Past exam of the mathematics course of the University of Cambridge / 2020 / ia / Paper 1 / 6A (Vectors and Matrices)

A matrix is Hermitian when $A^{†}=A$, and unitary when $U^{†}U=U{U}^{†}=I$.

If $A\mathbf{u}=\lambda \mathbf{u}$ with $\mathbf{u}\ne 0$, thenso every eigenvalue is real. If $A\mathbf{u}=\lambda \mathbf{u}$ and $A\mathbf{v}=\mu \mathbf{v}$, thenDistinct eigenvalues therefore have orthogonal eigenvectors.

The normalized eigenvectors form an orthonormal basis, so the matrix $U=({\mathbf{u}}_1\cdots {\mathbf{u}}_n)$ satisfies $U^{†}U=I$ and is unitary. Withthe equations $A{\mathbf{u}}_j={\lambda }_j{\mathbf{u}}_j$ say $AU=UD$, hence $A=UD{U}^{†}$. This is the finite-dimensional unitary diagonalization of a normal matrix.

A unitary conjugate of an arbitrary diagonal matrix need not be Hermitian: $U=(1)$ and $D=(i)$ give $UD{U}^{†}=(i)$. It is Hermitian exactly when all diagonal entries of $D$ are real.

For the displayed matrix, one valid decomposition isThe columns are orthonormal eigenvectors, so direct multiplication gives $UD{U}^{†}=A$.