Normal Operators

Commutator and its Properties

Let \(\,A,\,B\ \) be elements of a non-abelian algebra, e.g. complex or real square matrices of size \(\,n\ \) or linear operators defined on a unitary or Euclidean space.

Definition.

An expression \(\ \ [\,A,B\,]\ :\,=\ AB-BA\ \ \) is called the \(\,\) commutator \(\,\) of the elements \(\,A\ \) and \(\ B\,.\)

If \(\ [\,A,B\,]\,=\,0\,,\ \) that is \(\ AB=BA\,,\ \ \) we say that the elements \(\,A\ \) and \(\ B\ \) commute.

Properties of commutators:

\[\begin{split}\begin{array}{cl} \left[\,A,A\,\right]\ =\ 0\,, & \\ \\ \left[\,B,A\,\right]\ =\ -\ \left[\,A,B\,\right]\,, & \\ \\ \left[\,A_1+A_2\,,\,B\,\right]\ =\ \left[\,A_1\,,B\,\right]\ +\ \left[\,A_2\,,B\,\right]\,, & \\ \\ \left[\,A,\,B_1+B_2\,\right]\ =\ \left[\,A,B_1\,\right]\ +\ \left[\,A,B_2\,\right]\,, & \\ \\ \left[\,\lambda,A\,\right]\ =\ \left[\,A,\lambda\,\right]\ =\ 0\,, & \lambda\equiv\lambda\,I,\ \ I\ \ \text{-}\ \ \text{the identity element,} \\ \\ \left[\,\lambda\,A,\,B\,\right]\ =\ \left[\,A,\,\lambda\,B\,\right]\ =\ \lambda\ \left[\,A,B\,\right]\,, & \lambda\ \ \text{-}\ \ \text{scalar factor.} \end{array}\end{split}\]

The commutator \(\ [\,A,B\,]\ \) is thus linear with respect to both variables \(\,A\ \) and \(\ B\,.\)

One can use mathematical induction to show that:

\[\begin{split}\begin{array}{l} \left[\,A,\,B_1 B_2\ldots B_{n-1}B_n\,\right]\ \ = \\ \left[A,B_1\right]\,B_2\ldots B_{n-1}B_n\ +\ B_1\left[A,B_2\right]\ldots B_{n-1}B_n\ +\ \ldots\ +\ B_1B_2\ldots B_{n-1}\left[A,B_n\right]\,; \\ \\ \left[\,A_1A_2\ldots A_{n-1}A_n\,,B\right]\ = \\ \left[A_1\,,B\right]\,A_2\ldots A_{n-1}A_n\ +\ A_1\left[A_2\,,B\right]\ldots A_{n-1}A_n\ +\ \ldots\ +\ A_1A_2\ldots A_{n-1}\left[A_n\,,B\right]\,. \end{array}\end{split}\]

In particular, for \(\,n=2\ \) one obtains often used formulae:

\[\begin{split}\begin{array}{cc} \left[\,A,B_1B_2\,\right]\ =\ \left[\,A,B_1\,\right]\,B_2\ +\ B_1\,\left[\,A,B_2\,\right]\,. & \\ \\ \left[\,A_1A_2\,,B\,\right]\ =\ A_1\,\left[\,A_2\,,B\,\right]\ +\ \left[\,A_1\,,B\,\right]\,A_2\,, & \end{array}\end{split}\]

If \(\ [A,B]=\lambda\,I\,,\ \lambda\in R,\,C,\ \ \) then putting \(\ B_1=\ldots=B_n=B\,,\ \ A_1=\ldots=A_n=A\,,\ \) we obtain:

\[\left[\,A,B^n\right]\ =\ n\,\lambda\,B^{n-1},\qquad \left[\,A^n,B\,\right]\ =\ n\,\lambda\,A^{n-1},\qquad n\in N.\]

For matrices \(\,A,\,B\,\in M_n(K)\,,\ \ K=R,\,C,\ \ \) we can list futher properties \(\\\) (the last identity also makes sense for linear operators on a unitary or Euclidean space):

\[[\,A,B\,]^{\,T}\ \,=\ \ [\,B^T,A^T\,]\,,\qquad [\,A,B\,]^{\,*}\ \,=\ \ [\,A^*,B^*\,]\,,\qquad [\,A,B\,]^{\,+}\ \,=\ \ [\,B^+,A^+\,]\,.\]

Normal Matrices and Normal Operators

Definition.

Let \(\ V\ \) be a unitary space, \(\ \boldsymbol{A}\in M_n(C)\,,\ F\in\text{End}(V)\,.\)

We say that a matrix \(\ \boldsymbol{A}\ \) is normal \(\,\) if it commutes with its Hermitian conjugate:

\[[\,\boldsymbol{A},\boldsymbol{A}^+\,]\ =\ 0\qquad\text{that is}\qquad \boldsymbol{A}\,\boldsymbol{A}^+\ =\ \boldsymbol{A}^+\boldsymbol{A}\,.\]

An operator \(\,F\ \) is normal \(\,\) if it commutes with its Hermitian conjugation:

\[[\,F,F^+\,]\ =\ 0\qquad\text{that is}\qquad F\,F^+\ =\ F^+F\,.\]

Among complex matrices, normal are Hermitian and unitary matrices; and among real matrices: symmetric, antisymmetric and orthogonal.

Similarly, Hermitian and unitary operators are normal.

A relation between normal matrices and normal operators describes

Theorem 11.

A linear operator \(\,F\,\) defined on a unitary space \(\,V\,\) is normal if and only if in every orthonormal basis \(\,\mathcal{B}\ \) its matrix is normal:

\[F\,F^+\;=\ F^+F\qquad\Leftrightarrow\qquad \boldsymbol{A}\,\boldsymbol{A}^+\;=\ \boldsymbol{A}^+\boldsymbol{A}\,,\]

where \(\ \ \boldsymbol{A}\,=\,M_{\mathcal{B}}(F)\,.\)

Proof.

This proof is similar to a proof of Theorem 10.: we will use bijectivity and multiplicativity of the mapping \(\ M_{\mathcal{B}}\ \) and the fact that in an orthonormal basis a matrix of Hermitian conjugation of an operator is equal to Hermitian conjugate of its matrix.

The following conditions are equivalent:

\begin{eqnarray*} F\,F^+ & = & F^+F\,, \\ M_{\mathcal{B}}(FF^+) & = & M_{\mathcal{B}}(F^+F)\,, \\ M_{\mathcal{B}}(F)\ M_{\mathcal{B}}(F^+) & = & M_{\mathcal{B}}(F^+)\ M_{\mathcal{B}}(F)\,, \\ M_{\mathcal{B}}(F)\ [\,M_{\mathcal{B}}(F)\,]^+ & = & [\,M_{\mathcal{B}}(F)\,]^+\ M_{\mathcal{B}}(F)\,, \\ \boldsymbol{A}\,\boldsymbol{A}^+ & = & \boldsymbol{A}^+\boldsymbol{A}\,. \end{eqnarray*}

It turns out that orthogonality of eigenvectors asssociated with different eigenvalues is not only a property of Hermitian and unitary operators (as we proved in the previous section), but is a feature of a wider class of normal operators. This is the statement of

Theorem 12.

Eigenvectors of a normal operator asssociated with different eigenvalues \(\\\) are orthogonal.

Lemma. \(\,\) For a normal operator \(\ F\in\text{End}(V):\)

(1)\[Fx=\lambda\,x\quad\Leftrightarrow\quad F^+\,x=\lambda^*\,x\,,\qquad x\in V,\quad\lambda\in C.\]

Proof of the lemma. \(\,\)

Note first that if \(\,F\ \) is a normal operator, then for every \(\,x\in V:\)

\[\|\,Fx\,\|^2\ =\ \langle Fx,Fx\rangle\ =\ \langle F^+F\,x,x\rangle\ =\ \langle FF^+x,x\rangle\ =\ \langle F^+x,F^+x\rangle\ =\ \|\,F^+x\,\|^2\,,\]

which gives equality of the norms:

(2)\[\|\,Fx\,\|\ =\ \|\,F^+x\,\|\,,\quad x\in V\,.\]

Further, if an operator \(\ F\ \) is normal, then normal is also the operator \(\ F-\lambda\,I\,,\ \) where \(\ \,\lambda\in C,\ \ I\ \) the idenity operator:

\[\begin{split}\begin{array}{cl} \quad\left[\,(F-\lambda\,I),\,(F-\lambda\,I)^+\,\right]\ = & \\ \\ =\ \left[\,F-\lambda\,I,\,F^+-\lambda^*\,I\,\right]\ = & \\ \\ =\ \left[\,F,F^+\,\right]-\left[\,F,\,\lambda^*\,I\,\right]- \left[\,\lambda\,I,F^+\,\right]+\left[\,\lambda\,I,\,\lambda^*\,I\,\right]\ = & \\ \\ =\ \left[\,F,F^+\,\right]-\lambda^*\left[\,F,I\,\right]- \lambda\,\left[\,I,F^+\,\right]+\lambda\,\lambda^*\,\left[\,I,I\,\right]\ = & \left[\,F,F^+\,\right]\ =\ 0\,. \end{array}\end{split}\]

Substitution \(\ F\rightarrow F-\lambda\,I\ \) in the equation (2) leads to

\[\begin{split}\begin{array}{ccc} & \|\,(F-\lambda\,I)\,x\,\|\ =\ \|\,(F-\lambda\,I)^+\,x\,\| & \\ \\ \text{that is} & \|\,F x-\lambda\,x\,\|\ =\ \|\,F^+x-\lambda^*\,x\,\|\,, & \lambda\in C\,,\ \ x\in V\,. \end{array}\end{split}\]

Now the following equalities finish the proof:

\[\begin{split}\begin{array}{ccc} Fx\ =\ \lambda\,x & & \\ \\ Fx-\lambda\,x\,=\,\theta & & \\ \\ \|\,Fx-\lambda\,x\,\|\,=\,0 & \quad\Leftrightarrow & \quad\|\,F^+x-\lambda^*\,x\,\|\,=\,0 \\ \\ & & \quad F^+x-\lambda^*\,x\,=\,\theta \\ \\ & & \quad F^+x\ =\ \lambda^*\,x\,. \end{array}\end{split}\]

Proof of theorem 12. \(\,\) Assume that \(\,F\ \) is a normal operator, and let \(\quad Fx_1\,=\ \lambda_1\,x_1\,,\quad Fx_2\,=\ \lambda_2\,x_2\,,\quad x_1,\,x_2\,\in\,V\!\smallsetminus\!\{\theta\}\,,\ \ \lambda_1\neq\lambda_2\,.\ \,\) Then

\[\begin{split}\begin{array}{l} \langle\,x_1,Fx_2\rangle\ =\ \langle\,x_1,\lambda_2\,x_2\rangle\ =\ \lambda_2\ \langle\,x_1,x_2\rangle\,, \\ \\ \langle\,x_1,Fx_2\rangle\ =\ \langle\,F^+x_1,x_2\rangle\ =\ \langle\,\lambda_1^*\,x_1,x_2\rangle\ =\ \lambda_1\ \langle\,x_1,x_2\rangle\,. \end{array}\end{split}\]

Hence, \(\ \ (\lambda_2-\lambda_1)\,\langle\, x_1,x_2\rangle = 0\,,\ \) and thus \(\ \langle\,x_1,x_2\rangle=0\ \) as required.