Section 29

Self-adjoint and orthogonal transformations

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Problem 29.1

Can the matrix of a self-adjoint transformation, in any basis whatsoever, be:

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(1)

not symmetric

(2)

skew-symmetric.

Problem 29.2

Prove that a matrix AA is the matrix of a self-adjoint transformation in a basis ee if and only if the matrix ΓeA\Gamma_{\mathbf{e}} A is symmetric.

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Problem 29.3

Prove that all eigenvalues of a self-adjoint transformation are zero if and only if it is the zero transformation.

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Problem 29.4

Find all self-adjoint nilpotent transformations.

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Problem 29.5

Find all self-adjoint orthogonal transformations.

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Problem 29.6

Find all self-adjoint idempotent transformations.

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Problem 29.7

Let φ\varphi be a self-adjoint transformation of the space E\mathcal{E}. Prove that:

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(1)

E\mathcal{E} is the direct sum of the subspaces Im⁡φ\operatorname {Im} \varphi and Ker⁡φ\operatorname {Ker} \varphi, and these subspaces are orthogonal

(2)

in Im⁡φ\operatorname {Im} \varphi there exists a basis of eigenvectors of φ\varphi corresponding to nonzero eigenvalues.

Problem 29.8

A transformation φ\varphi is given in an orthonormal basis by the matrix A452\mathbf{A}_{452}. Find some orthonormal basis whose vectors lie in Im⁡φ\operatorname {Im} \varphi and Ker⁡φ\operatorname {Ker} \varphi, and the matrix of the transformation in this basis. A452=[0001000200031234]\mathbf{A}_{452} = \left[\begin{smallmatrix} 0 & 0 & 0 & 1 \\ 0 & 0 & 0 & 2 \\ 0 & 0 & 0 & 3 \\ 1 & 2 & 3 & 4 \end{smallmatrix}\right].

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Problem 29.9

How many orthonormal bases of eigenvectors exist for a given self-adjoint transformation if it:

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(1)

has no multiple characteristic numbers

(2)

has multiple characteristic numbers?

Problem 29.10

Can a self-adjoint transformation have a basis of eigenvectors that is:

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(1)

not orthonormal;

(2)

not orthogonal.

Problem 29.11

Let there exist in the space an orthonormal basis of eigenvectors of the transformation φ\varphi. Prove that the transformation φ\varphi is self-adjoint.

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Problem 29.12

Let λ1,…,λn\lambda_{1}, \ldots , \lambda_{n} be the eigenvalues, and let e1,……,ene_{1}, \ldots \ldots , e_{n} be an orthonormal basis of eigenvectors of a self-adjoint transformation φ\varphi (e2e_{2} belongs to λ2\lambda_{2}). Find φ(x)\varphi (x) for an arbitrary vector xx.

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Problem 29.13

Prove that a matrix AA can be the matrix of a self-adjoint transformation φ\varphi in some basis if and only if there exists a nondegenerate matrix SS such that S−1ASS^{ - 1} AS is a diagonal matrix.

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Problem 29.14

Can a self-adjoint transformation, in any basis whatsoever, have the matrix:

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(1)

A55\mathbf{A}_{55}. A55=[2335]\mathbf{A}_{55} = \left[\begin{smallmatrix} 2 & 3 \\ 3 & 5 \end{smallmatrix}\right].

(2)

A50\mathbf{A}_{50}. A50=[0−11−1]\mathbf{A}_{50} = \left[\begin{smallmatrix} 0 & -1 \\ 1 & -1 \end{smallmatrix}\right].

(3)

A26\mathbf{A}_{26}. A26=[514613]\mathbf{A}_{26} = \left[\begin{smallmatrix} 5 & 14 \\ 6 & 13 \end{smallmatrix}\right].

(4)

A49\mathbf{A}_{49}. A49=[4−312−8]\mathbf{A}_{49} = \left[\begin{smallmatrix} 4 & -3 \\ 12 & -8 \end{smallmatrix}\right].

Problem 29.15

Let E=L1⊕L2\mathcal{E} = \mathcal{L}_{1} \oplus \mathcal{L}_{2}. Prove that the projection onto L1\mathcal{L}_{1} parallel to L2\mathcal{L}_{2} is a self-adjoint transformation if and only if L2=L1⊥\mathcal{L}_{2} = \mathcal{L}_{1}^{\perp }.

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Problem 29.16

Let the transformations φ\varphi and ψ\psi be self-adjoint. Prove that the following transformations will also be self-adjoint:

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(1)

αφ+βψ\alpha \varphi + \beta \psi for any α,β∈R\alpha , \beta \in \mathbb {R}

(2)

φψ+ψφ\varphi \psi + \psi \varphi

(3)

φ−1\varphi^{ - 1} for nondegenerate φ\varphi.

Problem 29.17

Prove that the product of self-adjoint transformations is self-adjoint if and only if they commute.

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Problem 29.18

Prove that in every invariant subspace of a self-adjoint transformation there exists an orthonormal basis of eigenvectors of this transformation.

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Problem 29.19

Find the transition matrix to an orthonormal basis of eigenvectors of the transformation φ\varphi and the matrix of the transformation in this basis, if φ\varphi is given in an orthonormal basis by the matrix:

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(1)

A59\mathbf{A}_{59}. A59=[122−2]\mathbf{A}_{59} = \left[\begin{smallmatrix} 1 & 2 \\ 2 & -2 \end{smallmatrix}\right].

(2)

A12\mathbf{A}_{12}. A12=[1111]\mathbf{A}_{12} = \left[\begin{smallmatrix} 1 & 1 \\ 1 & 1 \end{smallmatrix}\right].

(3)

A28\mathbf{A}_{28}. A28=[1331]\mathbf{A}_{28} = \left[\begin{smallmatrix} 1 & 3 \\ 3 & 1 \end{smallmatrix}\right].

(4)

A47\mathbf{A}_{47}. A47=[5−2−28]\mathbf{A}_{47} = \left[\begin{smallmatrix} 5 & -2 \\ -2 & 8 \end{smallmatrix}\right].

(5)

A200\mathbf{A}_{200}. A200=[001010100]\mathbf{A}_{200} = \left[\begin{smallmatrix} 0 & 0 & 1 \\ 0 & 1 & 0 \\ 1 & 0 & 0 \end{smallmatrix}\right].

(6)

A203\mathbf{A}_{203}. A203=[22−12−12−122]\mathbf{A}_{203} = \left[\begin{smallmatrix} 2 & 2 & -1 \\ 2 & -1 & 2 \\ -1 & 2 & 2 \end{smallmatrix}\right].

(7)

A202\mathbf{A}_{202}. A202=[12221−22−21]\mathbf{A}_{202} = \left[\begin{smallmatrix} 1 & 2 & 2 \\ 2 & 1 & -2 \\ 2 & -2 & 1 \end{smallmatrix}\right].

(8)

A280\mathbf{A}_{280}. A280=[021282120]\mathbf{A}_{280} = \left[\begin{smallmatrix} 0 & 2 & 1 \\ 2 & 8 & 2 \\ 1 & 2 & 0 \end{smallmatrix}\right].

(9)

A294\mathbf{A}_{294}. A294=[2−20−292022]\mathbf{A}_{294} = \left[\begin{smallmatrix} 2 & -2 & 0 \\ -2 & 9 & 2 \\ 0 & 2 & 2 \end{smallmatrix}\right].

(10)

A288\mathbf{A}_{288}. A288=[1−12−11−22−24]\mathbf{A}_{288} = \left[\begin{smallmatrix} 1 & -1 & 2 \\ -1 & 1 & -2 \\ 2 & -2 & 4 \end{smallmatrix}\right].

(11)

A434\mathbf{A}_{434}. A434=[1222212222122221]\mathbf{A}_{434} = \left[\begin{smallmatrix} 1 & 2 & 2 & 2 \\ 2 & 1 & 2 & 2 \\ 2 & 2 & 1 & 2 \\ 2 & 2 & 2 & 1 \end{smallmatrix}\right].

(12)

A456\mathbf{A}_{456}. A456=[−52222−52222−52222−5]\mathbf{A}_{456} = \left[\begin{smallmatrix} -5 & 2 & 2 & 2 \\ 2 & -5 & 2 & 2 \\ 2 & 2 & -5 & 2 \\ 2 & 2 & 2 & -5 \end{smallmatrix}\right].

(13)

A468\mathbf{A}_{468}. A468=[111−111−111−111−1111]\mathbf{A}_{468} = \left[\begin{smallmatrix} 1 & 1 & 1 & -1 \\ 1 & 1 & -1 & 1 \\ 1 & -1 & 1 & 1 \\ -1 & 1 & 1 & 1 \end{smallmatrix}\right].

(14)

A484\mathbf{A}_{484}. A484=[111111−1−11−11−11−1−11]\mathbf{A}_{484} = \left[\begin{smallmatrix} 1 & 1 & 1 & 1 \\ 1 & 1 & -1 & -1 \\ 1 & -1 & 1 & -1 \\ 1 & -1 & -1 & 1 \end{smallmatrix}\right].

(15)

A174\mathbf{A}_{174}. A174=[17−84−817−44−411]\mathbf{A}_{174} = \left[\begin{smallmatrix} 17 & -8 & 4 \\ -8 & 17 & -4 \\ 4 & -4 & 11 \end{smallmatrix}\right].

(16)

A175\mathbf{A}_{175}. A175=[3−4−1−4184−143]\mathbf{A}_{175} = \left[\begin{smallmatrix} 3 & -4 & -1 \\ -4 & 18 & 4 \\ -1 & 4 & 3 \end{smallmatrix}\right].

Problem 29.20

A transformation φ\varphi of an arithmetic space with the standard scalar product is given by the matrix A627\mathbf{A}_{627}. Find the eigenvalues and an orthonormal basis of eigenvectors of this transformation. A627=[xyy…yyxy…y………….yyy…x]\mathbf{A}_{627} = \left[\begin{smallmatrix} x & y & y & \ldots & y \\ y & x & y & \ldots & y \\ \ldots & \ldots & \ldots & \ldots & . \\ y & y & y & \ldots & x \end{smallmatrix}\right].

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Problem 29.21

Prove that for a self-adjoint transformation the dimension of the eigenspace corresponding to an eigenvalue λ\lambda equals the multiplicity of λ\lambda as a root of the characteristic polynomial.

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Problem 29.22

Prove that two self-adjoint transformations commute if and only if they have a common orthonormal basis of eigenvectors.

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Problem 29.23

For two self-adjoint transformations given in an orthonormal basis by the matrices:

A=[17−22−21442414],B=[−74−44−18−4−8−1], A =\left[\begin{smallmatrix} 17 & - 2 & 2 \\ - 2 & 14 & 4 \\ 2 & 4 & 14\end{smallmatrix}\right], \quad B =\left[\begin{smallmatrix} - 7 & 4 & - 4 \\ 4 & - 1 & 8 \\ - 4 & - 8 & - 1\end{smallmatrix}\right],

find the transition matrix to a common orthonormal basis of eigenvectors and the matrices of the transformations in this basis.

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Problem 29.24

Prove that any self-adjoint transformation of rank rr can be decomposed into a sum of rr self-adjoint transformations of rank 1.

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Problem 29.25

Prove that any self-adjoint transformation can be decomposed into a linear combination of orthogonal projections onto pairwise orthogonal one-dimensional subspaces.

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Problem 29.26

A self-adjoint transformation φ\varphi is given in an orthonormal basis by the matrix AA. Decompose φ\varphi into a linear combination of orthogonal projections onto pairwise orthogonal subspaces:

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(1)

A=A174A = \mathbf{A}_{174}. A174=[17−84−817−44−411]\mathbf{A}_{174} = \left[\begin{smallmatrix} 17 & -8 & 4 \\ -8 & 17 & -4 \\ 4 & -4 & 11 \end{smallmatrix}\right].

(2)

A=A175A = \mathbf{A}_{175}. A175=[3−4−1−4184−143]\mathbf{A}_{175} = \left[\begin{smallmatrix} 3 & -4 & -1 \\ -4 & 18 & 4 \\ -1 & 4 & 3 \end{smallmatrix}\right].

(3)

A=A294A = \mathbf{A}_{294}. A294=[2−20−292022]\mathbf{A}_{294} = \left[\begin{smallmatrix} 2 & -2 & 0 \\ -2 & 9 & 2 \\ 0 & 2 & 2 \end{smallmatrix}\right].

Problem 29.27

Prove that self-adjoint transformations φ\varphi and ψ\psi are equal if and only if (φ(x),x)=(ψ(x),x)(\varphi (x), x) = (\psi (x), x) for any x∈Ex\in \mathcal{E}.

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Problem 29.28

Prove that a self-adjoint transformation φ\varphi is positive (nonnegative) if and only if all its eigenvalues are positive (respectively, nonnegative).

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Problem 29.29

Prove that a positive self-adjoint transformation can be decomposed into a product of nn contractions along pairwise orthogonal directions.

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Problem 29.30

Decompose into a product of three contractions along pairwise orthogonal directions (alternatively, with respect to three pairwise orthogonal planes) the transformations given in an orthonormal basis by the matrices

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(1)

A174\mathbf{A}_{174}. A174=[17−84−817−44−411]\mathbf{A}_{174} = \left[\begin{smallmatrix} 17 & -8 & 4 \\ -8 & 17 & -4 \\ 4 & -4 & 11 \end{smallmatrix}\right].

(2)

A175\mathbf{A}_{175}. A175=[3−4−1−4184−143]\mathbf{A}_{175} = \left[\begin{smallmatrix} 3 & -4 & -1 \\ -4 & 18 & 4 \\ -1 & 4 & 3 \end{smallmatrix}\right].

Problem 29.31

Prove that a nonnegative self-adjoint transformation has an inverse if and only if it is positive.

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Problem 29.32
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(1)

Prove that for a nonnegative self-adjoint transformation φ\varphi there exists a nonnegative self-adjoint transformation ψ\psi such that ψ2=φ\psi^{2} = \varphi. Is the nonnegativity of φ\varphi necessary?

(2)

Prove that the transformation ψ\psi is uniquely determined.

Problem 29.33

A transformation φ\varphi is given in an orthonormal basis by its matrix. Find the matrix of a positive self-adjoint transformation ψ\psi such that ψ2=φ\psi^{2} = \varphi:

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(1)

A=A47A = \mathbf{A}_{47}. A47=[5−2−28]\mathbf{A}_{47} = \left[\begin{smallmatrix} 5 & -2 \\ -2 & 8 \end{smallmatrix}\right].

(2)

A=[5/23/23/25/2]A =\left[\begin{smallmatrix} 5 / 2 & 3 / 2 \\ 3 / 2 & 5 / 2\end{smallmatrix}\right]

(3)

A=[193331933319]A =\left[\begin{smallmatrix} 19 & 3 & 3 \\ 3 & 19 & 3 \\ 3 & 3 & 19\end{smallmatrix}\right]

Problem 29.34

Let the eigenvalues of a self-adjoint transformation φ\varphi be numbered so that λ1⩾λ2⩾…⩾λn\lambda_{1} \geqslant \lambda_{2} \geqslant \ldots \geqslant \lambda_{n}.

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(1)

Prove that

λ1=max⁡0≠x∈E(φ(x),x)∣x∣2,λn=min⁡0≠x∈E(φ(x),x)∣x∣2. \lambda _{1} = \max _{0 \neq x\in \mathcal{E}} \frac{(\varphi (x), x)}{\left|x\right|^{2}}, \quad \lambda _{n} = \min _{0 \neq x\in \mathcal{E}} \frac{(\varphi (x), x)}{\left|x\right|^{2}}.
(2)

Prove that (φ(x),x)/∣x∣2=λ1(\varphi (x), x) / \left|x\right|^{2} = \lambda_{1} (or λn\lambda_{n}) if and only if xx is an eigenvector belonging to λ1\lambda_{1} (respectively, λn\lambda_{n}).

Problem 29.35

Prove that the diagonal elements of a symmetric matrix lie between its minimal and maximal characteristic numbers.

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Problem 29.36

Let AA be a symmetric matrix, λ1\lambda_{1} and λn\lambda_{n} its maximal and minimal characteristic numbers, and μ1\mu_{1} and μk\mu_{k} the maximal and minimal characteristic numbers of its diagonal submatrix1{ }^{1}). Prove that λ1⩾μ1⩾μk⩾λn\lambda_{1} \geqslant \mu_{1} \geqslant \mu_{k} \geqslant \lambda_{n}.

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Problem 29.37

Let φ\varphi be a linear transformation of a Euclidean space. Prove that:

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(1)

the transformations φ∗φ\varphi^{ * } \varphi and φφ∗\varphi \varphi^{ * } are nonnegative self-adjoint.

(2)

Ker⁡φ∗φ=Ker⁡φ\operatorname {Ker} \varphi^{ * } \varphi = \operatorname {Ker} \varphi and Im⁡φ∗φ=Im⁡φ∗\operatorname {Im} \varphi^{ * } \varphi = \operatorname {Im} \varphi^{ * }.

(3)

Rg⁡φ∗φ=Rg⁡φφ∗=Rg⁡φ\operatorname {Rg} \varphi^{ * } \varphi = \operatorname {Rg} \varphi \varphi^{ * } = \operatorname {Rg} \varphi.

(4)

the eigenvalues and their multiplicities of the transformations φ∗φ\varphi^{ * } \varphi and φφ∗\varphi \varphi^{ * } coincide.

Problem 29.38

Let the transformation φ\varphi be isometric, i.e., (φ(x),φ(y))=(x,y)(\varphi (x), \varphi (y)) = (x, y) for any vectors xx and yy. Prove that φ\varphi is linear and one-to-one.

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Problem 29.39

Prove that the orthogonal transformations of a Euclidean space E\mathcal{E} form a group with respect to the usual operation of composition of transformations.

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Problem 29.40
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(1)

Verify that the sum of orthogonal transformations is not, in general, an orthogonal transformation.

(2)

Is the product of an orthogonal transformation by a number an orthogonal transformation?

Problem 29.41

Prove that for any two vectors of equal length there exists an orthogonal transformation carrying the first vector into the second.

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Problem 29.42

Prove that for any two orthonormal bases there exists an orthogonal transformation carrying the first basis into the second.

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Problem 29.43

Prove that the transformation of problem 28. 23 is orthogonal if and only if the matrix AA is orthogonal.

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Problem 29.44

In a Euclidean space a basis with Gram matrix Γ\Gamma is chosen. Find the condition on the matrix of a linear transformation, necessary and sufficient for this transformation to be orthogonal.

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Problem 29.45

Can an orthogonal transformation, in some basis, have the matrix:

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(1)

A16\mathbf{A}_{16}. A16=[1−111]\mathbf{A}_{16} = \left[\begin{smallmatrix} 1 & -1 \\ 1 & 1 \end{smallmatrix}\right].

(2)

A34\mathbf{A}_{34}? A34=[2111]\mathbf{A}_{34} = \left[\begin{smallmatrix} 2 & 1 \\ 1 & 1 \end{smallmatrix}\right].

Problem 29.46

An orthogonal transformation of an arithmetic space with the standard scalar product carries the columns of the matrix AA into the columns of BB. How are the matrices AA and BB related?

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Problem 29.47

A linear transformation φ\varphi of an arithmetic space with the standard scalar product carries the columns of the matrix AA into the columns of the matrix BB. Is φ\varphi orthogonal:

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(1)

A=[4271],B=[821−1]A =\left[\begin{smallmatrix} 4 & 2 \\ 7 & 1\end{smallmatrix}\right], \quad B =\left[\begin{smallmatrix} 8 & 2 \\ 1 & - 1\end{smallmatrix}\right];

(2)

A=A44,B=A34A = \mathbf{A}_{44}, \quad B = \mathbf{A}_{34}. A44=[5−141],A34=[2111]\mathbf{A}_{44} = \left[\begin{smallmatrix} 5 & -1 \\ 4 & 1 \end{smallmatrix}\right], \mathbf{A}_{34} = \left[\begin{smallmatrix} 2 & 1 \\ 1 & 1 \end{smallmatrix}\right].

(3)

A=[1130−1−6−110],B=[0101−1−3−1−1−6]A =\left[\begin{smallmatrix} 1 & 1 & 3 \\ 0 & - 1 & - 6 \\ - 1 & 1 & 0\end{smallmatrix}\right], \quad B =\left[\begin{smallmatrix} 0 & 1 & 0 \\ 1 & - 1 & - 3 \\ - 1 & - 1 & - 6\end{smallmatrix}\right]

(4)

A=A332,B=A339A = \mathbf{A}_{332}, \quad B = \mathbf{A}_{339}? A332=[110−111201],A339=[0−11−1021−11]\mathbf{A}_{332} = \left[\begin{smallmatrix} 1 & 1 & 0 \\ -1 & 1 & 1 \\ 2 & 0 & 1 \end{smallmatrix}\right], \mathbf{A}_{339} = \left[\begin{smallmatrix} 0 & -1 & 1 \\ -1 & 0 & 2 \\ 1 & -1 & 1 \end{smallmatrix}\right].

Problem 29.48

Let x1,…,xkx_{1}, \ldots , x_{k} and y1,…,yky_{1}, \ldots , y_{k} be vectors of an nn-dimensional Euclidean space, and let an orthogonal transformation φ\varphi be such that φ(xi)=yi,i=1,…,k\varphi \left(x_{i}\right) = y_{i}, \quad i = 1, \ldots , k. Prove that this is possible if and only if the matrices of pairwise scalar products of the two systems of vectors are equal.

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Problem 29.49

Let L\mathcal{L} be an invariant subspace of an orthogonal transformation φ\varphi. Prove that L⊥\mathcal{L}^{\perp } is also invariant under φ\varphi. How is this result related to problem 25.55?25. 55?

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Problem 29.50

An orthogonal transformation is given in an orthonormal basis by the matrix AA. Find the transition matrix SS to the canonical basis and the matrix A′A^{\prime } of the transformation in this basis:

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(1)

12[111−1]\frac{1}{\sqrt{2}}\left[\begin{smallmatrix} 1 & 1 \\ 1 & - 1\end{smallmatrix}\right]

(2)

14[−1−3−6−3−166−62]\frac{1}{4}\left[\begin{smallmatrix} - 1 & - 3 & - \sqrt{6} \\ - 3 & - 1 & \sqrt{6} \\ \sqrt{6} & - \sqrt{6} & 2\end{smallmatrix}\right]

(3)

A414\mathbf{A}_{414}. A414=[000−1100001000010]\mathbf{A}_{414} = \left[\begin{smallmatrix} 0 & 0 & 0 & -1 \\ 1 & 0 & 0 & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \end{smallmatrix}\right].

(4)

[00000−1100000010000001000000100000010]\left[\begin{smallmatrix} 0 & 0 & 0 & 0 & 0 & - 1 \\ 1 & 0 & 0 & 0 & 0 & 0 \\ 0 & 1 & 0 & 0 & 0 & 0 \\ 0 & 0 & 1 & 0 & 0 & 0 \\ 0 & 0 & 0 & 1 & 0 & 0 \\ 0 & 0 & 0 & 0 & 1 & 0\end{smallmatrix}\right].

Problem 29.51

Prove that the transformation φ∗φ\varphi^{ * } \varphi is orthogonal if and only if φ\varphi is orthogonal.

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Problem 29.52

Why is the equality

[5045]=[0110][4550]? \left[\begin{smallmatrix} 5 & 0 \\ 4 & 5\end{smallmatrix}\right] =\left[\begin{smallmatrix} 0 & 1 \\ 1 & 0\end{smallmatrix}\right]\left[\begin{smallmatrix} 4 & 5 \\ 5 & 0\end{smallmatrix}\right]?
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Problem 29.53

Find the polar decomposition of the matrix:

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(1)

[1110−25]\left[\begin{smallmatrix} 11 & 10 \\ - 2 & 5\end{smallmatrix}\right]

(2)

[5043]\left[\begin{smallmatrix} 5 & 0 \\ 4 & 3\end{smallmatrix}\right],

(3)

[3−203]\left[\begin{smallmatrix} \sqrt{3} & - 2 \\ 0 & \sqrt{3}\end{smallmatrix}\right]

(4)

[7711]\left[\begin{smallmatrix} 7 & 7 \\ 1 & 1\end{smallmatrix}\right]

(5)

[004−3]\left[\begin{smallmatrix} 0 & 0 \\ 4 & - 3\end{smallmatrix}\right]

(6)

[2102]\left[\begin{smallmatrix} \sqrt{2} & 1 \\ 0 & \sqrt{2}\end{smallmatrix}\right]

Problem 29.54

In the space P2\mathcal{P}^{2} of polynomials of degree at most 2 with the standard scalar product, a transformation δ\delta assigns to a polynomial its derivative. For the polar decomposition of δ\delta, write in the basis 1,t,t21, t, t^{2} the matrix QQ of the orthogonal transformation and the matrix VV of the self-adjoint transformation.

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Problem 29.55

Prove that for an arbitrary linear transformation φ\varphi there exists a second form of the polar decomposition: φ=ψθ\varphi = \psi \theta, where ψ\psi is a nonnegative self-adjoint transformation, and θ\theta is orthogonal.

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Problem 29.56

Prove that for a square matrix AA there exist orthogonal matrices QQ and PP such that A=QDPA = QDP, where DD is a diagonal matrix with the singular values of the matrix AA on the diagonal.

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Problem 29.57
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(1)

Prove that whatever the polar decomposition φ=θψ\varphi = \theta \psi, the orthogonal transformation θ\theta carries an eigenvector of the transformation φ∗φ\varphi^{ * } \varphi into an eigenvector of φφ∗\varphi \varphi^{ * }.

(2)

Prove that the second singular basis consists of eigenvectors of the transformation φφ∗\varphi \varphi^{ * }.

Problem 29.58

Let φ\varphi be a nondegenerate transformation, and φ=θψ=ψ1θ1\varphi = \theta \psi = \psi_{1} \theta_{1}, where ψ,ψ1\psi , \psi_{1} are nonnegative self-adjoint, and θ,θ1\theta , \theta_{1} are orthogonal transformations.

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(1)

Prove that θ=θ1\theta = \theta_{1}

(2)

How are ψ\psi and ψ1\psi_{1} related?

(3)

Prove that the eigenvalues of ψ\psi and ψ1\psi_{1} are the same, while the eigenvectors, in general, differ.

Problem 29.59

Prove that the nonnegative self-adjoint transformation ψ\psi in the polar decomposition φ=θψ\varphi = \theta \psi is uniquely determined.

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Problem 29.60

Prove that for a nondegenerate transformation the polar decomposition is unique.

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Problem 29.61

Prove that a linear transformation is normal if and only if the factors in its polar decomposition commute.

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Problem 29.62

Prove that the singular values of a self-adjoint transformation equal the moduli of its eigenvalues.

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Problem 29.63

Find the singular values of an orthogonal matrix.

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Problem 29.64

Let α1,…,αn\alpha_{1}, \ldots , \alpha_{n} be the singular values of a nondegenerate matrix AA. Find the singular values of A−1A^{ - 1}.

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Problem 29.65

A matrix is multiplied by a number α\alpha. How do its singular values change?

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Problem 29.66

Prove that the singular values of a transformation φ\varphi and its adjoint φ∗\varphi^{ * } coincide.

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Problem 29.67

Prove that the singular values of matrices AA and BB coincide if and only if there exist orthogonal matrices UU and VV such that B=UAVB = UAV.

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Problem 29.68

Prove that for a linear transformation φ\varphi the ratio ∣φ(x)∣/∣x∣\left|\varphi (x)\right| / \left|x\right|, for any nonzero vector xx, lies between the minimal and maximal singular value of φ\varphi.

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Problem 29.69

Prove that the moduli of all eigenvalues of a transformation φ\varphi belong to the interval [αn,α1]\left[\alpha_{n}, \alpha_{1}\right], where α1\alpha_{1} and αn\alpha_{n} are its largest and smallest singular values.

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Problem 29.70

Prove that for a square matrix AA the product of the singular values equals ∣det⁡A∣\left|\operatorname {det} A\right|.

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Problem 29.71

Find the singular values of the following matrices:

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(1)

A202\mathbf{A}_{202}. A202=[12221−22−21]\mathbf{A}_{202} = \left[\begin{smallmatrix} 1 & 2 & 2 \\ 2 & 1 & -2 \\ 2 & -2 & 1 \end{smallmatrix}\right].

(2)

A239\mathbf{A}_{239}. A239=[012−10−2−220]\mathbf{A}_{239} = \left[\begin{smallmatrix} 0 & 1 & 2 \\ -1 & 0 & -2 \\ -2 & 2 & 0 \end{smallmatrix}\right].

(3)

A213\mathbf{A}_{213}. A213=[111222333]\mathbf{A}_{213} = \left[\begin{smallmatrix} 1 & 1 & 1 \\ 2 & 2 & 2 \\ 3 & 3 & 3 \end{smallmatrix}\right].

(4)

[6−6312242−4]\left[\begin{smallmatrix} 6 & - 6 & 3 \\ 1 & 2 & 2 \\ 4 & 2 & - 4\end{smallmatrix}\right],

(5)

A646\mathbf{A}_{646}. A646=[010…0001…0⋯⋯⋯⋯⋯000…1ε00…0]\mathbf{A}_{646} = \left[\begin{smallmatrix} 0 & 1 & 0 & \ldots & 0 \\ 0 & 0 & 1 & \ldots & 0 \\ \cdots & \cdots & \cdots & \cdots & \cdots \\ 0 & 0 & 0 & \ldots & 1 \\ \varepsilon & 0 & 0 & \ldots & 0 \end{smallmatrix}\right].