If , then is a Hermitian matrix, because . By the finite-dimensional spectral theorem, there is a unitary matrix withThus . Since the matrix exponential respects similarity,Each diagonal entry has modulus one, so . Using ,Hence the exponential of a skew-Hermitian matrix is unitary.
The finite-dimensional spectral theorem gives a spectral decomposition of the Hermitian matrix:The matrix exponential respects similarity, soThe diagonal entries are real, so the conjugate transpose of this expression equals itself. Its eigenvalues are , provingIn particular, for any nonzero , . Thus the exponential of a Hermitian matrix is a Hermitian positive-definite matrix, even when itself has negative eigenvalues.
Complete the square in the Hermitian matrix polynomial:For every nonzero vector ,Thus is a positive-definite matrix, so . In finite-dimensional spectral theorem terms, each eigenvalue isIf , the scalar polynomial has real roots of a polynomialAn allowed nonzero root can be an eigenvalue of , a Hermitian matrix which is also an invertible matrix, in which case has a zero eigenvalue. For example, , , gives . The weaker inequality does not force failure for every ; it removes the general positive lower bound. There is also the harmless corner , for which stays positive definite because is invertible, even though the strict discriminant hypothesis is absent.
For the unitary matrix , . Therefore is a Hermitian matrix:Every positive integer power remains a Hermitian matrix, since . Its eigenvalues are real by the finite-dimensional spectral theorem. Equivalently, matrix similarity giveswhose eigenvalues are , where the are the real eigenvalues of .
Rayleigh quotient Created 2026-09-24 Updated 2026-10-14
The Rayleigh quotient measures the quadratic form of a self-adjoint operator per unit squared norm. For a nonzero vector and a finite-dimensional Hermitian matrix ,For a real symmetric matrix, replace the conjugate transpose by . More generally, for a self-adjoint operator on a Hilbert space, use for nonzero in its operator domain. On an eigenvector it returns the exact eigenvalue. Multiplying the vector by any nonzero scalar leaves the quotient unchanged, so it measures a direction rather than a chosen length.
For the symmetric matrix from the finite-dimensional spectral theorem example,The first value is not an eigenvalue: it is an average of the two directional responses. To see every direction, write the unit vector in the orthonormal eigenbasis. ThenThe largest value is along ; the smallest is along . A direction halfway between them has quotient . In the left panel, the color on the unit circle represents the quotient; in the right panel, the same values are plotted against the angle measured from .
The Hermitian Rayleigh quotient range explains why this is useful: evaluating one trial vector gives an upper bound on the smallest eigenvalue and a lower bound on the largest one, without solving a characteristic polynomial. At an extreme eigenvector, a small angular error changes the quotient only quadratically. Near in this example, . This is the geometric reason for quadratic Rayleigh-quotient improvement for the power method and motivates the Rayleigh-Ritz method.
There is a concrete historical link with normal modes. In The Theory of Sound (1877), Volume I, Sections 88–89, Lord Rayleigh studies the period of a constrained trial vibration. He shows that the period has a stationary point at a normal mode and that a trial type bounds the longest natural period. These energy ratios are a mechanical setting for the modern Rayleigh quotient and generalized Rayleigh quotient; the book describes the result through vibration periods, rather than today's matrix notation.[ref]
https://archive.org/details/theorysound06raylgoog. Rayleigh, The Theory of Sound, Volume I, 1877, Sections 88–89, printed pp. 84–87
Real spectral theorem Created 2026-09-24 Updated 2026-10-14
The real case of the finite-dimensional spectral theorem says that a self-adjoint operator on a finite-dimensional real inner product space has a real orthonormal eigenbasis. In orthonormal coordinates this is the spectral theorem for real symmetric matrices, . The worked ellipse under finite-dimensional spectral theorem shows why both orthogonal diagonalization and orthogonality matter: the new coordinates separate the quadratic form into squares without distorting lengths or angles.
A real normal matrix need not have real eigenvalues. For example, the quarter-turn is an orthogonal matrix, but its characteristic polynomial is and its eigenvalues are . Over the complex numbers it has an orthonormal eigenbasis; over the real numbers it has no eigenvector. Self-adjointness supplies the reality conclusion in the real spectral theorem.
