332 CHAPTER 13. MATRICES AND THE INNER PRODUCT

The equation, U∗AU = D implies

AU =(

Au1 Au2 · · · Aun

)= UD =

(λ 1u1 λ 2u2 · · · λ nun

)where the entries denote the columns of AU and UD respectively. Therefore, Aui = λ iuiand since the matrix is unitary, the i jth entry of U∗U equals δ i j and so

δ i j = uTi u j = uT

i u j = ui ·u j.

This proves the corollary because it shows the vectors {ui} form an orthonormal basis.In case A is real and symmetric, simply ignore all complex conjugations in the aboveargument. ■

This theorem is particularly nice because the diagonal entries are all real. What of amatrix which is unitarily similar to a diagonal matrix without assuming the diagonal entriesare real? That is, A is an n×n matrix with

U∗AU = D

Then this requiresU∗A∗U = D∗

and so since the two diagonal matrices commute,

AA∗ = UDU∗UD∗U∗ =UDD∗U∗ =UD∗DU∗

= UD∗U∗UDU∗ = A∗A

The following definition describes these matrices.

Definition 13.1.7 An n×n matrix is normal means: A∗A = AA∗.

We just showed that if A is unitarily similar to a diagonal matrix, then it is normal. Theconverse is also true. This involves the following lemma.

Lemma 13.1.8 If T is upper triangular and normal, then T is a diagonal matrix. If A isnormal and U is unitary, then U∗AU is also normal.

Proof: This is obviously true if T is 1× 1. In fact, it can’t help being diagonal in thiscase. Suppose then that the lemma is true for (n−1)× (n−1) matrices and let T be anupper triangular normal n×n matrix. Thus T is of the form

T =

(t11 a∗

0 T1

), T ∗ =

(t11 0T

a T ∗1

)Then

T T ∗ =

(t11 a∗

0 T1

)(t11 0T

a T ∗1

)=

(|t11|2 +a∗a a∗T ∗1

T1a T1T ∗1

)

T ∗T =

(t11 0T

a T ∗1

)(t11 a∗

0 T1

)=

(|t11|2 t11a

at11 aa∗+T ∗1 T1

)

332 CHAPTER 13. MATRICES AND THE INNER PRODUCTThe equation, U*AU = D impliesAU = ( Au Au + Aun )UD=( Aru Anu. +: Anttn )where the entries denote the columns of AU and UD respectively. Therefore, Au; = Aju;and since the matrix is unitary, the ij” entry of U*U equals 6; ; and so.—7 ay. —7l7-.— mo,6jj =U; Uj = U; Uj = UU.This proves the corollary because it shows the vectors {w;} form an orthonormal basis.In case A is real and symmetric, simply ignore all complex conjugations in the aboveargument. MlThis theorem is particularly nice because the diagonal entries are all real. What of amatrix which is unitarily similar to a diagonal matrix without assuming the diagonal entriesare real? That is, A is ann Xn matrix withU*AU =DThen this requiresU*A*U = D*and so since the two diagonal matrices commute,AA* = UDU*UD*U* = UDD*U* = UD*DU*= UD*U*UDU* =A‘*AThe following definition describes these matrices.Definition 13.1.7 Ann x n matrix is normal means: A*A = AA*.We just showed that if A is unitarily similar to a diagonal matrix, then it is normal. Theconverse is also true. This involves the following lemma.Lemma 13.1.8 Jf T is upper triangular and normal, then T is a diagonal matrix. If A isnormal and U is unitary, then U*AU is also normal.Proof: This is obviously true if T is 1 x 1. In fact, it can’t help being diagonal in thiscase. Suppose then that the lemma is true for (n— 1) x (n—1) matrices and let T be anupper triangular normal n x n matrix. Thus T is of the formt * ti, OFT= 11 a T* _ 110 T; a T;TT* = ti; a* fi o7 _ It’ +a*a a*T;0 T| a TT; T\a TT;mr = mi O" ty ae \ Ira? fa"a Ti 0 TT ati aa*+TiT,Then