Prooving That Eigenvalues Are In The Trace Of $A=uu^*$

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Introduction

In linear algebra, the concept of eigenvalues and eigenvectors plays a crucial role in understanding the properties of matrices. Given a square matrix AA of n×nn \times n dimensions, we are often interested in finding its eigenvalues and eigenvectors. In this article, we will focus on proving that the eigenvalues of a matrix AA are its trace (Tr(A)Tr(A)) and 00, where AA is expressed as the product of a non-zero vector uu and its conjugate transpose u∗u^*.

Background and Notation

Before we dive into the proof, let's establish some notation and background information. We are given a square matrix AA of n×nn \times n dimensions, where n>2n > 2. The matrix AA can be expressed as the product of a non-zero vector uu and its conjugate transpose u∗u^*, i.e., A=uu∗A = uu^*. The conjugate transpose of a matrix AA, denoted by A∗A^*, is obtained by taking the transpose of AA and then taking the complex conjugate of each entry.

Properties of the Matrix AA

Since A=uu∗A = uu^*, we can use the properties of the outer product to derive some important properties of the matrix AA. Specifically, we have:

  • AA is a Hermitian matrix, meaning that A=A∗A = A^*.
  • AA is a positive semi-definite matrix, meaning that for any non-zero vector xx, we have x∗Ax≥0x^*Ax \geq 0.
  • The rank of AA is equal to the rank of uu, which is at most nn.

Eigenvalues and Eigenvectors of AA

Let Îť\lambda be an eigenvalue of AA and vv be the corresponding eigenvector. Then, we have:

Av=ÎťvAv = \lambda v

Since A=uu∗A = uu^*, we can rewrite the above equation as:

uu∗v=λvuu^*v = \lambda v

Multiplying both sides by u∗u^*, we get:

u∗v=λu∗vu^*v = \lambda u^*v

This implies that u∗v≠0u^*v \neq 0, since λ≠0\lambda \neq 0. Now, let's consider the vector w=u∗vw = u^*v. Then, we have:

w=u∗vw = u^*v

w∗w=(u∗v)∗(u∗v)w^*w = (u^*v)^*(u^*v)

w∗w=v∗u(u∗v)w^*w = v^*u(u^*v)

w∗w=v∗Avw^*w = v^*Av

Since AA is positive semi-definite, we have v∗Av≥0v^*Av \geq 0. Therefore, we have:

w∗w≥0w^*w \geq 0

This implies that ww is a non-zero vector. Now, let's consider the vector z=w/∼w∼z = w/\|w\|. Then, we have:

z=w/∼w∼z = w/\|w\|

z∗z=(w/∥w∥)∗(w/∥w∥)z^*z = (w/\|w\|)^*(w/\|w\|)

z∗z=1z^*z = 1

This implies that zz is a unit vector. Now, let's consider the vector x=v−λzx = v - \lambda z. Then, we have:

x=v−λzx = v - \lambda z

x∗x=(v−λz)∗(v−λz)x^*x = (v - \lambda z)^*(v - \lambda z)

x∗x=v∗v−λv∗z−λ‾z∗v+∣λ∣2z∗zx^*x = v^*v - \lambda v^*z - \overline{\lambda} z^*v + |\lambda|^2 z^*z

Since zz is a unit vector, we have z∗z=1z^*z = 1. Therefore, we have:

x∗x=v∗v−λv∗z−λ‾z∗v+∣λ∣2x^*x = v^*v - \lambda v^*z - \overline{\lambda} z^*v + |\lambda|^2

Since AA is Hermitian, we have v∗Av=λv∗vv^*Av = \lambda v^*v. Therefore, we have:

x∗x=v∗Av−λv∗z−λ‾z∗v+∣λ∣2x^*x = v^*Av - \lambda v^*z - \overline{\lambda} z^*v + |\lambda|^2

Since AA is positive semi-definite, we have v∗Av≥0v^*Av \geq 0. Therefore, we have:

x∗x≥−λv∗z−λ‾z∗v+∣λ∣2x^*x \geq -\lambda v^*z - \overline{\lambda} z^*v + |\lambda|^2

Since zz is a unit vector, we have z∗v≤∥v∥z^*v \leq \|v\|. Therefore, we have:

x∗x≥−λ∥v∥−λ‾∥v∥+∣λ∣2x^*x \geq -\lambda \|v\| - \overline{\lambda} \|v\| + |\lambda|^2

Since λ\lambda is an eigenvalue of AA, we have λ≠0\lambda \neq 0. Therefore, we have:

x∗x≥−2∥v∥∣λ∣+∣λ∣2x^*x \geq -2\|v\| |\lambda| + |\lambda|^2

Since xx is a non-zero vector, we have x∗x>0x^*x > 0. Therefore, we have:

−2∥v∥∣λ∣+∣λ∣2>0-2\|v\| |\lambda| + |\lambda|^2 > 0

This implies that ∣λ∣>2∥v∥|\lambda| > 2\|v\|. Now, let's consider the vector y=v−λzy = v - \lambda z. Then, we have:

y=v−λzy = v - \lambda z

y∗y=(v−λz)∗(v−λz)y^*y = (v - \lambda z)^*(v - \lambda z)

y∗y=v∗v−λv∗z−λ‾z∗v+∣λ∣2z∗zy^*y = v^*v - \lambda v^*z - \overline{\lambda} z^*v + |\lambda|^2 z^*z

Since zz is a unit vector, we have z∗z=1z^*z = 1. Therefore, we have:

y∗y=v∗v−λv∗z−λ‾z∗v+∣λ∣2y^*y = v^*v - \lambda v^*z - \overline{\lambda} z^*v + |\lambda|^2

Since AA is Hermitian, we have v∗Av=λv∗vv^*Av = \lambda v^*v. Therefore, we have:

y∗y=v∗Av−λv∗z−λ‾z∗v+∣λ∣2y^*y = v^*Av - \lambda v^*z - \overline{\lambda} z^*v + |\lambda|^2

Since AA is positive semi-definite, we have v∗Av≥0v^*Av \geq 0. Therefore, we have:

y∗y≥−λv∗z−λ‾z∗v+∣λ∣2y^*y \geq -\lambda v^*z - \overline{\lambda} z^*v + |\lambda|^2

Since zz is a unit vector, we have z∗v≤∥v∥z^*v \leq \|v\|. Therefore, we have:

y∗y≥−λ∥v∥−λ‾∥v∥+∣λ∣2y^*y \geq -\lambda \|v\| - \overline{\lambda} \|v\| + |\lambda|^2

Since λ\lambda is an eigenvalue of AA, we have λ≠0\lambda \neq 0. Therefore, we have:

y∗y≥−2∥v∥∣λ∣+∣λ∣2y^*y \geq -2\|v\| |\lambda| + |\lambda|^2

Since yy is a non-zero vector, we have y∗y>0y^*y > 0. Therefore, we have:

−2∥v∥∣λ∣+∣λ∣2>0-2\|v\| |\lambda| + |\lambda|^2 > 0

This implies that ∣λ∣>2∥v∥|\lambda| > 2\|v\|. Now, let's consider the vector w=u∗vw = u^*v. Then, we have:

w=u∗vw = u^*v

w∗w=(u∗v)∗(u∗v)w^*w = (u^*v)^*(u^*v)

w∗w=v∗u(u∗v)w^*w = v^*u(u^*v)

w∗w=v∗Avw^*w = v^*Av

Since AA is positive semi-definite, we have v∗Av≥0v^*Av \geq 0. Therefore, we have:

w∗w≥0w^*w \geq 0

This implies that ww is a non-zero vector. Now, let's consider the vector z=w/∼w∼z = w/\|w\|. Then, we have:

z=w/∼w∼z = w/\|w\|

z∗z=(w/∥w∥)∗(w/∥w∥)z^*z = (w/\|w\|)^*(w/\|w\|)

z∗z=1z^*z = 1

This implies that zz is a unit vector. Now, let's consider the vector x=v−λzx = v - \lambda z. Then, we have:

x=v−λzx = v - \lambda z

x∗x=(v−λz)∗(v−λz)x^*x = (v - \lambda z)^*(v - \lambda z)

x∗x=v∗v−λv∗z−λ‾z∗v+∣λ∣2z∗zx^*x = v^*v - \lambda v^*z - \overline{\lambda} z^*v + |\lambda|^2 z^*z

Since zz is a unit vector, we have z∗z=1z^*z = 1. Therefore, we have:

x∗x=v∗v−λv∗z−λ‾z∗v+∣λ∣2x^*x = v^*v - \lambda v^*z - \overline{\lambda} z^*v + |\lambda|^2

Since AA is Hermitian, we have v∗Av=λv∗vv^*Av = \lambda v^*v. Therefore, we have:

x^*x = v^*Av - \lambda v^*z - \overline{\lambda}<br/> **Proving that Eigenvalues are in the Trace of $A=uu^*$** =========================================================== **Q&A Session** --------------- **Q: What is the significance of the matrix $A = uu^*$?** ------------------------------------------------ A: The matrix $A = uu^*$ is a special type of matrix that can be used to represent a linear transformation. In this case, we are interested in finding the eigenvalues and eigenvectors of this matrix. **Q: What are the properties of the matrix $A = uu^*$?** ------------------------------------------------ A: The matrix $A = uu^*$ has several important properties, including: * $A$ is a Hermitian matrix, meaning that $A = A^*$. * $A$ is a positive semi-definite matrix, meaning that for any non-zero vector $x$, we have $x^*Ax \geq 0$. * The rank of $A$ is equal to the rank of $u$, which is at most $n$. **Q: How do we find the eigenvalues and eigenvectors of the matrix $A = uu^*$?** ------------------------------------------------------------------------- A: To find the eigenvalues and eigenvectors of the matrix $A = uu^*$, we can use the following steps: 1. Let $\lambda$ be an eigenvalue of $A$ and $v$ be the corresponding eigenvector. Then, we have $Av = \lambda v$. 2. Since $A = uu^*$, we can rewrite the above equation as $uu^*v = \lambda v$. 3. Multiplying both sides by $u^*$, we get $u^*v = \lambda u^*v$. 4. This implies that $u^*v \neq 0$, since $\lambda \neq 0$. 5. Now, let's consider the vector $w = u^*v$. Then, we have $w = u^*v$ and $w^*w = (u^*v)^*(u^*v) = v^*u(u^*v) = v^*Av$. 6. Since $A$ is positive semi-definite, we have $v^*Av \geq 0$. Therefore, we have $w^*w \geq 0$, which implies that $w$ is a non-zero vector. 7. Now, let's consider the vector $z = w/\|w\|$. Then, we have $z = w/\|w\|$ and $z^*z = (w/\|w\|)^*(w/\|w\|) = 1$. 8. This implies that $z$ is a unit vector. 9. Now, let's consider the vector $x = v - \lambda z$. Then, we have $x = v - \lambda z$ and $x^*x = (v - \lambda z)^*(v - \lambda z) = v^*v - \lambda v^*z - \overline{\lambda} z^*v + |\lambda|^2 z^*z$. 10. Since $z$ is a unit vector, we have $z^*z = 1$. Therefore, we have $x^*x = v^*v - \lambda v^*z - \overline{\lambda} z^*v + |\lambda|^2$. 11. Since $A$ is Hermitian, we have $v^*Av = \lambda v^*v$. Therefore, we have $x^*x = v^*Av - \lambda v^*z - \overline{\lambda} z^*v + |\lambda|^2$. 12. Since $A$ is positive semi-definite, we have $v^*Av \geq 0$. Therefore, we have $x^*x \geq -\lambda v^*z - \overline{\lambda} z^*v + |\lambda|^2$. 13. Since $z$ is a unit vector, we have $z^*v \leq \|v\|$. Therefore, we have $x^*x \geq -2\|v\| |\lambda| + |\lambda|^2$. 14. Since $\lambda$ is an eigenvalue of $A$, we have $\lambda \neq 0$. Therefore, we have $-2\|v\| |\lambda| + |\lambda|^2 > 0$. 15. This implies that $|\lambda| > 2\|v\|$. **Q: What is the relationship between the eigenvalues of $A = uu^*$ and its trace?** --------------------------------------------------------------------------- A: The eigenvalues of $A = uu^*$ are related to its trace by the following equation: $\lambda = Tr(A)

This means that the eigenvalues of A=uu∗A = uu^* are equal to its trace.

Q: What is the significance of the result that the eigenvalues of A=uu∗A = uu^* are equal to its trace?

A: The result that the eigenvalues of A=uu∗A = uu^* are equal to its trace has several important implications. For example, it means that the eigenvalues of A=uu∗A = uu^* are always non-negative, since the trace of a matrix is always non-negative. This has important implications for the study of linear transformations and their properties.

Q: Can you provide an example of a matrix A=uu∗A = uu^* and its eigenvalues?

A: Yes, here is an example of a matrix A=uu∗A = uu^* and its eigenvalues:

Let A=uu∗A = uu^*, where u=[10]u = \begin{bmatrix} 1 \\ 0 \end{bmatrix} and u∗=[10]u^* = \begin{bmatrix} 1 & 0 \end{bmatrix}. Then, we have:

A=uu∗=[10][10]=[1000]A = uu^* = \begin{bmatrix} 1 \\ 0 \end{bmatrix} \begin{bmatrix} 1 & 0 \end{bmatrix} = \begin{bmatrix} 1 & 0 \\ 0 & 0 \end{bmatrix}

The eigenvalues of AA are 11 and 00, which are equal to its trace.

Q: Can you provide a conclusion to this article?

A: Yes, in conclusion, we have shown that the eigenvalues of a matrix A=uu∗A = uu^* are equal to its trace. This result has important implications for the study of linear transformations and their properties. We have also provided an example of a matrix A=uu∗A = uu^* and its eigenvalues.