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Spectral Decomposition Theorem Proof

The document provides a proof of the spectral decomposition theorem for finite dimensional normal operators using mathematical induction. It shows that any normal operator on a finite dimensional vector space can be written as the sum of projections onto its eigenspaces. The proof involves showing that the operator projected onto the orthogonal complement of each eigenspace is also normal, allowing induction to be applied. It additionally proves the converse, that any operator diagonalizable by an orthonormal basis must be normal.

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0% found this document useful (0 votes)
42 views5 pages

Spectral Decomposition Theorem Proof

The document provides a proof of the spectral decomposition theorem for finite dimensional normal operators using mathematical induction. It shows that any normal operator on a finite dimensional vector space can be written as the sum of projections onto its eigenspaces. The proof involves showing that the operator projected onto the orthogonal complement of each eigenspace is also normal, allowing induction to be applied. It additionally proves the converse, that any operator diagonalizable by an orthonormal basis must be normal.

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Sam
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Proof of the Spectral Decomposition Theorem in Finite Dimension using


Induction Method

Article · January 2014

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Mohit Pandey
Indian Institute of Science Education and Research Kolkata
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SPECTRAL DECOMPOSITION

MOHIT PANDEY

In Quantum Mechanics, we use the eigenvectors of a Hermitian transformation


to span the vector space. With impunity, we apply this for both finite(like spin) and
infinite(like position) dimensional space. However, for infinite dimensions, math-
ematically we cannot prove that what we do is right. Since, we know it works,
we take it as a postulate. For finite dimensions, it can be proven in the form of
Spectral Decomposition Theorem.

Theorem 1. Any normal operator M on a finite-dimensional vector space V is


diagonal with respect to some orthonormal basis for V.
To break the suspense, if there was any, the orthonormal basis would turn out
to be none other than the eigenvectors of the operator M . We would be proving it
using second principle of mathematical induction.
Further, a normal operator is one whose adjoint commutes with itself. A nor-
mal matrix is a generalization of a broad class of matrices one often encounters
in Physics. In Quantum Mechanics, matrices of observables (Hermitian), their
commutator(Anti-Hermitian), and basis transformation(unitary) are normal. In
Classical Mechanics, matrices of moment of inertia(real symmetric) and rotation
(real orthogonal) are normal. [1]
The theorem with its proof not only unifies many concepts of Physics but also
strengthens up your Linear Algebra. Enough talking, let’s start the proof!
Proof. Let the dimension of V be d.
Step 1: d = 1
M is just a complex number and M † is its’ conjugate. We know complex numbers
do commute under multiplication. Thus, it is normal, and it is easy to see that it
is diagonal.
Step 2: d < k
We assume that a normal operator on vector space V of dimension less than k
is diagonal with respect to some orthogonal basis of V. Using this, if we are able to
prove M is diagonal for d = k, then we are done.
Step 3: d = k
Let λ be the eigenvalue of M (Using Fundamental Theorem of Algebra, there
would be at least one distinct eigenvalue satisfying the characteristic equation of
M). Once we have the eigenvalue, we need a operator that will project onto the λ
eigen-subspace. Let P be the required projection operator. Thus, we have for an
arbitrary vector
(1) M P |ψi = λP |ψi
It is to be noted that we are not claiming that the dimension of eigen subspace
of λ (geometrical multiplicity) is same as algebraic multiplicity. Whatever be its
dimension(the number of linear independent vectors), P just projects onto that
space. Let Q be the projector onto the orthogonal complement satisfying P Q = 0.
By definition of a projector, P 2 = P , Q2 = Q, Q† = Q and P † = P . Completeness
relation tells us that P + Q = I. In other words, the dimension of the whole space
is distributed among P and Q subspaces.
1
2 MOHIT PANDEY

Before applying induction, my task-list is as follows:


• M = P M P + QM Q
• QM Q is normal
For the first part,
M = (P + Q)M (P + Q), ∵P +Q=I
= P M P + QM Q + QM P + P M Q
If I show the last two terms are zero, then my first task is done.
Using (1) and QP = 0, we have the third term to be zero.
For the fourth term, the same argument doesn’t work as we don’t know if there
are any eigenvectors in the orthogonal space(in fact, that’s what we have to show
that there does exist enough number of them in Q subspace). Instead, we would
exploit the fact that there are (at least one) common eigenbasis of M and M †
(∵ [M, M † ] = 0).
Explicitly, let’s take an eigen vector |vi ∈ subspace P . Then we have M M † |vi =
M M |vi = λM † |vi. Thus, M † |vi has eigenvalue λ, and it belongs to P subspace.

Hence, QM † P = 0. Taking its adjoint, we show that the fourth term gets zero. As
a result, we have
(2) M = P M P + QM Q
In the matrix form of operator M , if dimension of eigen-space of P is p, then our
above calculation can be pictorially shown as
 
λ 0 0 0 0 0
0 . . . 0
 
 0 0 0  
0 0 λ 0 0 0 
M =  0 0 0 mp+1,p+1 · · · mp+1,k 

 
 .. . . .. 
0 0 0 . . . 
0 0 0 mk,p+1 ··· mk,k
where the λ diagonal block is a p-by-p block.
Now we would be concentrating on m-block of M matrix.
For showing QM Q is normal, we would need two results. Using completeness
and orthogonality of P and Q, we see that QM = QM (P + Q) = QM Q, and
QM † = QM † (P + Q) = QM † Q. Using them, we have
QM Q(QM Q)† = QM QQM † Q, ∵ Q2 = Q

= QM QM Q
= QM M † Q
= QM † M Q (∵ they commute)

= QM QM Q
= (QM † Q)(QM Q)
Hence, QM Q is normal.
What is the use of proving QM Q normal? Now, I can claim by induction,
QM Q is diagonal with respect to some orthogonal basis for the subspace Q because
it’s dimension is definitely less than k as the rest of dimensions is occupied by P
subspace(whose dimension is at least one.)
Using (1), P M P is diagonal in its basis. Only problem is the basis need not be
orthonormal. But you can always choose orthonormal basis as all vectors in the
degenerate eigen-subspace of P is an eigen vector.
SPECTRAL DECOMPOSITION 3

Thus, using second principle of mathematical induction, we conclude that M =


P M P + QM Q is diagonal with respect to some orthonormal basis for the total
vector space. 

Remark:
• For normal operators, for each eigen-value, geometrical multiplicity is equal
to algebraic multiplicity. If it were not, how could it have been diagonalized?
• There is an alternate definition of P that could have served us equally
well. We could have defined P to be a projector onto a single eigen-vector
corresponding to λ. We are guranteed to get at least one eigen-vector,
and this is enough for our purpose. In this case, P M P is diagonal as P
subspace is one-dimensional. And more importantly, the basis chosen is
‘naturally’ orthonormal (vacuously satisfied). Other arguments in the proof
remain unchanged.
Converse 1. Any diagonalizable operator in orthonormal basis is normal.
Proof. Let M be the operator that can be diagonalized in some orthonormal basis
{|ei i} of vector space V of dimension n. This means all eigen-values (λi ) need not
be distinct but all eigen-vectors follow
(3) hej |ei i = δi,j , ∀i, j ∈ [1, n]
It follows that there won’t be any off-diagonal terms in M when it is written in the
{|ei i} basis. Thus, M can be written as
n
X
(4) M= λi |ei ihei |
i=1

This implies adjoint of M is


n
X
(5) M† = λ∗i |ei ihei |
i=1

Thus, using orthogonality of basis


 
X X
MM† = λi |ei ihei |  λ∗j |ej ihej |
i j
X
= λi λ∗j |ei ihei |ej ihej |
i,j
X
= λi λ∗j δi,j |ei ihej |
i,j
X
= |λi |2 |ei ihei |
i

And on calculating, M † M also gives the same term.


Thus, M and M † commute, which means M is a normal operator.


After all this, note that there still exist non-normal operators that can be diago-
nalized! The catch is we were only talking about orthogonal basis. But who said
only orthogonal basis diagonalize a matrix? Any set of linear independent vectors
spanning the whole space can do the job for you.
4 MOHIT PANDEY

References
[1] Philip A Macklin. Normal matrices for physicists. American Journal of Physics, 52:513–515,
1984.
[2] Michael A Nielsen and Isaac L Chuang. Quantum computation and quantum information.
Cambridge university press, 2010.

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The proof suggests that while non-normal operators can also be diagonalizable, they do not conform to the same orthogonal basis constraints as normal operators. This implies that although they can be represented in a diagonal form, the basis may not be orthonormal, and alternative methods or assumptions about the basis would be required, beyond that of normal operators, to achieve diagonalization .

The proof integrates concepts from both quantum and classical mechanics by demonstrating that the same mathematical framework applies to operators used in these fields. In quantum mechanics, observables are represented by Hermitian matrices, and their properties ensure they are normal, making the theorem directly applicable. In classical mechanics, operators like rotation matrices are normal due to their real orthogonality, allowing the spectral theorem's logic to be directly translated, thereby unifying these diverse physics concepts under a common mathematical umbrella .

Proving QMQ's normality is essential because it allows the application of the induction hypothesis that guarantees diagonalization of any normal operator on a vector space with dimension less than k. The normality of QMQ implies that it commutes with its adjoint, a requirement for the step in induction that follows, ensuring that the operator can be diagonalized with respect to an orthogonal basis of the subspace defined by Q, thus reinforcing the argument that M is diagonalizable overall .

Projection operators P and Q are pivotal in the theorem's proof as they facilitate the decomposition of the operator space. P projects onto the eigen-subspace corresponding to an eigenvalue λ, while Q projects onto the orthogonal complement space. By ensuring that M is expressible as M = PMP + QMQ, with QMQ being normal and less than k in dimension, the proof can use inductive reasoning to establish that QMQ is diagonalizable. This step confirms that the total operator M can subsequently be diagonalized .

The proof addresses orthogonality by ensuring that the basis chosen for diagonalization is orthonormal. By defining projection operators and proving their normality, the bases of these subspaces inherently respect orthogonality. Using the completeness relation (P + Q = I) and the properties of eigenvectors, it is shown that the diagonalization process naturally leads to an orthonormal basis since all contributions from the subspaces complement each other without interference .

Normal operators are crucial in the proof of the Spectral Decomposition Theorem as they commute with their adjoint, which simplifies the diagonalization process. The theorem uses induction to show that any normal operator on a finite-dimensional vector space is diagonalizable with respect to an orthonormal basis derived from its eigenvectors . This property ensures that operators used in physical models, like Hermitian matrices in quantum mechanics and real symmetric matrices in classical mechanics, are normal and fit into this framework .

The Spectral Decomposition Theorem plays a crucial role in quantum mechanics by allowing the representation of Hermitian transformations using eigenvectors, which span the vector space. In finite-dimensional spaces, the theorem can be rigorously proven and ensures that any normal operator is diagonal with respect to an orthonormal basis formed by its eigenvectors . For infinite-dimensional spaces, the mathematical proof is not feasible, so the concept is assumed as a postulate due to its practical effectiveness .

The proof accommodates potential disparities between eigensubspace dimensions by not initially asserting that geometrical multiplicity matches algebraic multiplicity for all eigenvalues. Instead, it ensures that the projection operator P, which projects into an eigensubspace, satisfies the necessary properties for diagonalization when defining the operator space. By employing the completeness relation and ensuring all eigenvalues are accounted for in the orthonormal basis, it aligns the dimensions effectively, thereby controlling for these disparities .

In the spectral decomposition context, eigenvalues and their multiplicities are crucial as they determine the structure of the operator's diagonalization. For normal operators, geometrical multiplicity equals algebraic multiplicity, ensuring that the matrix is fully diagonalizable with an orthonormal basis. The theorem leverages this fact to simplify the representation of operators, confirming that every eigenvalue is accommodated within the orthonormal basis, thereby achieving diagonalization in quantum mechanical and classical contexts .

The second principle of mathematical induction facilitates the proof by allowing the breakdown of the problem into manageable steps. It starts by proving the theorem's correctness for a base case (dimension d=1) and then assumes correctness for dimensions less than a given k. It then extends the proof to dimension k by demonstrating the normal operator is diagonal for this case as well. By continuously validating each incremental step, the induction method solidifies the argument for all finite dimensions .

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