Subsection 29.1

Self-adjoint transformations (29.1-29.37)

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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.