Self-adjoint linear transformation
A linear transformation of a Euclidean or unitary space that coincides with its adjoint linear transformation. A self-adjoint linear transformation in a Euclidean space is also called symmetric, and in a unitary space, Hermitian. A necessary and sufficient condition for the self-adjointness of a linear transformation of a finite-dimensional space is that its matrix in an arbitrary orthonormal basis coincides with the adjoint matrix , that is, it is a symmetric matrix (in the Euclidean case), or a Hermitian matrix (in the unitary case). The eigenvalues of a self-adjoint linear transformation are real (even in the unitary case), and the eigenvectors corresponding to different eigenvalues are orthogonal. A linear transformation of a finite-dimensional space is self-adjoint if and only if has an orthonormal basis consisting of eigenvectors; in this basis the transformation can be described by a real diagonal matrix.
A self-adjoint linear transformation is non-negative (or positive semi-definite) if for any vector , and positive definite if for any . For a self-adjoint linear transformation in a finite-dimensional space to be non-negative (respectively, positive-definite) it is necessary and sufficient that all its eigenvalues are non-negative (respectively, positive), or that the corresponding matrix is positive semi-definite (respectively, positive-definite). In this case there is a unique non-negative self-adjoint linear transformation satisfying the condition , that is, is the square root of the self-adjoint linear transformation .
|[a1]||P.R. Halmos, "Finite-dimensional vector spaces" , v. Nostrand (1958)|
Self-adjoint linear transformation. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Self-adjoint_linear_transformation&oldid=16630