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Theme 2 — Hilbert Spaces and Dirac Notation

Non-diagonalisable matrices and normal matrices

Keywords: diagonalisation · nilpotent matrix · Jordan block · normal matrix · spectral theorem · non-orthogonal eigenvectors

Exercise 1 : Non-diagonalisable matrices and normal matrices

Recall the finite-dimensional spectral theorem, which may be assumed: a complex matrix AA is diagonalisable in an orthonormal basis if and only if it is normal, that is, if AA†=A†AAA^\dagger=A^\dagger A.

Question 1
Show that the matrix N=(0100)N=\begin{pmatrix}0&1\\0&0\end{pmatrix} is not diagonalisable. Answer the same question for T=(1101)T=\begin{pmatrix}1&1\\0&1\end{pmatrix}.

Solution
The characteristic polynomial of NN is λ2\lambda^2: its only eigenvalue is 00. The associated eigenspace is the kernel of NN, consisting of the vectors (x,y)(x,y) such that N(x,y)=(y,0)=0N(x,y)=(y,0)=0, that is, the line y=0y=0. It has dimension 11, whereas two independent eigenvectors would be required to diagonalise NN. Alternatively, if NN were diagonalisable, then, since its only eigenvalue is 00, it would be similar to the zero matrix, and hence would itself be zero. Similarly, T=1+NT=\mathbf{1}+N has 11 as its only eigenvalue, and the eigenspace ker⁡(T−1)=ker⁡N\ker(T-\mathbf{1})=\ker N has dimension 11: TT is not diagonalisable. We verify that NN and TT are not normal: for example, NN†=(1000)NN^\dagger=\begin{pmatrix}1&0\\0&0\end{pmatrix} and N†N=(0001)N^\dagger N=\begin{pmatrix}0&0\\0&1\end{pmatrix}.

Question 2
Show that B=(1102)B=\begin{pmatrix}1&1\\0&2\end{pmatrix} is diagonalisable, but not in an orthonormal basis. Verify that it is not normal.

Solution
The eigenvalues of this triangular matrix are its diagonal entries, 11 and 22. They are distinct, so BB is diagonalisable. For λ=1\lambda=1, we find the eigenvector (1,0)(1,0); for λ=2\lambda=2, the equation −x+y=0-x+y=0 gives (1,1)(1,1). These two vectors are not orthogonal: their inner product is 11. Since each eigenspace is a line, there is no other possible choice: BB is not diagonalisable in an orthonormal basis. We verify that it is not normal:

BB†=(1102)(1012)=(2224),B†B=(1012)(1102)=(1115).\begin{aligned} BB^\dagger=\begin{pmatrix}1&1\\0&2\end{pmatrix}\begin{pmatrix}1&0\\1&2\end{pmatrix}=\begin{pmatrix}2&2\\2&4\end{pmatrix}, \qquad B^\dagger B=\begin{pmatrix}1&0\\1&2\end{pmatrix}\begin{pmatrix}1&1\\0&2\end{pmatrix}=\begin{pmatrix}1&1\\1&5\end{pmatrix}. \end{aligned}

Question 3
Prove the easy direction of the spectral theorem: a matrix that is diagonalisable in an orthonormal basis is normal. Deduce that Hermitian matrices and unitary matrices are normal.

Solution
If AA is diagonalisable in an orthonormal basis, there exist a unitary matrix UU and a diagonal matrix DD such that A=UDU†A=UDU^\dagger. Then A†=UD†U†=UD∗U†A^\dagger=UD^\dagger U^\dagger=UD^*U^\dagger, and

AA†=UDU†UD∗U†=UDD∗U†,A†A=UD∗DU†.AA^\dagger=UDU^\dagger UD^*U^\dagger=UDD^*U^\dagger, \qquad A^\dagger A=UD^*DU^\dagger .

The diagonal matrices DD and D∗D^* commute, so AA†=A†AAA^\dagger=A^\dagger A. For the two requested examples, the theorem is not even needed: if A†=AA^\dagger=A, then AA†=A2=A†AAA^\dagger=A^2=A^\dagger A; if A†=A−1A^\dagger=A^{-1}, then AA†=1=A†AAA^\dagger=\mathbf{1}=A^\dagger A.

Question 4
Show that C=(1−111)C=\begin{pmatrix}1&-1\\1&1\end{pmatrix} is normal, but neither Hermitian nor unitary. Diagonalise it in an orthonormal basis.

Solution
The matrix is not Hermitian, since C†=(11−11)≠CC^\dagger=\begin{pmatrix}1&1\\-1&1\end{pmatrix}\neq C. We calculate

CC†=(1−111)(11−11)=(2002)=C†C,\begin{aligned} CC^\dagger=\begin{pmatrix}1&-1\\1&1\end{pmatrix}\begin{pmatrix}1&1\\-1&1\end{pmatrix}=\begin{pmatrix}2&0\\0&2\end{pmatrix}=C^\dagger C, \end{aligned}

so CC is normal, but CC†=21≠1CC^\dagger=2\mathbf{1}\neq\mathbf{1}: it is not unitary. In fact, C=2 R(π/4)C=\sqrt2\,R(\pi/4), where RR is the plane rotation matrix. Its eigenvectors are therefore those of rotations, 12(1,−i)\frac{1}{\sqrt2}(1,-i) and 12(1,i)\frac{1}{\sqrt2}(1,i), which are orthogonal. For example, C(1,−i)=(1+i, 1−i)=(1+i)(1,−i)C(1,-i)=(1+i,\,1-i)=(1+i)(1,-i), since (1+i)(−i)=1−i(1+i)(-i)=1-i. The eigenvalues are 1±i1\pm i, which are non-real and have modulus 2\sqrt2. In quantum mechanics, observables are represented by Hermitian matrices, which additionally have real eigenvalues; non-Hermitian normal matrices, such as unitary operators, are used instead to represent transformations.