Section 7.8

Bilinear, Quadratic Forms, and Inner Product Spaces

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Problem 7.8.1

Let f:Rn→Rf: \mathbb {R}^{n} \to \mathbb {R} be a function such that

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(1)

the function gg defined by g(x,y)=f(x+y)−f(x)−f(y)g(x,y) = f(x+y)-f(x)-f(y) is bilinear,

(2)

for all x∈Rnx \in \mathbb {R}^{n} and t∈Rt \in \mathbb {R}, f(tx)=t2f(x)f(tx) = t^{2}f(x).

Show that there is a linear transformation A:Rn→RnA: \mathbb {R}^{n} \to \mathbb {R}^{n} such that f(x)=⟨x,Ax⟩f(x) = \left\langle x, Ax \right\rangle where ⟨⋅,⋅⟩\left\langle \cdot , \cdot \right\rangle is the usual inner product on Rn\mathbb {R}^{n} (in other words, ff is a quadratic form).

Problem 7.8.2

Let A,B,…,FA, B, \ldots , F be real coefficients. Show that the quadratic form

Ax2+2Bxy+Cy2+2Dxz+2Eyz+Fz2 Ax^{2}+2Bxy+Cy^{2}+2Dxz+2Eyz+Fz^{2}

is positive definite if and only if

A>0,∣ABBC∣>0,∣ABDBCEDEF∣>0. A > 0, \qquad \begin{vmatrix} A & B \\ B & C \end{vmatrix} > 0, \qquad \begin{vmatrix} A & B & D \\ B & C & E \\ D & E & F \end{vmatrix} > 0.
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Problem 7.8.3

Find all real numbers tt for which the quadratic form QtQ_{t} on R3\mathbb {R}^{3}, defined by

Qt(x1,x2,x3)=2x12+x22+3x32+2tx1x2+2x1x3, Q_{t}(x_{1}, x_{2}, x_{3}) = 2x_{1}^{2}+x_{2}^{2}+3x_{3}^{2}+2tx_{1}x_{2}+2x_{1}x_{3},

is positive definite.

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Problem 7.8.4

Let R3\mathbb {R}^{3} be 33-space with the usual inner product, and (a,b,c)∈R3(a,b,c) \in \mathbb {R}^{3} a vector of length 11. Let WW be the plane defined by ax+by+cz=0ax+by+cz = 0. Find, in the standard basis, the matrix representing the orthogonal projection of R3\mathbb {R}^{3} onto WW.

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Problem 7.8.5

Let ww be a positive continuous function on [0,1][0,1], nn a positive integer, and PnP_{n} the vector space of real polynomials whose degrees are at most nn, equipped with the inner product

⟨p,q⟩=∫01p(t)q(t)w(t) dt. \left\langle p, q \right\rangle = \int _{0}^{1} p(t)q(t)w(t) \, dt.
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(1)

Prove that PnP_{n} has an orthonormal basis p0,p1,…,pnp_{0}, p_{1}, \ldots , p_{n} (i.e., ⟨pj,pk⟩=1\left\langle p_{j}, p_{k} \right\rangle = 1 for j=kj=k and 00 for j≠kj \neq k) such that deg⁡pk=k\deg p_{k} = k for each kk.

(2)

Prove that ⟨pk,pk′⟩=0\left\langle p_{k}, p_{k}' \right\rangle = 0 for each kk.

Problem 7.8.6

For continuous real valued functions f,gf, g on the interval [−1,1][-1,1] define the inner product ⟨f,g⟩=∫−11f(x)g(x) dx\left\langle f, g \right\rangle = \int_{-1}^{1} f(x)g(x) \, dx. Find that polynomial of the form p(x)=a+bx2−x4p(x) = a+bx^{2}-x^{4} which is orthogonal on [−1,1][-1,1] to all lower order polynomials.

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Problem 7.8.7

Let EE be a finite-dimensional vector space over a field F\mathbf{F}. Suppose B:E×E→FB: E \times E \to \mathbf{F} is a bilinear map (not necessarily symmetric). Define subspaces

E1={x∈E∣B(x,y)=0 for all y∈E},E2={y∈E∣B(x,y)=0 for all x∈E}. \begin{align} E_{1} & = \left\{ x \in E \mid B(x,y) = 0 \text{ for all } y \in E\right\} , \\ E_{2} & = \left\{ y \in E \mid B(x,y) = 0 \text{ for all } x \in E\right\} . \end{align}

Prove that dim⁡E1=dim⁡E2\dim E_{1} = \dim E_{2}.

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Problem 7.8.8

Let AA be a real n×nn \times n matrix such that ⟨Ax,x⟩≥0\left\langle Ax, x \right\rangle \geq 0 for every real nn-vector xx. Show that Au=0Au = 0 if and only if Atu=0A^{t}u = 0.

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Problem 7.8.9

An n×nn \times n real matrix TT is positive definite if TT is symmetric and ⟨Tx,x⟩>0\left\langle Tx, x \right\rangle > 0 for all nonzero vectors x∈Rnx \in \mathbb {R}^{n}, where ⟨u,v⟩\left\langle u, v \right\rangle is the standard inner product. Suppose that AA and BB are two positive definite real matrices.

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(1)

Show that there is a basis {v1,v2,…,vn}\left\{ v_{1}, v_{2}, \ldots , v_{n}\right\} of Rn\mathbb {R}^{n} and real numbers λ1,λ2,…,λn\lambda_{1}, \lambda_{2}, \ldots , \lambda_{n} such that, for 1≤i,j≤n1 \leq i, j \leq n:

⟨Avi,vj⟩={1,i=j0,i≠j \left\langle Av_{i}, v_{j} \right\rangle = \begin{cases} 1, & i = j \\ 0, & i \neq j \end{cases}

and

⟨Bvi,vj⟩={λi,i=j0,i≠j \left\langle Bv_{i}, v_{j} \right\rangle = \begin{cases} \lambda _{i}, & i = j \\ 0, & i \neq j \end{cases}
(2)

Deduce from Part 1 that there is an invertible real matrix UU such that UtAUU^{t}AU is the identity matrix and UtBUU^{t}BU is diagonal.

Problem 7.8.10

Let VV be a real vector space of dimension nn, and let S:V×V→RS: V \times V \to \mathbb {R} be a nondegenerate bilinear form. Suppose that WW is a linear subspace of VV such that the restriction of SS to W×WW \times W is identically 00. Show that dim⁡W≤n/2\dim W \leq n/2.

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Problem 7.8.11

Let AA be the symmetric matrix

16(13−5−2−513−2−2−210). \frac{1}{6}\begin{pmatrix} 13 & -5 & -2 \\ -5 & 13 & -2 \\ -2 & -2 & 10 \end{pmatrix}.

Denote by vv the column vector

(xyz) \begin{pmatrix} x \\ y \\ z \end{pmatrix}

in R3\mathbb {R}^{3}, and by xtx^{t} its transpose (x,y,z)(x,y,z). Let ∥v∥\left\| v\right\| denote the length of the vector vv. As vv ranges over the set of vectors for which vtAv=1v^{t}Av = 1, show that ∥v∥\left\| v\right\| is bounded, and determine its least upper bound.

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Problem 7.8.12

Define the index of a real symmetric matrix AA to be the number of strictly positive eigenvalues of AA minus the number of strictly negative eigenvalues. Suppose AA and BB are real symmetric n×nn \times n matrices such that xtAx≤xtBxx^{t}Ax \leq x^{t}Bx for all n×1n \times 1 matrices xx. Prove the index of AA is less than or equal to the index of BB.

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Problem 7.8.13

For x,y∈Cnx, y \in \mathbb {C}^{n}, let ⟨x,y⟩\left\langle x, y \right\rangle be the Hermitian inner product ∑jxjyj‾\sum_{j} x_{j}\overline{y_{j}}. Let TT be a linear operator on Cn\mathbb {C}^{n} such that ⟨Tx,Ty⟩=0\left\langle Tx, Ty \right\rangle = 0 if ⟨x,y⟩=0\left\langle x, y \right\rangle = 0. Prove that T=kST = kS for some scalar kk and some operator SS which is unitary: ⟨Sx,Sy⟩=⟨x,y⟩\left\langle Sx, Sy \right\rangle = \left\langle x, y \right\rangle for all xx and yy.

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Problem 7.8.14

Let EE denote a finite-dimensional complex vector space with a Hermitian inner product ⟨x,y⟩\left\langle x, y \right\rangle.

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Prove that EE has an orthonormal basis.

(2)

Let f:E→Cf: E \to \mathbb {C} be such that f(x,y)f(x,y) is linear in xx and conjugate linear in yy. Show there is a linear map A:E→EA: E \to E such that f(x,y)=⟨Ax,y⟩f(x,y) = \left\langle Ax, y \right\rangle.

Problem 7.8.15

Let aa and bb be real numbers. Prove that there are two orthogonal unit vectors uu and vv in R3\mathbb {R}^{3} such that u=(u1,u2,a)u = (u_{1}, u_{2}, a) and v=(v1,v2,b)v = (v_{1}, v_{2}, b) if and only if a2+b2≤1a^{2}+b^{2} \leq 1.

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