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210                                 ALGEBRA

                       The algebraic multiplicity m of an eigenvalue λ i is always not less than the geometric

                                                i
                       multiplicity m i of this eigenvalue.
                          The trace Tr(A) is equal to the sum of all eigenvalues of the operator A, each eigenvalue
                       counted according to its multiplicity, i.e.,


                                                      Tr(A)=     m λ i .
                                                                   i
                                                               i
                       The determinant det A is equal to the product of all eigenvalues of the operator A, each
                       eigenvalue entering the product according to its multiplicity,

                                                                  m
                                                       det A =   λ  i .
                                                                  i
                                                               i

                       5.6.3-2. Eigenvectors and eigenvalues of normal and Hermitian operators.

                       Properties of eigenvalues and eigenvectors of a normal operator:
                                                                                       ∗
                       1. A normal operator A in a Hilbert space V and its adjoint operator A have the same
                          eigenvectors and their eigenvalues are complex conjugate.
                       2. For a normal operator A in a Hilbert space V, there is a basis {e k } formed by eigenvectors
                                               ∗
                          of the operators A and A . Therefore, there is a basis in V in which the operator A has
                          a diagonal matrix.
                       3. Eigenvectors corresponding to distinct eigenvalues of a normal operator are mutually
                          orthogonal.
                       4. Any bounded normal operator A in a Hilbert space V is reducible. The space V can
                          be represented as a direct sum of the subspace spanned by an orthonormal system of
                          eigenvectors of A and the subspace consisting of vectors orthogonal to all eigenvectors
                          of A.In the finite-dimensional case, an orthonormal system of eigenvectors of A is a
                          basis of V.
                       5. The algebraic multiplicity of any eigenvalue λ of a normal operator is equal to its
                          geometric multiplicity.
                       Properties of eigenvalues and eigenvectors of a Hermitian operator:
                       1. Since any Hermitian operator is normal, all properties of normal operators hold for
                          Hermitian operators.
                       2. All eigenvalues of a Hermitian operator are real.
                       3. Any Hermitian operator A in an n-dimensional unitary space has n mutually orthogonal
                          eigenvectors of unit length.
                       4. Any eigenvalue of a nonnegative (positive) operator is nonnegative (positive).
                       5. Minimax property.Let A be a Hermitian operator in an n-dimensional unitary space V,
                          and let E m be the set of all m-dimensional subspaces of V (m < n). Then the eigenvalues
                          λ 1 , ... , λ n of the operator A (λ 1 ≥ ... ≥ λ n ) can be defined by the formulas

                                                                    (Ax) ⋅ x
                                                    λ m+1 =min max         .
                                                           Y E m x⊥Y  x ⋅ x

                       6. Let i 1 , ... , i n be an orthonormal basis in an n-dimensional space V, and let all i k
                          are eigenvectors of a Hermitian operator A, i.e., Ai k = λ k i k . Then the matrix of
                          the operator A in the basis i 1 , ... , i n is diagonal and its diagonal elements have the
                                k
                          form a = λ k .
                                k
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