If is a unitary matrix with no eigenvalue equal to one, the displayed inverse Cayley transform of a Hermitian matrix is Hermitian. Since , taking the Hermitian conjugate gives , using commutativity of rational functions of . An eigenvalue is mapped to the real number . Conversely , so this correspondence identifies Hermitian matrices with unitary matrices whose spectrum avoids one.
A complex square matrix is a unitary matrix when , equivalently . Here denotes the adjoint matrix, the conjugate transpose. Such a matrix preserves the standard complex inner product and its Euclidean norm.
A real symmetric matrix is a Hermitian matrix, so . For arbitrary complex ,
The imaginary cross terms cancel because is Hermitian. Reversing the signs gives the same identity:
In particular, implies , so has zero kernel of a linear map. It is a square matrix, and the rank-nullity theorem therefore makes it invertible. The same argument proves invertibility of .
The proposed matrix
is consequently well-defined. For any , put . The two norm identities show directly that
To verify the unitary matrix identity explicitly, take adjoints:
The two shifts commute, because both are polynomials in . Hence
Thus
The imaginary shifts are invertible, and their equal norm changes cancel in the quotient. This is the Cayley transform of a Hermitian matrix in the convention.
Apply the implicit midpoint rule, equivalently the Crank-Nicolson method, to the semidiscrete equation:
It has order two. Its amplification matrix is the Cayley transform
Because is Hermitian, is unitary. Hence exactly.
A square complex matrix is a unitary matrix when , so it preserves the Euclidean norm. If with , then , giving . For a Hermitian matrix and ,
because the numerator equals its complex conjugate. Hence no eigenvalue of is zero, proving it is invertible.
For , the Hermitian conjugate is . The factors and their inverses commute, since they are rational functions of . Thus . Its action on the same eigenvectors is
These eigenvalues have modulus one. This is the Cayley transform of a Hermitian matrix in the convention that avoids the unitary eigenvalue one.
For the inverse direction, gives
Taking the conjugate transpose of therefore yields
The last equality uses commutativity of the two factors. This proves that the inverse Cayley transform of a unitary matrix without eigenvalue one is Hermitian. Solving for gives . An orthonormal eigenbasis of therefore diagonalizes , with diagonal entries .
The result extends even when a unitary matrix has eigenvalue one: choose so that does not. There are only finitely many forbidden phases, since the matrix has finitely many eigenvalues. Diagonalizing also diagonalizes in the same basis. Thus every unitary matrix is unitarily diagonalizable.
Part (a) makes each real. In the eigenvector basis,
and . Hence .
All factors that are rational functions of commute. Taking the Hermitian conjugate reverses product order and gives
Therefore
so . This is a Cayley transform of a Hermitian matrix, with scale and the convention that an infinite real eigenvalue maps to one.
Applying it to each eigenvector yields
The eigenvectors are unchanged, and because numerator and denominator are complex conjugates. No equals one when . The scalar map is injective on real , so the eigenspaces, including any degeneracies, are preserved exactly.
Taking the conjugate transpose term by term in the convergent matrix exponential gives
The matrices and commute, so the matrix exponential product law gives and likewise . Hence .
For , use the inverse and product rules for the conjugate transpose:
The factors commute, as do their inverses, since they are expressions in the same matrix. Consequently
and similarly . Therefore . This rational construction is the skew-Hermitian form of the Cayley transform of a Hermitian matrix, obtained by writing with a Hermitian matrix.