Section 7A

Self-Adjoint and Normal Operators

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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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