Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2024 / Paper 1 / 5

Let $Av=\lambda v$ with $v\ne 0$. Taking the Hermitian inner product with $v$ gives $v^{†}Av=\lambda \Vert v{\Vert }^2$. For an anti-Hermitian matrix,Consequently $\overline{\lambda }\Vert v{\Vert }^2=-\lambda \Vert v{\Vert }^2$. As $\Vert v{\Vert }^2>0$, the eigenvalue satisfies $\boxed{\overline{\lambda }=-\lambda }$, or $\boxed{\lambda =i\theta \text{ with }\theta \in \mathbb{R}}$. Zero is included as a purely imaginary eigenvalue.

If $I+A$ were a singular matrix, a nonzero vector $v$ would satisfy $(I+A)v=0$, so $Av=-v$. This would make $-1$ an eigenvalue of the anti-Hermitian matrix, contrary to part (a). Thus $\boxed{I+A\text{ is invertible}}$. The same argument shows $I-A$ is an invertible matrix, which will also be used below.

Taking the conjugate transpose term by term in the convergent matrix exponential givesThe matrices $A$ and $-A$ commute, so the matrix exponential product law gives $U^{†}U=e^{-A}{e}^A=I$ and likewise $U{U}^{†}=I$. Hence $\boxed{U\text{ is unitary}}$.

For $V$, use the inverse and product rules for the conjugate transpose:The factors $I\pm A$ commute, as do their inverses, since they are expressions in the same matrix. Consequentlyand similarly $V{V}^{†}=I$. Therefore $\boxed{V\text{ is unitary}}$. This rational construction is the skew-Hermitian form of the Cayley transform of a Hermitian matrix, obtained by writing $A=iH$ with $H$ a Hermitian matrix.

If $Av=\lambda v$, then $A^{n}v={\lambda }^{n}v$, and the matrix exponential series gives $Uv=e^{\lambda }v$. Also $(I+A{)}^{-1}v=(1+\lambda {)}^{-1}v$, since $1+\lambda \ne 0$. ThusThe assumed diagonalization ensures that these account for all eigenvalues, including multiplicities. In particular, for $\lambda =i\theta$,both of modulus one, in agreement with the unitary matrix property.

Here $A^2=-I$. Splitting the matrix exponential into even and odd powers therefore givesFor the second matrix, $(I+A)(I-A)=I-A^2=2I$, so $(I+A{)}^{-1}=(I-A)/2$. HenceBoth are real orthogonal matrices, and hence also unitary matrices.