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Math 422

The characteristic polynomial p (t) of a square complex matrix A splits as a product of linear factors of

the form (t )m . Of course, finding these factors is a dicult problem, but having factored p (t) we can

triangularize A whether or not A is diagonalizable.

Example 1 The characteristic polynomial p (t) = t2 of the triangular matrix

0 1

A=

0 0

has the single root = 0, which is an eigenvalue

of algebraic multiplicity 2. The eigenspace of is one

dimensional and is spanned by the single vector 10 , so the geometric multiplicity of is 1. Therefore A is

defective and is not diagonalizable (one needs two linearly independent eigenvectors to construct a transition

matrix P that diagonalizes A).

Let V n be an n-dimensional complex inner product space with Euclidean inner product.

Definition 2 A hyperplane in V n is a translation of an (n 1)-dimensional subspace.

Note that the orthogonal complement u of a non-zero vector u Cn is a hyperplane through the origin.

Consider the matrix

1

P =I

2 uu ;

kuk

then Q = P

kuk

uu = I

kuk2

Proposition 3 N (P ) = span {u} and multiplication by P is orthogonal projection on u , i.e., for all

x Cn ,

P x = proju x.

xu

u = 0 or equivalently x =

u. Thus x = tu for some t C, and

kuk2

kuk2

N (P ) = span {u} . Furthermore, for all x Cn , P x = x proju x = proju x.

Proof. If P x = 0, then x

xu

x y = 2 proju x.

Proposition 5 Let u Cn be a non-zero vector. The Householder transformation associated with u is

reflection in the hyperplane u .

!

xu

n

Proof. Note that for all x C , Qx = x 2

= x 2 proju x. Thus x Qx = 2 proju x.

2u

kuk

Exercise 6 Earlier we proved that a real Householder matrix Q is symmetric and orthogonal, i.e.,QT = Q

and Q1 = QT . Generalize this result for complex matrices: Prove that complex Householder matrices Q

are Hermitian and unitary.

Let v = (v1 , . . . , vn ) be a non-zero vector in Cn and set x =

vector with x1 R. Let u = x e1 then

kuk2

v1 v

. Then x = (x1 , . . . , xn ) Cn is a unit

kv1 vk

= (x e1 ) (x e1 ) = x x x e1 e1 x + e1 e1 = 2 2x1 = 2 (1 x1 )

x u = x (x e1 ) = x x x e1 = 1 x1 .

1

If x 6= e1 , then u 6= 0 and we may apply the Householder transformation Q associated with u to x and e1 :

Qx = x 2

xu

kuk

2u

=x

2 (1 x1 )

u = x u = x (x e1 ) = e1 ;

2 (1 x1 )

(1)

applying Q to both sides of (1) and using the fact that Q2 = I we have

x = Q2 x = Qe1 .

If x = e1 , set Q = I; then in either case

x = Qe1 and e1 = Qx

are reflection of each other in the hyperplane (x e1 ) . For a unit vector x R2 , the line (x e1 ) bisects

the angle between x and e1 . We are ready to prove our main theorem in this lecture:

Theorem 7 (Schurs Triangularization Theorem) Every n n complex matrix A is unitarily similar to an

upper-triangular matrix T , i.e., there exists a unitary matrix U such that U AU = T.

Proof. Use induction on the size of A. For n = 1 there is nothing to prove. So assume n > 1 and that

the result holds for all matrices of size less than n. Since every complex matrix has an eigenvalue, choose

v1 v

an eigenvalue of A and an associated eigenvector v = (v1 , . . . , vn ) . Let x =

and set u = x e1 ;

kv1 vk

if x 6= e1 , let Q be the Householder matrix associated with u; if x = e1 let Q = I. Then x = Qe1 by the

6, Q is Hermitian and unitary, so x is the first

row of Q. Since Q = Q1 = Q we have Q = [x | V ] = Vx and

x

x AV

QAQ = QA [x | V ] = Q [x | AV ] = e1 |

AV =

.

0 V AV

V

Now apply the induction hypothesis to V AV, which is an (n 1) (n 1) matrix, and obtain an (n 1)

(n 1) unitary matrix R such that Tn1 = R (V AV ) R is upper-triangular. Let

1 0

U =Q

;

0 R

then

U U =

1 0

0 R

Q Q

1 0

0 R

1

0

0 R R

=I

so U is unitary. Hence

T

= U

1 0

1 0

QAQ

AU =

0 R

0 R

1 0

x AV

1 0

0 R

0 V AV

0 R

x AV R

1 0

0 R

0 V AV R

x AV R

x AV R

=

0 R V AV R

0

Tn1

Remark 8 Since similar matrices have the same eigenvalues, the eigenvalues of A are the diagonal entries

of every Schur triangularization T = U AU.

When all eigenvalues of A are real, Schurs Triangularization Theorem tells us that A is orthogonally

similar to a triangular matrix. Our next example demonstrates this.

2

1 1 2

8 11 8 .

A=

10

11

7

2 1 2

1 0 12

8 12 8 0 1 1

AI =

10

11

6

0 0 0

1/3

4/3

and x = 2/3 is an associated unit eigenvector. Let u = xe1 = 2/3 and let Q be the associated

2/3

2/3

Householder matrix, i.e.,

1 2 2

1

3 T

2

2 1 = [x | V ] ,

Q = I uu =

4

3

2

1 2

where

Then

2 2

1

V = 2 1 .

3

1 2

3

64 13

1 13 1

1

T

0 13 1

and V AV =

.

QAQ =

16 5

3

3

0

16 5

1

Now triangularize the 2 2 matrix V T AV, which has the single eigenvalue 3. The vector x = 117 4

is a

117

1

unit vector associated with 3. Let u = x e1 = 17 4 and let R be the Householder matrix associated

with u, i.e.,

0.242 54 0.970 14

R=

.

0.970 14 0.242 54

Then

RV T AV R =

3 17/3

0

3

U =Q

then

1 0

0 R

1 0.970 25 21.747

5.6667

U T AU = 0 3.000

0

0

3.000

In summary, every matrix is triangularizable but only non-defective matrices are diagonalizable.

Exercise 10 Show that the matrix

1 1 2

8 11 8 .

A=

10

11

7

3

Following the proof of Schurs Triangularization Theorem, find an orthogonal matrix P such that P T AP is

upper triangular:

1 1

Exercise 11 A =

1 3

2 1

Exercise 12 A =

1 2

13 9

Exercise 13 A =

16 11

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