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OF

MATHEMATICS
TOPIC :- prove that the product of two unitary
matrices (of the same size) and the inverse of a unitary
matrix are unitary give example power unitary
matrices occurring in application mass sometimes be
familiars real matrices.

Submitted to:- Submitted by


:-Mr.Gurupreet singh Bhatia Abhaykant Suman
Deptt. Of maths. Roll no:-RF4002A20
Section :- F4002
Class:- B.Tech
ACKNOWLEDGEMENT

I take this opportunity to express my gratitude to our


guide and lab incharge who encourage me with her critical
and constructive suggestions in the project work.
I am also thankful to Mr.Gurupreet singh Bhatia
my guide for his valuable guidance in this project
successfully. She benefited me with her experience skill in the
project.
I again thank to all for their support and
encouragement.

Student Signature
Abhaykant suman
TABLE OF CONTENTS

• Acknowledgement
• Introduction
• Concept of Unitary matrix
• Properties
• Unitary transform
• Example
• Reference sites
INTRODUCTION
A rectangular array of entries is called a Matrix. The entries
may be real, complex or functions.
The entries are also called as the elements of the matrix. The
rectangular array of entries are enclosed in an ordinary bracket
or in square bracket. Matrices are denoted by capital letters.
This is of course true for the identity transformation.
Therefore it is helpful to regard unitary matrices as
“generalized identities,”
though we will see that they form quite a large class. An
important example
of these matrices, the rotations, have already been considered.
In this
chapter, the underlying field is usually C, the underlying
vector space is Cn,
and almost without exception the underlying norm is k · k2.
We begin by
recalling a few important facts.
Concept of Unitary matrix:-
In mathematics unitary matrix is an complex matrix U
satisfying the condition

where In is the identity matrix in n dimensions and is the


conjugate transpose of U. Note this condition says that a
matrix U is unitary if and only if it has an inverse which is
equal to its conjugate transpose

A unitary matrix in which all entries are real is an orthogonal


matrix. Just as an orthogonal matrix G preserves the (real)
inner product of two real vectors,

so also a unitary matrix U satisfies

for all complex vectors x and y, where stands now for the
standard inner product on .
If is an n by n matrix then the following are all equivalent
conditions:
1. is unitary
2. is unitary
3. the columns of form an orthonormal basis of with
respect to this inner product
4. the rows of form an orthonormal basis of with respect
to this inner product.
5. is an isometry with respect to the norm from this inner
product.

Properties
• All unitary matrices are normal, and the spectral theorem
therefore applies to them. Thus every unitary matrix U has a
decomposition of the form

where V is unitary, and Σ is diagonal and unitary. That is, a


unitary matrix is diagonalizable by a unitary matrix.
For any unitary matrix U, the following hold:
• is invertible, with .
• is also unitary.
• preserves length ("isometry"): .
• has complex eigenvalues of modulus 1. [1]
• For any n, the set of all n by n unitary matrices with matrix
multiplication forms a group, called U(n).
• Any unit-norm matrix is the average of two unitary matrices.
As a consequence, every matrix M is a linear
combination of two unitary matrices.

Unitary transform:-
A square matrix, BN×N, is called unitary matrix,
if it satisfies BBH = I . The superscript H denotes
the complex
conjugate transpose of a matrix, where I is the
identity matrix N × N. Any matrix A, where A ∈
CP×S , is called
centro-hermitian [1,2], if it satisfies
A=
_
P
A
∗_
S
, (1)
where
_
P is called the exchange matrix and defined as
_
P
=

⎢⎢⎢⎢⎣
0···001
0···010
0···100
...
...
...
...
...
1···000

⎥⎥⎥⎥⎦
P×P
. (2)
Here
_
P is a P ×P square matrix, and A
∗ is conjugate of A.
It can be shown that
_
P
_
P
=I,
_
P QP = Q
∗, and QH
P
_
P
= QT,
_
P J2
_
P+1
= J1, and therefore, (11) can
be represented by
QH
__
J2
__
QXr =QH
_
J1
_
QXr =QTJ1Q

Xr =
_
QHJ1Q
_∗
Xr. (12)
Hence, equation converts to
_
QHJ1Q
_∗
Xr = λQHJ1QXr. (13)
Therefore,
tan
_
ωi
2
_
Re
_
QHJ1Q
_
Xr = Im
_
QHJ1Q
_
Xr. (14)
The singular value decomposition (SVD) of real
matrix Xr can be written as
Xr =UΣVT. (15)
Here U and V are orthogonal matrices whose
elements are the eigenvectors, Σ is a diagonal
matrix with its
element σi , which are called singular values of
the matrix Xr.
U = [u1 u2 . . . uM . . .],
V = [v1 v2 . . . vM . . .],
Σ = diag(σ1 _ σ2 _ · · · σM _ σM+1 · · ·).
Let us define the Es = [u1 u2 . . . uM], such that
the elements of Es are the first M singular vectors
corresponding
to the largest singular values σ1,σ2, . . . , σM. M
is number of the signals and can be estimated
from the
singular values based on the criteria defined in
[4]. In order to reduce the effect of the noise, one
can write (14) as
tan
_
ωi
2
_
Re
_
QHJ1Q
_
Es = Im
_
QHJ1Q
_
Es, i= 1, . . . , M. (16)
So, tan(ωi/2) can be solved as the generalized
eigenvalue of the matrix pair {Im(QHJ1Q)Es,
Re(QHJ1Q)Es }.
The solution to the problem can be reduced to an
ordinary eigenvalue problem, where tan(ωi/2) is
the eigenvalue of
[Re(QHJ1Q)Es ]−1 Im(QHJ1Q)Es . In this algorithm
all computations are made using real numbers
and therefore, no
variable is complex including the eigenvalues
and the eigenvectors in this procedure.
One should state that premultiplying and
postmultiplying Y by QH and Q require only
additions and scaling. For
example, in the case of N sensor elements, and
for a given pencil parameter L, the computations
done for the unitary
transformation, Xr = QHYQ, requires around (N −
L)
∗2(L) real additions. This is negligible as
compared to the
computations done for the computation involved
in the eigen-decomposition. Eigen-structure
based methods for estimating
DOA of the sources impinging on a ULA requires
complex calculations in computing the
eigenvectors and the
eigenvalues. The matrix pencil method, in
addition, requires the computation of a singular
value decomposition (SVD)
of the complex-valued data. It should be stated
that eigen-decomposition with complex-valued
data matrix is quite
computation intensive. The eigen-decomposition
process consists of a large portion of the whole
computational load.
To reduce the computational complexity during
eigen-decomposition, application of a unitary
transformation is proposed
for DOA estimation by using a real-valued SVD.
Computing the eigen-components of the unitary
transformed
data matrix requires only real computations.
The unitary matrix pencil method is thus a
completely real-valued algorithm, as it requires
only real-valued computations.
Apart from finding the singular values and
vectors, the rest of the calculations are also real
computations as
opposed to the ones done in the conventional MP
method. A big portion of the computational load
is occupied by the
multiplication operations, so transforming the
data can save a noticeable amount of
computations and the processing
time is reduced greatly.

Example:-
111 111
111 111
111 111

=
111
3 111
111

Reference sites :-
1. Engineering mathematics
by B.V.Ramana
2. www.google.com
3. www.wikipedia.com
4. www.yahooanswer.com
5. Elementary linear algebra
By H.Anton.
6. Matrix theory with application
by J.L. Goldberg.
7. theory and problem of linear algebra
by S.lipschutz.

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