Section II.3.3

Linear operators on spaces with a scalar product

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Problem II.3.3.1

When is a unitary n×nn \times n matrix AA written as a (multiplicative) commutator A=XYX−1Y−1A=X Y X^{-1} Y^{-1} with unitary matrices X,YX, Y? The condition det⁡A=1\operatorname {det} A=1 is obviously necessary. Prove that it is also sufficient. In other words, in the group SU(n)S U(n) every element is a commutator.

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Problem II.3.3.2

By a Jacobi matrix one understands a real matrix of the form

J=∥a1−b10⋯00−c1a2−b2⋯000−c2a3⋯00⋯⋯⋯⋯⋯⋯000⋯an−1−bn−1000⋯−cn−1an∥,bici>0,1⩽i⩽n−1. J=\left\Vert \begin{smallmatrix} a_1 & -b_1 & 0 & \cdots & 0 & 0 \\ -c_1 & a_2 & -b_2 & \cdots & 0 & 0 \\ 0 & -c_2 & a_3 & \cdots & 0 & 0 \\ \cdots & \cdots & \cdots & \cdots & \cdots & \cdots \\ 0 & 0 & 0 & \cdots & a_{n-1} & -b_{n-1} \\ 0 & 0 & 0 & \cdots & -c_{n-1} & a_n \end{smallmatrix}\right\Vert , \qquad b_ic_i>0, \quad 1\leqslant i\leqslant n-1.

Prove that Spec⁡(J)\operatorname {Spec}(J) is always real and simple.

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Problem II.3.3.3

Does an analogue of Theorem 13 hold when one of the operators A,B\mathcal{A}, \mathcal{B} is Hermitian and the other is an isometry?

Theorem 13: two Hermitian operators A,B\mathcal{A}, \mathcal{B}, or two isometries A,B\mathcal{A}, \mathcal{B}, on an nn-dimensional Hermitian space VV are simultaneously reducible to diagonal form in some orthonormal basis if and only if they commute.

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Problem II.3.3.4

Let A,B\mathcal{A}, \mathcal{B} be arbitrary commuting linear operators on a vector space VV over a field K\mathfrak {K}. Prove that if each of the operators A,B\mathcal{A}, \mathcal{B} is diagonalizable, then they are simultaneously diagonalizable, i.e., there exists a basis in VV consisting of eigenvectors for both A\mathcal{A} and B\mathcal{B}.

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Problem II.3.3.5

Prove that if A,B\mathcal{A}, \mathcal{B} are positive definite linear operators and AB=BA\mathcal{A B}=\mathcal{B} \mathcal{A}, then AB\mathcal{A B} is also a positive definite operator.

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Problem II.3.3.6

Prove that if tA=−A{ }^{t} A=-A, then A2A^{2} is a symmetric negative semidefinite matrix. In particular, the nonzero eigenvalues of a skew-symmetric matrix are purely imaginary.

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Problem II.3.3.7

Let A\mathcal{A} and B\mathcal{B} be Hermitian (symmetric) operators, one of which, say A\mathcal{A}, is positive definite. Prove that then Spec⁡(AB)\operatorname {Spec}(\mathcal{A B}) is real.

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Problem II.3.3.8

Let q(x)q(\mathbf{x}) be a quadratic form in a Euclidean space E\mathbb {E} with inner product (|). At which points of the unit sphere (x∣x)=1(\mathbf{x} \mid \mathbf{x})=1 does the form qq attain a maximum or minimum? More generally: at which points of the unit sphere does the form qq take a stationary value, i.e., all its derivatives at these points in any direction are zero? Prove that the following statement holds.

The quadratic form q(x)q(\mathbf{x}) takes stationary values exactly at those points of the unit sphere which correspond to eigenvectors of the symmetric operator F\mathcal{F}, defined by the form q(x)=(Fx∣x)q(\mathbf{x})=(\mathcal{F} \mathbf{x} \mid \mathbf{x}).

In particular, the maximum of the form q(x)q(\mathbf{x}) on the unit sphere equals the largest of its canonical coefficients, and the minimum equals the smallest (extremal values of a quadratic form).

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Problem II.3.3.9

Prove the following generalization of Lemma 6.

Theorem 16. Any family of commuting linear operators on a finite-dimensional complex vector space possesses a common eigenvector.

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Problem II.3.3.10

Prove that if

S={Ai∈Mn(C)∣AiAj=AjAi;i,j∈J} \mathfrak {S}=\left\{ A_{i} \in M_{n}(\mathbb {C}) \mid A_{i} A_{j}=A_{j} A_{i} ; i, j \in J\right\}

is any set of commuting (pairwise permutable) matrices of order nn, then there exists a nonsingular matrix CC such that the conjugate set

C−1SC={C−1AjC∣j∈J} C^{-1} \mathfrak {S} C=\left\{ C^{-1} A_{j} C \mid j \in J\right\}

consists of commuting upper triangular matrices.

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Problem II.3.3.11

Let, as usual, EE be the identity matrix of order n;Eij,1⩽i,j⩽nn ; E_{i j}, 1 \leqslant i, j \leqslant n, the matrix units. Verify that the family

E={Eij∣1⩽i⩽[n2/2],[n2/2]+1⩽j⩽n}∪{E} \mathfrak {E}=\left\{ E_{i j} \mid 1 \leqslant i \leqslant \left[n^{2} / 2\right],\left[n^{2} / 2\right]+1 \leqslant j \leqslant n\right\} \cup \left\{ E\right\}

has cardinality [n2/4]+1\left[n^{2} / 4\right]+1 and consists of linearly independent commuting upper triangular matrices. By [p/q][p / q] one understands the integer part of the fraction p/qp / q.

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Problem II.3.3.12

Theorem [I. Schur, 1905]. The maximal dimension of a commutative subalgebra of Mn(C)M_{n}(\mathbb {C}) equals [n2/4]+1\left[n^{2} / 4\right]+1.

In other words, one must prove that the maximal number of pairwise commuting linearly independent matrices of order nn over C\mathbb {C} is [n2/4]+1\left[n^{2} / 4\right]+1.

In fact C\mathbb {C} can be replaced by any field K\mathfrak {K}.

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Problem II.3.3.13

Prove the following statement. Let (V,(∗∣∗))(V,(* \mid *)) be a Euclidean vector space of even dimension n=2mn=2 m, and let f(x,y)f(\mathbf{x}, \mathbf{y}) be a nonsingular skew-symmetric form on VV. Then there exist a decomposition of VV into a direct sum V=V1⊕V2V=V_{1} \oplus V_{2} of two mm-dimensional subspaces and a nonsingular symmetric (with respect to (|)) linear operator A:V→V\mathcal{A}: V \rightarrow V such that

f(x,y)=(x1∣Ay2)−(x2∣Ay1). f(\mathbf{x}, \mathbf{y})=\left(\mathbf{x}_{1} \mid \mathcal{A} \mathbf{y}_{2}\right)-\left(\mathbf{x}_{2} \mid \mathcal{A} \mathbf{y}_{1}\right).

Here x=x1+x2,y=y1+y2,xi,yi∈Vi,i=1,2\mathbf{x}=\mathbf{x}_{1}+\mathbf{x}_{2}, \mathbf{y}=\mathbf{y}_{1}+\mathbf{y}_{2}, \mathbf{x}_{i}, \mathbf{y}_{i} \in V_{i}, i=1,2.

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