Hermitian Matrix - Properties

Properties

The entries on the main diagonal (top left to bottom right) of any Hermitian matrix are necessarily real. A matrix that has only real entries is Hermitian if and only if it is a symmetric matrix, i.e., if it is symmetric with respect to the main diagonal. A real and symmetric matrix is simply a special case of a Hermitian matrix.

Every Hermitian matrix is a normal matrix, and the finite-dimensional spectral theorem applies. It 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 A are real, and that A has n linearly independent eigenvectors. Moreover, it is possible to find an orthonormal basis of Cn consisting of n eigenvectors of A.

The sum of any two Hermitian matrices is Hermitian, and the inverse of an invertible Hermitian matrix is Hermitian as well. However, the product of two Hermitian matrices A and B is Hermitian if they commute, i.e., if AB = BA. Thus An is Hermitian if A is Hermitian and n is an integer.

The Hermitian complex n-by-n matrices do not form a vector space over the complex numbers, since the identity matrix is Hermitian, but is not. However the complex Hermitian matrices do form a vector space over the real numbers. In the 2n2 R dimensional vector space of complex n×n matrices, the complex Hermitian matrices form a subspace of dimension n2. If E_jk denotes the n-by-n matrix with a 1 in the j,k position and zeros elsewhere, a basis can be described as follows:

for (n matrices)

together with the set of matrices of the form

for ((n2−n)/2 matrices)

and the matrices

for ((n2−n)/2 matrices)

where denotes the complex number, known as the imaginary unit.

If n orthonormal eigenvectors of a Hermitian matrix are chosen and written as the columns of the matrix U, then one eigendecomposition of A is where and therefore

,

where are the eigenvalues on the diagonal of the diagonal matrix .

Additional facts related to Hermitian matrices include:

• The sum of a square matrix and its conjugate transpose is Hermitian.
• The difference of a square matrix and its conjugate transpose is skew-Hermitian (also called antihermitian).
  • This implies that commutator of two Hermitian matrices is skew-Hermitian.
• An arbitrary square matrix C can be written as the sum of a Hermitian matrix A and a skew-Hermitian matrix B:

• The determinant of a Hermitian matrix is real:

Proof:

Therefore if

(Alternatively, the determinant is the product of the matrix's eigenvalues, and as mentioned before, the eigenvalues of a Hermitian matrix are real.)