[Math] Polar decomposition-uniqueness

linear algebramatrices

Let $A$ be arbitrary $n \times n$ matrix (with complex entries). Then it can be expressed as $A=UP$ where $P=\sqrt{A^*A}$ and $U$ unitary. If $A$ is invertible then $U$ is uniquely determined. If $A$ is real then $P=\sqrt{A^TA}$ and $U$ is orthogonal. I'm interested in the following question:

Is it always possible for a singular matrix $A$ to produce two different unitary matrices $U_1,U_2$ such that $A=U_1P=U_2P$ where $P$ as before?

Best Answer

The answer is yes: it is always possible.

$U$ will satisfy $A = UP$ if and only if it satisfies $$ U(Px) = Ax \quad \forall x\in \Bbb C^n $$ that is, it sufficient to determine how $U$ acts on the image of $P$, which in your case is a strict subset of $\Bbb R^n$.

Let $\{x_1,\dots,x_r\}$ be an orthonormal basis for the image of $P$. Extend this to an orthonormal basis $\{x_1,\dots,x_n\}$ of $\Bbb R^n$. Let $V$ be a unitary transformation that, with respect to this basis, has the form $$ V = \pmatrix{I_{r \times r} &0\\0 & V'} $$ where $I$ denotes the identity matrix and $V'$ is an arbitrary unitary matrix. Then for any $U_1$ such that $A = U_1P$, $U_2 = VU_1$ will also be unitary and satisfy $A = U_2P$. As long as $V \neq I$, we will have $U_1 \neq U_2$.