transpose <math>\left(A + A^\mathsf{H}\right)</math> is Hermitian.
• The difference of a square matrix and its conjugate transpose <math>\left(A - A^\mathsf{H}\right)</math> is skew-Hermitian (also called antihermitian). This implies that the commutator of two Hermitian matrices is skew-Hermitian.
• An arbitrary square matrix Template:Mvar can be written as the sum of a Hermitian matrix Template:Mvar and a skew-Hermitian matrix Template:Mvar. This is known as the Toeplitz decomposition of Template:Mvar.<ref name="HornJohnson">Template:Cite book</ref>Template:Rp <math display="block">C = A + B \quad\text{with}\quad A = \frac{1}{2}\left(C + C^\mathsf{H}\right) \quad\text{and}\quad B = \frac{1}{2}\left(C - C^\mathsf{H}\right)</math>

Rayleigh quotient

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In mathematics, for a given complex Hermitian matrix Template:Mvar and nonzero vector Template:Math, the Rayleigh quotient<ref>Also known as the Rayleigh–Ritz ratio; named after Walther Ritz and Lord Rayleigh.</ref> <math>R(M, \mathbf{x}),</math> is defined as:<ref name="HornJohnson"/>Template:Rp<ref>Parlet B. N. The symmetric eigenvalue problem, SIAM, Classics in Applied Mathematics,1998</ref> <math display=block>R(M, \mathbf{x}) := \frac{\mathbf{x}^\mathsf{H} M \mathbf{x}}{\mathbf{x}^\mathsf{H} \mathbf{x}}.</math>

For real matrices and vectors, the condition of being Hermitian reduces to that of being symmetric, and the conjugate transpose <math>\mathbf{x}^\mathsf{H}</math> to the usual transpose <math>\mathbf{x}^\mathsf{T}.</math> <math>R(M, c \mathbf x) = R(M, \mathbf x)</math> for any non-zero real scalar <math>c.</math> Also, recall that a Hermitian (or real symmetric) matrix has real eigenvalues.

It can be shown<ref name="HornJohnson" /> that, for a given matrix, the Rayleigh quotient reaches its minimum value <math>\lambda_\min</math> (the smallest eigenvalue of M) when <math>\mathbf x</math> is <math>\mathbf v_\min</math> (the corresponding eigenvector). Similarly, <math>R(M, \mathbf x) \leq \lambda_\max</math> and <math>R(M, \mathbf v_\max) = \lambda_\max .</math>

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, <math>\lambda_\max</math> is known as the spectral radius. In the context of C*-algebras or algebraic quantum mechanics, the function that to Template:Math associates the Rayleigh quotient Template:Math for a fixed Template:Math and Template:Math varying through the algebra would be referred to as "vector state" of the algebra.

See also

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• Template:Annotated link (anti-Hermitian matrix)
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External links

• Template:Springer
• Visualizing Hermitian Matrix as An Ellipse with Dr. Geo Template:Webarchive, by Chao-Kuei Hung from Chaoyang University, gives a more geometric explanation.
• Template:MathPages