Let A,B∈Cn×n be Hermitian and invertible. Show that exists eigenvalues λ which satisfy Av=λBv are not real.
My solution and question:
From the property of Hermitian we know that all eigenvalues of Hermitian matrix are real. (Omit the proof)
Then ∀x∈Cn we have xHAx=xHPHDPx=(Px)HD(Px)=yHDy=λ1|y1|2+⋯+λn|yn|2 which is a real number, where D is diagonal matrix and the second inequality is derived form eigendecomposition.
Back to the question, Av=λBv⇒vHAv=λvHBv.
Since A and B are Hermitian, the quadratic form should real. Therefore, the λ=vHAvvHBv is real.
Is the original problem wrong? Could anyone help me out? Thanks in advance!
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