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Unit 29: Spectral Theory and Properties of Normal Operators




          In thinking about the preceding discussion, it is important for one to keep in mind that the  Notes
          spectrum of the normal operator T is the set
                                     S ={c , ... , c }
                                         1    k
          of distinct characteristic values. When  T is represented  by a  diagonal  matrix in  a basis  of
          characteristic vectors, it is necessary to repeat each value c  as many times as the dimension of the
                                                        j
          corresponding space of characteristic vectors. This is the reason for the change of notation in the
          following result.
          Corollary: With the assumptions of Theorem 2, suppose that  T is represented in the ordered
          basis   = { , ... ,   } by the diagonal matrix D with entries d , ... , d . Then, in the basis  , f(T) is
                   1     n                                1     n
          represented by the diagonal matrix f(D) with entries f(d ), ... , f(d ). If  ’ = { , ... ,   } is any other
                                                      1      n        1    n
          ordered basis and P the matrix such that
                                           P
                                       =    ij i
                                      j
                                          j
               –1
          then P  f(D)P is the matrix of f(T) in the basis  '.
          Proof: For each index i, there is a unique j such that 1   j   k,   belongs to E (V), and d  = c . Hence
                                                           i         j       i  j
          f(T)  = f(d )  for every i, and
              i   i  i
                                           P f ( )
                                              T
                                  f(T)  =   ij   i
                                      j
                                          j
                                           d P
                                       =    i ij i
                                          j
                                           (DP )
                                       =       ij  i
                                          j
                                           (DP )  P  1
                                       =       ij  ki  k
                                          j     k
                                              1
                                           (P DP )   .
                                       =         kj  k
                                         k
          It follows from this result that one may form certain functions of a normal matrix. For suppose
                                                                                    –1
          A is a normal matrix. Then there is an invertible matrix P, in fact a unitary P, such that PAP  is
          a diagonal matrix, say D with entries d , ..., d ; Let f be a complex-valued function which can be
                                         1    n
          applied to d , ... d , and let f(D) be the diagonal matrix with entries f(d ) .....f(d ). Then P f(D)P is
                                                                               –1
                    1   n                                         1     n
          independent of D and just a function of A in the following sense. If Q is another invertible matrix
                      –1
          such that QAQ  is a diagonal matrix D’, then f may be applied to the diagonal entries of D’ and
                               P  f(D)P = Q  f(D’)Q.
                                –1
                                          –1
                                                          –1
          Definition: Under the above conditions, f(A) is defined as P  f(D)P.
          Theorem 3: Let A be a normal matrix and c , ..., c , the distinct complex roots of det (xl – A). Let
                                            1    k
                                             x  c j
                                     e =  II
                                      i  j  i c i  c j
          and E  = e (A) (1   i   k). Then E E  = 0 when i   j, E  = E , E* = E ,
                                                 2
               i  i                i  j           1  i  i  i
          and
                                      I = E  + ... + E .
                                          1     k




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