Chapter X

Metric vector spaces

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Problem 43.1

Which of the vector spaces with bilinear forms from problem 37.1 are metric?

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Problem 43.2

Prove that the real part f(x,y)f(x, y) and the imaginary part g(x,y)g(x, y) of a Hermitian function on a complex vector space VV are invariant under multiplication by ii, i.e., for any vectors x,y∈Vx, y \in V

f(ix,iy)=f(x,y),g(ix,iy)=g(x,y). f(i x, i y)=f(x, y), \quad g(i x, i y)=g(x, y).
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Problem 43.3

Prove that a metric vector space is the direct sum of a subspace LL and its orthogonal complement L⊥L^{\perp } if and only if the inner product on LL is nondegenerate, and that in this case the inner product on L⊥L^{\perp } is also nondegenerate.

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Problem 43.4

In the space Mn(C)\mathbf{M}_{n}(\mathbb {C}) with Hermitian inner product

(X,Y)=tr⁡(XtYˉ) (X, Y)=\operatorname {tr}\left(X^{t} \bar{Y}\right)

find the orthogonal complement of the subspace of:

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(a)

matrices with zero trace;

(b)

Hermitian matrices;

(c)

skew-Hermitian matrices;

(d)

upper triangular matrices.

Problem 43.5

Show that Hermitian and Euclidean spaces are normed.

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Problem 43.6

Which of the norms on the spaces Rn,Cn\mathbb {R}^{n}, \mathbb {C}^{n} from problem 42.1 are induced by a Euclidean or Hermitian metric?

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Problem 43.7

Complete the following system of vectors of a Euclidean or Hermitian space to an orthogonal basis:

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(a)

((1,−2,2,−3),(2,−3,2,4))((1,-2,2,-3),(2,-3,2,4));

(b)

((1,1,1,2),(1,2,3,−3))((1,1,1,2),(1,2,3,-3));

(c)

((23,13,23),(13,23,−23))\left(\left(\frac{2}{3}, \frac{1}{3}, \frac{2}{3}\right),\left(\frac{1}{3}, \frac{2}{3},-\frac{2}{3}\right)\right);

(d)

((12,12,12,12),(12,12,−12,−12))\left(\left(\frac{1}{2}, \frac{1}{2}, \frac{1}{2}, \frac{1}{2}\right),\left(\frac{1}{2}, \frac{1}{2},-\frac{1}{2},-\frac{1}{2}\right)\right);

(e)

((1,1−i,2),(−2,−1+3i,3−i))((1,1-i, 2),(-2,-1+3 i, 3-i));

(f)

((−i,2,−4+i),(4−i,−1,i))((-i, 2,-4+i),(4-i,-1, i)).

Problem 43.8

Find the orthogonal projection of a vector xx of a Euclidean (Hermitian) space onto the linear span of an orthonormal system of vectors (e1,…,ek)\left(e_{1}, \ldots , e_{k}\right).

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Problem 43.9

Prove that in any two subspaces of a Euclidean (Hermitian) space one can choose orthonormal bases (e1,…,ek)\left(e_{1}, \ldots , e_{k}\right) and (f1,…,fl)\left(f_{1}, \ldots , f_{l}\right) such that (ei,fj)=0\left(e_{i}, f_{j}\right)=0 for i≠ji \neq j and (ei,fi)⩾0\left(e_{i}, f_{i}\right) \geqslant 0.

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Problem 43.10

Let (e1,…,ek)\left(e_{1}, \ldots , e_{k}\right) and (f1,…,fl)\left(f_{1}, \ldots , f_{l}\right) be orthonormal bases of subspaces LL and MM of a Euclidean (Hermitian) space, and let A=((ei,fj))A=\left(\left(e_{i}, f_{j}\right)\right) be a matrix of order k×lk \times l. Prove that all characteristic numbers of the matrix tA⋅A{ }^{t} A \cdot A belong to the interval [0,1][0,1] and do not depend on the choice of bases in the subspaces LL and MM.

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Problem 43.11

Prove that every real symmetric matrix of rank ⩽n\leqslant n with nonnegative (respectively positive) principal minors is the Gram matrix of some system (respectively linearly independent system) of vectors of an nn-dimensional Euclidean space.

Prove the analogous statement for a Hermitian matrix and a Hermitian space.

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Problem 43.12

Prove that the sum of the squares of the lengths of the projections of the vectors of any orthonormal basis of a Euclidean (Hermitian) space onto a kk-dimensional subspace equals kk.

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Problem 43.13

Let GG be the matrix of the inner product in the basis (e1,…,en)\left(e_{1}, \ldots , e_{n}\right) of a Euclidean space VV. Find the transition matrix to the dual basis (f1,…,fn)\left(f_{1}, \ldots , f_{n}\right) and the matrix of the inner product in this basis.

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Problem 43.14

Let SS be the transition matrix from the basis e\mathbf{e} to the basis e′\mathbf{e}^{\prime }. Find the transition matrix from the basis e′\mathbf{e}^{\prime }, dual to e\mathbf{e}, to the basis f′\mathbf{f}^{\prime }, dual to f\mathbf{f}:

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(a)

in a Euclidean space;

(b)

in a Hermitian space.

Problem 43.15

Using the orthogonalization process, construct an orthogonal basis of the linear span of the system of vectors of a Euclidean (Hermitian) space:

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(a)

((1,2,2,−1),(1,1,−5,3),(3,2,8,−7))((1,2,2,-1),(1,1,-5,3),(3,2,8,-7));

(b)

((1,1,−1,−2),(5,8,−2,−3),(3,9,3,8))((1,1,-1,-2),(5,8,-2,-3),(3,9,3,8));

(c)

((2,1,3,−1),(7,4,3,−3),(1,1,−6,0),(5,7,7,8))((2,1,3,-1),(7,4,3,-3),(1,1,-6,0),(5,7,7,8));

(d)

((2,1,−i),(1−i,2,0),(−i,0,1−i))((2,1,-i),(1-i, 2,0),(-i, 0,1-i));

(e)

((0,1−i,2),(−i,2+3i,i),(0,0,2i))((0,1-i, 2),(-i, 2+3 i, i),(0,0,2 i)).

Problem 43.16

Find a basis of the orthogonal complement of the linear span of the system of vectors of a Euclidean (Hermitian) space:

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(a)

((1,0,2,1),(2,1,2,3),(0,1,−2,1))((1,0,2,1),(2,1,2,3),(0,1,-2,1));

(b)

((1,1,1,1),(−1,1,−1,1),(2,0,2,0))((1,1,1,1),(-1,1,-1,1),(2,0,2,0));

(c)

((0,1+2i,−i),(1,−1,2−i))((0,1+2 i,-i),(1,-1,2-i)).

Problem 43.17

Prove that the systems of linear equations defining a linear subspace of Rn\mathbb {R}^{n} and its orthogonal complement are related as follows: the coefficients of a linearly independent system defining one of these subspaces are the coordinates of the basis vectors of the other subspace.

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Problem 43.18

Find the equations defining the orthogonal complement of the subspace given by the system of equations:

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(a)

{2x1+x2+3x3−x4=0,3x1+2x2−2x4=0,3x1+x2+4x3−x4=0;\begin{cases} 2 x_{1}+x_{2}+3 x_{3}-x_{4}=0, \\ 3 x_{1}+2 x_{2}-2 x_{4}=0, \\ 3 x_{1}+x_{2}+4 x_{3}-x_{4}=0 ; \end{cases}

(b)

{2x1−3x2+4x3−3x4=0,3x1−x2+11x3−13x4=0,4x1+x2+18x3−23x4=0;\begin{cases} 2 x_{1}-3 x_{2}+4 x_{3}-3 x_{4}=0, \\ 3 x_{1}-x_{2}+11 x_{3}-13 x_{4}=0, \\ 4 x_{1}+x_{2}+18 x_{3}-23 x_{4}=0 ; \end{cases}

(c)

{x1+(1−i)x2−ix3=0,−ix1+4x2=0.\begin{cases} x_{1}+(1-i) x_{2}-i x_{3}=0, \\ -i x_{1}+4 x_{2}=0. \end{cases}

Problem 43.19

Find the projection of the vector xx onto the subspace LL and the orthogonal component of the vector xx:

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(a)

x=(4,−1,−3,4)x=(4,-1,-3,4) and L=⟨(1,1,1,1),(1,2,2,−1),(1,0,0,3)⟩L=\langle (1,1,1,1),(1,2,2,-1),(1,0,0,3)\rangle;

(b)

x=(5,2,−2,2)x=(5,2,-2,2) and L=⟨(2,1,1,−1),(1,1,3,0),(1,2,8,1)⟩L=\langle (2,1,1,-1),(1,1,3,0),(1,2,8,1)\rangle;

(c)

x=(7,−4,−1,2)x=(7,-4,-1,2) and LL is given by the system of equations

{2x1+x2+x3+3x4=03x1+2x2+2x3+x4=0x1+2x2+2x3−4x4=0 \begin{cases} 2 x_{1}+x_{2}+x_{3}+3 x_{4}=0 \\ 3 x_{1}+2 x_{2}+2 x_{3}+x_{4}=0 \\ x_{1}+2 x_{2}+2 x_{3}-4 x_{4}=0 \end{cases}
(d)

x=(0,1+i,−i)x=(0,1+i,-i) and L=⟨(−i,2+i,0),(3,−i+1,i)⟩L=\langle (-i, 2+i, 0),(3,-i+1, i)\rangle;

(e)

x=(i,2−i,0)x=(i, 2-i, 0) and LL is given by the system of equations

{(2+i)x1−ix2+2x3+ix4=0(2+i)x1−ix2+2x3+ix4=05x1+(−1+i)x2+x3=0 \begin{cases} (2+i) x_{1}-i x_{2}+2 x_{3}+i x_{4}=0 \\ (2+i) x_{1}-i x_{2}+2 x_{3}+i x_{4}=0 \\ 5 x_{1}+(-1+i) x_{2}+x_{3}=0 \end{cases}
Problem 43.20

Prove that if, in the process of orthogonalization, the system of vectors a1,…,ana_{1}, \ldots , a_{n} passes into the system b1,…,bnb_{1}, \ldots , b_{n}, then the vector bkb_{k} is the orthogonal component of the vector aka_{k} relative to the linear span of the system a1,…,ak−1(k>1)a_{1}, \ldots , a_{k-1}(k>1).

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Problem 43.21

Find the distance from the vector xx to the subspace given by the system of equations:

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(a)

x=(2,4,0,−1),{2x1+2x2+x3+x4=0,2x1+4x2+2x3+4x4=0;x=(2,4,0,-1), \quad \begin{cases} 2 x_{1}+2 x_{2}+x_{3}+x_{4}=0, \\ 2 x_{1}+4 x_{2}+2 x_{3}+4 x_{4}=0 ; \end{cases}

(b)

x=(3,3,−4,2),{x1+2x2+x3−x4=0x1+3x2+x3−3x4=0x=(3,3,-4,2), \quad \begin{cases} x_{1}+2 x_{2}+x_{3}-x_{4}=0 \\ x_{1}+3 x_{2}+x_{3}-3 x_{4}=0 \end{cases}

(c)

x=(3,3,−1,1,−1),2x1−2x2+3x3−2x4+2x5=0x=(3,3,-1,1,-1), \quad 2 x_{1}-2 x_{2}+3 x_{3}-2 x_{4}+2 x_{5}=0;

(d)

x=(3,3,−1,1,−1),x1−3x2+2x4−x5=0x=(3,3,-1,1,-1), \quad x_{1}-3 x_{2}+2 x_{4}-x_{5}=0;

(e)

x=(0,−i,1+i),x1+ix2−(2−i)x3=0x=(0,-i, 1+i), \quad x_{1}+i x_{2}-(2-i) x_{3}=0;

(f)

x=(1,−1,i),x1+(5+4i)x2−ix3=0x=(1,-1, i), \quad x_{1}+(5+4 i) x_{2}-i x_{3}=0.

Problem 43.22

Let (e1,…,ek)\left(e_{1}, \ldots , e_{k}\right) be an orthonormal system of vectors of an nn-dimensional Euclidean (Hermitian) space. Prove that for any vector xx Bessel's inequality holds

∑i=1k∣(x,ei)∣2⩽∥x∥2 \sum _{i=1}^{k}\left|\left(x, e_{i}\right)\right|^{2} \leqslant \left\| x\right\| ^{2}

and equality is attained for any xx if and only if k=nk=n, i.e., the given system of vectors is an orthonormal basis of the space VV (Parseval's equality).

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Problem 43.23

Using the Cauchy inequality, prove that

∣∑i=1kaibi∣2⩽∑i,j=1k∣ai∣2∣bi∣2 \left|\sum _{i=1}^{k} a_{i} b_{i}\right|^{2} \leqslant \sum _{i, j=1}^{k}\left|a_{i}\right|^{2}\left|b_{i}\right|^{2}

for any complex numbers a1,…,ak,b1,…,bka_{1}, \ldots , a_{k}, b_{1}, \ldots , b_{k}.

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Problem 43.24

Prove that the square of the distance from a vector xx of a Euclidean (Hermitian) space to the subspace with basis (e1,…,ek)(e_{1}, \ldots , e_{k}) equals the ratio of the Gram determinants of the systems of vectors (e1,…,ek,x)\left(e_{1}, \ldots , e_{k}, x\right) and (e1,…,ek)\left(e_{1}, \ldots , e_{k}\right).

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Problem 43.25

Prove that the Gram determinant of any system of vectors:

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(a)

does not change in the process of orthogonalization;

(b)

is nonnegative;

(c)

is zero if and only if the system is linearly dependent;

(d)

does not exceed the product of the squares of the lengths of the vectors of the system, with equality holding if and only if the vectors are pairwise orthogonal or one of them is zero.

Problem 43.26

Prove that the determinant of the matrix of a positive definite quadratic form does not exceed the product of the entries on its main diagonal.

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Problem 43.27

Prove that for any real square matrix A=(aij)A=\left(a_{i j}\right) of order nn Hadamard's inequality holds

(det⁡A)2⩽∏i=1n(∑j=1naij2), (\operatorname {det} A)^{2} \leqslant \prod _{i=1}^{n}\left(\sum _{j=1}^{n} a_{i j}^{2}\right),

with equality holding if and only if either

∑k=1naikajk=0(i,j=1,…,n;i≠j) \sum _{k=1}^{n} a_{i k} a_{j k}=0 \quad (i, j=1, \ldots , n ; \quad i \neq j)

or the matrix AA has a zero row. Formulate and prove the analogous statement for a complex matrix AA.

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Problem 43.28

Find the lengths of the sides and the interior angles of triangle ABCA B C in the space R5\mathbb {R}^{5}:

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(a)

A=(2,4,2,4,2),B=(6,4,4,4,6),C=(5,7,5,7,2)A=(2,4,2,4,2), \quad B=(6,4,4,4,6), \quad C=(5,7,5,7,2)

(b)

A=(1,2,3,2,1),B=(3,4,0,4,3),C=(1+52678,2+51378,3+101378,2+51378,1+52678)A=(1,2,3,2,1), \quad B=(3,4,0,4,3), \quad C=\left(1+\frac{5}{26} \sqrt{78}, 2+\frac{5}{13} \sqrt{78}, 3+\frac{10}{13} \sqrt{78}, 2+\frac{5}{13} \sqrt{78}, 1+\frac{5}{26} \sqrt{78}\right)

Problem 43.29

Using the inner product of vectors, prove that:

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(a)

the sum of the squares of the diagonals of a parallelogram equals the sum of the squares of its sides;

(b)

the square of a side of a triangle equals the sum of the squares of the other two sides minus twice the product of these sides and the cosine of the angle between them.

Problem 43.30

Using the method of least squares, solve the overdetermined system of linear equations:

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(a)

{x1+x2−3x3=−1,2x1+x2−2x3=1,x1+x2+x3=3,x1+2x2−3x3=1;\begin{cases} x_{1}+x_{2}-3 x_{3}=-1, \\ 2 x_{1}+x_{2}-2 x_{3}=1, \\ x_{1}+x_{2}+x_{3}=3, \\ x_{1}+2 x_{2}-3 x_{3}=1 ; \end{cases}

(b)

{2x1−5x2+3x3+x4=5,3x1−7x2+3x3−x4=−1,5x1−9x2+6x3+2x4=7,4x1−6x2+3x3+x4=8.\begin{cases} 2 x_{1}-5 x_{2}+3 x_{3}+x_{4}=5, \\ 3 x_{1}-7 x_{2}+3 x_{3}-x_{4}=-1, \\ 5 x_{1}-9 x_{2}+6 x_{3}+2 x_{4}=7, \\ 4 x_{1}-6 x_{2}+3 x_{3}+x_{4}=8. \end{cases}

Problem 43.31

Prove that the square of the diagonal of an nn-dimensional rectangular parallelepiped equals the sum of the squares of its edges emanating from one vertex.

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Problem 43.32

Find the number of diagonals of an nn-dimensional cube orthogonal to a given diagonal.

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Problem 43.33

Find the length of the diagonal of an nn-dimensional cube with edge aa and the angles between the diagonals of the cube and its edges.

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Problem 43.34

Find the radius of the ball circumscribed about an nn-dimensional cube with edge aa, and solve the inequality R<aR<a.

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Problem 43.35

Prove that the length of the orthogonal projection of an edge of an nn-dimensional cube onto any of its diagonals equals 1/n1 / n of the length of the diagonal.

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Problem 43.36

Compute the volume of the nn-dimensional parallelepiped with sides:

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(a)

(1,−1,1,−1),(1,1,1,1),(1,0,−1,0),(0,1,0,−1)(1,-1,1,-1),(1,1,1,1),(1,0,-1,0),(0,1,0,-1);

(b)

(1,1,1,1),(1,−1,−1,1),(2,1,1,3),(0,1,−1,0)(1,1,1,1),(1,-1,-1,1),(2,1,1,3),(0,1,-1,0);

(c)

(1,1,1,2,1),(1,0,0,1,−2),(2,1,−1,0,2)(1,1,1,2,1),(1,0,0,1,-2),(2,1,-1,0,2),

(0,7,3,−4,−2),(39,−37,51,−29,5); (0,7,3,-4,-2), \quad (39,-37,51,-29,5) ;
(d)

(1,0,0,2,5),(0,1,0,3,4),(0,0,1,4,7)(1,0,0,2,5), \quad (0,1,0,3,4), \quad (0,0,1,4,7),

(2,−3,4,11,12),(0,0,0,0,1) (2,-3,4,11,12), \quad (0,0,0,0,1)
Problem 43.37

Prove that for the volume of a parallelepiped the inequality holds

V(a1,…,ak,b1,…,bl)⩽V(a1,…,ak)⋅V(b1,…,bl), V\left(a_{1}, \ldots , a_{k}, b_{1}, \ldots , b_{l}\right) \leqslant V\left(a_{1}, \ldots , a_{k}\right) \cdot V\left(b_{1}, \ldots , b_{l}\right),

with equality holding if and only if (ai,bj)=0\left(a_{i}, b_{j}\right)=0 for all ii and jj.

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Problem 43.38

Find the angle between the vector xx and the subspace LL:

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(a)

L=⟨(3,4,−4,−1),(0,1,−1,2)⟩,x=(2,2,1,1)L=\langle (3,4,-4,-1),(0,1,-1,2)\rangle , \quad x=(2,2,1,1);

(b)

L=⟨(5,3,4,−3),(1,1,4,5),(2,−1,1,2)⟩,x=(1,0,3,0)L=\langle (5,3,4,-3),(1,1,4,5),(2,-1,1,2)\rangle , \quad x=(1,0,3,0);

(c)

L=⟨(1,1,1,1),(1,2,0,0),(1,3,1,1)⟩,x=(1,1,0,0)L=\langle (1,1,1,1),(1,2,0,0),(1,3,1,1)\rangle , \quad x=(1,1,0,0);

(d)

L=⟨(0,0,0,1),(1,−1,−1,1),(−3,3,3,0)⟩,x=(1,2,3,0)L=\langle (0,0,0,1),(1,-1,-1,1),(-3,3,3,0)\rangle , \quad x=(1,2,3,0).

Problem 43.39

Prove that if every two distinct vectors among kk vectors of a Euclidean space VV form an angle of π/3\pi / 3 with each other, then k⩽dim⁡Vk \leqslant \operatorname {dim} V.

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Problem 43.40

Prove that if every two distinct vectors among kk vectors of a Euclidean space form an obtuse angle, then k⩽1+dim⁡Vk \leqslant 1+\operatorname {dim} V.

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Problem 43.41

Find the angle between the diagonal of an nn-dimensional cube and its kk-dimensional face.

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Problem 43.42

Find the angle between the two-dimensional faces a0a1a2a_{0} a_{1} a_{2} and a0a3a4a_{0} a_{3} a_{4} of a regular four-dimensional simplex a0a1a2a3a4a_{0} a_{1} a_{2} a_{3} a_{4}.

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Problem 43.43

Find the angle between the subspaces

⟨(1,0,0,0),(0,1,0,0,)⟩,⟨(1,1,1,1),(1,−1,1,−1)⟩. \langle (1,0,0,0),(0,1,0,0,)\rangle , \quad \langle (1,1,1,1),(1,-1,1,-1)\rangle .
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Problem 43.44

The polynomials

P0(x)=1,Pk(x)=12kk!dkdxk[(x2−1)k](k=1,2,…,n) P_{0}(x)=1, \quad P_{k}(x)=\frac{1}{2^{k} k!} \frac{d^{k}}{d x^{k}}\left[\left(x^{2}-1\right)^{k}\right] \quad (k=1,2, \ldots , n)

are called Legendre polynomials.

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(a)

Prove that the Legendre polynomials form an orthogonal basis in the Euclidean space R[x]n\mathbb {R}\left[x\right]_{n} with inner product

∫−11f(x)g(x)dx \int _{-1}^{1} f(x) g(x) d x
(b)

Find the explicit form of the polynomials Pk(x)P_{k}(x) for k⩽4k \leqslant 4.

(c)

Prove that deg⁡Pk(x)=k\operatorname {deg} P_{k}(x)=k, and find an expanded expression for Pk(x)P_{k}(x) for all kk.

(d)

Compute the length of the Legendre polynomial Pk(x)P_{k}(x).

(e)

Compute the value of Pk(1)P_{k}(1).

(f)

Prove that applying the orthogonalization process to the basis (1,x,x2,…,xn)\left(1, x, x^{2}, \ldots , x^{n}\right) of the space R[x]n\mathbb {R}\left[x\right]_{n} yields a basis whose elements differ from the corresponding Legendre polynomials only by constant factors, and find these factors.

(g)

Prove that the integral ∫−11f(x)2dx\int_{-1}^{1} f(x)^{2} d x, where f(x)f(x) is a polynomial of degree nn with real coefficients and leading coefficient 1, attains its minimum

22n+1(2n+1)(2nn)2 \frac{2^{2 n+1}}{(2 n+1)\binom {2 n}{n}^{2}}

at

f(x)=2n(2nn)Pn(x) f(x)=\frac{2^{n}}{\binom {2 n}{n}} P_{n}(x)
Problem 43.45

In the space R[x]n\mathbb {R}\left[x\right]_{n} with inner product

∫−11f(x)g(x)dx \int _{-1}^{1} f(x) g(x) d x

find:

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(a)

the volume of the parallelepiped P(1,x,…,xn)P\left(1, x, \ldots , x^{n}\right);

(b)

the distance from the vector xnx^{n} to the subspace R[x]n−1\mathbb {R}\left[x\right]_{n-1}.

Problem 43.46

In the space LL of continuous functions on the interval [−π,π][-\pi , \pi ] with inner product

(f,g)=1π∫−ππf(t)g(t)dt (f, g)=\frac{1}{\pi } \int _{-\pi }^{\pi } f(t) g(t) d t

find the projection of the function tmt^{m} onto the subspace

V=⟨1,cos⁡t,sin⁡t,…,cos⁡nt,sin⁡nt⟩ V=\langle 1, \cos t, \sin t, \ldots , \cos n t, \sin n t\rangle
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Problem 43.47

Let VV be a pseudo-Euclidean space of signature (p,q)(p, q) and WW a subspace of VV. Prove that:

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(a)

if the inner product on WW is positive definite, then dim⁡W⩽p\operatorname {dim} W \leqslant p;

(b)

if (x,x)=0(x, x)=0 for any x∈Wx \in W, then dim⁡W⩽min⁡(p,q)\operatorname {dim} W \leqslant \min (p, q).

Problem 43.48

Let a nondegenerate inner product of signature (p,q)(p, q) be given on a vector space, and suppose its restriction to a subspace WW is a nondegenerate inner product of signature (p′,q′)(p^{\prime }, q^{\prime }). Prove that the restriction of the inner product to W⊥W^{\perp } is nondegenerate and has signature (p−p′,q−q′)\left(p-p^{\prime }, q-q^{\prime }\right).

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Problem 43.49

Prove that in a pseudo-Euclidean space of signature (p,q)(p, q), where pp and qq are both nonzero, there exists a basis consisting of isotropic vectors.

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Problem 44.1

Prove the following properties of the operation of passing to the adjoint operator in a metric space:

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(a)

A∗∗=A\mathcal{A}^{* *}=\mathcal{A};

(b)

(A+B)∗=A∗+B∗(\mathcal{A}+\mathcal{B})^{*}=\mathcal{A}^{*}+\mathcal{B}^{*};

(c)

(AB)∗=B∗A∗(\mathcal{A B})^{*}=\mathcal{B}^{*} \mathcal{A}^{*};

(d)

(λA)∗=λˉA∗(\lambda \mathcal{A})^{*}=\bar{\lambda } \mathcal{A}^{*};

(e)

A∗A\mathcal{A}^{*} \mathcal{A} and AA∗\mathcal{A} \mathcal{A}^{*} are self-adjoint operators;

(f)

if the operator A\mathcal{A} is nonsingular, then (A−1)∗=(A∗)−1\left(\mathcal{A}^{-1}\right)^{*}=\left(\mathcal{A}^{*}\right)^{-1}.

Problem 44.2

Find the matrix of the operator A∗\mathcal{A}^{*} in the basis e\mathbf{e} of a metric vector space VV, if the operator A\mathcal{A} has matrix AA in this basis and the inner product has matrix GG.

?
Problem 44.3

Let (e1,e2)\left(e_{1}, e_{2}\right) be an orthonormal basis of a metric vector space and let the operator A\mathcal{A} have matrix (121−1)\left(\begin{array}{rr}1 & 2 \\ 1 & -1\end{array}\right) in the basis (e1,e1+e2)\left(e_{1}, e_{1}+e_{2}\right). Find the matrix of the operator A∗\mathcal{A}^{*} in this basis.

?
Problem 44.4

Find the operator adjoint to the projection of the coordinate plane onto the abscissa axis parallel to the bisector of the first and third quadrants.

?
Problem 44.5

Let A\mathcal{A} be the projection of a metric vector space VV onto a subspace V1V_{1} parallel to a subspace V2V_{2}. Prove that:

?
(a)

V=V1⊥⊕V2⊥V=V_{1}^{\perp } \oplus V_{2}^{\perp };

(b)

A∗\mathcal{A}^{*} is the projection of the space VV onto V2⊥V_{2}^{\perp } parallel to V1⊥V_{1}^{\perp }.

Problem 44.6

Prove that if a subspace of a metric vector space is invariant with respect to a linear operator A\mathcal{A}, then its orthogonal complement is invariant with respect to the operator A∗\mathcal{A}^{*}.

?
Problem 44.7

Prove that the kernel and image of the adjoint operator A∗\mathcal{A}^{*} are the orthogonal complements of the image and kernel of the operator A\mathcal{A}, respectively.

?
Problem 44.8

Prove that if xx is an eigenvector of the operators A\mathcal{A} and A∗\mathcal{A}^{*} in a metric vector space with eigenvalues λ\lambda and μ\mu, then μ=λˉ\mu =\bar{\lambda }.

?
Problem 44.9

Let VV be the space of real infinitely differentiable periodic functions of period h>0h>0 with inner product ∫0hf(x)g(x)dx\int_{0}^{h} f(x) g(x) d x.

?
(a)

Find the operator adjoint to the differentiation operator D\mathcal{D}.

(b)

Prove that the maps A\mathcal{A} and B\mathcal{B}, given by the rules

A(f)=∑i=0nuiDi(f),B(f)=∑i=0n(−1)iDi(uif) \mathcal{A}(f)=\sum _{i=0}^{n} u_{i} \mathcal{D}^{i}(f), \quad \mathcal{B}(f)=\sum _{i=0}^{n}(-1)^{i} \mathcal{D}^{i}\left(u_{i} f\right)

where u0,u1…,un∈Vu_{0}, u_{1} \ldots , u_{n} \in V are fixed functions, are linear operators in VV and B=A∗\mathcal{B}=\mathcal{A}^{*}.

(c)

Prove that the operator defined by the rule

A(f)=sin⁡22πhxD2(f)+2πhsin⁡4πhxD(f) \mathcal{A}(f)=\sin ^{2} \frac{2 \pi }{h} x \mathcal{D}^{2}(f)+\frac{2 \pi }{h} \sin \frac{4 \pi }{h} x \mathcal{D}(f)

is self-adjoint.

Problem 44.10

Let VV be the space of real infinitely differentiable functions on the interval [a,b][a, b] with inner product ∫abf(x)g(x)dx\int_{a}^{b} f(x) g(x) d x. Prove that:

?
(a)

if the functions u0,…,un∈Vu_{0}, \ldots , u_{n} \in V satisfy the conditions

Di(uj)(a)=Di(uj)(b)=0(j=1,…,n;i=0,1,…,j−1) \mathcal{D}^{i}\left(u_{j}\right)(a)=\mathcal{D}^{i}\left(u_{j}\right)(b)=0 \quad (j=1, \ldots , n ; i=0,1, \ldots , j-1)

then the maps A\mathcal{A} and B\mathcal{B}, defined by the rules

A(f)=∑i=0nuiDi(f),B(f)=∑i=0n(−1)iDi(uif), \mathcal{A}(f)=\sum _{i=0}^{n} u_{i} \mathcal{D}^{i}(f), \quad \mathcal{B}(f)=\sum _{i=0}^{n}(-1)^{i} \mathcal{D}^{i}\left(u_{i} f\right),

are linear operators in VV and B=A∗\mathcal{B}=\mathcal{A}^{*};

(b)

the linear operator A\mathcal{A}, defined by the rule

A(f)=(x−a)2(x−b)2D2(f)+2(x−a)(x−b)(2x−a−b)D(f), \mathcal{A}(f)=(x-a)^{2}(x-b)^{2} \mathcal{D}^{2}(f)+2(x-a)(x-b)(2 x-a-b) \mathcal{D}(f),

is self-adjoint.

Problem 44.11

Prove that if the linear operators A\mathcal{A} and B\mathcal{B} in the space R[x]\mathbb {R}\left[x\right] with inner product ∫abf(x)g(x)dx\int_{a}^{b} f(x) g(x) d x are defined by the rules

A(f)=∫abP(x,y)f(y)dy,B(f)=∫abP(x,y)f(y)dy \mathcal{A}(f)=\int _{a}^{b} P(x, y) f(y) d y, \quad \mathcal{B}(f)=\int _{a}^{b} P(x, y) f(y) d y

where P(x,y)∈R[x,y]P(x, y) \in \mathbb {R}\left[x, y\right], then B=A∗\mathcal{B}=\mathcal{A}^{*}.

?
Problem 44.12

Prove that if A\mathcal{A} is a self-adjoint operator, then the function f(x,y)=(Ax,y)f(x, y)=(\mathcal{A} x, y) is Hermitian.

?
Problem 44.13

Prove that if A\mathcal{A} and B\mathcal{B} are self-adjoint operators in a metric vector space VV and (Ax,x)=(Bx,x)(\mathcal{A} x, x)=(\mathcal{B} x, x) for all x∈Vx \in V, then A=B\mathcal{A}=\mathcal{B}.

?
Problem 44.14

Prove that an operator A\mathcal{A} in a Euclidean or Hermitian space VV is normal if and only if ∣Ax∣=∣A∗x∣\left|\mathcal{A} x\right|=\left|\mathcal{A}^{*} x\right| for all x∈Vx \in V.

?
Problem 44.15

Prove that if xx is an eigenvector of a normal operator A\mathcal{A} in a Euclidean or Hermitian space with eigenvalue λ\lambda, then xx is an eigenvector of the operator A∗\mathcal{A}^{*} with eigenvalue λˉ\bar{\lambda }.

?
Problem 44.16

Prove that eigenvectors of a normal operator in a metric vector space with distinct eigenvalues are orthogonal.

?
Problem 44.17

Prove that:

?
(a)

the orthogonal complement of the linear span of an eigenvector of a normal operator A\mathcal{A} in a Euclidean or Hermitian space is invariant with respect to A\mathcal{A};

(b)

an operator in a Hermitian space is normal if and only if it has an orthonormal eigenbasis;

(c)

an operator in a Euclidean or metric space is normal if and only if every eigenvector of it is an eigenvector of the adjoint operator.

Problem 44.18

Prove that any set of commuting normal operators in a Hermitian space has a common orthonormal basis.

?
Problem 44.19

Prove that if a normal operator A\mathcal{A} in a Hermitian space commutes with an operator B\mathcal{B}, then A\mathcal{A} commutes with B∗\mathcal{B}^{*}.

?
Problem 44.20

Let A,B\mathcal{A}, B be normal operators in a Hermitian space, with the characteristic polynomials of these operators equal. Prove that the matrices of the operators A\mathcal{A} and BB are similar in any basis.

?
Problem 44.21

Let A\mathcal{A} be a normal nilpotent operator in a Hermitian space. Then A=0\mathcal{A}=0.

?
Problem 44.22

An operator A\mathcal{A} in a Hermitian space is normal if and only if A∗=p(A)\mathcal{A}^{*}=p(\mathcal{A}) for some polynomial p(t)p(t).

?
Problem 44.23

For every polynomial

f(x)=∑i=0naixi∈K[x] f(x)=\sum _{i=0}^{n} a_{i} x^{i} \in K[x]

set

fˉ(x)=∑i=0naˉixi \bar{f}(x)=\sum _{i=0}^{n} \bar{a}_{i} x^{i}

Prove that if A\mathcal{A} is an operator in a metric space, then:

?
(a)

f(A)∗=f(A∗)‾f(\mathcal{A})^{*}=\overline{f\left(\mathcal{A}^{*}\right)};

(b)

if f(A)=0f(\mathcal{A})=0, then f(A∗)‾=0\overline{f\left(\mathcal{A}^{*}\right)}=0.

Problem 44.24

Let A\mathcal{A} be a normal operator in a metric vector space VV and f(x)∈K[x]f(x) \in K[x].

Prove that:

?
(a)

the kernel Ker⁡f(A)\operatorname {Ker} f(\mathcal{A}) is invariant with respect to A∗\mathcal{A}^{*};

(b)

Ker⁡f(A∗)‾=Ker⁡f(A)\operatorname {Ker} \overline{f\left(\mathcal{A}^{*}\right)}=\operatorname {Ker} f(\mathcal{A});

(c)

if f(x)=f1(x)f2(x)f(x)=f_{1}(x) f_{2}(x), where f1(x)f_{1}(x) and f2(x)f_{2}(x) are coprime, then Ker⁡f(A)\operatorname {Ker} f(\mathcal{A}) is the orthogonal direct sum of the subspaces Ker⁡f1(A)\operatorname {Ker} f_{1}(\mathcal{A}) and Ker⁡f2(A)\operatorname {Ker} f_{2}(\mathcal{A});

(d)

if (f(A))n=0(f(\mathcal{A}))^{n}=0, then f(A)=0f(\mathcal{A})=0.

Problem 44.25

Let A\mathcal{A} be a normal operator in a Euclidean space VV, with A2=−E\mathcal{A}^{2}=-E. Prove that A∗=−A\mathcal{A}^{*}=-\mathcal{A}.

?
Problem 44.26

Let p(t)=t2+at+bp(t)=t^{2}+a t+b be a real irreducible polynomial. Suppose that A\mathcal{A} is a normal operator in a Euclidean space, with p(A)=0p(\mathcal{A})=0. Prove that A∗=−A−aEA^{*}=-\mathcal{A}-a E.

?
Problem 44.27

Let A\mathcal{A} be a normal linear operator in a Euclidean space VV, and let UU be a two-dimensional A\mathcal{A}-invariant subspace of VV such that A\mathcal{A} has no eigenvectors in UU. Prove that:

?
(a)

UU is invariant with respect to A∗\mathcal{A}^{*};

(b)

U⊥U^{\perp } is invariant with respect to A\mathcal{A} and A∗\mathcal{A}^{*}.

Problem 44.28

Let A\mathcal{A} be a normal linear operator in a two-dimensional Euclidean space UU, such that A\mathcal{A} has no eigenvectors. Let e=(e1,e2)\mathbf{e}=\left(e_{1}, e_{2}\right) be an orthonormal basis. Prove that the matrix of the operator A\mathcal{A} in the basis e\mathbf{e} has the form

[a−bba] \left[\begin{smallmatrix} a & -b \\ b & a \end{smallmatrix}\right]
?
Problem 44.29

Let A\mathcal{A} be a normal operator in a Euclidean space VV. Prove that in VV there exists an orthonormal basis in which the matrix of the operator A\mathcal{A} has the block-diagonal form

[A10⋱0An], \left[\begin{smallmatrix} A_{1} & & 0 \\ & \ddots & \\ 0 & & A_{n} \end{smallmatrix}\right],

the size of the blocks AiA_{i} is at most two, and the blocks AiA_{i} of size two have the form

[ai−bibiai]. \left[\begin{smallmatrix} a_{i} & -b_{i} \\ b_{i} & a_{i} \end{smallmatrix}\right].
?
Problem 44.30

Prove that every operator in a Euclidean (Hermitian) space is the sum of a symmetric and a skew-symmetric (Hermitian and skew-Hermitian) operator.

?
Problem 44.31

Prove that an operator A\mathcal{A} in a Euclidean space VV is skew-symmetric if and only if for every x∈Vx \in V the vectors xx and Ax\mathcal{A} x are orthogonal.

?
Problem 44.32

Prove that for every skew-symmetric operator in a Euclidean space there exists an orthonormal basis in which its matrix has block-diagonal form, where the main diagonal consists of zeros or blocks of the form

[0−αα0],α∈R \left[\begin{smallmatrix} 0 & -\alpha \\ \alpha & 0 \end{smallmatrix}\right], \quad \alpha \in \mathbb {R}
?
Problem 45.1

Prove that the product of two self-adjoint operators in a metric vector space is a self-adjoint operator if and only if these operators commute.

?
Problem 45.2

Prove that if A\mathcal{A} and B\mathcal{B} are self-adjoint operators in a metric vector space, then:

?
(a)

the operator AB+BA\mathcal{A B}+\mathcal{B} \mathcal{A} is self-adjoint;

(b)

for λˉ=−λ\bar{\lambda }=-\lambda the operator λ(AB−BA)\lambda (\mathcal{A B}-\mathcal{B A}) is self-adjoint.

Problem 45.3

Prove that the projection of a metric space L1⊕L2L_{1} \oplus L_{2} onto a subspace L1L_{1} parallel to L2L_{2} is a self-adjoint operator if and only if L1L_{1} and L2L_{2} are orthogonal.

?
Problem 45.4

Find an eigenbasis (orthonormal) and the matrix in this basis of the operator given, in some orthonormal basis, by the matrix:

?
(a)

(2112);\left(\begin{array}{ll}2 & 1 \\ 1 & 2\end{array}\right) ; \quad

(b)

(112−82210−8105);\left(\begin{array}{rrr}11 & 2 & -8 \\ 2 & 2 & 10 \\ -8 & 10 & 5\end{array}\right) ;

(c)

(17−84−817−44−411);\left(\begin{array}{rrr}17 & -8 & 4 \\ -8 & 17 & -4 \\ 4 & -4 & 11\end{array}\right) ; \quad

(d)

(5−1−1−15−1−1−15);\left(\begin{array}{rrr}5 & -1 & -1 \\ -1 & 5 & -1 \\ -1 & -1 & 5\end{array}\right) ;

(e)

(001010100);\left(\begin{array}{lll}0 & 0 & 1 \\ 0 & 1 & 0 \\ 1 & 0 & 0\end{array}\right) ; \quad

(f)

(0001001001001000);\left(\begin{array}{llll}0 & 0 & 0 & 1 \\ 0 & 0 & 1 & 0 \\ 0 & 1 & 0 & 0 \\ 1 & 0 & 0 & 0\end{array}\right) ;

(g)

(111111−1−11−11−11−1−11)\left(\begin{array}{rrrr}1 & 1 & 1 & 1 \\ 1 & 1 & -1 & -1 \\ 1 & -1 & 1 & -1 \\ 1 & -1 & -1 & 1\end{array}\right).

Problem 45.5

Prove that the functions

12,cos⁡x,sin⁡x,…,cos⁡nx,sin⁡nx \frac{1}{\sqrt{2}}, \cos x, \sin x, \ldots , \cos n x, \sin n x

form an orthonormal eigenbasis for the symmetric operator d2dx2\frac{d^{2}}{d x^{2}} in the space

Vn={a0+a1cos⁡x+b1sin⁡x+…+ancos⁡nx+bnsin⁡nx∣ai,bi∈R} V_{n}=\left\{ a_{0}+a_{1} \cos x+b_{1} \sin x+\ldots +a_{n} \cos n x+b_{n} \sin n x \mid \quad a_{i}, b_{i} \in \mathbb {R}\right\}

with inner product 1π∫−ππf(x)g(x)dx\frac{1}{\pi } \int_{-\pi }^{\pi } f(x) g(x) d x.

?
Problem 45.6

Prove that the Legendre polynomials (problem 43.44) form an eigenbasis for the self-adjoint operator defined by the rule

(A(f))(x)=(x2−1)f′′(x)+2xf′(x) (\mathcal{A}(f))(x)=\left(x^{2}-1\right) f^{\prime \prime }(x)+2 x f^{\prime }(x)

in the space of polynomials of degree ⩽n\leqslant n with inner product ∫−11f(x)g(x)dx\int_{-1}^{1} f(x) g(x) d x.

?
Problem 45.7

Find an eigenbasis (orthonormal) and the matrix in this basis of the Hermitian operator given, in some orthonormal basis, by the matrix:

?
(a)

(32+2i2−2i1)\left(\begin{array}{cc}3 & 2+2 i \\ 2-2 i & 1\end{array}\right);

(b)

(3−ii3)\left(\begin{array}{cc}3 & -i \\ i & 3\end{array}\right);

(c)

(32−i2+i7)\left(\begin{array}{cc}3 & 2-i \\ 2+i & 7\end{array}\right).

Problem 45.8

In the space of matrices Mn(C)\mathbf{M}_{n}(\mathbb {C}) set

(A,B)=tr⁡(A⋅tBˉ) (A, B)=\operatorname {tr}\left(A \cdot { }^{t} \bar{B}\right)

Prove that:

?
(a)

Mn(C)\mathbf{M}_{n}(\mathbb {C}) is a Hermitian space;

(b)

every unitary matrix in this space has length n\sqrt{n};

(c)

the operators X↦AXX \mapsto A X and X↦tAˉXX \mapsto { }^{t} \bar{A} X in the space Mn(C)\mathbf{M}_{n}(\mathbb {C}) are adjoint;

(d)

the operator X↦AXX \mapsto A X, where AA is a unitary matrix, is unitary.

Problem 45.9

Prove that self-adjoint operators of a Euclidean or Hermitian space commute if and only if they have a common orthonormal eigenbasis.

?
Problem 45.10

Prove that a self-adjoint linear operator in a Euclidean or Hermitian space:

?
(a)

is nonnegative if and only if all its eigenvalues are nonnegative;

(b)

is positive if and only if all its eigenvalues are positive.

Problem 45.11

Prove that if A\mathcal{A} is an operator in a Euclidean or Hermitian space, then A∗A\mathcal{A}^{*} \mathcal{A} is a nonnegative self-adjoint operator, and it is positive if and only if the operator A\mathcal{A} is invertible.

?
Problem 45.12

Prove that if two nonnegative self-adjoint operators in a Euclidean or Hermitian space commute, then their product is a nonnegative self-adjoint operator.

?
Problem 45.13

Prove that for every nonnegative (positive) self-adjoint operator A\mathcal{A} in a Euclidean or Hermitian space there exists a nonnegative (positive) self-adjoint operator B\mathcal{B} such that B2=A\mathcal{B}^{2}=\mathcal{A}.

?
Problem 45.14

Let the operator A\mathcal{A} in a three-dimensional Euclidean space be given, in some orthonormal basis, by the matrix

[1314414241841829] \left[\begin{smallmatrix} 13 & 14 & 4 \\ 14 & 24 & 18 \\ 4 & 18 & 29 \end{smallmatrix}\right]

Find, in this basis, the matrix of the positive self-adjoint operator B\mathcal{B} such that B2=A\mathcal{B}^{2}=\mathcal{A}.

?
Problem 45.15

Prove that the eigenvalues of the product of two nonnegative self-adjoint operators in a Euclidean or Hermitian space, one of which is invertible, are real and nonnegative.

?
Problem 45.16

Prove that a nonnegative self-adjoint operator of rank rr in a Euclidean or Hermitian space is the sum of rr nonnegative self-adjoint operators of rank 1.

?
Problem 45.17

Prove that every linear operator A\mathcal{A} of a Hermitian space is uniquely representable in the form

A=A1+iA2 \mathcal{A}=\mathcal{A}_{1}+i \mathcal{A}_{2}

where A1\mathcal{A}_{1} and A2\mathcal{A}_{2} are Hermitian operators.

?
Problem 45.18

Let AA be a real Jacobi matrix, i.e., a symmetric matrix of the form

[α1β10…0β1α2β2…00β2α3…0………………000…βn−1000…αn] \left[\begin{smallmatrix} \alpha _{1} & \beta _{1} & 0 & \ldots & 0 \\ \beta _{1} & \alpha _{2} & \beta _{2} & \ldots & 0 \\ 0 & \beta _{2} & \alpha _{3} & \ldots & 0 \\ \ldots \ldots & \ldots & \ldots & \ldots & \ldots \\ 0 & 0 & 0 & \ldots & \beta _{n-1} \\ 0 & 0 & 0 & \ldots & \alpha _{n} \end{smallmatrix}\right]

with β1⋅…⋅βn−1≠0\beta_{1} \cdot \ldots \cdot \beta_{n-1} \neq 0. Prove that AA has no repeated eigenvalues.

?
Problem 45.19

Find the orthogonal transformation reducing the quadratic function to principal axes:

?
(a)

6x12+5x22+7x32−4x1x2+4x1x36 x_{1}^{2}+5 x_{2}^{2}+7 x_{3}^{2}-4 x_{1} x_{2}+4 x_{1} x_{3};

(b)

11x12+5x22+2x32+16x1x2+4x1x3−20x2x311 x_{1}^{2}+5 x_{2}^{2}+2 x_{3}^{2}+16 x_{1} x_{2}+4 x_{1} x_{3}-20 x_{2} x_{3};

(c)

x12+x22+5x32−6x1x2−2x1x3+2x2x3x_{1}^{2}+x_{2}^{2}+5 x_{3}^{2}-6 x_{1} x_{2}-2 x_{1} x_{3}+2 x_{2} x_{3};

(d)

x12+x22+x32+4x1x2+4x1x3+4x2x3x_{1}^{2}+x_{2}^{2}+x_{3}^{2}+4 x_{1} x_{2}+4 x_{1} x_{3}+4 x_{2} x_{3};

(e)

x12−5x22+x32+4x1x2+2x1x3+4x2x3x_{1}^{2}-5 x_{2}^{2}+x_{3}^{2}+4 x_{1} x_{2}+2 x_{1} x_{3}+4 x_{2} x_{3};

(f)

2x1x2−6x1x3−6x2x4+2x3x42 x_{1} x_{2}-6 x_{1} x_{3}-6 x_{2} x_{4}+2 x_{3} x_{4};

(g)

3x12+8x1x2−3x22+4x32−4x3x4+x423 x_{1}^{2}+8 x_{1} x_{2}-3 x_{2}^{2}+4 x_{3}^{2}-4 x_{3} x_{4}+x_{4}^{2};

(h)

x12+2x1x2+x22−2x32−4x3x4−2x42x_{1}^{2}+2 x_{1} x_{2}+x_{2}^{2}-2 x_{3}^{2}-4 x_{3} x_{4}-2 x_{4}^{2};

(i)

9x12+5x22+5x32+8x42+8x2x3−4x2x4+4x3x49 x_{1}^{2}+5 x_{2}^{2}+5 x_{3}^{2}+8 x_{4}^{2}+8 x_{2} x_{3}-4 x_{2} x_{4}+4 x_{3} x_{4};

(j)

4x12−4x22−8x2x3+2x32−5x42+6x4x5+3x524 x_{1}^{2}-4 x_{2}^{2}-8 x_{2} x_{3}+2 x_{3}^{2}-5 x_{4}^{2}+6 x_{4} x_{5}+3 x_{5}^{2}.

Problem 45.20

Prove that if f(x)=∑i=1rλixi2f(x)=\sum_{i=1}^{r} \lambda_{i} x_{i}^{2}, then

max⁡(∣λ1∣,…,∣λr∣)=max⁡∣x∣=1∣f(x)∣ \max \left(\left|\lambda _{1}\right|, \ldots ,\left|\lambda _{r}\right|\right)=\max _{\left|x\right|=1}\left|f(x)\right|
?
Problem 45.21

Reduce the Hermitian quadratic function to principal axes:

?
(a)

5∣x1∣2+i3x1xˉ2−i3xˉ1x2+6∣x2∣25\left|x_{1}\right|^{2}+i \sqrt{3} x_{1} \bar{x}_{2}-i \sqrt{3} \bar{x}_{1} x_{2}+6\left|x_{2}\right|^{2};

(b)

2∣x1∣2+∣x2∣2+2ix1xˉ2−2ixˉ1x2+2ixˉ2x3−2ix2xˉ32\left|x_{1}\right|^{2}+\left|x_{2}\right|^{2}+2 i x_{1} \bar{x}_{2}-2 i \bar{x}_{1} x_{2}+2 i \bar{x}_{2} x_{3}-2 i x_{2} \bar{x}_{3};

(c)

∣x1∣2+2∣x2∣2+3∣x3∣2−2xˉ1x2+2ix1xˉ2+2ixˉ2x3−2ix2xˉ3\left|x_{1}\right|^{2}+2\left|x_{2}\right|^{2}+3\left|x_{3}\right|^{2}-2 \bar{x}_{1} x_{2}+2 i x_{1} \bar{x}_{2}+2 i \bar{x}_{2} x_{3}-2 i x_{2} \bar{x}_{3}.

Problem 46.1

Prove that orthogonal (unitary) operators form a group under multiplication.

?
Problem 46.2

Prove that if an operator in a Euclidean (Hermitian) space preserves the lengths of vectors, then it is orthogonal (unitary).

?
Problem 46.3

Prove that if vectors xx and yy of a Euclidean (Hermitian) space have the same length, then there exists an orthogonal (unitary) operator taking xx to yy.

?
Problem 46.4

Let x1,…,xkx_{1}, \ldots , x_{k} and y1,…,yky_{1}, \ldots , y_{k} be two systems of vectors of a Euclidean (Hermitian) space. Prove that an orthogonal (unitary) operator taking xix_{i} to yi(i=1,…,k)y_{i}(i=1, \ldots , k) exists if and only if (xi,xj)=(yi,yj)\left(x_{i}, x_{j}\right)=\left(y_{i}, y_{j}\right) for all ii and jj from 1 to kk.

?
Problem 46.5
?
(a)

Let ww be a nonzero vector of a Euclidean (Hermitian) space. For any vector xx set

Uw(x)=x−2(x,w)(w,w)w U_{w}(x)=x-2 \frac{(x, w)}{(w, w)} w

Prove that Uw(w)=−wU_{w}(w)=-w and Uw(y)=yU_{w}(y)=y if x∈⟨w⟩⊥x \in \langle w\rangle^{\perp }.

(b)

Let x,yx, y be nonzero vectors of a Euclidean (Hermitian) space, with y∉⟨x⟩y \notin \langle x\rangle. Prove that there exists a vector ww such that

Uw(x)=∥x∥∥y∥y U_{w}(x)=\frac{\left\| x\right\| }{\left\| y\right\| } y
Problem 46.6

Find the canonical basis and the matrix in this basis of the orthogonal operator given, in some orthonormal basis, by the matrix:

?
(a)

13(22−12−12−122)\frac{1}{3}\left(\begin{array}{rrr}2 & 2 & -1 \\ 2 & -1 & 2 \\ -1 & 2 & 2\end{array}\right);

(b)

12(11−21122−20)\frac{1}{2}\left(\begin{array}{ccc}1 & 1 & -\sqrt{2} \\ 1 & 1 & \sqrt{2} \\ \sqrt{2} & -\sqrt{2} & 0\end{array}\right);

(c)

13(2−1222−1−122)\frac{1}{3}\left(\begin{array}{rrr}2 & -1 & 2 \\ 2 & 2 & -1 \\ -1 & 2 & 2\end{array}\right);

(d)

14(31−61366−62)\frac{1}{4}\left(\begin{array}{rrr}3 & 1 & -\sqrt{6} \\ 1 & 3 & \sqrt{6} \\ \sqrt{6} & -\sqrt{6} & 2\end{array}\right);

(e)

12(1−2−112−1202)\frac{1}{2}\left(\begin{array}{ccc}1 & -\sqrt{2} & -1 \\ 1 & \sqrt{2} & -1 \\ \sqrt{2} & 0 & \sqrt{2}\end{array}\right);

(f)

12(111111−1−11−11−11−1−11)\frac{1}{2}\left(\begin{array}{rrrr}1 & 1 & 1 & 1 \\ 1 & 1 & -1 & -1 \\ 1 & -1 & 1 & -1 \\ 1 & -1 & -1 & 1\end{array}\right);

(g)

12(111111−1−1−11−11−111−1)\frac{1}{2}\left(\begin{array}{rrrr}1 & 1 & 1 & 1 \\ 1 & 1 & -1 & -1 \\ -1 & 1 & -1 & 1 \\ -1 & 1 & 1 & -1\end{array}\right);

(h)

13(22−1−1222−12)\frac{1}{3}\left(\begin{array}{rrr}2 & 2 & -1 \\ -1 & 2 & 2 \\ 2 & -1 & 2\end{array}\right);

(i)

19(1−84447−814)\frac{1}{9}\left(\begin{array}{rrr}1 & -8 & 4 \\ 4 & 4 & 7 \\ -8 & 1 & 4\end{array}\right);

(j)

17(3−2663−2−263)\frac{1}{7}\left(\begin{array}{rrr}3 & -2 & 6 \\ 6 & 3 & -2 \\ -2 & 6 & 3\end{array}\right);

(k)

(120−1213243213223−1323)\left(\begin{array}{ccc}\frac{1}{\sqrt{2}} & 0 & -\frac{1}{\sqrt{2}} \\ \frac{1}{3 \sqrt{2}} & \frac{4}{3 \sqrt{2}} & \frac{1}{3 \sqrt{2}} \\ \frac{2}{3} & -\frac{1}{3} & \frac{2}{3}\end{array}\right);

(l)

(3414+641434−64−64+6412)\left(\begin{array}{ccc}\frac{3}{4} & \frac{1}{4} & +\frac{\sqrt{6}}{4} \\ \frac{1}{4} & \frac{3}{4} & -\frac{\sqrt{6}}{4} \\ -\frac{\sqrt{6}}{4} & +\frac{\sqrt{6}}{4} & \frac{1}{2}\end{array}\right).

Problem 46.7

Find an eigenbasis (orthonormal) and the matrix in this basis of the unitary operator given, in some orthonormal basis, by the matrix:

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(a)

(cos⁡α−sin⁡αsin⁡αcos⁡α)(α≠kπ)\left(\begin{array}{rr}\cos \alpha & -\sin \alpha \\ \sin \alpha & \cos \alpha \end{array}\right) \quad (\alpha \neq k \pi );

(b)

13(1+i1−11−i)\frac{1}{\sqrt{3}}\left(\begin{array}{cc}1+i & 1 \\ -1 & 1-i\end{array}\right);

(c)

19(4+3i4i−6−2i−4i4−3i−2−6i6+2i−2−6i1)\frac{1}{9}\left(\begin{array}{ccc}4+3 i & 4 i & -6-2 i \\ -4 i & 4-3 i & -2-6 i \\ 6+2 i & -2-6 i & 1\end{array}\right);

(d)

14(2+3i−332−3i)\frac{1}{4}\left(\begin{array}{cc}2+3 i & -\sqrt{3} \\ \sqrt{3} & 2-3 i\end{array}\right);

(e)

12(i1−1−i)\frac{1}{\sqrt{2}}\left(\begin{array}{rr}i & 1 \\ -1 & -i\end{array}\right).

Problem 46.8

Prove that a unitary matrix of order 2 with determinant equal to 1 is similar to a real orthogonal matrix.

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Problem 46.9

Prove that if A\mathcal{A} is a unitary operator in a Hermitian space and the operator A−E\mathcal{A}-\mathcal{E} is invertible, then the operator i(A−E)−1(A+E)i(\mathcal{A}-\mathcal{E})^{-1}(\mathcal{A}+\mathcal{E}) is Hermitian.

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Problem 46.10

Let A\mathcal{A} be a Hermitian operator. Prove that:

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(a)

the operator A−iE\mathcal{A}-i \mathcal{E} is invertible;

(b)

the operator B=(A−iE)−1(A+iE)\mathcal{B}=(\mathcal{A}-i \mathcal{E})^{-1}(\mathcal{A}+i \mathcal{E}) is unitary;

(c)

the operator B−E\mathcal{B}-\mathcal{E} is invertible;

(d)

A=i(B−E)−1(B+E)\mathcal{A}=i(\mathcal{B}-\mathcal{E})^{-1}(\mathcal{B}+\mathcal{E}).

Problem 46.11

Prove that for every Hermitian operator A\mathcal{A} the operator eiAe^{i \mathcal{A}} is unitary and, conversely, every unitary operator is representable in the form eiAe^{i \mathcal{A}}, where A\mathcal{A} is a Hermitian operator.

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Problem 46.12

Let VV be a Euclidean space with basis (e1,e2,e3)(e_{1}, e_{2}, e_{3}) and let A\mathcal{A} be an orthogonal operator in VV with determinant 1. Prove that

A=AφBθAψ \mathcal{A}=\mathcal{A}_{\varphi } \mathcal{B}_{\theta } \mathcal{A}_{\psi }

where Aφ\mathcal{A}_{\varphi } and Aψ\mathcal{A}_{\psi } are rotations in the plane ⟨e1,e2⟩\left\langle e_{1}, e_{2}\right\rangle by angles φ\varphi and ψ\psi, and Bθ\mathcal{B}_{\theta } is the rotation of the plane ⟨e2,e3⟩\left\langle e_{2}, e_{3}\right\rangle by angle θ\theta.

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Problem 46.13

Let VV be the space of Hermitian matrices of order 2 over the field R\mathbb {R} with zero trace, and let (A,B)=tr⁡AB(A,B∈V)(A, B)=\operatorname {tr} A B(A, B \in V). Prove that:

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(a)

VV is a Euclidean space with orthonormal basis

e1=12[100−1],e2=12[0110],e3=12[0i−i0]; e_{1}=\frac{1}{\sqrt{2}}\left[\begin{smallmatrix} 1 & 0 \\ 0 & -1 \end{smallmatrix}\right], \quad e_{2}=\frac{1}{\sqrt{2}}\left[\begin{smallmatrix} 0 & 1 \\ 1 & 0 \end{smallmatrix}\right], \quad e_{3}=\frac{1}{\sqrt{2}}\left[\begin{smallmatrix} 0 & i \\ -i & 0 \end{smallmatrix}\right] ;
(b)

the operator defined by the rule X↦AXtAˉ(X∈V)X \mapsto A X^{t} \bar{A}(X \in V), where AA is a unitary matrix, is orthogonal;

(c)

for every orthogonal operator A\mathcal{A} in the space VV there exists a unitary matrix of order 2 with determinant 1 such that A(X)=AXtAˉ\mathcal{A}(X)=A X^{t} \bar{A} for all X∈VX \in V.

Problem 46.14

Prove that every orthogonal operator A\mathcal{A} in a Euclidean space is a product of reflections with respect to hyperplanes, and the minimal number of factors equals the codimension of the subspace Ker⁡(A−E)\operatorname {Ker}(\mathcal{A}-\mathcal{E}).

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Problem 46.15

Prove that if A,B\mathcal{A}, \mathcal{B} are positive self-adjoint operators, A=BC\mathcal{A}=\mathcal{B} \mathcal{C}, and the operator C\mathcal{C} is orthogonal (unitary), then C=E\mathcal{C}=\mathcal{E}.

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Problem 46.16

Represent as a product of a positive self-adjoint and an orthogonal operator the operator given, in some orthonormal basis, by the matrix:

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(a)

(2−121)\left(\begin{array}{rr}2 & -1 \\ 2 & 1\end{array}\right);

(b)

(1−414)\left(\begin{array}{rr}1 & -4 \\ 1 & 4\end{array}\right);

(c)

(4−2244−1−242)\left(\begin{array}{rrr}4 & -2 & 2 \\ 4 & 4 & -1 \\ -2 & 4 & 2\end{array}\right).

Problem 46.17

Prove that in the decomposition A=BC\mathcal{A}=\mathcal{B} \mathcal{C} of an operator in a Euclidean (Hermitian) space, where B\mathcal{B} is a nonnegative self-adjoint (Hermitian) operator and C\mathcal{C} is an orthogonal (unitary) operator, the operator B\mathcal{B} is uniquely determined.

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Problem 46.18

Prove that for every unitary operator A\mathcal{A} and any natural number kk there exists a unitary operator B\mathcal{B}, which is a polynomial in A\mathcal{A}, such that Bk=E\mathcal{B}^{k}=\mathcal{E}.

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Problem 46.19

Prove that a self-adjoint operator A\mathcal{A} is positive when the coefficients c1,…,cnc_{1}, \ldots , c_{n} of its characteristic polynomial tn+c1tn−1+…+cnt^{n}+c_{1} t^{n-1}+\ldots +c_{n} are nonzero and have alternating signs.

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Problem 46.20

Let A,B\mathcal{A}, \mathcal{B} be self-adjoint operators, with A\mathcal{A} positive. Prove that the eigenvalues of the operator AB\mathcal{A B} are real.

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Problem 46.21

Let A\mathcal{A} be a positive and B\mathcal{B} a nonnegative operator. Prove that the eigenvalues of AB\mathcal{A B} are real and nonnegative.

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Problem 46.22

Let A\mathcal{A} be a self-adjoint operator. Prove that the following conditions are equivalent:

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(a)

all eigenvalues of A\mathcal{A} lie in the interval [a,b][a, b];

(b)

the operator A−λE\mathcal{A}-\lambda \mathcal{E} is negative for λ>b\lambda >b and positive for λ<a\lambda <a.

Problem 46.23

Let A,B\mathcal{A}, \mathcal{B} be self-adjoint operators whose eigenvalues lie respectively in the intervals [a,b][a, b] and [c,d][c, d]. Prove that the eigenvalues of A+B\mathcal{A}+\mathcal{B} lie in the interval [a+c[a+c, b+d]b+d].

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Problem 46.24

Let A\mathcal{A} be a self-adjoint positive operator. Prove that the operator eAe^{\mathcal{A}} is positive and self-adjoint.

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Problem 46.25

Let A=BU\mathcal{A}=\mathcal{B} \mathcal{U} be the polar decomposition of the operator A\mathcal{A}, where B\mathcal{B} is a nonnegative self-adjoint operator and U\mathcal{U} is a unitary operator. Prove that A\mathcal{A} is normal if and only if BU=UB\mathcal{B U}=\mathcal{U B}.

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Problem 46.26

Let A=BU\mathcal{A}=\mathcal{B} \mathcal{U} be the polar decomposition of the operator A\mathcal{A}, where B\mathcal{B} is a nonnegative self-adjoint operator and U\mathcal{U} is a unitary operator. Suppose λ1⩾…⩾λn⩾0\lambda_{1} \geqslant \ldots \geqslant \lambda_{n} \geqslant 0 are the eigenvalues of B\mathcal{B}. Consider, in the space of operators, the norm corresponding, according to the statement of problem 42.5(b), to the norm in the Hermitian space. Prove that:

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(a)

∥A∥=λ1\left\| \mathcal{A}\right\| =\lambda_{1};

(b)

if the operator A\mathcal{A} is invertible, then λn>0\lambda_{n}>0 and ∥A−1∥=1λn\left\| \mathcal{A}^{-1}\right\| =\frac{1}{\lambda_{n}}.

Problem 46.27

Let AA be a nonsingular square complex matrix of size nn. Consider the system of linear equations AX=bA X=b. Let X0X_{0} be the exact solution, X1X_{1} an approximate one, r=b−AX1r=b-A X_{1} the residual vector. Prove that

∥X0−X1∥∥X0∥⩽∥A∥⋅∥A−1∥⋅∥r∥∥b∥ \frac{\left\| X_{0}-X_{1}\right\| }{\left\| X_{0}\right\| } \leqslant \left\| A\right\| \cdot \left\| A^{-1}\right\| \cdot \frac{\left\| r\right\| }{\left\| b\right\| }
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Problem 46.28

Let AA be a square complex matrix. Prove that A=U1DU2A=U_{1} D U_{2}, where U1,U2U_{1}, U_{2} are unitary matrices and DD is a diagonal matrix. The main diagonal of DD consists of the square roots of the eigenvalues of the matrix A⋅tAA \cdot { }^{t} A.

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Problem 46.29

Let A=(aij)A=\left(a_{i j}\right) be a complex square matrix of order nn. Prove that:

?
(a)

det⁡(A⋅tAˉ)⩽(∑i=1n∣a1i∣2)…(∑i=1n∣ani∣2)\operatorname {det}\left(A \cdot { }^{t} \bar{A}\right) \leqslant \left(\sum_{i=1}^{n}\left|a_{1 i}\right|^{2}\right) \ldots \left(\sum_{i=1}^{n}\left|a_{n i}\right|^{2}\right);

(b)

∣det⁡A∣⩽nn/2⋅(max⁡ij∣aij∣)n\left|\operatorname {det} A\right| \leqslant n^{n / 2} \cdot \left(\max_{i j}\left|a_{i j}\right|\right)^{n};

(c)

the bound given in (b) is sharp.

Problem 46.30

Let A∈Mn(C)A \in \mathbf{M}_{n}(\mathbb {C}). Prove that A=URA=U R, where UU is a unitary matrix and RR is upper triangular. If A∈Mn(R)A \in \mathbf{M}_{n}(\mathbb {R}), then A=QRA=Q R, where QQ is orthogonal and RR is a real upper triangular matrix.

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Problem 46.31

Let A∈Mn(C)A \in \mathbf{M}_{n}(\mathbb {C}). Prove that tAˉA=tRˉR{ }^{t} \bar{A} A={ }^{t} \bar{R} R, where RR is an upper triangular matrix. If A∈Mn(R)A \in \mathbf{M}_{n}(\mathbb {R}), then RR can be chosen in Mn(R)\mathbf{M}_{n}(\mathbb {R}).

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Problem 46.32

Prove that every unitary matrix is a product of a real orthogonal matrix and a complex symmetric matrix.

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Problem 46.33

Let VV be a complex vector space with a scalar product (the identity automorphism is used on the field C\mathbb {C}). Prove that for any symmetric operator A\mathcal{A} on VV there exists a Jordan basis in which the matrix of the scalar product is block-diagonal, with blocks

[00…0100…10……………01…0010…00] \left[\begin{smallmatrix} 0 & 0 & \ldots & 0 & 1 \\ 0 & 0 & \ldots & 1 & 0 \\ \ldots & \ldots & \ldots & \ldots & \ldots \\ 0 & 1 & \ldots & 0 & 0 \\ 1 & 0 & \ldots & 0 & 0 \end{smallmatrix}\right]

of the same size as the Jordan blocks of the matrix of the operator A\mathcal{A}.

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