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Exercise 2.5
Let be
skew-hermitian, i.e., .
(a) Show by using Exercise 2.1 that the eigenvalues of
are pure imaginary.
(b) Show that
is nonsingular.
(c) Show that the matrix , known
as the Cayley transform of ,
is unitary. This is a matrix analogue of a linear fractional transformation
, which maps the left half
of the complex -plane
conformally onto the unit disk.)