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could anyone help me to understand which fatal mistake is there..? I mean, I can understand , that orthogonal matrices can have complex eigenvalues. but then, what fallacy is there in that proof ?

and a related question , can the eigenvalues of an orthogonal matrix be 'zero' !

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saudade
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    Answer to your related question : by definition, eigenvalues must be non-zero – lmsteffan Jun 21 '15 at 09:09
  • by definition of ? – saudade Jun 21 '15 at 09:10
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    An orthogonal matrix is invertible, hence has determinant non-zero, but determinant is product of eigenvalues, so no eigenvalue is $0$. But eigenvalues CAN be $0$ for a symmetric matrix which does not have full rank. – Landon Carter Jun 21 '15 at 09:11
  • @LandonCarter ah i see..:)another question P is matrix of order n*n. does that mean it is either orthogonal or idempotent ? – saudade Jun 21 '15 at 09:14
  • Why will any square matrix be either orthogonal or idempotent? What about a matrix of elements $(1,2),(3,4)$? – Landon Carter Jun 21 '15 at 09:15
  • :P sorry i did a typo. don't mind. extremely sorry.

    P is matrix of order n*n . and $p^3=p$ . is that either idempotent or orthogonal ?

    – saudade Jun 21 '15 at 09:19

2 Answers2

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Clarification: The "proof" assumed that $x^Tx\neq0$ and hence when we get $(\lambda^2-1)x^Tx=0$ the author of the proof concluded that $\lambda^2=1$.

However, one must remember that the proof is correct when $x$ is a vector with real entries. Otherwise, in general, $x^*x>0$ and not $x^Tx>0$ where $x$ is the eigenvector.

Hence, NO CONCLUSION can be drawn from this "proof". This is where the fallacy lies.

The correct method to proceed would be to consider $Qx=\lambda x$, where $x\neq0$. Then, $(Qx)^*=\bar\lambda x^*$ i.e. $x^*Q^*=\bar\lambda x^*$. Hence we have $x^*Q^*Qx=|\lambda|^2x^*x$.

Now use $Q^*Q=Q^TQ=I$ and the fact that $x^*x>0$, which shows that $|\lambda|^2=1$ and hence $|\lambda|=1$.

Landon Carter
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The fallacy is in the fact that the eigenvector has, in general, complex entries. For instance, the matrix $$ Q=\begin{bmatrix} 0 & 1 \\ -1 & 0 \end{bmatrix} $$ is orthogonal, but has no real eigenvalue and no real eigenvector either.

Let's try with the eigenvalue $i$, for which a norm $1$ eigenvector is $x=\left[\begin{smallmatrix}1/\sqrt{2}\\i/\sqrt{2}\end{smallmatrix}\right]$. Then $$ x^TQ^TQx= \begin{bmatrix}i/\sqrt{2}&1/\sqrt{2}\end{bmatrix} \begin{bmatrix}i/\sqrt{2}\\1/\sqrt{2}\end{bmatrix}= 0 $$ and surely not $1$.

egreg
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