Operators on Inner Product Spaces
[151/0%]Suppose is a positive integer. Define by
Find a formula for .
Suppose . Prove that
Suppose and . Prove that
Suppose and is a subspace of . Prove that
Suppose . Suppose is an orthonormal basis of and is an orthonormal basis of . Prove that
The numbers in the equation above depend on the orthonormal basis , but the right side does not depend on . Thus the equation above shows that the sum on the left side does not depend on which orthonormal basis is used.
Suppose . Prove that
is injective is surjective;
is surjective is injective.
Prove that if , then
;
.
Suppose is an -by- matrix with entries in . Use (b) in Exercise 7A.7 to prove that the row rank of equals the column rank of .
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 . Then the column rank of equals the row rank of .
Prove that the product of two self-adjoint operators on is self-adjoint if and only if the two operators commute.
Suppose and . Prove that is self-adjoint if and only if
for all .
Define an operator by .
Find a formula for .
Show that is normal but not self-adjoint.
Find all eigenvalues of .
If , then is the operator on of counterclockwise rotation by .
An operator is called skew if
Suppose that . Prove that is normal if and only if there exist commuting operators and such that is self-adjoint, is a skew operator, and .
Suppose . Define by for all .
Find all eigenvalues of .
Find the minimal polynomial of .
Define an inner product on by . Define an operator by
Show that with this inner product, the operator is not self-adjoint.
The matrix of with respect to the basis is
This matrix equals its conjugate transpose, even though is not self-adjoint. Explain why this is not a contradiction.
Suppose is invertible. Prove that
is self-adjoint is self-adjoint;
is normal is normal.
Suppose .
Show that the set of self-adjoint operators on is a subspace of .
What is the dimension of the subspace of in (a) (in terms of )?
Suppose . Show that the set of self-adjoint operators on is not a subspace of .
Suppose . Show that the set of normal operators on is not a subspace of .
Suppose and for every . Prove that is normal.
This exercise fails on infinite-dimensional inner product spaces, leading to what are called hyponormal operators, which have a well-developed theory.
Suppose is such that . Prove that the following are equivalent.
-
is self-adjoint.
-
is normal.
-
There is a subspace of such that .
Suppose is the differentiation operator defined by . Prove that there does not exist an inner product on that makes a normal operator.
Give an example of an operator such that is normal but not self-adjoint.
Suppose is a normal operator on . Suppose also that satisfy the equations
Show that .
Suppose and
is the minimal polynomial of . Prove that the minimal polynomial of is
This exercise shows that the minimal polynomial of equals the minimal polynomial of if .
Suppose . Prove that is diagonalizable if and only if is diagonalizable.
Fix . Define by for every .
Prove that if is a real vector space, then is self-adjoint if and only if the list is linearly dependent.
Prove that is normal if and only if the list is linearly dependent.
Suppose is normal. Prove that
for every positive integer .
Suppose is normal. Prove that if , then the minimal polynomial of is not a polynomial multiple of .
Prove or give a counterexample: If and there is an orthonormal basis of such that for each , then is normal.
Suppose that is normal and . Suppose . Prove that .
Fix a positive integer . In the inner product space of continuous real-valued functions on with inner product , let
Define by . Show that . Conclude that is normal but not self-adjoint.
Define by . Show that is self-adjoint.
Suppose is a linear map. Show that under the standard identification of with (see 6.58) and the corresponding identification of with , the adjoint map corresponds to the dual map . More precisely, show that
for all , where and are defined as in 6.58.
6.58 (Riesz representation theorem, revisited): suppose is finite-dimensional. For each , define by for each . Then is a one-to-one function from onto .
Prove that a normal operator on a complex inner product space is self-adjoint if and only if all its eigenvalues are real.
This exercise strengthens the analogy (for normal operators) between self-adjoint operators and real numbers.
Suppose . Suppose is normal and has only one eigenvalue. Prove that is a scalar multiple of the identity operator.
Suppose and is normal. Prove that the set of eigenvalues of is contained in if and only if there is a subspace of such that .
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 ).
Prove or give a counterexample: If is a diagonalizable operator, then is normal (with respect to the usual inner product).
Suppose is a complex inner product space and is a normal operator such that . Prove that is self-adjoint and .
Give an example of an operator on a complex vector space such that but .
Suppose and . Prove that is normal if and only if every eigenvector of is also an eigenvector of .
Suppose and . Prove that is normal if and only if there exists a polynomial such that .
Suppose is a complex inner product space. Prove that every normal operator on has a square root.
An operator is called a square root of if . Square roots of operators are discussed further in Sections 7C and 8C.
Prove that every self-adjoint operator on has a cube root.
An operator is called a cube root of if .
Suppose is a complex vector space and is normal. Prove that if is an operator on that commutes with , then commutes with .
The result in this exercise is called Fuglede's theorem.
Without using the complex spectral theorem, use the version of Schur's theorem that applies to two commuting operators (take in Exercise 20 in Section 6B) to give a different proof that if and is normal, then has a diagonal matrix with respect to some orthonormal basis of .
Exercise 20 in Section 6B (Exercise 6B.20): if , is finite-dimensional, and is such that for all , then there is an orthonormal basis of with respect to which every element of has an upper-triangular matrix.
Suppose and . Prove that is self-adjoint if and only if all pairs of eigenvectors corresponding to distinct eigenvalues of are orthogonal and , where denote the distinct eigenvalues of .
Suppose and . Prove that is normal if and only if all pairs of eigenvectors corresponding to distinct eigenvalues of are orthogonal and , where denote the distinct eigenvalues of .
Suppose and . Prove that there is an orthonormal basis of with respect to which every element of has a diagonal matrix if and only if and are commuting normal operators for all .
This exercise extends the complex spectral theorem to the context of a collection of commuting normal operators.
Suppose and . Prove that there is an orthonormal basis of with respect to which every element of has a diagonal matrix if and only if and are commuting self-adjoint operators for all .
This exercise extends the real spectral theorem to the context of a collection of commuting self-adjoint operators.
Give an example of a real inner product space , an operator , and real numbers with such that
is not invertible.
This exercise shows that the hypothesis that is self-adjoint cannot be deleted in 7.26, even for real vector spaces.
7.26 (invertible quadratic expressions): suppose is self-adjoint and are such that . Then is an invertible operator.
Suppose is self-adjoint and is a subspace of that is invariant under .
Prove that is invariant under .
Prove that is self-adjoint.
Prove that is self-adjoint.
Suppose is normal and is a subspace of that is invariant under .
Prove that is invariant under .
Prove that is invariant under .
Prove that .
Prove that and are normal operators.
This exercise can be used to give yet another proof of the complex spectral theorem (use induction on and the result that has an eigenvector).
Suppose that is a self-adjoint operator on a finite-dimensional inner product space and that and are the only eigenvalues of . Prove that
Give an example of an operator such that and are the only eigenvalues of and .
Suppose is self-adjoint, , and . Suppose there exists such that and
Prove that has an eigenvalue such that .
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.
Suppose is a finite-dimensional vector space and .
Suppose . Prove that is diagonalizable if and only if there is a basis of such that the matrix of with respect to this basis equals its transpose.
Suppose . Prove that is diagonalizable if and only if there is a basis of such that the matrix of 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.
Suppose that and there is an orthonormal basis of consisting of eigenvectors of , with corresponding eigenvalues . Show that if , then the pseudoinverse satisfies the equation
Suppose . Prove that if both and are positive operators, then .
Suppose is the operator whose matrix (with respect to the standard basis) is
Show that is an invertible positive operator.
Suppose is a positive integer and is the operator whose matrix (with respect to the standard basis) consists of all 1's. Show that is a positive operator.
Suppose is an integer with . Show that there exists an -by- matrix such that all of the entries of are positive numbers and , but the operator on whose matrix (with respect to the standard basis) equals is not a positive operator.
Suppose is self-adjoint. Prove that is a positive operator if and only if for every orthonormal basis of , all entries on the diagonal of are nonnegative numbers.
Prove that the sum of two positive operators on is a positive operator.
Suppose is an invertible positive operator and is a positive operator. Prove that is invertible.
Suppose . Prove that is a positive operator if and only if the pseudoinverse is a positive operator.
Suppose is a positive operator and . Prove that is a positive operator on .
Suppose is a positive operator on . Suppose are such that
Prove that .
Suppose is a positive operator on and is a subspace of invariant under . Prove that is a positive operator on .
Suppose is a positive operator. Prove that is a positive operator for every positive integer .
Suppose is self-adjoint and .
Prove that is a positive operator if and only if is less than or equal to every eigenvalue of .
Prove that is a positive operator if and only if is greater than or equal to every eigenvalue of .
Suppose is a positive operator on and . Prove that
Suppose is self-adjoint. Prove that there exist positive operators such that
Suppose is a positive operator on . Prove that
Suppose that is a positive operator. Prove that there exists a polynomial with real coefficients such that .
Suppose and are positive operators on . Prove that is a positive operator if and only if and commute.
Show that the identity operator on has infinitely many self-adjoint square roots.
Suppose and is an orthonormal basis of . Prove that is a positive operator if and only if there exist such that
for all .
The numbers are the entries in the matrix of with respect to the orthonormal basis .
Suppose is a positive integer. The -by- Hilbert matrix is the -by- matrix whose entry in row , column is . Suppose is an operator whose matrix with respect to some orthonormal basis of is the -by- Hilbert matrix. Prove that is a positive invertible operator.
Example: The 4-by-4 Hilbert matrix is
Suppose is a positive operator and is such that and for all with . Show that is an eigenvector of corresponding to the largest eigenvalue of .
For and , define by .
Suppose . Prove that is an inner product on if and only if is an invertible positive operator (with respect to the original inner product ).
Prove that every inner product on is of the form for some positive invertible operator .
Suppose and are positive operators on . Prove that
Let be the second derivative operator in Exercise 31(b) in Section 7A. Show that is a positive operator.
Exercise 7A.31: fix a positive integer . In the inner product space of continuous real-valued functions on with inner product , let . Part (b) defines by .
Suppose and . Prove that is an isometry if and only if is an orthonormal list in for every orthonormal list of length two in .
Suppose . Prove that is a scalar multiple of an isometry if and only if preserves orthogonality.
The phrase " preserves orthogonality" means that for all such that .
Show that the product of two unitary operators on is a unitary operator.
Show that the inverse of a unitary operator on is a unitary operator.
This exercise shows that the set of unitary operators on is a group, where the group operation is the usual product of two operators.
Suppose and are self-adjoint. Show that is unitary if and only if and .
Suppose . Prove that the following are equivalent.
-
is a self-adjoint unitary operator.
-
for some orthogonal projection on .
-
There exists a subspace of such that for every and for every .
Suppose are both normal operators on with as eigenvalues. Prove that there exists a unitary operator such that .
Give an example of two self-adjoint operators such that the eigenvalues of both operators are but there does not exist a unitary operator such that . Be sure to explain why there is no unitary operator with the required property.
Prove or give a counterexample: If and there exists an orthonormal basis of such that for each , then is a unitary operator.
Suppose and . Suppose every eigenvalue of has absolute value 1 and for every . Prove that is a unitary operator.
Suppose and is a self-adjoint operator such that for all .
Show that is a positive operator.
Show that is a unitary operator.
Suppose . Prove that is a unitary operator if and only if
Prove or give a counterexample: If is invertible and for every , then is unitary.
Explain why the columns of a square matrix of complex numbers form an orthonormal list in if and only if the rows of the matrix form an orthonormal list in .
Suppose with and . Also suppose . Prove that there exists a unitary operator such that if and only if .
Suppose is a unitary operator on such that is invertible.
Prove that is a skew operator (meaning that it equals the negative of its adjoint).
Prove that if , then is a self-adjoint operator.
The function maps the unit circle in (except for the point 1) to . Thus (b) illustrates the analogy between the unitary operators and the unit circle in , along with the analogy between the self-adjoint operators and .
Suppose and is self-adjoint. Prove that is a unitary operator and 1 is not an eigenvalue of this operator.
Explain why the characterizations of unitary matrices given by 7.57 hold.
7.57 (characterizations of unitary matrices): suppose is an -by- matrix. Then the following are equivalent: (a) is a unitary matrix; (b) the rows of form an orthonormal list in ; (c) for every ; (d) , the -by- matrix with 1's on the diagonal and 0's elsewhere.
A square matrix is called symmetric if it equals its transpose. Prove that if is a symmetric matrix with real entries, then there exists a unitary matrix with real entries such that is a diagonal matrix.
Suppose is a positive integer. For this exercise, we adopt the notation that a typical element of is denoted by . Define linear functionals on by
The discrete Fourier transform is the operator defined by
Show that is a unitary operator on .
Show that if and is defined to equal , then
Show that .
The discrete Fourier transform has many important applications in data analysis. The usual Fourier transform involves expressions of the form for complex-valued integrable functions defined on .
Suppose is a square matrix with linearly independent columns. Prove that there exist unique matrices and such that is lower triangular with only positive numbers on its diagonal, is unitary, and .
Suppose . Show that if and only if all singular values of are .
Suppose and . Prove that is a singular value of if and only if there exist nonzero vectors and such that
The vectors satisfying both equations above are called a Schmidt pair. Erhard Schmidt introduced the concept of singular values in 1907.
Give an example of such that is the only eigenvalue of and the singular values of are .
Suppose that is the largest singular value of , and is the smallest singular value of . Prove that
Suppose is defined by . Find the singular values of .
Find the singular values of the differentiation operator defined by , where the inner product on is
Suppose that is self-adjoint or that and is normal. Let be the eigenvalues of , each included in this list as many times as the dimension of the corresponding eigenspace. Show that the singular values of are , after these numbers have been sorted into decreasing order.
Suppose . Suppose and is an orthonormal list in and is an orthonormal list in such that
for every .
Prove that is an orthonormal basis of .
Prove that is an orthonormal basis of .
Prove that are the positive singular values of .
Prove that if , then is an eigenvector of with corresponding eigenvalue .
Prove that
for all .
Suppose . Show that and have the same positive singular values.
Suppose has singular values . Prove that if is an invertible linear map, then has singular values
Suppose that and is an orthonormal basis of . Let denote the singular values of .
Prove that .
Prove that if and is a positive operator, then
Exercise 5 in Section 7A shows that if is an orthonormal basis of and is an orthonormal basis of , then ; in particular the left side does not depend on which orthonormal basis of is used. Part (a) of this exercise identifies that common value.
Give an example of a finite-dimensional vector space and an operator on it such that the singular values of do not equal the squares of the singular values of .
Suppose is normal. Prove that the singular values of equal the squares of the singular values of .
Suppose . Prove that and have the same singular values if and only if there exist unitary operators such that .
Suppose . Let denote the smallest singular value of . Prove that for every .
Suppose and are the singular values of . Prove that if is an eigenvalue of , then .
Suppose . Prove that .
Compare the result in this exercise to the analogous result for invertible linear maps: if is invertible, then is invertible and .
Suppose . Prove that is self-adjoint if and only if is self-adjoint.
Prove that if , then .
The inequality above is called the reverse triangle inequality.
Suppose that is self-adjoint or that and is normal. Prove that
Suppose and . Prove that
Suppose , and . Prove that if and , then .
Suppose is a finite-dimensional inner product space, , and . Prove that
Prove or give a counterexample: If , then .
Show that defining for makes a metric on .
This exercise is intended for readers who are familiar with metric spaces.
Prove that if and , then is invertible.
Suppose that is invertible. Prove that if and , then is invertible.
This exercise shows that the set of invertible operators in is an open subset of , using the metric defined in Exercise 7.
The metric of Exercise 7 (Exercise 7F.7): for .
Suppose . Prove that for every , there exists an invertible operator such that .
Suppose and is not invertible. Prove that for every , there exists such that and is not invertible.
Suppose and . Prove that for every there exists a diagonalizable operator such that .
Suppose is a positive operator. Show that .
Suppose are positive operators. Show that
Suppose and are subspaces of such that . Prove that .
Define by
Find (explicitly) a unitary operator such that .
Suppose is a positive invertible operator. Prove that there exists such that is a positive operator for every self-adjoint operator with .
Prove that if and is the linear functional on defined by the equation , then .
Here we are thinking of the scalar field as an inner product space with for all . Thus means the norm of as a linear map from to .
Suppose is an orthonormal basis of and .
Prove that .
Prove that if and only if .
Here is an arbitrary orthonormal basis of , not necessarily connected with a singular value decomposition of . If is the list of singular values of , then the right side of the inequality above equals , as was shown in Exercise 11(a) in Section 7E.
Prove that if , then .
This formula for leads to the important subject of -algebras.
Suppose is normal. Prove that for every positive integer .
Suppose and . Prove that the norm on does not come from an inner product. In other words, prove that there does not exist an inner product on such that
for all .
Suppose . Let and let denote the singular values of . Prove that if , then
Suppose . Show that is uniformly continuous with respect to the metrics on and that arise from the norms on those spaces.
See Exercise 23 in Section 6B for the relevant definitions.
Exercise 23 in Section 6B (Exercise 6B.23) defines the metric for , and likewise on .
Suppose is invertible. Prove that
Fix with . Define by for every . Prove that
for every .
Suppose . Prove that is invertible if and only if there exists a unique unitary operator such that .
Suppose and are the singular values of . Let and be orthonormal bases of such that
for all . Define by
Show that is unitary and .
Show that if is unitary, then .
This exercise finds a unitary operator that is as close as possible (among the unitary operators) to a given operator .
Suppose . Prove that there exists a unitary operator such that .
Suppose .
Use the polar decomposition to show that there exists a unitary operator such that .
Show how (a) implies that and have the same singular values.
Suppose is a unitary operator, and is a positive operator such that . Prove that .
This exercise shows that if we write as the product of a unitary operator and a positive operator (as in the polar decomposition), then the positive operator equals .
Suppose and is normal. Prove that there exists a unitary operator such that and such that and both have diagonal matrices with respect to the same orthonormal basis of .
Suppose that and . Let denote the positive singular values of . Show that there exists an orthonormal basis of such that
equals the ball in of radius centered at .