Show linear combination of complex vector given right and left eigenvectors of a matrix $A$.

eigenvalues-eigenvectorslinear algebravectors

Let $A\in\mathbb C^{n\times n}$ have distinct eigenvalues $\{\lambda_i\}_{i=1}^n$ with corresponding right eigenvectors $\{x_i\}_{i=1}^n$ and left eigenvectors $\{y_i\}_{i=1}^n$, respectively. Let $v\in\mathbb C^n$ be an arbitrary vector. Show that $v$ can be expressed (uniquely) as a linear combination
$$v=\sum_{i=1}^n\frac{y_i^Hv}{y_i^Hx_i}x_i$$
of the right eigenvectos. Find the appropriate expression for $v$ as a linear combination of the left eigenvectors as well.

So far what I have is that
$$Ax_i = \lambda_ix_i \quad\text{ and } \quad y_i^HA=\lambda_iy_i^H$$

But I don't know where to proceed futher from here.

Best Answer

Since $A$ has distinct eigenvalues, it can be diagonalized as $A=X\Lambda X^{-1}$ where $x_i$ are the columns of $X$, and where $\lambda_i$ are the diagonal entries of the diagonal matrix $\Lambda$. Similarly $A^H = Y\Lambda^H Y^{-1}$. Thus, $X\Lambda X^{-1} = (Y^H)^{-1} \Lambda Y^H$ which can be rearranged to $$X^{-1} = \Lambda^{-1} X^{-1} (Y^H)^{-1} \Lambda Y^H = \Lambda^{-1} (Y^H X)^{-1} \Lambda Y^H.$$

Note that $Y^H X$ is a diagonal matrix with diagonal entries $y_i^H x_i$. (For why it is diagonal, see this question.)

To conclude, use the above expression to show that the entries of the vector $X^{-1} v$ are $\frac{y_i^H v}{y_i^H x_i}$. Do you see why this implies the result in your question?