Chapter 12

Bilinear and Quadratic Functions

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Problem 1219

Give an example of a nondegenerate bilinear function whose restriction to some nonzero subspace is equal to zero.

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Problem 1220

Show that a vector xx belongs to the left (respectively, right) kernel of a bilinear function if and only if B⊤X=0B^{\top } X = 0 (respectively BX=0B X = 0), where BB is the matrix of the function, and XX is the column of coordinates x1,…,xnx^{1}, \ldots , x^{n}; moreover, the dimensions of the right and left kernels coincide.

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Problem 1221

Find the left kernel LL and the right kernel RR of the bilinear function

φ(x,y)=x1y1+2x1y2+3x2y1+6x2y2 \varphi (x, y) = x^{1} y^{1}+2 x^{1} y^{2}+3 x^{2} y^{1}+6 x^{2} y^{2}

in R2\mathbb {R}^{2} and verify that L≠RL \neq R.

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Problem 1222

Let φ\varphi be a nondegenerate bilinear (respectively, sesquilinear) function, and let ll be a linear (respectively, semilinear) function. Show that there exists a vector bb such that the equality l(a)=φ(a,b)l(a) = \varphi (a, b) holds for all vectors aa.

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Problem 1223

Let a bilinear (sesquilinear) function φ\varphi with matrix BB in some basis be given in a linear space VV. Show that for any operator A in the space VV the function φA(a,b)=φ(a, Ab)\varphi_{\mathrm{A}}(a, b) = \varphi (a, \mathrm{~ A} b) is bilinear (respectively, sesquilinear) and has matrix BAB A in the same basis, where AA is the matrix of the operator A. Show that the correspondence A↦φA\mathrm{A} \mapsto \varphi_{\mathrm{A}} defines a linear map from the space of operators to the space of bilinear (respectively, sesquilinear) functions, and that this map is an isomorphism if and only if the function φ\varphi is nondegenerate.

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Problem 1224

Prove that for any nonzero sesquilinear function φ\varphi there exists a vector aa such that φ(a,a)≠0\varphi (a, a) \neq 0.

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Problem 1225

Let φ\varphi be a nondegenerate sesquilinear function. Prove that if the identity φ(v,Av)=0\varphi (v, \mathbf{A} v) = 0 holds for the operator A for every vector vv, then A=0\mathbf{A} = 0. Show that this statement ceases to be true if a bilinear function is considered instead of a sesquilinear one.

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Problem 1226

Let a nondegenerate bilinear (or sesquilinear) function be given on a linear space VV. Let W⊂VW \subset V be a subspace on which this function is identically zero. Prove that dim⁡W⩽12dim⁡V\operatorname {dim} W \leqslant \frac{1}{2} \operatorname {dim} V.

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Problem 1227

Prove that for a symmetric or skew-symmetric bilinear function φ\varphi the left and right kernels coincide. This subspace is called the kernel of the function φ\varphi and is denoted Ker⁡φ\operatorname {Ker} \varphi. State and prove an analogous statement for Hermitian functions.

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Problem 1228

Prove that any bilinear function can be represented as a sum of a symmetric and a skew-symmetric function, and that any sesquilinear function can be represented as a sum of a Hermitian and a skew-Hermitian function. Is the analogous statement true for a space over an arbitrary field?

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Problem 1229

Let φ\varphi be a bilinear or sesquilinear function on a space VV satisfying one of the symmetry conditions, and let W⊂VW \subset V be a subspace. Prove that W∩W⊥W \cap W^{\perp } coincides with the kernel of the restriction of φ\varphi to WW.

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Problem 1230

Let φ\varphi be a bilinear or sesquilinear function on a linear space VV satisfying one of the symmetry conditions, and let W⊂VW \subset V be a subspace. Prove that V=W+W⊥V = W+W^{\perp } if and only if the function φ\varphi is nondegenerate on WW.

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Problem 1231

Prove that the condition φ(b,a)=φ(a,b)‾\varphi (b, a) = \overline{\varphi (a, b)} cannot hold identically for any nonzero bilinear function on a complex linear space. Prove that a nonzero sesquilinear function φ\varphi can be neither symmetric, φ(b,a)=φ(a,b)\varphi (b, a) = \varphi (a, b), nor skew-symmetric, φ(b,a)=−φ(a,b)\varphi (b, a) = -\varphi (a, b).

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Problem 1232

Let φ:L×L→k\varphi : L \times L \rightarrow \mathbb {k} be a bilinear function with the property: if φ(x,y)=0\varphi (x, y) = 0, then φ(y,x)=0\varphi (y, x) = 0. Prove that φ\varphi is then either symmetric or skew-symmetric.

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Problem 1233

Let φ\varphi be a symmetric or skew-symmetric bilinear function (or, in the case of a complex space, a Hermitian function). Let WW be a subspace of the linear space VV, and let W⊥W^{\perp } be its orthogonal complement with respect to φ\varphi. Prove that dim⁡W⊥⩾dim⁡V−dim⁡W\operatorname {dim} W^{\perp } \geqslant \operatorname {dim} V-\operatorname {dim} W, with equality holding provided Ker⁡φ∩W=0\operatorname {Ker} \varphi \cap W = 0.

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Problem 1234

Let φ\varphi be a nondegenerate bilinear or sesquilinear function satisfying one of the symmetry conditions, and let W0W_{0} be the kernel of the restriction of φ\varphi to a subspace WW. Prove that (W⊥)0=W0=W∩W⊥\left(W^{\perp }\right)_{0} = W_{0} = W \cap W^{\perp }.

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Problem 1235

Prove that if a nonnegative real quadratic function vanishes at least at one nonzero set of real values of the variables, then this function is degenerate.

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Problem 1236

Prove that ψ\psi is skew-Hermitian if and only if the function iψi \psi is Hermitian. Prove that any skew-Hermitian function is diagonalizable with numbers ±i\pm i and zeros on the diagonal.

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Problem 1237

Prove that the determinant of any Hermitian matrix is a real number, and the determinant of any skew-Hermitian matrix is real or purely imaginary (depending on the dimension).

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Problem 1238

Prove that for a symmetric (or Hermitian) function φ\varphi over the field R\mathbb {R} (or C\mathbb {C}), the set of all vectors aa for which φ(a,a)=0\varphi (a, a) = 0 is a subspace of the linear space if and only if one of the inertia indices of the form φ\varphi is equal to zero.

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Problem 1239

Let Q(x,y)Q(x, y) be a Hermitian form on the complex linear space V,RQ(x,y)=Re⁡Q(x,y)V,{ }^{R} Q(x, y) = \operatorname {Re} Q(x, y). Prove that:

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(1)

RQ(x,y){ }^{R} Q(x, y) is a (real) bilinear form on the space RV{ }^{R} V;

(2)

the bilinear form RQ(x,y){ }^{R} Q(x, y) is invariant under multiplication by complex numbers of modulus equal to one, i.e., for λ∈C\lambda \in C with ∣λ∣=1RQ(λx,λy)=RQ(x,y);\left|\lambda \right| = 1{ }^{R} Q(\lambda x, \lambda y) = { }^{R} Q(x, y) ;

(3)

any real bilinear form on the space RV{ }^{R} V, invariant under multiplication by complex numbers of modulus equal to one, is representable in the form Re⁡Q(x,y)\operatorname {Re} Q(x, y) for a Hermitian bilinear form Q(x,y)Q(x, y) on VV, and moreover uniquely so.

Problem 1240

Let φ\varphi be a real symmetric bilinear or complex Hermitian function. Prove that the inequality

∣φ(a,b)∣2⩽φ(a,a)φ(b,b) \left|\varphi (a, b)\right|^{2} \leqslant \varphi (a, a) \varphi (b, b)

holds for all pairs of vectors a,ba, b if and only if one of the inertia indices of φ\varphi is equal to zero. The inequality is strict for any linearly independent pair of vectors if and only if one of the inertia indices coincides with the dimension of the space.

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Problem 1241

Suppose there exist a linear change of coordinates (possibly degenerate) taking the quadratic function φ\varphi to the function ψ\psi, and a change taking the function ψ\psi to the function φ\varphi. Prove that these two functions are equivalent, i.e., there exists a nondegenerate transformation taking one of these functions to the other.

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Problem 1242

Prove that a quadratic function on a real linear space factors as a product of two linear functions if and only if its rank does not exceed 2, and, in the case of rank 2, its signature is equal to zero. Prove that for a quadratic function on a complex space to factor as a product of two linear functions, it is necessary and sufficient that its rank not exceed 2.

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Problem 1243

Prove that a real quadratic function is nonnegative-definite if and only if its matrix AA can be represented in the form A=C⊤CA = C^{\top } C for some real matrix CC. Moreover, the form is positive-definite if the matrix CC is nondegenerate.

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Problem 1244

(Sylvester's criterion). Prove that a quadratic function is positive-definite if and only if all of its leading principal minors (i.e., the minors formed by the first kk rows and the first kk columns of the matrix) are positive.

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Problem 1245

Prove that in a positive-definite quadratic function all coefficients of the squares are positive, and that this condition is not sufficient for positive-definiteness of the function.

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Problem 1246

Prove the following statements.

  1. For positive-definiteness of a quadratic function, it is necessary and sufficient that all principal (i.e., symmetric with respect to the main diagonal) minors of its matrix be positive.

  2. For a quadratic function ff to be nonnegative-definite (i.e., f⩾0f \geqslant 0 for all values of the variables), it is necessary and sufficient that all principal minors of its matrix be nonnegative. Show that (unlike for positive-definite functions) nonnegativity of all leading minors of its matrix is not sufficient for nonnegativity of ff.

  3. For a real symmetric matrix AA to be representable in the form A=C⊤CA = C^{\top } C for some real nondegenerate matrix CC, it is necessary and sufficient that all leading minors of the matrix AA be positive.

  4. For a real symmetric matrix AA to be representable in the form A=C⊤CA = C^{\top } C for some real matrix CC, it is necessary and sufficient that all principal minors of the matrix AA be nonnegative. If the rank of the matrix AA is rr, then the rank of CC is also rr, and one may assume that in the matrix CC the first rr rows are linearly independent, while the remaining rows are zero.

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Problem 1247

Prove that if a quadratic function with matrix AA is positive-definite, then the quadratic function with matrix A−1A^{-1} is also positive-definite.

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Problem 1248

Prove that a quadratic function ff is negative-definite (i.e., the function −f-f is positive-definite) if and only if the signs of the leading minors D1,D2,…,DnD_{1}, D_{2}, \ldots , D_{n} alternate, with D1<0D_{1} < 0.

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Problem 1249

Let e1,…,ene_{1}, \ldots , e_{n} be a basis for a bilinear or sesquilinear function φ\varphi of rank rr, in which its matrix is block-diagonal, with the single nonzero block of size r×rr \times r in the upper left corner. Show that the matrix of this function will have the same form in any basis of the form a1,…,ar,er+1,…,ena_{1}, \ldots , a_{r}, e_{r+1}, \ldots , e_{n}.

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Problem 1250

Prove that the rank of a symmetric, skew-symmetric, or Hermitian matrix equals the maximal size of a nonzero principal minor.

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Problem 1251

Let BB be a nonzero principal minor of order rr of the matrix of a symmetric bilinear or complex Hermitian function φ\varphi of rank rr. Prove that if the leading principal minors B1,B2,…,Br=BB_{1}, B_{2}, \ldots , B_{r} = B of the minor BB are nonzero, then there exists a basis in which the matrix of the function φ\varphi has diagonal form with the numbers

on the diagonal.

B1,B2B1,…,BBr−1 B_{1}, \frac{B_{2}}{B_{1}}, \ldots , \frac{B}{B_{r-1}}
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Problem 1252

Let φ\varphi be a (skew-)symmetric bilinear or complex Hermitian function with kernel Ker⁡φ\operatorname {Ker} \varphi. Prove that Ker⁡φ=W⊥\operatorname {Ker} \varphi = W^{\perp } for any subspace WW complementary to Ker⁡φ\operatorname {Ker} \varphi, and that the restriction of φ\varphi to such WW is nondegenerate.

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Problem 1253

Let φ\varphi be a nondegenerate (skew-)symmetric bilinear or complex Hermitian function whose restriction to a subspace WW of dimension kk is nondegenerate, while its restriction to a subspace W1⊃WW_{1} \supset W of dimension k+1k+1 is degenerate. Prove that there exists a subspace W2⊃W1W_{2} \supset W_{1} of dimension k+2k+2 on which the restriction of φ\varphi is again nondegenerate. Verify that in the symmetric real and Hermitian cases the signs of the determinants of the restrictions of φ\varphi to WW and to W2W_{2} differ, while in the skew-symmetric case these signs coincide.

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Problem 1254

Let φ\varphi be a (skew-)symmetric bilinear or complex Hermitian function of rank rr, nondegenerate on some subspace WW of dimension k<rk < r, and let ek+1,…,ene_{k+1}, \ldots , e_{n} be linearly independent vectors that, together with WW, span the entire space. Prove that among these vectors there are r−kr-k such that, together with WW, they span a subspace of dimension rr containing WW, on which the restriction of φ\varphi is nondegenerate. Using the previous problem, show that if the restrictions of φ\varphi to all the linear spans ⟨W,ej⟩\left\langle W, e_{j}\right\rangle are degenerate, then there exists a pair of vectors ej,ele_{j}, e_{l} for which the restriction of φ\varphi to their linear span is nondegenerate.

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Problem 1255

Let BB be a (skew-)symmetric or complex Hermitian matrix. Show that any nonzero principal minor of the matrix BB is contained in a maximal principal minor whose size equals the rank of the matrix BB. Show that if some principal minor of order rr is nonzero, while all its bordering principal minors of orders r+1r+1 and r+2r+2 are equal to zero, then rr is the rank of the matrix BB.

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Problem 1256

Let ff be a quadratic function on a real linear space, and let aa and bb be vectors such that f(a)<0f(a) < 0 and f(b)>0f(b) > 0. Prove that the vectors aa and bb are linearly independent.

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Problem 1257

For the quadratic functions ff and gg, determine whether there exists a linear transformation taking the function ff to the function gg:

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(1)

f=2x12+9x22+3x32+8x1x2−4x1x3−10x2x3f = 2 x_{1}^{2}+9 x_{2}^{2}+3 x_{3}^{2}+8 x_{1} x_{2}-4 x_{1} x_{3}-10 x_{2} x_{3},

g=5y12+6y22+12y1y2 g = 5 y_{1}^{2}+6 y_{2}^{2}+12 y_{1} y_{2}
(2)

f=2x12+3x22+6x32−4x1x2−4x1x3+8x2x3f = 2 x_{1}^{2}+3 x_{2}^{2}+6 x_{3}^{2}-4 x_{1} x_{2}-4 x_{1} x_{3}+8 x_{2} x_{3},

g=4y12+y22+9y32−12y1y3 g = 4 y_{1}^{2}+y_{2}^{2}+9 y_{3}^{2}-12 y_{1} y_{3}
(3)

f=x12+5x22+11x32+6x42+4x1x2−2x1x3+2x2x3−14x3x4f = x_{1}^{2}+5 x_{2}^{2}+11 x_{3}^{2}+6 x_{4}^{2}+4 x_{1} x_{2}-2 x_{1} x_{3}+2 x_{2} x_{3}-14 x_{3} x_{4}, g=−y12−3y22+9y32+6y44−4y1y2+2y1y3+10y2y3−4y2y4−−14y3y4g = -y_{1}^{2}-3 y_{2}^{2}+9 y_{3}^{2}+6 y_{4}^{4}-4 y_{1} y_{2}+2 y_{1} y_{3}+10 y_{2} y_{3}-4 y_{2} y_{4}- -14 y_{3} y_{4}.

Problem 1258

Using Lagrange's method, reduce the quadratic function to normal form and find the matrix of the corresponding linear transformation:

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(1)

x12+2x1x2+2x22+4x2x3+5x32x_{1}^{2}+2 x_{1} x_{2}+2 x_{2}^{2}+4 x_{2} x_{3}+5 x_{3}^{2}

(2)

x1x2+x2x3+x3x1x_{1} x_{2}+x_{2} x_{3}+x_{3} x_{1}

(3)

4x12+x22+x32−4x1x2+4x1x3−3x2x34 x_{1}^{2}+x_{2}^{2}+x_{3}^{2}-4 x_{1} x_{2}+4 x_{1} x_{3}-3 x_{2} x_{3}

(4)

x1x2−2x1x3+6x2x3x_{1} x_{2}-2 x_{1} x_{3}+6 x_{2} x_{3}

(5)

4x22+x32+3x1x3−4x2x34 x_{2}^{2}+x_{3}^{2}+3 x_{1} x_{3}-4 x_{2} x_{3}

(6)

x12+2x22+x42+4x1x2+4x1x3+2x1x4+4x2x3+4x2x4x_{1}^{2}+2 x_{2}^{2}+x_{4}^{2}+4 x_{1} x_{2}+4 x_{1} x_{3}+2 x_{1} x_{4}+4 x_{2} x_{3}+4 x_{2} x_{4};

(7)

x12+5x22+9x32+5x42−4x1x2+2x1x3+2x1x4+2x2x3−8x3x4x_{1}^{2}+5 x_{2}^{2}+9 x_{3}^{2}+5 x_{4}^{2}-4 x_{1} x_{2}+2 x_{1} x_{3}+2 x_{1} x_{4}+2 x_{2} x_{3}-8 x_{3} x_{4}.

Problem 1259

Show that the symmetric bilinear function on a two-dimensional linear space over a field of characteristic 2, given by the matrix (0110)\left(\begin{array}{ll}0 & 1 \\ 1 & 0\end{array}\right), cannot be reduced to diagonal form.

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Problem 1260

Let φ(x,y)\varphi (x, y) be a nonzero skew-symmetric bilinear function on an nn-dimensional linear space. Prove that there exists a basis in which φ(x,y)\varphi (x, y) has the canonical form:

φ(x,y)=x1y2−x2y1+x3y4−x4y3+……+x2k−1y2k−x2ky2k−1,1⩽k⩽n/2 \begin{aligned} \varphi (x, y) = x_{1} y_{2}-x_{2} y_{1}+x_{3} y_{4}-x_{4} y_{3}+\ldots \\ \ldots +x_{2 k-1} y_{2 k}-x_{2 k} y_{2 k-1}, \quad 1 \leqslant k \leqslant n / 2 \end{aligned}
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Problem 1261

Reduce the skew-symmetric bilinear function to canonical form (finding the transformation):

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(1)

x1y2+2x1y3−x2y1−2y1x3+x2y3−x3y2x_{1} y_{2}+2 x_{1} y_{3}-x_{2} y_{1}-2 y_{1} x_{3}+x_{2} y_{3}-x_{3} y_{2}

(2)

x1y2−x2y1+2x1y3−2x3y1−x1y4+x4y1+4x2y4−4x4y2+x_{1} y_{2}-x_{2} y_{1}+2 x_{1} y_{3}-2 x_{3} y_{1}-x_{1} y_{4}+x_{4} y_{1}+4 x_{2} y_{4}-4 x_{4} y_{2}+

+x3y4−x4y3 +x_{3} y_{4}-x_{4} y_{3}
(3)

x1y2−x2y1+3x1y3−3x3y1−2x1y4+2x4y1−7x2y3+7x3y2+x_{1} y_{2}-x_{2} y_{1}+3 x_{1} y_{3}-3 x_{3} y_{1}-2 x_{1} y_{4}+2 x_{4} y_{1}-7 x_{2} y_{3}+7 x_{3} y_{2}+

+3x2y4−3x4y2−4x3y4+4x4y3 +3 x_{2} y_{4}-3 x_{4} y_{2}-4 x_{3} y_{4}+4 x_{4} y_{3}
(4)

2x1y2+x1y3+3x1y4−2x2y1−2x2y4−x3y1+x3y4−3x4y1+2 x_{1} y_{2}+x_{1} y_{3}+3 x_{1} y_{4}-2 x_{2} y_{1}-2 x_{2} y_{4}-x_{3} y_{1}+x_{3} y_{4}-3 x_{4} y_{1}+

+2x4y2−x4y3 +2 x_{4} y_{2}-x_{4} y_{3}
(5)

−2x1y2+x1y4+2x2y1+3x2y3+2x2y4−3x3y2−x3y4−x4y1−-2 x_{1} y_{2}+x_{1} y_{4}+2 x_{2} y_{1}+3 x_{2} y_{3}+2 x_{2} y_{4}-3 x_{3} y_{2}-x_{3} y_{4}-x_{4} y_{1}-

−2x4y2+x4y3 -2 x_{4} y_{2}+x_{4} y_{3}
Problem 1262

Reduce the following quadratic functions to diagonal form and find the expression of the new coordinates in terms of the old ones:

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(1)

∑i,j=1naiajxixj\sum_{i, j = 1}^{n} a_{i} a_{j} x_{i} x_{j}, where not all of the numbers a1,…,ana_{1}, \ldots , a_{n} are zero;

(2)

∑i=1nxi2+∑i<jnxixj\sum_{i = 1}^{n} x_{i}^{2}+\sum_{i < j}^{n} x_{i} x_{j}

(3)

∑i<jnxixj\sum_{i < j}^{n} x_{i} x_{j};

(4)

∑i=1n−1xixi+1\sum_{i = 1}^{n-1} x_{i} x_{i+1};

(5)

∑i=1n(xi−s)2\sum_{i = 1}^{n}\left(x_{i}-s\right)^{2}, where s=x1+…+xnns = \frac{x_{1}+\ldots +x_{n}}{n}.

Problem 1263

Let a quadratic function of the form

φ=l12+l22+…+lp2−lp+12−lp+22−…−lp+q2 \varphi = l_{1}^{2}+l_{2}^{2}+\ldots +l_{p}^{2}-l_{p+1}^{2}-l_{p+2}^{2}-\ldots -l_{p+q}^{2}

be given, where li,i=1,…,p+ql_{i}, i = 1, \ldots , p+q, are real linear functions of x1,…,xnx_{1}, \ldots , x_{n}. Prove that the positive inertia index of the function φ\varphi does not exceed pp, and the negative inertia index does not exceed qq.

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Problem 1264

In the space R1[x]\mathbb {R}_{1}[x] of polynomials of degree at most 1, a quadratic function is given

φ(P)=∫0aP2(x)(x−1)dx \varphi (P) = \int _{0}^{a} P^{2}(x)(x-1) d x

where a>0a > 0. Find the positive inertia index pp and negative inertia index qq of this quadratic function as functions of aa.

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Problem 1265

Find all values of the parameter α\alpha for which the given quadratic form is positive-definite:

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(1)

5x12+x22+αx32+4x1x2−2x1x3−2x2x35 x_{1}^{2}+x_{2}^{2}+\alpha x_{3}^{2}+4 x_{1} x_{2}-2 x_{1} x_{3}-2 x_{2} x_{3};

(2)

2x12+x22+3x32+2αx1x2+2x1x32 x_{1}^{2}+x_{2}^{2}+3 x_{3}^{2}+2 \alpha x_{1} x_{2}+2 x_{1} x_{3}.

Problem 1266

Reduce the Hermitian sesquilinear function to normal form (finding the transformation):

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(1)

ixˉ1x2−ixˉ2x1i \bar{x}_{1} x_{2}-i \bar{x}_{2} x_{1}

(2)

xˉ1x1+9xˉ2x2+9xˉ3x3+3ixˉ1x2−3ixˉ2x1−3xˉ1x3−3xˉ3x1+\bar{x}_{1} x_{1}+9 \bar{x}_{2} x_{2}+9 \bar{x}_{3} x_{3}+3 i \bar{x}_{1} x_{2}-3 i \bar{x}_{2} x_{1}-3 \bar{x}_{1} x_{3}-3 \bar{x}_{3} x_{1}+

+7ixˉ2x3−7ixˉ3x2 +7 i \bar{x}_{2} x_{3}-7 i \bar{x}_{3} x_{2}
Problem 1267

Reduce the skew-Hermitian sesquilinear function to normal form (finding the transformation):

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(1)

xˉ1x2−xˉ2x1\bar{x}_{1} x_{2}-\bar{x}_{2} x_{1}

(2)

ixˉ1x1+9ixˉ2x2+9ixˉ3x3−3xˉ1x2+3xˉ2x1−3ixˉ1x3−3ixˉ3x1−i \bar{x}_{1} x_{1}+9 i \bar{x}_{2} x_{2}+9 i \bar{x}_{3} x_{3}-3 \bar{x}_{1} x_{2}+3 \bar{x}_{2} x_{1}-3 i \bar{x}_{1} x_{3}-3 i \bar{x}_{3} x_{1}-

−7xˉ2x3+7xˉ3x2 -7 \bar{x}_{2} x_{3}+7 \bar{x}_{3} x_{2}