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Math429
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Math429 L33

Lecture 33

Chapter VII Operators on Inner Product Spaces

Assumption: V,WV,W are finite dimensional inner product spaces.

Positive Operators 7C

Definition 7.34

An operator TL(V)T\in \mathscr{L}(V) is positive if TT is self adjoint and Tv,v0\langle Tv, v\rangle\geq 0

Examples:

  • II is positive.
  • OL(V)O\in \mathscr{L}(V) is positive if TL(V)T\in\mathscr{L}(V) is self adjoint and b<4cb<4c then T2+bT+cIT^2+bT+cI is positive.

Definition 7.36

Let TRL(V)TR\in \mathscr{L}(V) then RR is a square root of TT if R2=TR^2=T.

Example:

Let T(x,y,z)=(z,0,0)T(x,y,z)=(z,0,0), R(x,y,z)=(y,z,0)R(x,y,z)=(y,z,0) R(R(x,y,z))=R(y,z,0)=(z,0,0)R(R(x,y,z))=R(y,z,0)=(z,0,0), then RR is a square root of TT.

Theorem 7.38

Let TL(V)T\in \mathscr{L}(V), then the following statements are equal:

(a) TT is a positive operator
(b) TT is self adjoint with all eigenvalues non-negative
(c) With respect to some orthonormal basis, TT has a diagonal matrix.
(d) TT has a positive square root. (stronger condition) (e) TT has a self adjoint square root.
(f) T=RRT=R^*R for some RL(V)R\in \mathscr{L}(V)

Proof:

d    e,e    f,b    cd\implies e,e\implies f,b\implies c are all clear.

a    ba\implies b: Let λ\lambda be an eigenvalue. Let vVv\in V be an eigenvector with eigenvalue λ\lambda, then 0Tv,v=λv,v=λv2    λ00\leq \langle Tv,v\rangle =\langle \lambda v, v\rangle =\lambda||v||^2\implies \lambda \geq 0

c    dc\implies d Let M(T)=(λ100λn)M(T)=\begin{pmatrix}\lambda_1 &\dots & 0 \\&\ddots& \\0& \dots & \lambda_n\end{pmatrix}

with respect to some orthonormal basis and λ1,...,λn0\lambda_1,...,\lambda_n\geq 0. Let RR be the operator with M(R)=(λ100λn)M(R)=\begin{pmatrix}\sqrt{\lambda_1 }&\dots & 0\\&\ddots& \\0& \dots & \sqrt{\lambda_n}\end{pmatrix}

and λ1,...,λn0\sqrt{\lambda_1},...,\sqrt{\lambda_n}\geq 0.

f    af\implies a: RRv,v=Rv,Rv=Rv20\langle R^*Rv,v\rangle=\langle Rv,Rv\rangle =||Rv||^2\geq 0

Theorem 7.39

Every positive operator on VV has a unique positive square root

Proof:

Let e1,...,ene_1,...,e_n be an orthonormal basis, such that M(T,(e1,...,en))=(λ100λn)M(T,(e_1,...,e_n))=\begin{pmatrix}\sqrt{\lambda_1 }&\dots & 0\\&\ddots& \\0& \dots & \sqrt{\lambda_n} \end{pmatrix} with λ1,...,λn0\lambda_1,...,\lambda_n\geq 0. Let RR be a positive square root of TT then R2ek=λekR^2e_k=\lambda e_k. Then M(R2)=(λ100λn)M(R^2)=\begin{pmatrix}\lambda_1 &\dots & 0 \\&\ddots& \\0& \dots & \lambda_n\end{pmatrix} so λ1,...,λn\lambda_1,...,\lambda_n are the eigenvalues with eigenvectors e1,...,ene_1,...,e_n

So RR is unique because positive square root s are unique.

for better proof, you shall set up two square root of TT and shows that they are the same.

Theorem 7.43

Suppose TT is a positive operator and Tv,v=0\langle Tv,v\rangle=0 then Tv=0Tv=0

Proof:

Tv,v=TTv,v=Tv,Tv=Tv2\langle Tv,v\rangle=\langle \sqrt{T}\sqrt{T}v,v\rangle=\langle \sqrt{T}v,\sqrt{T}v\rangle=||\sqrt{T}v||^2. So Tv=0\sqrt{T}v=0. So Tv=TTv=0Tv=\sqrt{T}\sqrt{T}v=0

Isometries, Unitary Operators, and Matrix Factorization 7D

Definition 7.44

A linear map TL(V,W)T\in\mathscr{L}(V,W) is an isometry if Tv=v||Tv||=||v||

Definition 7.51

A linear operator TL(V)T\in\mathscr{L}(V) is unitary if it is an invertible isometry.

Note: n dimensional unitary matrices U(n)U(n)\subseteq n dimensional invertible matrices GL(n)GL(n)\subseteq group of n×nn\times n matrices Fn,n\mathbb{F}^{n,n} (This is a starting point for abstract algebra XD)