Chapter 22

Linear Transformations

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Problem 22.1

Let U\mathcal{U} represent a subspace of a linear space V\mathcal{V}, and let SS represent a linear transformation from U\mathcal{U} into a linear space W\mathcal{W}. Show that there exists a linear transformation TT from V\mathcal{V} into W\mathcal{W} such that SS is the restriction of TT to U\mathcal{U}.

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Problem 22.2

Let TT represent a 1-1 linear transformation from a linear space V\mathcal{V} into a linear space W\mathcal{W}. And, write U⋅Y\mathbf{U} \cdot \mathbf{Y} for the inner product of arbitrary matrices U\mathbf{U} and Y\mathbf{Y} in W\mathcal{W}. Further, define X∗Z=T(X)⋅T(Z)\mathbf{X} * \mathbf{Z} = T(\mathbf{X}) \cdot T(\mathbf{Z}) for all matrices X\mathbf{X} and Z\mathbf{Z} in V\mathcal{V}. Show that the ``*-operation'' satisfies the four properties required of an inner product for V\mathcal{V}.

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Problem 22.3

Let TT represent a linear transformation from a linear space V\mathcal{V} into a linear space W\mathcal{W}, and let U\mathcal{U} represent any subspace of V\mathcal{V} such that U\mathcal{U} and N(T)N(T) are essentially disjoint. Further, let {X1,…,Xr}\{ \mathbf{X}_{1}, \ldots , \mathbf{X}_{r}\} represent a linearly independent set of rr matrices in U\mathcal{U}.

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(a)

Show that T(X1),…,T(Xr)T(\mathbf{X}_{1}), \ldots , T(\mathbf{X}_{r}) are linearly independent.

(b)

Show that if r=dim⁡(U)r = \dim (\mathcal{U}) (or equivalently if X1,…,Xr\mathbf{X}_{1}, \ldots , \mathbf{X}_{r} form a basis for U\mathcal{U}) and if U⊕N(T)=V\mathcal{U} \oplus N(T) = \mathcal{V}, then T(X1),…,T(Xr)T(\mathbf{X}_{1}), \ldots , T(\mathbf{X}_{r}) form a basis for T(V)T(\mathcal{V}).

Problem 22.4

Let TT and SS represent linear transformations from a linear space V\mathcal{V} into a linear space W\mathcal{W}, and let kk represent an arbitrary scalar.

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(a)

Verify that the transformation kTkT is linear.

(b)

Verify that the transformation T+ST + S is linear.

Problem 22.5

Let SS represent a linear transformation from a linear space U\mathcal{U} into a linear space V\mathcal{V}, and let TT represent a linear transformation from V\mathcal{V} into a linear space W\mathcal{W}. Show that the transformation TSTS is linear.

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Problem 22.6

Let TT represent a linear transformation from a linear space V\mathcal{V} into a linear space W\mathcal{W}, and let RR represent a linear transformation from a linear space U\mathcal{U} into W\mathcal{W}. Show that if T(V)⊂R(U)T(\mathcal{V}) \subset R(\mathcal{U}), then there exists a linear transformation SS from V\mathcal{V} into U\mathcal{U} such that T=RST = RS.

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Problem 22.7

Let TT represent a transformation from a linear space V\mathcal{V} into a linear space W\mathcal{W}, and let SS and RR represent transformations from W\mathcal{W} into V\mathcal{V}. And, suppose that RT=IRT = I (where the identity transformation II is from V\mathcal{V} onto V\mathcal{V}) and that TS=ITS = I (where the identity transformation II is from W\mathcal{W} onto W\mathcal{W}).

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(a)

Show that TT is invertible.

(b)

Show that R=S=T−1R = S = T^{-1}.

Problem 22.8

Let TT represent an invertible transformation from a linear space V\mathcal{V} into a linear space W\mathcal{W}, let SS represent an invertible transformation from a linear space U\mathcal{U} into V\mathcal{V}, and let kk represent an arbitrary scalar. Using the results of Exercise 7 (or otherwise), show that

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(a)

kTkT is invertible and (kT)−1=(1/k)T−1(kT)^{-1} = (1/k)T^{-1} and that

(b)

TSTS is invertible and (TS)−1=S−1T−1(TS)^{-1} = S^{-1}T^{-1}.

Problem 22.9

Let TT represent a linear transformation from an nn-dimensional linear space V\mathcal{V} into an mm-dimensional linear space W\mathcal{W}. And, write U⋅Y\mathbf{U} \cdot \mathbf{Y} for the inner product of arbitrary matrices U\mathbf{U} and Y\mathbf{Y} in W\mathcal{W}. Further, let BB represent a set of matrices V1,…,Vn\mathbf{V}_{1}, \ldots , \mathbf{V}_{n} (in V\mathcal{V}) that form a basis for V\mathcal{V}, and let CC represent a set of matrices W1,…,Wm\mathbf{W}_{1}, \ldots , \mathbf{W}_{m} (in W\mathcal{W}) that form an orthonormal basis for W\mathcal{W}. Show that the matrix representation of TT with respect to BB and CC is the m×nm \times n matrix whose ijijth element is T(Vj)⋅WiT(\mathbf{V}_{j}) \cdot \mathbf{W}_{i}.

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Problem 22.10

Let TT represent the linear transformation from Rm×n\mathbb {R}^{m \times n} into Rn×m\mathbb {R}^{n \times m} defined by T(X)=X′T(\mathbf{X}) = \mathbf{X}'. And, let CC represent the natural basis for Rm×n\mathbb {R}^{m \times n}, comprising the mnmn matrices U11,U21,…,Um1,…,U1n,U2n,…,Umn\mathbf{U}_{11}, \mathbf{U}_{21}, \ldots , \mathbf{U}_{m1}, \ldots , \mathbf{U}_{1n}, \mathbf{U}_{2n}, \ldots , \mathbf{U}_{mn}, where (for i=1,…,mi = 1, \ldots , m and j=1,…,nj = 1, \ldots , n) Uij\mathbf{U}_{ij} is the m×nm \times n matrix whose ijijth element equals 1 and whose remaining mn−1mn-1 elements equal 0; and similarly let DD represent the natural basis for Rn×m\mathbb {R}^{n \times m}. Show that the matrix representation for TT with respect to the bases CC and DD is the vec-permutation matrix Kmn\mathbf{K}_{mn}.

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Problem 22.11

Let W\mathcal{W} represent the linear space of all p×pp \times p symmetric matrices, and let TT represent a linear transformation from Rm×n\mathbb {R}^{m \times n} into W\mathcal{W}. Further, let BB represent the natural basis for Rm×n\mathbb {R}^{m \times n}, comprising the mnmn matrices U11,U21,…,Um1,…,U1n,…,Umn\mathbf{U}_{11}, \mathbf{U}_{21}, \ldots , \mathbf{U}_{m1}, \ldots , \mathbf{U}_{1n}, \ldots , \mathbf{U}_{mn}, where (for i=1,…,mi = 1, \ldots , m and j=1,…,nj = 1, \ldots , n) Uij\mathbf{U}_{ij} is the m×nm \times n matrix whose ijijth element equals 1 and whose remaining mn−1mn-1 elements equal 0. And, let CC represent the usual basis for W\mathcal{W}.

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(a)

Show that, for any m×nm \times n matrix X\mathbf{X},

(LC−1TLB)(vec⁡X)=vech⁡[T(X)]. (L_{C}^{-1}TL_{B})(\operatorname {vec} X) = \operatorname {vech}[T(\mathbf{X})].
(b)

Show that the matrix representation of TT (with respect to BB and CC) equals the p(p+1)/2×mnp(p+1)/2 \times mn matrix

[vech⁡T(U11),…,vech⁡T(Um1),…,vech⁡T(U1n),…,vech⁡T(Umn)]. [\operatorname {vech} T(\mathbf{U}_{11}), \ldots , \operatorname {vech} T(\mathbf{U}_{m1}), \ldots , \operatorname {vech} T(\mathbf{U}_{1n}), \ldots , \operatorname {vech} T(\mathbf{U}_{mn})].
(c)

Suppose that p=m=np = m = n and that (for every n×nn \times n matrix X\mathbf{X})

T(X)=(1/2)(X+X′). T(\mathbf{X}) = (1/2)(\mathbf{X} + \mathbf{X}').

Show that the matrix representation of TT (with respect to BB and CC) equals

(Gn′Gn)−1Gn′ (\mathbf{G}_{n}'\mathbf{G}_{n})^{-1}\mathbf{G}_{n}'

(where Gn\mathbf{G}_{n} is the duplication matrix).

Problem 22.12

Let V\mathcal{V} represent an nn-dimensional linear space. Further, let B={V1,V2,…,Vn}B = \{ \mathbf{V}_{1}, \mathbf{V}_{2}, \ldots , \mathbf{V}_{n}\} represent a basis for V\mathcal{V}, and let A\mathbf{A} represent an n×nn \times n nonsingular matrix. And, for j=1,…,nj = 1, \ldots , n, let

Wj=f1jV1+f2jV2+⋯+fnjVn, \mathbf{W}_{j} = f_{1j}\mathbf{V}_{1} + f_{2j}\mathbf{V}_{2} + \cdots + f_{nj}\mathbf{V}_{n},

where (for i=1,…,ni = 1, \ldots , n) fijf_{ij} is the ijijth element of A−1\mathbf{A}^{-1}. Show that the set CC comprising the matrices W1,W2,…,Wn\mathbf{W}_{1}, \mathbf{W}_{2}, \ldots , \mathbf{W}_{n} is a basis for V\mathcal{V} and that A\mathbf{A} is the matrix representation of the identity transformation II (from V\mathcal{V} onto V\mathcal{V}) with respect to BB and CC.

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Problem 22.13

Let TT represent the linear transformation from R4×1\mathbb {R}^{4 \times 1} into R3×1\mathbb {R}^{3 \times 1} defined by

T(x)=(x1+x2,  x2+x3−x4,  x1−x3+x4)′, T(\mathbf{x}) = (x_{1}+x_{2}, \; x_{2}+x_{3}-x_{4}, \; x_{1}-x_{3}+x_{4})',

where x=(x1,x2,x3,x4)′\mathbf{x} = (x_{1}, x_{2}, x_{3}, x_{4})'. Further, let BB represent the natural basis for R4×1\mathbb {R}^{4 \times 1} (comprising the columns of I4\mathbf{I}_{4}), and let EE represent the basis (for R4×1\mathbb {R}^{4 \times 1}) comprising the four vectors (1,−1,0,−1)′(1,-1,0,-1)', (0,0,1,1)′(0,0,1,1)', (0,0,0,1)′(0,0,0,1)', and (1,1,0,0)′(1,1,0,0)'. And, let CC represent the natural basis for R3×1\mathbb {R}^{3 \times 1} (comprising the columns of I3\mathbf{I}_{3}), and FF represent the basis (for R3×1\mathbb {R}^{3 \times 1}) comprising the three vectors (1,0,1)′(1,0,1)', (1,1,0)′(1,1,0)', and (−1,0,0)′(-1,0,0)'.

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(a)

Find the matrix representation of TT with respect to BB and CC.

(b)

Find (1) the matrix representation of the identity transformation from R4×1\mathbb {R}^{4 \times 1} onto R4×1\mathbb {R}^{4 \times 1} with respect to EE and BB and (2) the matrix representation of the identity transformation from R3×1\mathbb {R}^{3 \times 1} onto R3×1\mathbb {R}^{3 \times 1} with respect to CC and FF.

(c)

Find the matrix representation of TT with respect to EE and FF via each of two approaches: (1) a direct approach, using the equality

WA=[T(V1),…,T(Vn)],(∗) \mathbf{W}\mathbf{A} = [T(\mathbf{V}_{1}), \ldots , T(\mathbf{V}_{n})], \tag {$*$}

where A\mathbf{A} is the matrix of a linear transformation TT from an nn-dimensional linear space V\mathcal{V} into Rm×1\mathbb {R}^{m \times 1}, where {V1,…,Vn}\{ \mathbf{V}_{1}, \ldots , \mathbf{V}_{n}\} is the basis for V\mathcal{V}, and where W\mathbf{W} is an m×mm \times m matrix whose columns form the basis for Rm×1\mathbb {R}^{m \times 1}; and (2) an indirect approach, using the results of Parts (a) and (b) in combination with the result that if A\mathbf{A} is the matrix representation of a linear transformation TT from a linear space V\mathcal{V} into a linear space W\mathcal{W} with respect to bases BB and CC (for V\mathcal{V} and W\mathcal{W}, respectively), then the matrix representation of TT with respect to alternative bases EE and FF is S−1AR\mathbf{S}^{-1}\mathbf{A}\mathbf{R}, where R\mathbf{R} is the matrix representation of the identity transformation from V\mathcal{V} onto V\mathcal{V} with respect to EE and BB and S\mathbf{S} is the matrix representation of the identity transformation from W\mathcal{W} onto W\mathcal{W} with respect to FF and CC.

(d)

Find rk⁡T\operatorname {rk} T and dim⁡[N(T)]\dim [N(T)]. Do so by, for instance, using the result that the rank of a linear transformation TT from an nn-dimensional linear space V\mathcal{V} into a linear space W\mathcal{W} equals the rank of its matrix representation (with respect to any bases BB and CC) and the result that dim⁡[N(T)]=n−rk⁡(T)\dim [N(T)] = n - \operatorname {rk}\left(T\right).

Problem 22.14

Let TT represent a linear transformation of rank kk (where k>0k > 0) from an nn-dimensional linear space V\mathcal{V} into an mm-dimensional linear space W\mathcal{W}. Show that there exists a basis EE for V\mathcal{V} and a basis FF for W\mathcal{W} such that the matrix representation of TT with respect to EE and FF is of the form (Ik000)\begin{pmatrix} \mathbf{I}_{k} & \mathbf{0} \\ \mathbf{0} & \mathbf{0} \end{pmatrix}.

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Problem 22.15

Let TT represent a linear transformation from an nn-dimensional linear space V\mathcal{V} into an mm-dimensional linear space W\mathcal{W}, and let A\mathbf{A} represent the matrix representation of TT with respect to bases BB and CC (for V\mathcal{V} and W\mathcal{W}, respectively). Use the result that an n×1n \times 1 vector x\mathbf{x} is in N(A)N(\mathbf{A}) if and only if the corresponding matrix LB(x)L_{B}(\mathbf{x}) is in N(T)N(T) [or equivalently that a matrix X\mathbf{X} (in V\mathcal{V}) is in N(T)N(T) if and only if the corresponding vector LB−1(X)L_{B}^{-1}(\mathbf{X}) is in N(A)N(\mathbf{A})] to devise a ``direct'' proof that dim⁡[N(T)]=dim⁡[N(A)]\dim [N(T)] = \dim [N(\mathbf{A})] (as opposed to deriving this equality as a corollary of the result that rk⁡T=rk⁡(A)\operatorname {rk} T = \operatorname {rk}\left(\mathbf{A}\right)).

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Problem 22.16

Let TT represent a linear transformation from an nn-dimensional linear space V\mathcal{V} into V\mathcal{V}.

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(a)

Let U\mathcal{U} represent an rr-dimensional subspace of V\mathcal{V}, and suppose that U\mathcal{U} is invariant relative to TT. Show that there exists a basis BB for V\mathcal{V} such that the matrix representation of TT with respect to BB and BB is of the (upper block-triangular) form (EF0H)\begin{pmatrix} \mathbf{E} & \mathbf{F} \\ \mathbf{0} & \mathbf{H} \end{pmatrix} (where E\mathbf{E} is of dimensions r×rr \times r).

(b)

Let U\mathcal{U} and W\mathcal{W} represent subspaces of V\mathcal{V} such that U⊕W=V\mathcal{U} \oplus \mathcal{W} = \mathcal{V} (i.e., essentially disjoint subspaces of V\mathcal{V} whose sum is V\mathcal{V}). Suppose that both U\mathcal{U} and W\mathcal{W} are invariant relative to TT. Show that there exists a basis BB for V\mathcal{V} such that the matrix representation of TT with respect to BB and BB is of the (block-diagonal) form \diag(E,H)\diag (\mathbf{E}, \mathbf{H}) [where the dimensions of E\mathbf{E} equal dim⁡(W)\dim (\mathcal{W})].

Problem 22.17

Let V\mathcal{V}, W\mathcal{W}, and U\mathcal{U} represent linear spaces.

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(a)

Show that the dual transformation of the identity transformation II from V\mathcal{V} onto V\mathcal{V} is II.

(b)

Show that the dual transformation of the zero transformation 010_{1} from V\mathcal{V} into W\mathcal{W} is the zero transformation 020_{2} from W\mathcal{W} into V\mathcal{V}.

(c)

Let SS represent the dual transformation of a linear transformation TT from V\mathcal{V} into W\mathcal{W}. Show that TT is the dual transformation of SS.

(d)

Let kk represent a scalar, and let SS represent the dual transformation of a linear transformation TT from V\mathcal{V} into W\mathcal{W}. Show that kSkS is the dual transformation of kTkT.

(e)

Let T1T_{1} and T2T_{2} represent linear transformations from V\mathcal{V} into W\mathcal{W}, and let S1S_{1} and S2S_{2} represent the dual transformations of T1T_{1} and T2T_{2}, respectively. Show that S1+S2S_{1} + S_{2} is the dual transformation of T1+T2T_{1} + T_{2}.

(f)

Let PP represent the dual transformation of a linear transformation SS from U\mathcal{U} into V\mathcal{V}, and let QQ represent the dual transformation of a linear transformation TT from V\mathcal{V} into W\mathcal{W}. Show that PQPQ is the dual transformation of TSTS.

Problem 22.18

Let SS represent the dual transformation of a linear transformation TT from an nn-dimensional linear space V\mathcal{V} into an mm-dimensional linear space W\mathcal{W}. And, let A={aij}\mathbf{A} = \{ a_{ij}\} represent the matrix representation of TT with respect to orthonormal bases CC and DD, and B={bij}\mathbf{B} = \{ b_{ij}\} represent the matrix representation of SS with respect to DD and CC. Using the result of Exercise 9 (or otherwise), show that B=A′\mathbf{B} = \mathbf{A}'.

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Problem 22.19

Let A\mathbf{A} represent an m×nm \times n matrix, let V\mathbf{V} represent an n×nn \times n symmetric positive definite matrix, and let W\mathbf{W} represent an m×mm \times m symmetric positive definite matrix. And let SS represent the dual transformation of the linear transformation TT from Rn×1\mathbb {R}^{n \times 1} into Rm×1\mathbb {R}^{m \times 1} defined by T(x)=AxT(\mathbf{x}) = \mathbf{A}\mathbf{x} (where x\mathbf{x} is an arbitrary n×1n \times 1 vector). Taking the inner product of arbitrary vectors x\mathbf{x} and z\mathbf{z} in Rn×1\mathbb {R}^{n \times 1} to be x′Vz\mathbf{x}'\mathbf{V}\mathbf{z} and the inner product of arbitrary vectors u\mathbf{u} and y\mathbf{y} in Rm×1\mathbb {R}^{m \times 1} to be u′Wy\mathbf{u}'\mathbf{W}\mathbf{y}, obtain a formula for S(y)S(\mathbf{y}) that generalizes the formula S(y)=A′yS(\mathbf{y}) = \mathbf{A}'\mathbf{y} (y∈Rm×1\mathbf{y} \in \mathbb {R}^{m \times 1}) obtained in the special case of the usual inner products (i.e., in the special case where V=In\mathbf{V} = \mathbf{I}_{n} and W=Im\mathbf{W} = \mathbf{I}_{m}).

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Problem 22.20

Let SS represent the dual transformation of a linear transformation TT from a linear space V\mathcal{V} into a linear space W\mathcal{W}.

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(a)

Show that [S(W)]⊥=N(T)[S(\mathcal{W})]^{\perp } = N(T) (i.e., that the orthogonal complement of the range space of SS equals the null space of TT).

(b)

Using the result of Part (c) of Exercise 17 (or otherwise), show that [N(S)]⊥=T(V)[N(S)]^{\perp } = T(\mathcal{V}) (i.e., that the orthogonal complement of the null space of SS equals the range space of TT).

(c)

Show that rk⁡S=rk⁡T\operatorname {rk} S = \operatorname {rk} T.