Section 7.3

Generation of Positive Quadratic Forms

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Problem 7.35

Consider the two quadratic forms

∑λ=1n∑μ=1naλμxλxμand∑λ=1n∑μ=1nbλμxλxμ. \sum _{\lambda =1}^{n} \sum _{\mu =1}^{n} a_{\lambda \mu } x_{\lambda } x_{\mu } \qquad \text{and} \qquad \sum _{\lambda =1}^{n} \sum _{\mu =1}^{n} b_{\lambda \mu } x_{\lambda } x_{\mu }.

If they are positive, then the quadratic form

∑λ=1n∑μ=1naλμbλμxλxμ \sum _{\lambda =1}^{n} \sum _{\mu =1}^{n} a_{\lambda \mu } b_{\lambda \mu } x_{\lambda } x_{\mu }

is also positive. If furthermore one of the given forms is definite and if in the matrix of the other the entries on the principal diagonal are different from 00, then the third form is also definite.

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Problem 7.36

Consider the two symmetric matrices

(a11a12…a1na21a22…a2n\multicolumn4c\dotfillan1an2…ann),(ea11ea12…ea1nea21ea22…ea2n\multicolumn4c\dotfillean1ean2…eann). \begin{pmatrix} a_{11} & a_{12} & \ldots & a_{1n} \\ a_{21} & a_{22} & \ldots & a_{2n} \\ \multicolumn {4}{c}{\dotfill } \\ a_{n1} & a_{n2} & \ldots & a_{nn} \end{pmatrix}, \qquad \begin{pmatrix} e^{a_{11}} & e^{a_{12}} & \ldots & e^{a_{1n}} \\ e^{a_{21}} & e^{a_{22}} & \ldots & e^{a_{2n}} \\ \multicolumn {4}{c}{\dotfill } \\ e^{a_{n1}} & e^{a_{n2}} & \ldots & e^{a_{nn}} \end{pmatrix}.

If the quadratic form corresponding to the matrix (aλμ)(a_{\lambda \mu }) is positive, then the quadratic form corresponding to (eaλμ)(e^{a_{\lambda \mu }}) is also positive. If moreover among the rows of (aλμ)(a_{\lambda \mu }) there are no two identical, then the form corresponding to (eaλμ)(e^{a_{\lambda \mu }}) is in fact definite.

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Remark.
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See Problem 76 of Part V.

Problem 7.37

Let the power series

p0+p1x+p2x2+⋯=F(x) p_{0} + p_{1} x + p_{2} x^{2} + \cdots = F(x)

have no negative coefficients and converge for x=a11,a12,…,annx = a_{11}, a_{12}, \ldots , a_{nn}. If the quadratic form corresponding to the symmetric matrix (aλμ)(a_{\lambda \mu }) of order nn is positive, then the quadratic form corresponding to (F(aλμ))(F(a_{\lambda \mu })) is also positive. If moreover there are among the coefficients p0,p2,p4,…p_{0}, p_{2}, p_{4}, \ldots at least nn different from 00 and if of the rows of (aλμ2)(a_{\lambda \mu }^{2}) no two are identical, then the form corresponding to (F(aλμ))(F(a_{\lambda \mu })) is in fact definite.

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Problem 7.38

Let the real numbers a0,a1,a2,…,a2na_{0}, a_{1}, a_{2}, \ldots , a_{2n} have the following property: If f(x)f(x) denotes an arbitrary polynomial, with real coefficients of degree at most 2n2n, that does not vanish identically and does not take a negative value for any real value of xx, then also

a0f(x)+a11!f′(x)+a22!f′′(x)+⋯+a2n(2n)!f(2n)(x)≥0(or>0) a_{0} f(x) + \frac{a_{1}}{1!} f'(x) + \frac{a_{2}}{2!} f''(x) + \cdots + \frac{a_{2n}}{(2n)!} f^{(2n)}(x) \geq 0 \qquad (\text{or} > 0)

for all real values of xx.

Show that for this to be true it is necessary and sufficient that the quadratic form

∑λ=0n∑μ=0naλ+μxλxμ \sum _{\lambda =0}^{n} \sum _{\mu =0}^{n} a_{\lambda +\mu } x_{\lambda } x_{\mu }

is positive (or positive definite, respectively).

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Problem 7.39

Let the numbers a0,a1,…,ana_{0}, a_{1}, \ldots , a_{n}, n≥1n \geq 1 have the following property: If f(x)f(x) is an arbitrary polynomial with real coefficients of degree at most nn, that does not vanish identically and is non-negative for non-negative values of xx, then also

a0f(x)+a11!f′(x)+a22!f′′(x)+⋯+ann!f(n)(x)≥0(or>0) a_{0} f(x) + \frac{a_{1}}{1!} f'(x) + \frac{a_{2}}{2!} f''(x) + \cdots + \frac{a_{n}}{n!} f^{(n)}(x) \geq 0 \qquad (\text{or} > 0)

for all non-negative values of xx (xx real).

Show that for this to be true it is necessary and sufficient that the two quadratic forms

∑λ=0[n/2]∑μ=0[n/2]aλ+μxλxμ,∑λ=0[(n−1)/2]∑μ=0[(n−1)/2]aλ+μ+1xλxμ \sum _{\lambda =0}^{[n/2]} \sum _{\mu =0}^{[n/2]} a_{\lambda +\mu } x_{\lambda } x_{\mu }, \qquad \sum _{\lambda =0}^{[(n-1)/2]} \sum _{\mu =0}^{[(n-1)/2]} a_{\lambda +\mu +1} x_{\lambda } x_{\mu }

are positive (or positive definite, respectively).

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Problem 7.40

Let the numbers a0,a1,a2,…,ana_{0}, a_{1}, a_{2}, \ldots , a_{n}, n≥1n \geq 1 have the following property: If f(x)f(x) denotes a polynomial with real coefficients of degree ≤n\leq n that does not vanish identically and is non-negative in the interval −1≤x≤1-1 \leq x \leq 1, then also

a0f(x)+a11!f′(x)+a22!f′′(x)+⋯+ann!f(n)(x)≥0 a_{0} f(x) + \frac{a_{1}}{1!} f'(x) + \frac{a_{2}}{2!} f''(x) + \cdots + \frac{a_{n}}{n!} f^{(n)}(x) \geq 0

for −1≤x≤1-1 \leq x \leq 1. Show that the only set of numbers a0,a1,a2,…,ana_{0}, a_{1}, a_{2}, \ldots , a_{n} of this kind is determined by the conditions

a0≥0,a1=a2=⋯=an=0. a_{0} \geq 0, \qquad a_{1} = a_{2} = \cdots = a_{n} = 0.
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Problem 7.41

Let the two quadratic forms

∑λ=0n∑μ=0naλ+μxλxμ,∑λ=0n∑μ=0nbλ+μxλxμ \sum _{\lambda =0}^{n} \sum _{\mu =0}^{n} a_{\lambda +\mu } x_{\lambda } x_{\mu }, \qquad \sum _{\lambda =0}^{n} \sum _{\mu =0}^{n} b_{\lambda +\mu } x_{\lambda } x_{\mu }

be positive. If we set

cν=a0bν+(ν1)a1bν−1+(ν2)a2bν−2+⋯+aνb0, c_{\nu } = a_{0} b_{\nu } + \binom {\nu }{1} a_{1} b_{\nu -1} + \binom {\nu }{2} a_{2} b_{\nu -2} + \cdots + a_{\nu } b_{0},

then the quadratic form

∑λ=0n∑μ=0ncλ+μxλxμ \sum _{\lambda =0}^{n} \sum _{\mu =0}^{n} c_{\lambda +\mu } x_{\lambda } x_{\mu }

is also positive, and it is in fact definite if at least one of the two preceding forms is definite and the other not identically vanishing.

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Problem 7.42

Let

cν=a0bν+(ν1)a1bν−1+(ν2)a2bν−2+⋯+aνb0. c_{\nu } = a_{0} b_{\nu } + \binom {\nu }{1} a_{1} b_{\nu -1} + \binom {\nu }{2} a_{2} b_{\nu -2} + \cdots + a_{\nu } b_{0}.

From the positiveness of the four quadratic forms

∑λ=0m∑μ=0maλ+μxλxμ,∑λ=0m−1∑μ=0m−1aλ+μ+1xλxμ, \sum _{\lambda =0}^{m} \sum _{\mu =0}^{m} a_{\lambda +\mu } x_{\lambda } x_{\mu }, \qquad \sum _{\lambda =0}^{m-1} \sum _{\mu =0}^{m-1} a_{\lambda +\mu +1} x_{\lambda } x_{\mu }, ∑λ=0m∑μ=0mbλ+μxλxμ,∑λ=0m−1∑μ=0m−1bλ+μ+1xλxμ \sum _{\lambda =0}^{m} \sum _{\mu =0}^{m} b_{\lambda +\mu } x_{\lambda } x_{\mu }, \qquad \sum _{\lambda =0}^{m-1} \sum _{\mu =0}^{m-1} b_{\lambda +\mu +1} x_{\lambda } x_{\mu }

follows the positiveness of the following two forms:

∑λ=0m∑μ=0mcλ+μxλxμ,∑λ=0m−1∑μ=0m−1cλ+μ+1xλxμ. \sum _{\lambda =0}^{m} \sum _{\mu =0}^{m} c_{\lambda +\mu } x_{\lambda } x_{\mu }, \qquad \sum _{\lambda =0}^{m-1} \sum _{\mu =0}^{m-1} c_{\lambda +\mu +1} x_{\lambda } x_{\mu }.

Furthermore, from the positiveness of the four quadratic forms

∑λ=0m∑μ=0maλ+μxλxμ,∑λ=0m∑μ=0maλ+μ+1xλxμ, \sum _{\lambda =0}^{m} \sum _{\mu =0}^{m} a_{\lambda +\mu } x_{\lambda } x_{\mu }, \qquad \sum _{\lambda =0}^{m} \sum _{\mu =0}^{m} a_{\lambda +\mu +1} x_{\lambda } x_{\mu }, ∑λ=0m∑μ=0mbλ+μxλxμ,∑λ=0m∑μ=0mbλ+μ+1xλxμ \sum _{\lambda =0}^{m} \sum _{\mu =0}^{m} b_{\lambda +\mu } x_{\lambda } x_{\mu }, \qquad \sum _{\lambda =0}^{m} \sum _{\mu =0}^{m} b_{\lambda +\mu +1} x_{\lambda } x_{\mu }

follows the positiveness of the following two forms:

∑λ=0m∑μ=0mcλ+μxλxμ,∑λ=0m∑μ=0mcλ+μ+1xλxμ. \sum _{\lambda =0}^{m} \sum _{\mu =0}^{m} c_{\lambda +\mu } x_{\lambda } x_{\mu }, \qquad \sum _{\lambda =0}^{m} \sum _{\mu =0}^{m} c_{\lambda +\mu +1} x_{\lambda } x_{\mu }.
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Problem 7.43

Let ϑ\vartheta be real and let the complex numbers

c−n,c−n+1,…,c−1,c0,c1,…,cn−1,cn,c−ν=cˉν,ν=0,1,2,…,n c_{-n}, c_{-n+1}, \ldots , c_{-1}, c_{0}, c_{1}, \ldots , c_{n-1}, c_{n}, \qquad c_{-\nu } = \bar{c}_{\nu }, \quad \nu = 0, 1, 2, \ldots , n

have the following property: If

g(ϑ)=α0+2(α1cos⁡ϑ+β1sin⁡ϑ+α2cos⁡2ϑ+β2sin⁡2ϑ+⋯+αncos⁡nϑ+βnsin⁡nϑ) g(\vartheta ) = \alpha _{0} + 2(\alpha _{1} \cos \vartheta + \beta _{1} \sin \vartheta + \alpha _{2} \cos 2\vartheta + \beta _{2} \sin 2\vartheta + \cdots + \alpha _{n} \cos n\vartheta + \beta _{n} \sin n\vartheta ) =∑ν=−nnγνe−iνϑ,γν=γˉ−ν=αν+iβν,ν=0,1,2,…,n;β0=0, = \sum _{\nu =-n}^{n} \gamma _{\nu } e^{-i\nu \vartheta }, \qquad \gamma _{\nu } = \bar{\gamma }_{-\nu } = \alpha _{\nu } + i\beta _{\nu }, \quad \nu = 0, 1, 2, \ldots , n; \quad \beta _{0} = 0,

denotes an arbitrary trigonometric polynomial of degree at most nn, that does not vanish identically and does not have a negative value for any value of ϑ\vartheta, let

∑ν=−nncνγνe−iνϑ≥0(or>0). \sum _{\nu =-n}^{n} c_{\nu } \gamma _{\nu } e^{-i\nu \vartheta } \geq 0 \qquad (\text{or} > 0).

Show that for this to be true, it is necessary and sufficient that the Hermitian form

∑λ=0n∑μ=0ncμ−λxλxˉμ \sum _{\lambda =0}^{n} \sum _{\mu =0}^{n} c_{\mu -\lambda } x_{\lambda } \bar{x}_{\mu }

is positive (or positive definite, respectively).

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Problem 7.43.1

Let G(z)G(z) be an entire function that takes real values for real zz, with G(0)=1G(0) = 1, and

−G′(z)G(z)=s1+s2z+s3z2+⋯+smzm−1+⋯ . -\frac{G'(z)}{G(z)} = s_{1} + s_{2} z + s_{3} z^{2} + \cdots + s_{m} z^{m-1} + \cdots .

If G(z)G(z) has infinitely many zeros, all real, and is of the form given in Problem 165 of Part V, then, for n=1,2,3,…n = 1, 2, 3, \ldots,

∣s2s3s4…sn+1s3s4s5…sn+2s4s5s6…sn+3\multicolumn5c\dotfillsn+1sn+2sn+3…s2n∣>0. \begin{vmatrix} s_{2} & s_{3} & s_{4} & \ldots & s_{n+1} \\ s_{3} & s_{4} & s_{5} & \ldots & s_{n+2} \\ s_{4} & s_{5} & s_{6} & \ldots & s_{n+3} \\ \multicolumn {5}{c}{\dotfill } \\ s_{n+1} & s_{n+2} & s_{n+3} & \ldots & s_{2n} \end{vmatrix} > 0.

(If G(z)G(z) of the form in Problem 165 of Part V has only a finite number of zeros, then only a finite number of these recurrent determinants can be ≠0\neq 0 [Problem 27].)

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Problem 7.43.2

Let G(z)G(z) be an entire function of the form given in Problem 165 of Part V, but not of the form eβze^{\beta z}, and

1G(z)=c0+c11!z+c22!z2+c33!z3+⋯ . \frac{1}{G(z)} = c_{0} + \frac{c_{1}}{1!} z + \frac{c_{2}}{2!} z^{2} + \frac{c_{3}}{3!} z^{3} + \cdots .

Then, for n=0,1,2,…n = 0, 1, 2, \ldots,

∣c0c1c2…cnc1c2c3…cn+1c2c3c4…cn+2\multicolumn5c\dotfillcncn+1cn+2…c2n∣>0. \begin{vmatrix} c_{0} & c_{1} & c_{2} & \ldots & c_{n} \\ c_{1} & c_{2} & c_{3} & \ldots & c_{n+1} \\ c_{2} & c_{3} & c_{4} & \ldots & c_{n+2} \\ \multicolumn {5}{c}{\dotfill } \\ c_{n} & c_{n+1} & c_{n+2} & \ldots & c_{2n} \end{vmatrix} > 0.
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