Chapter 7

Operators on Inner Product Spaces

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Problem 7A.1

Suppose nn is a positive integer. Define T∈L(Fn)T \in \mathcal{L}(\mathbf{F}^{n}) by

T(z1,…,zn)=(0,z1,…,zn−1). T(z_{1}, \ldots , z_{n}) = (0, z_{1}, \ldots , z_{n-1}).

Find a formula for T∗(z1,…,zn)T^{*}(z_{1}, \ldots , z_{n}).

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Problem 7A.2

Suppose T∈L(V,W)T \in \mathcal{L}(V, W). Prove that

T=0  ⟺  T∗=0  ⟺  T∗T=0  ⟺  TT∗=0. T = 0 \iff T^{*} = 0 \iff T^{*} T = 0 \iff T T^{*} = 0.
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Problem 7A.3

Suppose T∈L(V)T \in \mathcal{L}(V) and λ∈F\lambda \in \mathbf{F}. Prove that

λ is an eigenvalue of T  ⟺  λ‾ is an eigenvalue of T∗. \lambda \text{ is an eigenvalue of } T \iff \overline{\lambda } \text{ is an eigenvalue of } T^{*}.
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Problem 7A.4

Suppose T∈L(V)T \in \mathcal{L}(V) and UU is a subspace of VV. Prove that

U is invariant under T  ⟺  U⊥ is invariant under T∗. U \text{ is invariant under } T \iff U^{\perp } \text{ is invariant under } T^{*}.
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Problem 7A.5

Suppose T∈L(V,W)T \in \mathcal{L}(V, W). Suppose e1,…,ene_{1}, \ldots , e_{n} is an orthonormal basis of VV and f1,…,fmf_{1}, \ldots , f_{m} is an orthonormal basis of WW. Prove that

∥Te1∥2+⋯+∥Ten∥2=∥T∗f1∥2+⋯+∥T∗fm∥2. \left\| T e_{1}\right\| ^{2}+\cdots +\left\| T e_{n}\right\| ^{2} = \left\| T^{*} f_{1}\right\| ^{2}+\cdots +\left\| T^{*} f_{m}\right\| ^{2}.
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Remark.
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The numbers ∥Te1∥2,…,∥Ten∥2\left\| T e_{1}\right\|^{2}, \ldots , \left\| T e_{n}\right\|^{2} in the equation above depend on the orthonormal basis e1,…,ene_{1}, \ldots , e_{n}, but the right side does not depend on e1,…,ene_{1}, \ldots , e_{n}. Thus the equation above shows that the sum on the left side does not depend on which orthonormal basis e1,…,ene_{1}, \ldots , e_{n} is used.

Problem 7A.6

Suppose T∈L(V,W)T \in \mathcal{L}(V, W). Prove that

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(a)

TT is injective   ⟺  \iff T∗T^{*} is surjective;

(b)

TT is surjective   ⟺  \iff T∗T^{*} is injective.

Problem 7A.7

Prove that if T∈L(V,W)T \in \mathcal{L}(V, W), then

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(a)

dim⁡null⁡T∗=dim⁡null⁡T+dim⁡W−dim⁡V\operatorname {dim} \operatorname {null} T^{*} = \operatorname {dim} \operatorname {null} T + \operatorname {dim} W-\operatorname {dim} V;

(b)

dim⁡range⁡T∗=dim⁡range⁡T\operatorname {dim} \operatorname {range} T^{*} = \operatorname {dim} \operatorname {range} T.

Problem 7A.8

Suppose AA is an mm-by-nn matrix with entries in F\mathbf{F}. Use (b) in Exercise 7A.7 to prove that the row rank of AA equals the column rank of AA.

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Remark.
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This exercise asks for yet another alternative proof of a result that was previously proved in 3.57 and 3.133.

Theorems 3.57 and 3.133 (column rank equals row rank): suppose A∈Fm,nA \in \mathbf{F}^{m, n}. Then the column rank of AA equals the row rank of AA.

Problem 7A.9

Prove that the product of two self-adjoint operators on VV is self-adjoint if and only if the two operators commute.

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Problem 7A.10

Suppose F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V). Prove that TT is self-adjoint if and only if

⟨Tv,v⟩=⟨T∗v,v⟩ \left\langle T v, v \right\rangle = \left\langle T^{*} v, v \right\rangle

for all v∈Vv \in V.

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Problem 7A.11

Define an operator S:F2→F2S: \mathbf{F}^{2} \rightarrow \mathbf{F}^{2} by S(w,z)=(−z,w)S(w, z) = (-z, w).

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(a)

Find a formula for S∗S^{*}.

(b)

Show that SS is normal but not self-adjoint.

(c)

Find all eigenvalues of SS.

If F=R\mathbf{F} = \mathbb {R}, then SS is the operator on R2\mathbb {R}^{2} of counterclockwise rotation by 90∘90^{\circ }.

Problem 7A.12

An operator B∈L(V)B \in \mathcal{L}(V) is called skew if

B∗=−B. B^{*} = -B.

Suppose that T∈L(V)T \in \mathcal{L}(V). Prove that TT is normal if and only if there exist commuting operators AA and BB such that AA is self-adjoint, BB is a skew operator, and T=A+BT = A+B.

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Problem 7A.13

Suppose F=R\mathbf{F} = \mathbb {R}. Define A∈L(L(V))\mathcal{A} \in \mathcal{L}(\mathcal{L}(V)) by AT=T∗\mathcal{A} T = T^{*} for all T∈L(V)T \in \mathcal{L}(V).

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(a)

Find all eigenvalues of A\mathcal{A}.

(b)

Find the minimal polynomial of A\mathcal{A}.

Problem 7A.14

Define an inner product on P2(R)\mathcal{P}_{2}(\mathbb {R}) by ⟨p,q⟩=∫01pq\left\langle p, q \right\rangle = \int_{0}^{1} p q. Define an operator T∈L(P2(R))T \in \mathcal{L}(\mathcal{P}_{2}(\mathbb {R})) by

T(ax2+bx+c)=bx. T(a x^{2}+b x+c) = b x.
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(a)

Show that with this inner product, the operator TT is not self-adjoint.

(b)

The matrix of TT with respect to the basis 1,x,x21, x, x^{2} is

(000010000). \begin{pmatrix} 0 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 0 \end{pmatrix}.

This matrix equals its conjugate transpose, even though TT is not self-adjoint. Explain why this is not a contradiction.

Problem 7A.15

Suppose T∈L(V)T \in \mathcal{L}(V) is invertible. Prove that

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(a)

TT is self-adjoint   ⟺  \iff T−1T^{-1} is self-adjoint;

(b)

TT is normal   ⟺  \iff T−1T^{-1} is normal.

Problem 7A.16

Suppose F=R\mathbf{F} = \mathbb {R}.

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(a)

Show that the set of self-adjoint operators on VV is a subspace of L(V)\mathcal{L}(V).

(b)

What is the dimension of the subspace of L(V)\mathcal{L}(V) in (a) (in terms of dim⁡V\operatorname {dim} V)?

Problem 7A.17

Suppose F=C\mathbf{F} = \mathbb {C}. Show that the set of self-adjoint operators on VV is not a subspace of L(V)\mathcal{L}(V).

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Problem 7A.18

Suppose dim⁡V≥2\operatorname {dim} V \geq 2. Show that the set of normal operators on VV is not a subspace of L(V)\mathcal{L}(V).

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Problem 7A.19

Suppose T∈L(V)T \in \mathcal{L}(V) and ∥T∗v∥≤∥Tv∥\left\| T^{*} v\right\| \leq \left\| T v\right\| for every v∈Vv \in V. Prove that TT is normal.

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Remark.
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This exercise fails on infinite-dimensional inner product spaces, leading to what are called hyponormal operators, which have a well-developed theory.

Problem 7A.20

Suppose P∈L(V)P \in \mathcal{L}(V) is such that P2=PP^{2} = P. Prove that the following are equivalent.

  1. PP is self-adjoint.

  2. PP is normal.

  3. There is a subspace UU of VV such that P=PUP = P_{U}.

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Problem 7A.21

Suppose D:P8(R)→P8(R)D: \mathcal{P}_{8}(\mathbb {R}) \rightarrow \mathcal{P}_{8}(\mathbb {R}) is the differentiation operator defined by Dp=p′D p = p^{\prime }. Prove that there does not exist an inner product on P8(R)\mathcal{P}_{8}(\mathbb {R}) that makes DD a normal operator.

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Problem 7A.22

Give an example of an operator T∈L(R3)T \in \mathcal{L}(\mathbb {R}^{3}) such that TT is normal but not self-adjoint.

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Problem 7A.23

Suppose TT is a normal operator on VV. Suppose also that v,w∈Vv, w \in V satisfy the equations

∥v∥=∥w∥=2,Tv=3v,Tw=4w. \left\| v\right\| = \left\| w\right\| = 2, \quad T v = 3 v, \quad T w = 4 w.

Show that ∥T(v+w)∥=10\left\| T(v+w)\right\| = 10.

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Problem 7A.24

Suppose T∈L(V)T \in \mathcal{L}(V) and

a0+a1z+a2z2+⋯+am−1zm−1+zm a_{0}+a_{1} z+a_{2} z^{2}+\cdots +a_{m-1} z^{m-1}+z^{m}

is the minimal polynomial of TT. Prove that the minimal polynomial of T∗T^{*} is

a0‾+a1‾z+a2‾z2+⋯+am−1‾zm−1+zm. \overline{a_{0}}+\overline{a_{1}} z+\overline{a_{2}} z^{2}+\cdots +\overline{a_{m-1}} z^{m-1}+z^{m}.
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Remark.
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This exercise shows that the minimal polynomial of T∗T^{*} equals the minimal polynomial of TT if F=R\mathbf{F} = \mathbb {R}.

Problem 7A.25

Suppose T∈L(V)T \in \mathcal{L}(V). Prove that TT is diagonalizable if and only if T∗T^{*} is diagonalizable.

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Problem 7A.26

Fix u,x∈Vu, x \in V. Define T∈L(V)T \in \mathcal{L}(V) by Tv=⟨v,u⟩xT v = \left\langle v, u \right\rangle x for every v∈Vv \in V.

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(a)

Prove that if VV is a real vector space, then TT is self-adjoint if and only if the list u,xu, x is linearly dependent.

(b)

Prove that TT is normal if and only if the list u,xu, x is linearly dependent.

Problem 7A.27

Suppose T∈L(V)T \in \mathcal{L}(V) is normal. Prove that

null⁡Tk=null⁡T and range⁡Tk=range⁡T \operatorname {null} T^{k} = \operatorname {null} T \quad \text{ and } \quad \operatorname {range} T^{k} = \operatorname {range} T

for every positive integer kk.

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Problem 7A.28

Suppose T∈L(V)T \in \mathcal{L}(V) is normal. Prove that if λ∈F\lambda \in \mathbf{F}, then the minimal polynomial of TT is not a polynomial multiple of (x−λ)2(x-\lambda )^{2}.

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Problem 7A.29

Prove or give a counterexample: If T∈L(V)T \in \mathcal{L}(V) and there is an orthonormal basis e1,…,ene_{1}, \ldots , e_{n} of VV such that ∥Tek∥=∥T∗ek∥\left\| T e_{k}\right\| = \left\| T^{*} e_{k}\right\| for each k=1,…,nk = 1, \ldots , n, then TT is normal.

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Problem 7A.30

Suppose that T∈L(F3)T \in \mathcal{L}(\mathbf{F}^{3}) is normal and T(1,1,1)=(2,2,2)T(1,1,1) = (2,2,2). Suppose (z1,z2,z3)∈null⁡T(z_{1}, z_{2}, z_{3}) \in \operatorname {null} T. Prove that z1+z2+z3=0z_{1}+z_{2}+z_{3} = 0.

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Problem 7A.31

Fix a positive integer nn. In the inner product space of continuous real-valued functions on [−π,π][-\pi , \pi ] with inner product ⟨f,g⟩=∫−ππfg\left\langle f, g \right\rangle = \int_{-\pi }^{\pi } f g, let

V=span⁡(1,cos⁡x,cos⁡2x,…,cos⁡nx,sin⁡x,sin⁡2x,…,sin⁡nx). V = \operatorname {span}(1, \cos x, \cos 2 x, \ldots , \cos n x, \sin x, \sin 2 x, \ldots , \sin n x).
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(a)

Define D∈L(V)D \in \mathcal{L}(V) by Df=f′D f = f^{\prime }. Show that D∗=−DD^{*} = -D. Conclude that DD is normal but not self-adjoint.

(b)

Define T∈L(V)T \in \mathcal{L}(V) by Tf=f′′T f = f^{\prime \prime }. Show that TT is self-adjoint.

Problem 7A.32

Suppose T:V→WT: V \rightarrow W is a linear map. Show that under the standard identification of VV with V′V^{\prime } (see 6.58) and the corresponding identification of WW with W′W^{\prime }, the adjoint map T∗:W→VT^{*}: W \rightarrow V corresponds to the dual map T′:W′→V′T^{\prime }: W^{\prime } \rightarrow V^{\prime }. More precisely, show that

T′(φw)=φT∗w T^{\prime }(\varphi _{w}) = \varphi _{T^{*} w}

for all w∈Ww \in W, where φw\varphi_{w} and φT∗w\varphi_{T^{*} w} are defined as in 6.58.

6.58 (Riesz representation theorem, revisited): suppose VV is finite-dimensional. For each v∈Vv \in V, define φv∈V′\varphi_{v} \in V^{\prime } by φv(u)=⟨u,v⟩\varphi_{v}(u) = \left\langle u, v \right\rangle for each u∈Vu \in V. Then v↦φvv \mapsto \varphi_{v} is a one-to-one function from VV onto V′V^{\prime }.

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Problem 7B.1

Prove that a normal operator on a complex inner product space is self-adjoint if and only if all its eigenvalues are real.

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Remark.
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This exercise strengthens the analogy (for normal operators) between self-adjoint operators and real numbers.

Problem 7B.2

Suppose F=C\mathbf{F} = \mathbb {C}. Suppose T∈L(V)T \in \mathcal{L}(V) is normal and has only one eigenvalue. Prove that TT is a scalar multiple of the identity operator.

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Problem 7B.3

Suppose F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V) is normal. Prove that the set of eigenvalues of TT is contained in {0,1}\left\{ 0,1\right\} if and only if there is a subspace UU of VV such that T=PUT = P_{U}.

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Problem 7B.4

Prove that a normal operator on a complex inner product space is skew (meaning it equals the negative of its adjoint) if and only if all its eigenvalues are purely imaginary (meaning that they have real part equal to 00).

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Problem 7B.5

Prove or give a counterexample: If T∈L(C3)T \in \mathcal{L}(\mathbb {C}^{3}) is a diagonalizable operator, then TT is normal (with respect to the usual inner product).

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Problem 7B.6

Suppose VV is a complex inner product space and T∈L(V)T \in \mathcal{L}(V) is a normal operator such that T9=T8T^{9} = T^{8}. Prove that TT is self-adjoint and T2=TT^{2} = T.

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Problem 7B.7

Give an example of an operator TT on a complex vector space such that T9=T8T^{9} = T^{8} but T2≠TT^{2} \neq T.

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Problem 7B.8

Suppose F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V). Prove that TT is normal if and only if every eigenvector of TT is also an eigenvector of T∗T^{*}.

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Problem 7B.9

Suppose F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V). Prove that TT is normal if and only if there exists a polynomial p∈P(C)p \in \mathcal{P}(\mathbb {C}) such that T∗=p(T)T^{*} = p(T).

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Problem 7B.10

Suppose VV is a complex inner product space. Prove that every normal operator on VV has a square root.

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Remark.
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An operator S∈L(V)S \in \mathcal{L}(V) is called a square root of T∈L(V)T \in \mathcal{L}(V) if S2=TS^{2} = T. Square roots of operators are discussed further in Sections 7C and 8C.

Problem 7B.11

Prove that every self-adjoint operator on VV has a cube root.

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Remark.
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An operator S∈L(V)S \in \mathcal{L}(V) is called a cube root of T∈L(V)T \in \mathcal{L}(V) if S3=TS^{3} = T.

Problem 7B.12

Suppose VV is a complex vector space and T∈L(V)T \in \mathcal{L}(V) is normal. Prove that if SS is an operator on VV that commutes with TT, then SS commutes with T∗T^{*}.

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Remark.
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The result in this exercise is called Fuglede's theorem.

Problem 7B.13

Without using the complex spectral theorem, use the version of Schur's theorem that applies to two commuting operators (take E={T,T∗}\mathcal{E} = \left\{ T, T^{*}\right\} in Exercise 20 in Section 6B) to give a different proof that if F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V) is normal, then TT has a diagonal matrix with respect to some orthonormal basis of VV.

Exercise 20 in Section 6B (Exercise 6B.20): if F=C\mathbf{F} = \mathbb {C}, VV is finite-dimensional, and E⊆L(V)\mathcal{E} \subseteq \mathcal{L}(V) is such that ST=TSS T = T S for all S,T∈ES, T \in \mathcal{E}, then there is an orthonormal basis of VV with respect to which every element of E\mathcal{E} has an upper-triangular matrix.

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Problem 7B.14

Suppose F=R\mathbf{F} = \mathbb {R} and T∈L(V)T \in \mathcal{L}(V). Prove that TT is self-adjoint if and only if all pairs of eigenvectors corresponding to distinct eigenvalues of TT are orthogonal and V=E(λ1,T)⊕⋯⊕E(λm,T)V = E(\lambda_{1}, T) \oplus \cdots \oplus E(\lambda_{m}, T), where λ1,…,λm\lambda_{1}, \ldots , \lambda_{m} denote the distinct eigenvalues of TT.

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Problem 7B.15

Suppose F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V). Prove that TT is normal if and only if all pairs of eigenvectors corresponding to distinct eigenvalues of TT are orthogonal and V=E(λ1,T)⊕⋯⊕E(λm,T)V = E(\lambda_{1}, T) \oplus \cdots \oplus E(\lambda_{m}, T), where λ1,…,λm\lambda_{1}, \ldots , \lambda_{m} denote the distinct eigenvalues of TT.

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Problem 7B.16

Suppose F=C\mathbf{F} = \mathbb {C} and E⊆L(V)\mathcal{E} \subseteq \mathcal{L}(V). Prove that there is an orthonormal basis of VV with respect to which every element of E\mathcal{E} has a diagonal matrix if and only if SS and TT are commuting normal operators for all S,T∈ES, T \in \mathcal{E}.

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Remark.
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This exercise extends the complex spectral theorem to the context of a collection of commuting normal operators.

Problem 7B.17

Suppose F=R\mathbf{F} = \mathbb {R} and E⊆L(V)\mathcal{E} \subseteq \mathcal{L}(V). Prove that there is an orthonormal basis of VV with respect to which every element of E\mathcal{E} has a diagonal matrix if and only if SS and TT are commuting self-adjoint operators for all S,T∈ES, T \in \mathcal{E}.

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Remark.
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This exercise extends the real spectral theorem to the context of a collection of commuting self-adjoint operators.

Problem 7B.18

Give an example of a real inner product space VV, an operator T∈L(V)T \in \mathcal{L}(V), and real numbers b,cb, c with b2<4cb^{2}<4 c such that

T2+bT+cI T^{2}+b T+c I

is not invertible.

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Remark.
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This exercise shows that the hypothesis that TT is self-adjoint cannot be deleted in 7.26, even for real vector spaces.

7.26 (invertible quadratic expressions): suppose T∈L(V)T \in \mathcal{L}(V) is self-adjoint and b,c∈Rb, c \in \mathbb {R} are such that b2<4cb^{2}<4 c. Then T2+bT+cIT^{2}+b T+c I is an invertible operator.

Problem 7B.19

Suppose T∈L(V)T \in \mathcal{L}(V) is self-adjoint and UU is a subspace of VV that is invariant under TT.

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(a)

Prove that U⊥U^{\perp } is invariant under TT.

(b)

Prove that T∣U∈L(U)\left.T\right|_{U} \in \mathcal{L}(U) is self-adjoint.

(c)

Prove that T∣U⊥∈L(U⊥)\left.T\right|_{U^{\perp }} \in \mathcal{L}(U^{\perp }) is self-adjoint.

Problem 7B.20

Suppose T∈L(V)T \in \mathcal{L}(V) is normal and UU is a subspace of VV that is invariant under TT.

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(a)

Prove that U⊥U^{\perp } is invariant under TT.

(b)

Prove that UU is invariant under T∗T^{*}.

(c)

Prove that (T∣U)∗=(T∗)∣U\left(\left.T\right|_{U}\right)^{*} = \left.\left(T^{*}\right)\right|_{U}.

(d)

Prove that T∣U∈L(U)\left.T\right|_{U} \in \mathcal{L}(U) and T∣U⊥∈L(U⊥)\left.T\right|_{U^{\perp }} \in \mathcal{L}(U^{\perp }) are normal operators.

This exercise can be used to give yet another proof of the complex spectral theorem (use induction on dim⁡V\operatorname {dim} V and the result that TT has an eigenvector).

Problem 7B.21

Suppose that TT is a self-adjoint operator on a finite-dimensional inner product space and that 22 and 33 are the only eigenvalues of TT. Prove that

T2−5T+6I=0. T^{2}-5 T+6 I = 0.
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Problem 7B.22

Give an example of an operator T∈L(C3)T \in \mathcal{L}(\mathbb {C}^{3}) such that 22 and 33 are the only eigenvalues of TT and T2−5T+6I≠0T^{2}-5 T+6 I \neq 0.

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Problem 7B.23

Suppose T∈L(V)T \in \mathcal{L}(V) is self-adjoint, λ∈F\lambda \in \mathbf{F}, and ϵ>0\epsilon >0. Suppose there exists v∈Vv \in V such that ∥v∥=1\left\| v\right\| = 1 and

∥Tv−λv∥<ϵ. \left\| T v-\lambda v\right\| <\epsilon .

Prove that TT has an eigenvalue λ′\lambda^{\prime } such that ∣λ−λ′∣<ϵ\left|\lambda -\lambda^{\prime }\right|<\epsilon.

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Remark.
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This exercise shows that for a self-adjoint operator, a number that is close to satisfying an equation that would make it an eigenvalue is close to an eigenvalue.

Problem 7B.24

Suppose UU is a finite-dimensional vector space and T∈L(U)T \in \mathcal{L}(U).

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(a)

Suppose F=R\mathbf{F} = \mathbb {R}. Prove that TT is diagonalizable if and only if there is a basis of UU such that the matrix of TT with respect to this basis equals its transpose.

(b)

Suppose F=C\mathbf{F} = \mathbb {C}. Prove that TT is diagonalizable if and only if there is a basis of UU such that the matrix of TT with respect to this basis commutes with its conjugate transpose.

This exercise adds another equivalence to the list of conditions equivalent to diagonalizability in 5.55.

Problem 7B.25

Suppose that T∈L(V)T \in \mathcal{L}(V) and there is an orthonormal basis e1,…,ene_{1}, \ldots , e_{n} of VV consisting of eigenvectors of TT, with corresponding eigenvalues λ1,…,λn\lambda_{1}, \ldots , \lambda_{n}. Show that if k∈{1,…,n}k \in \left\{ 1, \ldots , n\right\}, then the pseudoinverse T†T^{\dagger } satisfies the equation

T†ek={1λkek if λk≠0,0 if λk=0. T^{\dagger } e_{k} = \begin{cases} \frac{1}{\lambda _{k}} e_{k} & \text{ if } \lambda _{k} \neq 0, \\ 0 & \text{ if } \lambda _{k} = 0. \end{cases}
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Problem 7C.1

Suppose T∈L(V)T \in \mathcal{L}(V). Prove that if both TT and −T-T are positive operators, then T=0T = 0.

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Problem 7C.2

Suppose T∈L(F4)T \in \mathcal{L}\left(\mathbf{F}^{4}\right) is the operator whose matrix (with respect to the standard basis) is

(2−100−12−100−12−100−12). \begin{pmatrix} 2 & -1 & 0 & 0 \\ -1 & 2 & -1 & 0 \\ 0 & -1 & 2 & -1 \\ 0 & 0 & -1 & 2 \end{pmatrix}.

Show that TT is an invertible positive operator.

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Problem 7C.3

Suppose nn is a positive integer and T∈L(Fn)T \in \mathcal{L}\left(\mathbf{F}^{n}\right) is the operator whose matrix (with respect to the standard basis) consists of all 1's. Show that TT is a positive operator.

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Problem 7C.4

Suppose nn is an integer with n>1n > 1. Show that there exists an nn-by-nn matrix AA such that all of the entries of AA are positive numbers and A=A∗A = A^{*}, but the operator on Fn\mathbf{F}^{n} whose matrix (with respect to the standard basis) equals AA is not a positive operator.

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Problem 7C.5

Suppose T∈L(V)T \in \mathcal{L}(V) is self-adjoint. Prove that TT is a positive operator if and only if for every orthonormal basis e1,…,ene_{1}, \ldots , e_{n} of VV, all entries on the diagonal of M(T,(e1,…,en))\mathcal{M}(T, (e_{1}, \ldots , e_{n})) are nonnegative numbers.

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Problem 7C.6

Prove that the sum of two positive operators on VV is a positive operator.

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Problem 7C.7

Suppose S∈L(V)S \in \mathcal{L}(V) is an invertible positive operator and T∈L(V)T \in \mathcal{L}(V) is a positive operator. Prove that S+TS+T is invertible.

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Problem 7C.8

Suppose T∈L(V)T \in \mathcal{L}(V). Prove that TT is a positive operator if and only if the pseudoinverse T†T^{\dagger } is a positive operator.

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Problem 7C.9

Suppose T∈L(V)T \in \mathcal{L}(V) is a positive operator and S∈L(W,V)S \in \mathcal{L}(W, V). Prove that S∗TSS^{*} T S is a positive operator on WW.

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Problem 7C.10

Suppose TT is a positive operator on VV. Suppose v,w∈Vv, w \in V are such that

Tv=w and Tw=v. T v = w \quad \text{ and } \quad T w = v .

Prove that v=wv = w.

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Problem 7C.11

Suppose TT is a positive operator on VV and UU is a subspace of VV invariant under TT. Prove that T∣U∈L(U)T|_{U} \in \mathcal{L}(U) is a positive operator on UU.

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Problem 7C.12

Suppose T∈L(V)T \in \mathcal{L}(V) is a positive operator. Prove that TkT^{k} is a positive operator for every positive integer kk.

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Problem 7C.13

Suppose T∈L(V)T \in \mathcal{L}(V) is self-adjoint and α∈R\alpha \in \mathbf{R}.

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(a)

Prove that T−αIT-\alpha I is a positive operator if and only if α\alpha is less than or equal to every eigenvalue of TT.

(b)

Prove that αI−T\alpha I-T is a positive operator if and only if α\alpha is greater than or equal to every eigenvalue of TT.

Problem 7C.14

Suppose TT is a positive operator on VV and v1,…,vm∈Vv_{1}, \ldots , v_{m} \in V. Prove that

∑j=1m∑k=1m⟨Tvk,vj⟩≥0. \sum _{j = 1}^{m} \sum _{k = 1}^{m} \left\langle T v_{k}, v_{j} \right\rangle \geq 0 .
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Problem 7C.15

Suppose T∈L(V)T \in \mathcal{L}(V) is self-adjoint. Prove that there exist positive operators A,B∈L(V)A, B \in \mathcal{L}(V) such that

T=A−B and T∗T=A+B and AB=BA=0. T = A-B \quad \text{ and } \quad \sqrt{T^{*} T} = A+B \quad \text{ and } \quad A B = B A = 0 .
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Problem 7C.16

Suppose TT is a positive operator on VV. Prove that

null⁡T=null⁡T and range⁡T=range⁡T. \operatorname {null} \sqrt{T} = \operatorname {null} T \quad \text{ and } \quad \operatorname {range} \sqrt{T} = \operatorname {range} T .
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Problem 7C.17

Suppose that T∈L(V)T \in \mathcal{L}(V) is a positive operator. Prove that there exists a polynomial pp with real coefficients such that T=p(T)\sqrt{T} = p(T).

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Problem 7C.18

Suppose SS and TT are positive operators on VV. Prove that STS T is a positive operator if and only if SS and TT commute.

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Problem 7C.19

Show that the identity operator on F2\mathbf{F}^{2} has infinitely many self-adjoint square roots.

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Problem 7C.20

Suppose T∈L(V)T \in \mathcal{L}(V) and e1,…,ene_{1}, \ldots , e_{n} is an orthonormal basis of VV. Prove that TT is a positive operator if and only if there exist v1,…,vn∈Vv_{1}, \ldots , v_{n} \in V such that

⟨Tek,ej⟩=⟨vk,vj⟩ \left\langle T e_{k}, e_{j} \right\rangle = \left\langle v_{k}, v_{j} \right\rangle

for all j,k=1,…,nj, k = 1, \ldots , n.

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Remark.
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The numbers {⟨Tek,ej⟩}j,k=1,…,n\left\{ \left\langle T e_{k}, e_{j} \right\rangle \right\}_{j, k = 1, \ldots , n} are the entries in the matrix of TT with respect to the orthonormal basis e1,…,ene_{1}, \ldots , e_{n}.

Problem 7C.21

Suppose nn is a positive integer. The nn-by-nn Hilbert matrix is the nn-by-nn matrix whose entry in row jj, column kk is 1j+k−1\frac{1}{j+k-1}. Suppose T∈L(V)T \in \mathcal{L}(V) is an operator whose matrix with respect to some orthonormal basis of VV is the nn-by-nn Hilbert matrix. Prove that TT is a positive invertible operator.

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Remark.
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Example: The 4-by-4 Hilbert matrix is

(1121314121314151314151614151617). \begin{pmatrix} 1 & \frac{1}{2} & \frac{1}{3} & \frac{1}{4} \\ \frac{1}{2} & \frac{1}{3} & \frac{1}{4} & \frac{1}{5} \\ \frac{1}{3} & \frac{1}{4} & \frac{1}{5} & \frac{1}{6} \\ \frac{1}{4} & \frac{1}{5} & \frac{1}{6} & \frac{1}{7} \end{pmatrix}.
Problem 7C.22

Suppose T∈L(V)T \in \mathcal{L}(V) is a positive operator and u∈Vu \in V is such that ∥u∥=1\left\| u\right\| = 1 and ∥Tu∥≥∥Tv∥\left\| T u\right\| \geq \left\| T v\right\| for all v∈Vv \in V with ∥v∥=1\left\| v\right\| = 1. Show that uu is an eigenvector of TT corresponding to the largest eigenvalue of TT.

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Problem 7C.23

For T∈L(V)T \in \mathcal{L}(V) and u,v∈Vu, v \in V, define ⟨u,v⟩T\left\langle u, v \right\rangle_{T} by ⟨u,v⟩T=⟨Tu,v⟩\left\langle u, v \right\rangle_{T} = \left\langle T u, v \right\rangle.

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(a)

Suppose T∈L(V)T \in \mathcal{L}(V). Prove that ⟨⋅,⋅⟩T\left\langle \cdot , \cdot \right\rangle_{T} is an inner product on VV if and only if TT is an invertible positive operator (with respect to the original inner product ⟨⋅,⋅⟩\left\langle \cdot , \cdot \right\rangle).

(b)

Prove that every inner product on VV is of the form ⟨⋅,⋅⟩T\left\langle \cdot , \cdot \right\rangle_{T} for some positive invertible operator T∈L(V)T \in \mathcal{L}(V).

Problem 7C.24

Suppose SS and TT are positive operators on VV. Prove that

null⁡(S+T)=null⁡S∩null⁡T. \operatorname {null}(S+T) = \operatorname {null} S \cap \operatorname {null} T .
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Problem 7C.25

Let TT be the second derivative operator in Exercise 31(b) in Section 7A. Show that −T-T is a positive operator.

Exercise 7A.31: fix a positive integer nn. In the inner product space of continuous real-valued functions on [−π,π][-\pi , \pi ] with inner product ⟨f,g⟩=∫−ππfg\left\langle f, g \right\rangle = \int_{-\pi }^{\pi } f g, let V=span⁡(1,cos⁡x,cos⁡2x,…,cos⁡nx,sin⁡x,sin⁡2x,…,sin⁡nx)V = \operatorname {span}(1, \cos x, \cos 2 x, \ldots , \cos n x, \sin x, \sin 2 x, \ldots , \sin n x). Part (b) defines T∈L(V)T \in \mathcal{L}(V) by Tf=f′′T f = f''.

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Problem 7D.1

Suppose dim⁡V≥2\dim V \geq 2 and S∈L(V,W)S \in \mathcal{L}(V, W). Prove that SS is an isometry if and only if Se1,Se2S e_{1}, S e_{2} is an orthonormal list in WW for every orthonormal list e1,e2e_{1}, e_{2} of length two in VV.

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Problem 7D.2

Suppose T∈L(V,W)T \in \mathcal{L}(V, W). Prove that TT is a scalar multiple of an isometry if and only if TT preserves orthogonality.

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Remark.
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The phrase "TT preserves orthogonality" means that ⟨Tu,Tv⟩=0\left\langle T u, T v \right\rangle = 0 for all u,v∈Vu, v \in V such that ⟨u,v⟩=0\left\langle u, v \right\rangle = 0.

Problem 7D.3
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(a)

Show that the product of two unitary operators on VV is a unitary operator.

(b)

Show that the inverse of a unitary operator on VV is a unitary operator.

Remark.
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This exercise shows that the set of unitary operators on VV is a group, where the group operation is the usual product of two operators.

Problem 7D.4

Suppose F=C\mathbf{F} = \mathbb {C} and A,B∈L(V)A, B \in \mathcal{L}(V) are self-adjoint. Show that A+iBA+i B is unitary if and only if AB=BAA B = B A and A2+B2=IA^{2}+B^{2} = I.

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Problem 7D.5

Suppose S∈L(V)S \in \mathcal{L}(V). Prove that the following are equivalent.

  1. SS is a self-adjoint unitary operator.

  2. S=2P−IS = 2 P-I for some orthogonal projection PP on VV.

  3. There exists a subspace UU of VV such that Su=uS u = u for every u∈Uu \in U and Sw=−wS w = -w for every w∈U⊥w \in U^{\perp }.

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Problem 7D.6

Suppose T1,T2T_{1}, T_{2} are both normal operators on F3\mathbf{F}^{3} with 2,5,72, 5, 7 as eigenvalues. Prove that there exists a unitary operator S∈L(F3)S \in \mathcal{L}\left(\mathbf{F}^{3}\right) such that T1=S∗T2ST_{1} = S^{*} T_{2} S.

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Problem 7D.7

Give an example of two self-adjoint operators T1,T2∈L(F4)T_{1}, T_{2} \in \mathcal{L}\left(\mathbf{F}^{4}\right) such that the eigenvalues of both operators are 2,5,72, 5, 7 but there does not exist a unitary operator S∈L(F4)S \in \mathcal{L}\left(\mathbf{F}^{4}\right) such that T1=S∗T2ST_{1} = S^{*} T_{2} S. Be sure to explain why there is no unitary operator with the required property.

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Problem 7D.8

Prove or give a counterexample: If S∈L(V)S \in \mathcal{L}(V) and there exists an orthonormal basis e1,…,ene_{1}, \ldots , e_{n} of VV such that ∥Sek∥=1\left\| S e_{k}\right\| = 1 for each eke_{k}, then SS is a unitary operator.

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Problem 7D.9

Suppose F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V). Suppose every eigenvalue of TT has absolute value 1 and ∥Tv∥≤∥v∥\left\| T v\right\| \leq \left\| v\right\| for every v∈Vv \in V. Prove that TT is a unitary operator.

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Problem 7D.10

Suppose F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V) is a self-adjoint operator such that ∥Tv∥≤∥v∥\left\| T v\right\| \leq \left\| v\right\| for all v∈Vv \in V.

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(a)

Show that I−T2I-T^{2} is a positive operator.

(b)

Show that T+iI−T2T+i \sqrt{I-T^{2}} is a unitary operator.

Problem 7D.11

Suppose S∈L(V)S \in \mathcal{L}(V). Prove that SS is a unitary operator if and only if

{Sv:v∈V and ∥v∥≤1}={v∈V:∥v∥≤1}. \left\{ S v : v \in V \text{ and } \left\| v\right\| \leq 1\right\} = \left\{ v \in V : \left\| v\right\| \leq 1\right\} .
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Problem 7D.12

Prove or give a counterexample: If S∈L(V)S \in \mathcal{L}(V) is invertible and ∥S−1v∥=∥Sv∥\left\| S^{-1} v\right\| = \left\| S v\right\| for every v∈Vv \in V, then SS is unitary.

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Problem 7D.13

Explain why the columns of a square matrix of complex numbers form an orthonormal list in Cn\mathbb {C}^{n} if and only if the rows of the matrix form an orthonormal list in Cn\mathbb {C}^{n}.

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Problem 7D.14

Suppose v∈Vv \in V with ∥v∥=1\left\| v\right\| = 1 and b∈Fb \in \mathbf{F}. Also suppose dim⁡V≥2\dim V \geq 2. Prove that there exists a unitary operator S∈L(V)S \in \mathcal{L}(V) such that ⟨Sv,v⟩=b\left\langle S v, v \right\rangle = b if and only if ∣b∣≤1\left|b\right| \leq 1.

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Problem 7D.15

Suppose TT is a unitary operator on VV such that T−IT-I is invertible.

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(a)

Prove that (T+I)(T−I)−1(T+I)(T-I)^{-1} is a skew operator (meaning that it equals the negative of its adjoint).

(b)

Prove that if F=C\mathbf{F} = \mathbb {C}, then i(T+I)(T−I)−1i(T+I)(T-I)^{-1} is a self-adjoint operator.

Remark.
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The function z↦i(z+1)(z−1)−1z \mapsto i(z+1)(z-1)^{-1} maps the unit circle in C\mathbb {C} (except for the point 1) to R\mathbf{R}. Thus (b) illustrates the analogy between the unitary operators and the unit circle in C\mathbb {C}, along with the analogy between the self-adjoint operators and R\mathbf{R}.

Problem 7D.16

Suppose F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V) is self-adjoint. Prove that (T+iI)(T−iI)−1(T+i I)(T-i I)^{-1} is a unitary operator and 1 is not an eigenvalue of this operator.

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Problem 7D.17

Explain why the characterizations of unitary matrices given by 7.57 hold.

7.57 (characterizations of unitary matrices): suppose QQ is an nn-by-nn matrix. Then the following are equivalent: (a) QQ is a unitary matrix; (b) the rows of QQ form an orthonormal list in Fn\mathbf{F}^{n}; (c) ∥Qv∥=∥v∥\left\| Q v\right\| = \left\| v\right\| for every v∈Fnv \in \mathbf{F}^{n}; (d) Q∗Q=QQ∗=IQ^{*} Q = Q Q^{*} = I, the nn-by-nn matrix with 1's on the diagonal and 0's elsewhere.

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Problem 7D.18

A square matrix AA is called symmetric if it equals its transpose. Prove that if AA is a symmetric matrix with real entries, then there exists a unitary matrix QQ with real entries such that Q∗AQQ^{*} A Q is a diagonal matrix.

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Problem 7D.19

Suppose nn is a positive integer. For this exercise, we adopt the notation that a typical element zz of Cn\mathbb {C}^{n} is denoted by z=(z0,z1,…,zn−1)z = (z_{0}, z_{1}, \ldots , z_{n-1}). Define linear functionals ω0,ω1,…,ωn−1\omega_{0}, \omega_{1}, \ldots , \omega_{n-1} on Cn\mathbb {C}^{n} by

ωj(z0,z1,…,zn−1)=1n∑m=0n−1zme−2πijm/n. \omega _{j}(z_{0}, z_{1}, \ldots , z_{n-1}) = \frac{1}{\sqrt{n}} \sum _{m = 0}^{n-1} z_{m} e^{-2 \pi i j m / n} .

The discrete Fourier transform is the operator F:Cn→Cn\mathcal{F} : \mathbb {C}^{n} \rightarrow \mathbb {C}^{n} defined by

Fz=(ω0(z),ω1(z),…,ωn−1(z)). \mathcal{F} z = (\omega _{0}(z), \omega _{1}(z), \ldots , \omega _{n-1}(z)) .
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(a)

Show that F\mathcal{F} is a unitary operator on Cn\mathbb {C}^{n}.

(b)

Show that if (z0,…,zn−1)∈Cn(z_{0}, \ldots , z_{n-1}) \in \mathbb {C}^{n} and znz_{n} is defined to equal z0z_{0}, then

F−1(z0,z1,…,zn−1)=F(zn,zn−1,…,z1). \mathcal{F}^{-1}(z_{0}, z_{1}, \ldots , z_{n-1}) = \mathcal{F}(z_{n}, z_{n-1}, \ldots , z_{1}) .
(c)

Show that F4=I\mathcal{F}^{4} = I.

Remark.
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The discrete Fourier transform has many important applications in data analysis. The usual Fourier transform involves expressions of the form ∫−∞∞f(x)e−2πitxdx\int_{-\infty }^{\infty } f(x) e^{-2 \pi i t x} d x for complex-valued integrable functions ff defined on R\mathbf{R}.

Problem 7D.20

Suppose AA is a square matrix with linearly independent columns. Prove that there exist unique matrices RR and QQ such that RR is lower triangular with only positive numbers on its diagonal, QQ is unitary, and A=RQA = R Q.

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Problem 7E.1

Suppose T∈L(V,W)T \in \mathcal{L}(V, W). Show that T=0T = 0 if and only if all singular values of TT are 00.

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Problem 7E.2

Suppose T∈L(V,W)T \in \mathcal{L}(V, W) and s>0s > 0. Prove that ss is a singular value of TT if and only if there exist nonzero vectors v∈Vv \in V and w∈Ww \in W such that

Tv=sw and T∗w=sv. T v = s w \quad \text{ and } \quad T^{*} w = s v.
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Remark.
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The vectors v,wv, w satisfying both equations above are called a Schmidt pair. Erhard Schmidt introduced the concept of singular values in 1907.

Problem 7E.3

Give an example of T∈L(C2)T \in \mathcal{L}(\mathbb {C}^{2}) such that 00 is the only eigenvalue of TT and the singular values of TT are 5,05, 0.

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Problem 7E.4

Suppose that T∈L(V,W),s1T \in \mathcal{L}(V, W), s_{1} is the largest singular value of TT, and sns_{n} is the smallest singular value of TT. Prove that

{∥Tv∥:v∈V and ∥v∥=1}=[sn,s1]. \left\{ \left\| T v\right\| : v \in V \text{ and } \left\| v\right\| = 1\right\} = \left[s_{n}, s_{1}\right].
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Problem 7E.5

Suppose T∈L(C2)T \in \mathcal{L}(\mathbb {C}^{2}) is defined by T(x,y)=(−4y,x)T(x, y) = (-4 y, x). Find the singular values of TT.

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Problem 7E.6

Find the singular values of the differentiation operator D∈L(P2(R))D \in \mathcal{L}(\mathcal{P}_{2}(\mathbb {R})) defined by Dp=p′D p = p^{\prime }, where the inner product on P2(R)\mathcal{P}_{2}(\mathbb {R}) is

⟨p,q⟩=∫−11pq. \left\langle p, q \right\rangle = \int _{-1}^{1} p q.
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Problem 7E.7

Suppose that T∈L(V)T \in \mathcal{L}(V) is self-adjoint or that F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V) is normal. Let λ1,…,λn\lambda_{1}, \ldots , \lambda_{n} be the eigenvalues of TT, each included in this list as many times as the dimension of the corresponding eigenspace. Show that the singular values of TT are ∣λ1∣,…,∣λn∣\left|\lambda_{1}\right|, \ldots , \left|\lambda_{n}\right|, after these numbers have been sorted into decreasing order.

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Problem 7E.8

Suppose T∈L(V,W)T \in \mathcal{L}(V, W). Suppose s1≥s2≥⋯≥sm>0s_{1} \geq s_{2} \geq \cdots \geq s_{m} > 0 and e1,…,eme_{1}, \ldots , e_{m} is an orthonormal list in VV and f1,…,fmf_{1}, \ldots , f_{m} is an orthonormal list in WW such that

Tv=s1⟨v,e1⟩f1+⋯+sm⟨v,em⟩fm T v = s_{1} \left\langle v, e_{1} \right\rangle f_{1} + \cdots + s_{m} \left\langle v, e_{m} \right\rangle f_{m}

for every v∈Vv \in V.

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(a)

Prove that f1,…,fmf_{1}, \ldots , f_{m} is an orthonormal basis of range⁡T\operatorname {range} T.

(b)

Prove that e1,…,eme_{1}, \ldots , e_{m} is an orthonormal basis of (null⁡T)⊥\left(\operatorname {null} T\right)^{\perp }.

(c)

Prove that s1,…,sms_{1}, \ldots , s_{m} are the positive singular values of TT.

(d)

Prove that if k∈{1,…,m}k \in \left\{ 1, \ldots , m\right\}, then eke_{k} is an eigenvector of T∗TT^{*} T with corresponding eigenvalue sk2s_{k}^{2}.

(e)

Prove that

TT∗w=s12⟨w,f1⟩f1+⋯+sm2⟨w,fm⟩fm T T^{*} w = s_{1}^{2} \left\langle w, f_{1} \right\rangle f_{1} + \cdots + s_{m}^{2} \left\langle w, f_{m} \right\rangle f_{m}

for all w∈Ww \in W.

Problem 7E.9

Suppose T∈L(V,W)T \in \mathcal{L}(V, W). Show that TT and T∗T^{*} have the same positive singular values.

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Problem 7E.10

Suppose T∈L(V,W)T \in \mathcal{L}(V, W) has singular values s1,…,sns_{1}, \ldots , s_{n}. Prove that if TT is an invertible linear map, then T−1T^{-1} has singular values

1sn,…,1s1. \frac{1}{s_{n}}, \ldots , \frac{1}{s_{1}}.
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Problem 7E.11

Suppose that T∈L(V,W)T \in \mathcal{L}(V, W) and v1,…,vnv_{1}, \ldots , v_{n} is an orthonormal basis of VV. Let s1,…,sns_{1}, \ldots , s_{n} denote the singular values of TT.

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(a)

Prove that ∥Tv1∥2+⋯+∥Tvn∥2=s12+⋯+sn2\left\| T v_{1}\right\|^{2} + \cdots + \left\| T v_{n}\right\|^{2} = s_{1}^{2} + \cdots + s_{n}^{2}.

(b)

Prove that if W=VW = V and TT is a positive operator, then

⟨Tv1,v1⟩+⋯+⟨Tvn,vn⟩=s1+⋯+sn. \left\langle T v_{1}, v_{1} \right\rangle + \cdots + \left\langle T v_{n}, v_{n} \right\rangle = s_{1} + \cdots + s_{n}.
Remark.
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Exercise 5 in Section 7A shows that if e1,…,ene_{1}, \ldots , e_{n} is an orthonormal basis of VV and f1,…,fmf_{1}, \ldots , f_{m} is an orthonormal basis of WW, then ∥Te1∥2+⋯+∥Ten∥2=∥T∗f1∥2+⋯+∥T∗fm∥2\left\| T e_{1}\right\|^{2} + \cdots + \left\| T e_{n}\right\|^{2} = \left\| T^{*} f_{1}\right\|^{2} + \cdots + \left\| T^{*} f_{m}\right\|^{2}; in particular the left side does not depend on which orthonormal basis e1,…,ene_{1}, \ldots , e_{n} of VV is used. Part (a) of this exercise identifies that common value.

Problem 7E.12
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(a)

Give an example of a finite-dimensional vector space and an operator TT on it such that the singular values of T2T^{2} do not equal the squares of the singular values of TT.

(b)

Suppose T∈L(V)T \in \mathcal{L}(V) is normal. Prove that the singular values of T2T^{2} equal the squares of the singular values of TT.

Problem 7E.13

Suppose T1,T2∈L(V)T_{1}, T_{2} \in \mathcal{L}(V). Prove that T1T_{1} and T2T_{2} have the same singular values if and only if there exist unitary operators S1,S2∈L(V)S_{1}, S_{2} \in \mathcal{L}(V) such that T1=S1T2S2T_{1} = S_{1} T_{2} S_{2}.

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Problem 7E.14

Suppose T∈L(V,W)T \in \mathcal{L}(V, W). Let sns_{n} denote the smallest singular value of TT. Prove that sn∥v∥≤∥Tv∥s_{n} \left\| v\right\| \leq \left\| T v\right\| for every v∈Vv \in V.

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Problem 7E.15

Suppose T∈L(V)T \in \mathcal{L}(V) and s1≥⋯≥sns_{1} \geq \cdots \geq s_{n} are the singular values of TT. Prove that if λ\lambda is an eigenvalue of TT, then s1≥∣λ∣≥sns_{1} \geq \left|\lambda \right| \geq s_{n}.

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Problem 7E.16

Suppose T∈L(V,W)T \in \mathcal{L}(V, W). Prove that (T∗)†=(T†)∗\left(T^{*}\right)^{\dagger } = \left(T^{\dagger }\right)^{*}.

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Remark.
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Compare the result in this exercise to the analogous result for invertible linear maps: if T∈L(V,W)T \in \mathcal{L}(V, W) is invertible, then T∗T^{*} is invertible and (T∗)−1=(T−1)∗\left(T^{*}\right)^{-1} = \left(T^{-1}\right)^{*}.

Problem 7E.17

Suppose T∈L(V)T \in \mathcal{L}(V). Prove that TT is self-adjoint if and only if T†T^{\dagger } is self-adjoint.

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Problem 7F.1

Prove that if S,T∈L(V,W)S, T \in \mathcal{L}(V, W), then ∣∥S∥−∥T∥∣≤∥S−T∥\left|\left\| S\right\| - \left\| T\right\| \right| \leq \left\| S - T\right\|.

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Remark.
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The inequality above is called the reverse triangle inequality.

Problem 7F.2

Suppose that T∈L(V)T \in \mathcal{L}(V) is self-adjoint or that F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V) is normal. Prove that

∥T∥=max⁡{∣λ∣:λ is an eigenvalue of T}. \left\| T\right\| = \max \left\{ \left|\lambda \right| : \lambda \text{ is an eigenvalue of } T\right\} .
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Problem 7F.3

Suppose T∈L(V,W)T \in \mathcal{L}(V, W) and v∈Vv \in V. Prove that

∥Tv∥=∥T∥∥v∥  ⟺  T∗Tv=∥T∥2v. \left\| T v\right\| = \left\| T\right\| \left\| v\right\| \iff T^{*} T v = \left\| T\right\| ^{2} v.
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Problem 7F.4

Suppose T∈L(V,W),v∈VT \in \mathcal{L}(V, W), v \in V, and ∥Tv∥=∥T∥∥v∥\left\| T v\right\| = \left\| T\right\| \left\| v\right\|. Prove that if u∈Vu \in V and ⟨u,v⟩=0\left\langle u, v \right\rangle = 0, then ⟨Tu,Tv⟩=0\left\langle T u, T v \right\rangle = 0.

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Problem 7F.5

Suppose UU is a finite-dimensional inner product space, T∈L(V,U)T \in \mathcal{L}(V, U), and S∈L(U,W)S \in \mathcal{L}(U, W). Prove that

∥ST∥≤∥S∥∥T∥. \left\| S T\right\| \leq \left\| S\right\| \left\| T\right\| .
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Problem 7F.6

Prove or give a counterexample: If S,T∈L(V)S, T \in \mathcal{L}(V), then ∥ST∥=∥TS∥\left\| S T\right\| = \left\| T S\right\|.

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Problem 7F.7

Show that defining d(S,T)=∥S−T∥d(S, T) = \left\| S - T\right\| for S,T∈L(V,W)S, T \in \mathcal{L}(V, W) makes dd a metric on L(V,W)\mathcal{L}(V, W).

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Remark.
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This exercise is intended for readers who are familiar with metric spaces.

Problem 7F.8
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(a)

Prove that if T∈L(V)T \in \mathcal{L}(V) and ∥I−T∥<1\left\| I - T\right\| < 1, then TT is invertible.

(b)

Suppose that S∈L(V)S \in \mathcal{L}(V) is invertible. Prove that if T∈L(V)T \in \mathcal{L}(V) and ∥S−T∥<1/∥S−1∥\left\| S - T\right\| < 1 / \left\| S^{-1}\right\|, then TT is invertible.

Remark.
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This exercise shows that the set of invertible operators in L(V)\mathcal{L}(V) is an open subset of L(V)\mathcal{L}(V), using the metric defined in Exercise 7.

The metric of Exercise 7 (Exercise 7F.7): d(S,T)=∥S−T∥d(S, T) = \left\| S-T\right\| for S,T∈L(V,W)S, T \in \mathcal{L}(V, W).

Problem 7F.9

Suppose T∈L(V)T \in \mathcal{L}(V). Prove that for every ϵ>0\epsilon > 0, there exists an invertible operator S∈L(V)S \in \mathcal{L}(V) such that 0<∥T−S∥<ϵ0 < \left\| T - S\right\| < \epsilon.

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Problem 7F.10

Suppose dim⁡V>1\operatorname {dim} V > 1 and T∈L(V)T \in \mathcal{L}(V) is not invertible. Prove that for every ϵ>0\epsilon > 0, there exists S∈L(V)S \in \mathcal{L}(V) such that 0<∥T−S∥<ϵ0 < \left\| T - S\right\| < \epsilon and SS is not invertible.

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Problem 7F.11

Suppose F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V). Prove that for every ϵ>0\epsilon > 0 there exists a diagonalizable operator S∈L(V)S \in \mathcal{L}(V) such that 0<∥T−S∥<ϵ0 < \left\| T - S\right\| < \epsilon.

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Problem 7F.12

Suppose T∈L(V)T \in \mathcal{L}(V) is a positive operator. Show that ∥T∥=∥T∥\left\| \sqrt{T}\right\| = \sqrt{\left\| T\right\| }.

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Problem 7F.13

Suppose S,T∈L(V)S, T \in \mathcal{L}(V) are positive operators. Show that

∥S−T∥≤max⁡{∥S∥,∥T∥}≤∥S+T∥. \left\| S - T\right\| \leq \max \left\{ \left\| S\right\| , \left\| T\right\| \right\} \leq \left\| S + T\right\| .
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Problem 7F.14

Suppose UU and WW are subspaces of VV such that ∥PU−PW∥<1\left\| P_{U} - P_{W}\right\| < 1. Prove that dim⁡U=dim⁡W\operatorname {dim} U = \operatorname {dim} W.

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Problem 7F.15

Define T∈L(F3)T \in \mathcal{L}(\mathbf{F}^{3}) by

T(z1,z2,z3)=(z3,2z1,3z2). T(z_{1}, z_{2}, z_{3}) = (z_{3}, 2 z_{1}, 3 z_{2}).

Find (explicitly) a unitary operator S∈L(F3)S \in \mathcal{L}(\mathbf{F}^{3}) such that T=ST∗TT = S \sqrt{T^{*} T}.

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Problem 7F.16

Suppose S∈L(V)S \in \mathcal{L}(V) is a positive invertible operator. Prove that there exists δ>0\delta > 0 such that TT is a positive operator for every self-adjoint operator T∈L(V)T \in \mathcal{L}(V) with ∥S−T∥<δ\left\| S - T\right\| < \delta.

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Problem 7F.17

Prove that if u∈Vu \in V and φu\varphi_{u} is the linear functional on VV defined by the equation φu(v)=⟨v,u⟩\varphi_{u}(v) = \left\langle v, u \right\rangle, then ∥φu∥=∥u∥\left\| \varphi_{u}\right\| = \left\| u\right\|.

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Remark.
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Here we are thinking of the scalar field F\mathbf{F} as an inner product space with ⟨α,β⟩=αβ‾\left\langle \alpha , \beta \right\rangle = \alpha \overline{\beta } for all α,β∈F\alpha , \beta \in \mathbf{F}. Thus ∥φu∥\left\| \varphi_{u}\right\| means the norm of φu\varphi_{u} as a linear map from VV to F\mathbf{F}.

Problem 7F.18

Suppose e1,…,ene_{1}, \ldots , e_{n} is an orthonormal basis of VV and T∈L(V,W)T \in \mathcal{L}(V, W).

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(a)

Prove that max⁡{∥Te1∥,…,∥Ten∥}≤∥T∥≤(∥Te1∥2+⋯+∥Ten∥2)1/2\max \left\{ \left\| T e_{1}\right\| , \ldots , \left\| T e_{n}\right\| \right\} \leq \left\| T\right\| \leq \left(\left\| T e_{1}\right\|^{2} + \cdots + \left\| T e_{n}\right\|^{2}\right)^{1/2}.

(b)

Prove that ∥T∥=(∥Te1∥2+⋯+∥Ten∥2)1/2\left\| T\right\| = \left(\left\| T e_{1}\right\|^{2} + \cdots + \left\| T e_{n}\right\|^{2}\right)^{1/2} if and only if dim⁡range⁡T≤1\operatorname {dim} \operatorname {range} T \leq 1.

Remark.
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Here e1,…,ene_{1}, \ldots , e_{n} is an arbitrary orthonormal basis of VV, not necessarily connected with a singular value decomposition of TT. If s1,…,sns_{1}, \ldots , s_{n} is the list of singular values of TT, then the right side of the inequality above equals (s12+⋯+sn2)1/2\left(s_{1}^{2} + \cdots + s_{n}^{2}\right)^{1/2}, as was shown in Exercise 11(a) in Section 7E.

Problem 7F.19

Prove that if T∈L(V,W)T \in \mathcal{L}(V, W), then ∥T∗T∥=∥T∥2\left\| T^{*} T\right\| = \left\| T\right\|^{2}.

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Remark.
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This formula for ∥T∗T∥\left\| T^{*} T\right\| leads to the important subject of C∗C^{*}-algebras.

Problem 7F.20

Suppose T∈L(V)T \in \mathcal{L}(V) is normal. Prove that ∥Tk∥=∥T∥k\left\| T^{k}\right\| = \left\| T\right\|^{k} for every positive integer kk.

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Problem 7F.21

Suppose dim⁡V>1\operatorname {dim} V > 1 and dim⁡W>1\operatorname {dim} W > 1. Prove that the norm on L(V,W)\mathcal{L}(V, W) does not come from an inner product. In other words, prove that there does not exist an inner product on L(V,W)\mathcal{L}(V, W) such that

max⁡{∥Tv∥:v∈V and ∥v∥≤1}=⟨T,T⟩ \max \left\{ \left\| T v\right\| : v \in V \text{ and } \left\| v\right\| \leq 1\right\} = \sqrt{ \left\langle T, T \right\rangle }

for all T∈L(V,W)T \in \mathcal{L}(V, W).

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Problem 7F.22

Suppose T∈L(V,W)T \in \mathcal{L}(V, W). Let n=dim⁡Vn = \operatorname {dim} V and let s1≥⋯≥sns_{1} \geq \cdots \geq s_{n} denote the singular values of TT. Prove that if 1≤k≤n1 \leq k \leq n, then

min⁡{∥T∣U∥:U is a subspace of V with dim⁡U=k}=sn−k+1. \min \left\{ \left\| \left. T \right|_{U}\right\| : U \text{ is a subspace of } V \text{ with } \operatorname {dim} U = k\right\} = s_{n-k+1}.
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Problem 7F.23

Suppose T∈L(V,W)T \in \mathcal{L}(V, W). Show that TT is uniformly continuous with respect to the metrics on VV and WW that arise from the norms on those spaces.

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Remark.
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See Exercise 23 in Section 6B for the relevant definitions.

Exercise 23 in Section 6B (Exercise 6B.23) defines the metric d(u,v)=∥u−v∥d(u, v) = \left\| u-v\right\| for u,v∈Vu, v \in V, and likewise on WW.

Problem 7F.24

Suppose T∈L(V)T \in \mathcal{L}(V) is invertible. Prove that

∥T−1∥=∥T∥−1  ⟺  T∥T∥ is a unitary operator. \left\| T^{-1}\right\| = \left\| T\right\| ^{-1} \iff \frac{T}{\left\| T\right\| } \text{ is a unitary operator}.
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Problem 7F.25

Fix u,x∈Vu, x \in V with u≠0u \neq 0. Define T∈L(V)T \in \mathcal{L}(V) by Tv=⟨v,u⟩xT v = \left\langle v, u \right\rangle x for every v∈Vv \in V. Prove that

T∗Tv=∥x∥∥u∥⟨v,u⟩u \sqrt{T^{*} T} v = \frac{\left\| x\right\| }{\left\| u\right\| } \left\langle v, u \right\rangle u

for every v∈Vv \in V.

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Problem 7F.26

Suppose T∈L(V)T \in \mathcal{L}(V). Prove that TT is invertible if and only if there exists a unique unitary operator S∈L(V)S \in \mathcal{L}(V) such that T=ST∗TT = S \sqrt{T^{*} T}.

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Problem 7F.27

Suppose T∈L(V)T \in \mathcal{L}(V) and s1,…,sns_{1}, \ldots , s_{n} are the singular values of TT. Let e1,…,ene_{1}, \ldots , e_{n} and f1,…,fnf_{1}, \ldots , f_{n} be orthonormal bases of VV such that

Tv=s1⟨v,e1⟩f1+⋯+sn⟨v,en⟩fn T v = s_{1} \left\langle v, e_{1} \right\rangle f_{1} + \cdots + s_{n} \left\langle v, e_{n} \right\rangle f_{n}

for all v∈Vv \in V. Define S∈L(V)S \in \mathcal{L}(V) by

Sv=⟨v,e1⟩f1+⋯+⟨v,en⟩fn. S v = \left\langle v, e_{1} \right\rangle f_{1} + \cdots + \left\langle v, e_{n} \right\rangle f_{n}.
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(a)

Show that SS is unitary and ∥T−S∥=max⁡{∣s1−1∣,…,∣sn−1∣}\left\| T - S\right\| = \max \left\{ \left|s_{1} - 1\right|, \ldots , \left|s_{n} - 1\right|\right\}.

(b)

Show that if E∈L(V)E \in \mathcal{L}(V) is unitary, then ∥T−E∥≥∥T−S∥\left\| T - E\right\| \geq \left\| T - S\right\|.

Remark.
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This exercise finds a unitary operator SS that is as close as possible (among the unitary operators) to a given operator TT.

Problem 7F.28

Suppose T∈L(V)T \in \mathcal{L}(V). Prove that there exists a unitary operator S∈L(V)S \in \mathcal{L}(V) such that T=TT∗ST = \sqrt{T T^{*}} S.

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Problem 7F.29

Suppose T∈L(V)T \in \mathcal{L}(V).

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(a)

Use the polar decomposition to show that there exists a unitary operator S∈L(V)S \in \mathcal{L}(V) such that TT∗=ST∗TS∗T T^{*} = S T^{*} T S^{*}.

(b)

Show how (a) implies that TT and T∗T^{*} have the same singular values.

Problem 7F.30

Suppose T∈L(V),S∈L(V)T \in \mathcal{L}(V), S \in \mathcal{L}(V) is a unitary operator, and R∈L(V)R \in \mathcal{L}(V) is a positive operator such that T=SRT = S R. Prove that R=T∗TR = \sqrt{T^{*} T}.

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Remark.
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This exercise shows that if we write TT as the product of a unitary operator and a positive operator (as in the polar decomposition), then the positive operator equals T∗T\sqrt{T^{*} T}.

Problem 7F.31

Suppose F=C\mathbf{F} = \mathbb {C} and T∈L(V)T \in \mathcal{L}(V) is normal. Prove that there exists a unitary operator S∈L(V)S \in \mathcal{L}(V) such that T=ST∗TT = S \sqrt{T^{*} T} and such that SS and T∗T\sqrt{T^{*} T} both have diagonal matrices with respect to the same orthonormal basis of VV.

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Problem 7F.32

Suppose that T∈L(V,W)T \in \mathcal{L}(V, W) and T≠0T \neq 0. Let s1,…,sms_{1}, \ldots , s_{m} denote the positive singular values of TT. Show that there exists an orthonormal basis e1,…,eme_{1}, \ldots , e_{m} of (null⁡T)⊥\left(\operatorname {null} T\right)^{\perp } such that

T(E(e1s1,…,emsm)) T\left(E\left(\frac{e_{1}}{s_{1}}, \ldots , \frac{e_{m}}{s_{m}}\right)\right)

equals the ball in range⁡T\operatorname {range} T of radius 11 centered at 00.

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