← 2013 Paper 1

UPSC 2013 Maths Optional Paper 1 Q1b — Step-by-Step Solution

10 marks · Section A

Hermitian and skew-Hermitian matrices · Linear Algebra · asked 3× in 14 yrs · Read the full method →

Question

Let AA be a square matrix and A∗A^* be its adjoint, show that the eigenvalues of matrices AA∗AA^* and A∗AA^*A are real. Further show that trace (AA∗)=(AA^*) = trace (A∗A)(A^*A).

Technique

Self-adjointness of AA∗AA^* and A∗AA^*A via (MN)∗=N∗M∗(MN)^*=N^*M^* and A∗∗=AA^{**}=A; standard Hermitian-implies-real-eigenvalue inner-product argument.

Solution

(Here A∗A^* denotes the conjugate transpose — the standard “adjoint” in linear algebra over C\mathbb{C}.)

Part 1 — Eigenvalues of AA∗AA^* and A∗AA^*A are real

Strategy. Both matrices are Hermitian; Hermitian matrices have real eigenvalues.

Step 1 — Hermitian-ness.

For any square matrix AA,

(AA∗)∗=(A∗)∗A∗=A A∗=AA∗,(AA^*)^*=(A^*)^*A^*=A\,A^*=AA^*,

so AA∗AA^* is Hermitian. Similarly (A∗A)∗=A∗A(A^*A)^*=A^*A, so A∗AA^*A is also Hermitian.

Step 2 — Hermitian ⇒\Rightarrow real eigenvalues.

Let HH be a Hermitian matrix (H∗=HH^*=H) and λ\lambda an eigenvalue with eigenvector v≠0v\ne 0. Then Hv=λvHv=\lambda v, and the inner product

⟨Hv,v⟩=⟨λv,v⟩=λ ∥v∥2.\langle Hv,v\rangle=\langle\lambda v,v\rangle=\lambda\,\|v\|^{2}.

But also ⟨Hv,v⟩=⟨v,H∗v⟩=⟨v,Hv⟩=⟨Hv,v⟩‾\langle Hv,v\rangle=\langle v,H^*v\rangle=\langle v,Hv\rangle=\overline{\langle Hv,v\rangle}, so ⟨Hv,v⟩\langle Hv,v\rangle is real. Since ∥v∥2>0\|v\|^{2}>0 is real, λ\lambda must be real.

Applying this to H=AA∗H=AA^* and H=A∗AH=A^*A gives the desired conclusion.

Part 2 — tr⁡(AA∗)=tr⁡(A∗A)\operatorname{tr}(AA^*)=\operatorname{tr}(A^*A)

Strategy. Compute both traces directly as sums of squared moduli of AA‘s entries.

Step 3 — Trace of AA∗AA^*.

(AA∗)ii=∑jAij(A∗)ji=∑jAijAij‾=∑j∣Aij∣2(AA^*)_{ii}=\sum_{j}A_{ij}(A^*)_{ji}=\sum_{j}A_{ij}\overline{A_{ij}}=\sum_{j}|A_{ij}|^{2}. Summing:

tr⁡(AA∗)=∑i∑j∣Aij∣2.\operatorname{tr}(AA^*)=\sum_{i}\sum_{j}|A_{ij}|^{2}.

Step 4 — Trace of A∗AA^*A.

(A∗A)jj=∑i(A∗)jiAij=∑iAij‾Aij=∑i∣Aij∣2(A^*A)_{jj}=\sum_{i}(A^*)_{ji}A_{ij}=\sum_{i}\overline{A_{ij}}A_{ij}=\sum_{i}|A_{ij}|^{2}. Summing:

tr⁡(A∗A)=∑j∑i∣Aij∣2.\operatorname{tr}(A^*A)=\sum_{j}\sum_{i}|A_{ij}|^{2}.

The two double sums differ only in the order of summation, so they are equal:

Answer

  tr⁡(AA∗)=tr⁡(A∗A)=∑i,j∣Aij∣2=∥A∥F2.  \boxed{\;\operatorname{tr}(AA^*)=\operatorname{tr}(A^*A)=\sum_{i,j}|A_{ij}|^{2}=\|A\|_{F}^{2}.\;}
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