In linear algebra, we recognize two special types of matrices that have very interesting properties. Imagine a mirror that perfectly reflects objects. Symmetric and Hermitian matrices have a similar mathematical "mirror" property.
A real square matrix A∈Rn×n is called symmetric if it equals its transpose:
AT=A
Whereas a complex square matrix A∈Cn×n is called Hermitian if it equals its adjoint:
AH=A
Let's look at an example to understand this concept more clearly:
A=123245356
Notice that the element at position (i,j) is the same as the element at position (j,i). For example a12=a21=2 and a13=a31=3.
Every real symmetric matrix is actually also a complex Hermitian matrix. Why is that? Because when we consider a real matrix as a complex matrix, the complex conjugate of a real number is the number itself.
Real symmetric matrices are a special case of complex Hermitian matrices.
This means all properties that apply to Hermitian matrices also apply to symmetric matrices. However, symmetric matrices have the additional advantage that all their elements are real.
One interesting property of Hermitian matrices is that all their diagonal elements are always real numbers. Let's see why this happens.
For a Hermitian matrix A∈Cn×n, we have AH=A. This means for every diagonal element:
aii=aii
Because aii=aii, then aii∈R for all i.
So, even though Hermitian matrices can have complex elements off the diagonal, their diagonal elements are definitely real. This is a direct consequence of the Hermitian definition.
This is one of the most amazing properties of symmetric and Hermitian matrices. All eigenvalues of symmetric or Hermitian matrices are always real numbers.
Let's look at the proof. Suppose A∈Cn×n is a Hermitian matrix with AH=A. If A⋅v=λ⋅v with v=0, then:
λ⋅vHv=vH(λ⋅v)
=vH(A⋅v)
=vHAv
=vHAHv
=(A⋅v)Hv
=(λ⋅v)Hv
=λ⋅vHv
Because vHv=0, we can conclude that λ=λ, so λ∈R.
For real symmetric matrices, since they are also Hermitian matrices, their eigenvalues are also always real.
Eigenvectors corresponding to different eigenvalues in symmetric or Hermitian matrices are always orthogonal to each other. This is a very useful property in various applications.
Let's prove this property. Suppose A∈Cn×n is a Hermitian matrix with:
Av=λv with v=0
Aw=μw with w=0
λ=μ
We know that μ=μ because eigenvalues are real. Now:
μ(wHv)=μ(wHv)
=(μw)Hv
=(Aw)Hv
=wHAHv
=wHAv
=wH(λv)
=λ(wHv)
So (μ−λ)(wHv)=0. Because λ=μ, then wHv=0, which means the eigenvectors are orthogonal.
For real symmetric matrices, we have wTv=0.
This orthogonality property allows us to diagonalize symmetric and Hermitian matrices using orthogonal or unitary matrices.