Section 7C

Positive Operators

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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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