If matrices $AA^\dagger=BB^\dagger$, then there exists some unitary matrix V, s.t. A=BV. Is it true? If it is, how to prove it?(Here, $\dagger$ denotes transpose conjugate)
1 Answers
let $A^*$ denote the transpose conjugate of $A$.
We assume that $A,B$ are complex $n\times n$ matrices. We use the SVD decomposition, cf.
http://en.wikipedia.org/wiki/Singular_value_decomposition
Thus $A=U\Sigma V^*$ where the columns of $U$ are eigenvectors of $AA^*$. Since $AA^*$=$BB^*$, these matrices have same eigenvectors and $A,B$ have same singular values. Therefore, we deduce that one of the SVD of $B$ is in the form $B=U\Sigma {V_1}^*$. Finally $A=BW$ where $W=V_1V^*$ is unitary.
EDIT: @Frank, we have the same result if $A,B$ are both $n\times m$ rectangular matrices. By the same reasoning, from a SVD of $A$, we construct a SVD of $B$. In particular, beware, your equality $U_1\Sigma \Sigma^*{U_1}^*=U_2\Sigma \Sigma^*{U_2}^*$ does not imply that $U_1=U_2$ ; indeed, if we have multiple singular values, then there exists an infinity of choices for the eigenvectors of $AA^*$. Moreover, if we choose $U_2=U_1$, then possibly, there exists an infinity of choices for $V_2$. It is equivalent to say that there exists an infinity of choices for $W$ in $A=BW$ ; for example, this happens if $\dim(\ker(B))\geq 2$.
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"Since $AA^∗=BB^∗$, these matrices have same eigenvectors and A,B have same singular values. Therefore, we deduce that one of the SVD of B is in the form $B=UΣV_1^∗$." I believe this is true, but if there is some formal way to show it would be great. – Frank Jun 23 '14 at 03:33
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Especially, when A and B are not necessarily square matrix, and the SVD would be reduced SVD, let $A=U_1\Sigma V_1^, B=U_2\Sigma V_2^$, then $AA^=BB^\Leftrightarrow U_1\Sigma^2U_1^=U_2\Sigma^2U_2^$, which will not necessarily lead to $U_1=U_2$, but $(U_1^U_2)\Sigma^2(U_1^U_2)^*=\Sigma^2$. – Frank Jun 23 '14 at 03:41
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I appreciate your help. – Frank Jun 24 '14 at 20:46