Let , where for a nonzero admissible real function. Writing , its first variation is
Choose boundary conditions making the boundary term vanish, for example homogeneous Dirichlet boundary conditions, homogeneous Neumann boundary conditions, or a corresponding mixed pair. Arbitrary interior variations then give the Sturm-Liouville problem
Multiplying this equation by and integrating by parts, with , yields
Thus eigenfunctions are stationary directions of the quotient. The lowest eigenvalue is its global minimum; higher eigenfunctions need not be unrestricted maxima or minima. General Robin boundary conditions require including their boundary energy in the quotient unless the displayed endpoint products also vanish.
The Rayleigh-Ritz method chooses admissible trial functions depending on finitely many coefficients and minimizes this quotient over them. Expansion in a complete orthonormal basis with weight shows , so the trial minimum is an upper bound on the true lowest eigenvalue. In a finite basis, the minimization becomes a generalized eigenvalue problem for the stiffness and weighted mass matrices. Enlarging the trial space can only lower or preserve this upper bound.
Expand both sides through second order as , holding fixed. The product is
Put . Its exponential is
Thus
This is the quadratic part of the Baker--Campbell--Hausdorff formula. The remainder estimate is in any fixed finite-dimensional matrix norm, and is an asymptotic statement rather than an exact formula for arbitrary finite .
The quadratic-form matrix has eigenvectors
with eigenvalues . In the principal axes coordinates , and , the equation becomes
It is a prolate spheroid, centred at the origin, with semiaxis three along and one in every perpendicular direction. The displayed are one choice of short principal axes.
The sphere has equation . Combining it with the ellipsoid equation gives
The intersection of a prolate spheroid and a concentric sphere therefore consists of two circles in planes perpendicular to . Each has radius , and their centres are
Their plane equations in the original coordinates are .
Figure 1.
The ellipsoid, radius-two sphere, and their two circular intersections in principal coordinates
. Details.
Write and assume its domain is open and connected. If the constant modulus is zero then . Otherwise let . Differentiating this identity and using the Cauchy-Riemann equations gives
These are a linear system for with coefficient matrix , whose determinant is . Therefore , and the Cauchy-Riemann equations also give . It follows that
This proves the constant-modulus holomorphic function result directly. On a disconnected domain the same conclusion holds separately on each connected component, but the constants can differ.
The inverse is assumed to exist. First,
By matrix commutation with an inverse, multiplying on both sides by gives
An equivalent calculation writes , so both products equal . No convergent infinite matrix series is needed.
A square matrix is diagonalizable over a specified scalar field if an invertible matrix exists such that
Equivalently, the underlying vector space has a basis of eigenvectors of : those basis vectors are the columns of , and their eigenvalues are the diagonal entries of . Here the field is unless specified otherwise.
Taking determinants of gives , so is singular and has the eigenvalue zero. More strongly, if with , then , so every eigenvalue is zero.
If the nilpotent matrix were diagonalizable, write . Then , hence each diagonal entry of has zero th power and is zero. Thus and . Conversely the zero matrix is diagonal. Therefore
The conclusion is valid over and also over .
Use the full matrix in the original PDF; the transcription has dropped its middle column. For either matrix, the three-dimensional characteristic polynomial is . Both have zero trace and zero determinant, while and . Consequently
For , a useful check is
for every value of . Thus is a nonzero nilpotent matrix for all ; for example its second column never vanishes. By the preceding result, .
For , the three eigenvalues are distinct and real, so their eigenvectors are linearly independent. An explicit eigenbasis is
With , and . Hence .
A repeated root of the characteristic polynomial alone would not settle diagonalizability; for it is the nonzero nilpotence that completes the argument.
An matrix is diagonalizable over a chosen field exactly when it has a basis of linearly independent eigenvectors. Equivalently, is diagonal for some invertible . Distinct eigenvalues suffice but are not necessary. For example,
is not diagonalizable: its only eigenvalue is and its eigenspace is the one-dimensional span of . It is a nontrivial Jordan block.
A Hermitian matrix satisfies , where the dagger denotes conjugate transpose. If with , then
The denominator is positive real, so
For and , Hermiticity also gives
Thus
This is the necessary qualification to the PDF's orthogonality wording: arbitrary eigenvectors belonging to a repeated eigenvalue need not be orthogonal. Within each repeated eigenspace, Gram-Schmidt orthogonalization produces an orthonormal basis; together the eigenspaces give an orthonormal eigenbasis by the finite-dimensional spectral theorem. For example, and are nonorthogonal eigenvectors of the identity matrix.
Suppose first that , and take an eigenvector of , with . Commutation gives
Since the eigenvalue is simple, its eigenspace is one-dimensional, so for some scalar . Thus every vector in an eigenbasis of is also an eigenvector of . The simple spectrum of ensures these account for its eigenvector directions as well. Eigenvectors are understood up to nonzero scaling and permutation, rather than as literally identical numerical vectors.
Conversely, if are a common eigenbasis with and , then
for every basis vector. Hence . Therefore
This is simple spectrum gives simultaneous diagonalization. Without simple spectra, commuting Hermitian matrices still possess a common orthonormal eigenbasis, but not every arbitrary eigenvector of one matrix must be an eigenvector of the other.
Using , the conjugate transpose of the proposed matrix is
Thus
The commutator of two Hermitian matrices is skew-Hermitian, and multiplication by changes it into a Hermitian matrix. No simplicity assumption on the spectra is needed for this part.
A square matrix is a diagonalizable matrix over a specified field if some invertible matrix makes diagonal. Equivalently, the underlying vector space has a basis of eigenvectors of .
For example,
The first is already diagonal. The second has only the eigenvalue one, of algebraic multiplicity two, but its eigenspace consists of and has dimension one. It cannot supply a two-vector eigenbasis.
A vector subspace is an invariant subspace for the group representation if
Because is also in the group and is invertible, the inclusion is equivalently for every .
For , the representation is an irreducible representation when its only invariant vector subspaces are
Thus no nonzero proper subspace is preserved by all representing matrices.
Choose generalized coordinates measured from a static equilibrium point, and assume a conservative system with no velocity-dependent forces. Keeping terms of degree two in displacements and velocities gives the small oscillation Lagrangian
Here is the positive-definite symmetric mass matrix evaluated at equilibrium, and is the symmetric Hessian matrix of the potential energy there. The linear potential term is zero by equilibrium, and an additive constant has been dropped. Coordinate-dependent corrections to the kinetic matrix contribute only at higher order.
The Euler-Lagrange equations are . For a normal mode , they give the generalized eigenvalue problem . A nonzero mode shape exists exactly when
This is a degree- polynomial in . At a stable equilibrium its roots are nonnegative; zero roots correspond to zero modes.
With the stated parameters, the mass and restoring matrices are
The generalized eigenvalue problem gives
Therefore the two normal angular frequencies are
The second row of the modal equation is . It gives the mode shapes
Each normal mode has arbitrary small amplitude and phase . The bob's horizontal displacement is to first order. Thus in the lower mode, bob and cart move in phase, with bob amplitude times the cart amplitude. In the higher mode they move oppositely, because ; the bob amplitude is times the cart amplitude. Its vertical displacement is quadratic in the angle and is absent at this order.
The two diagonal generators are independent involutions, so
It is a Klein four-group. Write the swapping generator as . Then , so has order two. Moreover,
Thus normalizes . The set
is a group: its products reduce using
and inverses reduce in the same way. It contains both generating subgroups, so minimality gives ; conversely every displayed product is in , giving .
There are four diagonal matrices and four off-diagonal matrices , all distinct. Consequently
Also , since is not diagonal, and every element of has the form . This proves condition (I), hence the exact factorization of a group. Here is a normal subgroup and is a semidirect product. Its matrices are the two-dimensional signed permutation matrices, also realizing the dihedral group of the square.
The symmetric group consists of all bijections of , with composition as its operation; its group order is .
An -dimensional complex group representation of is a group homomorphism , where is an -dimensional complex vector space. After a choice of basis, each is an invertible complex matrix, with .
An irreducible representation has and no invariant vector subspace other than and . Two group representations on and on are isomorphic representations if there exists an invertible linear map such that for every . They are inequivalent if no such map exists; in equal-dimensional matrix form this says no fixed change of basis conjugates every to .
For , the determinant is . For it is , and for it is . Multiplicativity of the determinant gives
Together with unitarity, this places the matrices and their product in SU(2).
Writing the matrix explicitly gives
Its determinant is
Since ,
The conjugation therefore preserves the squared Euclidean length encoded in .
Set and . Multiplying the matrices, or using the Pauli matrix multiplication law, gives
Collecting the coefficients of in yields
This is the right-handed active rotation by about the positive axis. Likewise, with and ,
Thus the other axes also have rotation angle . The factor of two is essential: replacing by leaves the conjugation unchanged, illustrating the two-to-one relation between SU(2) and three-dimensional rotations.