Section 45

Selfadjoint operators. Reduction of quadratic functions to principal axes

[21/48%]
Show
LaTeX
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}.