• Let be an inner product space and let be a linear operator on . is self-adjoint if

    Similarly, a matrix is self-adjoint if

    We also call these matrices Hermitian Matrices

  • An important example of such a matrix is a symmetric matrix where .

  • (Friedberg Lem.6.17.1) Let be a self-adjoint operator on a finite-dimensional inner product space . Then

  • (Friedberg 6.17) Let be a linear operator on a finite dimensional real inner product space . Then is self-adjoint if and only if there exists an orthonormal basis of eigenvectors of .

  • A similar class of matrices is the skew-adjoint matrices. Defined such that

    • An important example of such a matrix is a skew-symmetric matrix where
    • Let be a skew-adjoint operator on a finite-dimensional inner product space on . Then
      • Every eigenvalue is pure imaginary. That is
      • The characteristic polynomial splits.
  • Let . is a Gramian matrix if there exists a real square matrix such that

  • (Friedberg e6.4.12) is a Gramian matrix If and only if is symmetric and all its eigenvalues are nonnegative.

  • (Friedberg Lem.6.18) Let be a finite dimensional inner product space and let be a self adjoint operator on . If then .

Rayleigh Conditioning

  • Let be a self-adjoint matrix. The Rayleigh quotient for is defined as the scalar

  • (Friedberg 6.36) For a self adjoint matrix , is the largest eigenvalue of . Similarly, is the smallest eigenvalue of .

    • Proof. Choose an orthonormal basis consisting of eigenvectors of . Represent

      Assume that the eigenvalues are sorted .

      Computing , we have

      We can clearly bound this as

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