proof of Wielandt-Hoffman theorem
Since both and are normal, they can be diagonalized by unitary transformations:
where and are diagonal, and are unitary, and denotes the conjugate transpose
. The Frobenius matrix norm is defined by the quadratic form and is invariantunder unitary transformations, hence
where . The matrix is also unitary, let its matrix elementsbe given by . Unitarity implies that the matrix withelements has its row and column sums equal to , in other words,it is doubly stochastic.
The diagonal elements are eigenvalues of and are those of . Writing out the Frobenius norm
explicitly,we get
where the minimum is taken over all doubly stochastic matrices , whoseelements are . By the Birkoff-von Neumann theorem, doublystochastic matrices form a closed convex (http://planetmath.org/ConvexSet) polyhedronwith permutation matrices
at the vertices. The expression is a linear functional
on this polyhedron,hence its minimum is achieved at one of the vertices, that is when is a permutation matrix.
If represents the permutation , its action can be written as. Finally, we can write the lastinequality as
which is exactly the statement of the Wielandt-Hoffman theorem.