Math 2.0

statement theorem

Polar decomposition

Statement

Let AA be an n×nn \times n complex matrix. Then there are a unitary matrix UU and a positive semidefinite Hermitian matrix PP with A=UP.A = UP. The factor PP is unique: P=(A∗A)1/2P = (A^* A)^{1/2}, the square root of A∗AA^* A. If AA is invertible, then UU is also unique.

Remarks

It follows from the singular value decomposition A=WΣV∗A = W \Sigma V^*: take U=WV∗U = W V^* and P=VΣV∗P = V \Sigma V^*. For n=1n = 1, it is the polar form z=eiθrz = e^{i\theta} r of a complex number. There is also a left polar decomposition A=P′UA = P' U with P′=(AA∗)1/2P' = (A A^*)^{1/2}.

Explanations

L1 human

Every square matrix is a stretch along perpendicular axes, followed by a rotation, possibly with a reflection. This generalises writing a complex number as a positive length times a unit complex number. The stretch part is always unique.

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  1. Identity matrix object
  2. Matrix definition
  3. Square matrix definition
  4. Transpose definition
  5. Conjugate transpose definition
  6. Hermitian matrix definition
  7. Unitary matrix definition
  8. Positive semidefinite matrix definition
  9. Square root of a positive semidefinite matrix definition
  10. Polar decomposition statement

Sources

  1. Web https://en.wikipedia.org/wiki/Polar_decomposition, lead section