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9.1:  Symmetric  and  Hermitian  Matrices      307

       which  equals

             1    0  \  / c i  B \ ( l   0  \     (a      BU X    \
             0   UZJ\0       A J\0       Uj       V°     UtA&iJ-
                               1
       This  shows  that

                                        C
                           U*AU=( '            B ^y


        an  upper  triangular  matrix,  as  required.
            If  the  matrix  A  is  real  symmetric,  the  argument  shows
                                                                T
       that  there  is  a  real  orthogonal  matrix  S  such  that  S AS  is
        diagonal.  The  point  to  keep  in mind  here  is that  the  eigenval-
        ues  of  A  are  real  by  9.1.1,  so that  A  has  a  real  eigenvector.

            The  crucial  theorem  on  the  diagonalization  of  hermitian
        matrices  can  now  be  established.

        Theorem    9.1.3  (The  Spectral  Theorem)
        Let  A  be a hermitian  matrix.  Then  there  is  a unitary  matrix  U
        such  that  U*AU  is  diagonal.  If  A  is  a real symmetric  matrix,
        then  U  may  be chosen  to  be real and  orthogonal.
        Proof
        By  9.1.2  there  is  a  unitary  matrix  U  such  that  U*AU  =  T
        is  upper  triangular.  Then  T*  =  U*A*U   =  U*AU   =  T,  so
        T  is  hermitian.  But  T  is  upper  triangular  and  T*  is  lower
        triangular,  so the  only  way  that  T  and  T*  can  be  equal  is  if
        all the  off-diagonal  entries  of T  are zero, that  is, T  is diagonal.
            The   case  where  A  is  real  symmetric  is  handled  by  the
        same  argument.
        Corollary   9.1.4
        If  A  is  an  n  x  n  hermitian  matrix,  there  is  an  orthonormal
        basis  of  C n  which  consists  entirely  of  eigenvectors  of  A.  If
        in  addition  A  is  real,  there  is  an  orthonormal  basis  of  R  n
        consisting  of  eigenvectors  of  A.
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