Chapter 11

Hadamard Product

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Problem 11.1.1

Let

A=(0110),B=(3471),J=(1111). A = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}, \quad B = \begin{pmatrix} 3 & 4 \\ 7 & 1 \end{pmatrix}, \quad J = \begin{pmatrix} 1 & 1 \\ 1 & 1 \end{pmatrix}.

Calculate A∙BA \bullet B, A∙A−1A \bullet A^{-1}, A∙JA \bullet J, J∙BJ \bullet B.

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Problem 11.1.2
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(i)

Consider the 2×22 \times 2 matrices

A=(111−1),B=(1−111) A = \begin{pmatrix} 1 & 1 \\ 1 & -1 \end{pmatrix}, \quad B = \begin{pmatrix} 1 & -1 \\ 1 & 1 \end{pmatrix}

which are invertible. Is A∙BA \bullet B invertible?

(ii)

Let UU be an n×nn \times n unitary matrix. Can we conclude that U∙U∗U \bullet U^{*} is a unitary matrix?

Problem 11.1.3

Let n∈Nn \in \mathbb {N} and

A=(1n01)⇒A−1=(1−n01). A = \begin{pmatrix} 1 & n \\ 0 & 1 \end{pmatrix} \Rightarrow A^{-1} = \begin{pmatrix} 1 & -n \\ 0 & 1 \end{pmatrix}.

Thus det⁡(A)=det⁡(A−1)=1\operatorname {det}\left(A\right) = \operatorname {det}\left(A^{-1}\right) = 1. Find det⁡(A∙A−1)\operatorname {det}\left(A \bullet A^{-1}\right).

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Problem 11.1.4

Let AA, BB be m×nm \times n matrices. Show that rk⁡(A∙B)≤(rk⁡(A))(rk⁡(B))\operatorname {rk}\left(A \bullet B\right) \leq \left(\operatorname {rk}\left(A\right)\right)\left(\operatorname {rk}\left(B\right)\right).

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Problem 11.1.5

Let

A=(a1a2a2a3),B=(b1b2b2b3) A = \begin{pmatrix} a_{1} & a_{2} \\ a_{2} & a_{3} \end{pmatrix}, \qquad B = \begin{pmatrix} b_{1} & b_{2} \\ b_{2} & b_{3} \end{pmatrix}

be symmetric matrices over R\mathbb {R}. Assume that AA and BB are positive definite. Show that A∙BA \bullet B is positive definite using the trace and determinant.

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Problem 11.1.6

Let AA be an n×nn \times n matrix over C\mathbb {C}. The spectral radius ρ(A)\rho (A) is the radius of the smallest circle in the complex plane that contains all its eigenvalues. Every characteristic polynomial has at least one root. Let AA, BB be nonnegative matrices. Then ρ(A∙B)≤ρ(A)ρ(B)\rho (A \bullet B) \leq \rho (A)\rho (B). Apply this inequality to the nonnegative matrices

A=(1/4003/4),B=(1111). A = \begin{pmatrix} 1/4 & 0 \\ 0 & 3/4 \end{pmatrix}, \qquad B = \begin{pmatrix} 1 & 1 \\ 1 & 1 \end{pmatrix}.
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Problem 11.1.7

There exists an n2×nn^{2} \times n selection matrix JJ such that A∙B=JT(A⊗B)JA \bullet B = J^{T}(A \otimes B)J, where JTJ^{T} is defined as the n×n2n \times n^{2} matrix [E11E22…Enn]\begin{bmatrix} E_{11} & E_{22} & \ldots & E_{nn} \end{bmatrix} with EiiE_{ii} the n×nn \times n matrix of zeros except for a 11 in the (i,i)(i,i)-th position (elementary matrices). Prove this identity for the special case n=2n = 2.

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Problem 11.1.8

If A,BA, B are n×nn \times n positive definite matrices and (ajj)(a_{jj}) are the diagonal entries of AA, then

det⁡(A∙B)≥det⁡(B)∏j=1najj \operatorname {det}\left(A \bullet B\right) \geq \operatorname {det}\left(B\right) \prod _{j=1}^{n} a_{jj}

with equality if and only if AA is a diagonal matrix. Let

A=(5111),B=(13444). A = \begin{pmatrix} 5 & 1 \\ 1 & 1 \end{pmatrix}, \qquad B = \begin{pmatrix} 13 & 4 \\ 4 & 4 \end{pmatrix}.

First show that AA and BB are positive definite and then calculate the left- and right-hand side of (1)(1).

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Problem 11.1.9

Consider the symmetric 4×44 \times 4 matrices

A=(1001000000001001),B=(1000001001000001). A = \begin{pmatrix} 1 & 0 & 0 & 1 \\ 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \\ 1 & 0 & 0 & 1 \end{pmatrix}, \qquad B = \begin{pmatrix} 1 & 0 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 0 & 1 \end{pmatrix}.

Calculate the Hadamard product A∙BA \bullet B. Show that ∥A∙B∥≤∥A∗A∥∥B∗B∥\left\| A \bullet B\right\| \leq \left\| A^{*}A\right\| \left\| B^{*}B\right\|, where the norm is given by the Hilbert-Schmidt norm.

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Problem 11.1.10

Let AA, BB, CC and DTD^{T} be n×nn \times n matrices over R\mathbb {R}. Show that

tr⁡((A∙B)(CT∙D))=tr⁡((A∙B∙C)D). \operatorname {tr}((A \bullet B)(C^{T} \bullet D)) = \operatorname {tr}((A \bullet B \bullet C)D).
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Problem 11.1.11

Let VV, WW be two matrices of the same order. If all entries of VV are nonzero, then we say that XX is Schur invertible and define its Schur inverse, V(−)V^{(-)}, by V(−)∙V=JV^{(-)} \bullet V = J, where JJ is the matrix with all 11's.

The vector space Mn(F)M_{n}(F) of n×nn \times n matrices acts on itself in three distinct ways: if C∈Mn(F)C \in M_{n}(F) we can define endomorphisms XCX_{C}, ΔC\Delta_{C} and YCY_{C} by

XCM:=CM,ΔCM:=C∙M,YC:=MCT. X_{C}M := CM, \qquad \Delta _{C}M := C \bullet M, \qquad Y_{C} := MC^{T}.

Let AA, BB be n×nn \times n matrices. Assume that XAX_{A} is invertible and ΔB\Delta_{B} is invertible in the sense of Schur. Note that XAX_{A} is invertible if and only if AA is, and ΔB\Delta_{B} is invertible if and only if the Schur inverse B(−)B^{(-)} is defined. We say that (A,B)(A, B) is a one-sided Jones pair if

XAΔBXA=ΔBXAΔB. X_{A}\Delta _{B}X_{A} = \Delta _{B}X_{A}\Delta _{B}.

We call this the braid relation. Give an example for a one-sided Jones pair.

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Problem 11.1.12

Let AA, BB be n×nn \times n matrices. Let e→1,…,e→n\overrightarrow {e}_{1}, \ldots , \overrightarrow {e}_{n} be the standard basis vectors in Cn\mathbb {C}^{n}. We form the n2n^{2} column vectors (Ae→j)∙(Be→k)(A\overrightarrow {e}_{j}) \bullet (B\overrightarrow {e}_{k}), j,k=1,…,nj, k = 1, \ldots , n. If AA is invertible and BB is Schur invertible, then for any jj

{(Ae→1)∙(Be→j),  (Ae→2)∙(Be→j),  …,  (Ae→n)∙(Be→j)} \left\{ (A\overrightarrow {e}_{1}) \bullet (B\overrightarrow {e}_{j}), \; (A\overrightarrow {e}_{2}) \bullet (B\overrightarrow {e}_{j}), \; \ldots , \; (A\overrightarrow {e}_{n}) \bullet (B\overrightarrow {e}_{j})\right\}

is a basis of the vector space Cn\mathbb {C}^{n}. Let

A=(111011001),B=(1−11−11−11−11). A = \begin{pmatrix} 1 & 1 & 1 \\ 0 & 1 & 1 \\ 0 & 0 & 1 \end{pmatrix}, \qquad B = \begin{pmatrix} 1 & -1 & 1 \\ -1 & 1 & -1 \\ 1 & -1 & 1 \end{pmatrix}.

Find these bases for these matrices.

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Problem 11.1.13

Let B=(bjk)B = (b_{jk}) be a diagonalizable n×nn \times n matrix with eigenvalues λ1,λ2,…,λn\lambda_{1}, \lambda_{2}, \ldots , \lambda_{n}. Thus, there is nonsingular n×nn \times n matrix AA such that

B=A(diag⁡(λ1,λ2,…,λn))A−1. B = A(\operatorname {diag}(\lambda _{1}, \lambda _{2}, \ldots , \lambda _{n}))A^{-1}.

Show that

(b11b22⋮bnn)=(A∙(A−1)T)(λ1λ2⋮λn). \begin{pmatrix} b_{11} \\ b_{22} \\ \vdots \\ b_{nn} \end{pmatrix} = (A \bullet (A^{-1})^{T}) \begin{pmatrix} \lambda _{1} \\ \lambda _{2} \\ \vdots \\ \lambda _{n} \end{pmatrix}.

Thus the vector of eigenvalues of BB is transformed to the vector of its diagonal entries by the coefficient matrix A∙(A−1)TA \bullet (A^{-1})^{T}.

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Problem 11.1.14

Let AA, BB, CC, DD be n×nn \times n matrices over R\mathbb {R}. Let s→T=(1  …  1)\overrightarrow {s}^{T} = (1 \; \ldots \; 1) be a row vector in Rn\mathbb {R}^{n}. Show that

s→T(A∙B)(CT∙D)s→=tr⁡(CΓD) \overrightarrow {s}^{T}(A \bullet B)(C^{T} \bullet D)\overrightarrow {s} = \operatorname {tr}(C\Gamma D)

where Γ=(γij)\Gamma = (\gamma_{ij}) is a diagonal matrix with γjj=∑i=1naijbij\gamma_{jj} = \sum_{i=1}^{n} a_{ij}b_{ij} and j=1,…,nj = 1, \ldots , n.

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Problem 11.1.15

Given two matrices AA and BB of the same size. If all entries of AA are nonzero, then we say that AA is Schur invertible and define its Schur inverse, A(−)A^{(-)}, by Aij(−):=1/AijA_{ij}^{(-)} := 1/A_{ij}. Equivalently, we have A(−)∙A=JA^{(-)} \bullet A = J, where JJ is the matrix with all ones. An n×nn \times n matrix WW is a type-II matrix if

WW(−)T=nIn WW^{(-)T} = nI_{n}

where InI_{n} is the n×nn \times n identity matrix. Find such a matrix for n=2n = 2.

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Problem 11.1.16

Let AA, BB, CC, DD be 2×22 \times 2 matrices and ⊗\otimes be the Kronecker product. Is

(A⊗B)∙(C⊗D)=(A∙C)⊗(B∙D)? (A \otimes B) \bullet (C \otimes D) = (A \bullet C) \otimes (B \bullet D)?
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Problem 11.2.1

Show that the Hadamard product is linear. Show that the Hadamard product is associative.

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Problem 11.2.2

Let AA, BB be n×nn \times n positive semidefinite matrices. Show that A∙BA \bullet B is also positive semidefinite.

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Problem 11.2.3
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(i)

Let AA, BB be n×nn \times n symmetric matrices over R\mathbb {R}. Is A∙BA \bullet B a symmetric matrix over R\mathbb {R}?

(ii)

Let CC, DD be n×nn \times n hermitian matrices. Is C∙DC \bullet D a hermitian matrix?

Problem 11.2.4

Let AA be a positive semidefinite n×nn \times n matrix. Let BB be an n×nn \times n matrix with ∥B∥≤1\left\| B\right\| \leq 1, where ∥⋅∥\left\| \cdot \right\| denotes the spectral norm. Show that

max⁡{∥A∙B∥:∥B∥≤1}=max⁡(ajj) \max \left\{ \left\| A \bullet B\right\| : \left\| B\right\| \leq 1\right\} = \max (a_{jj})

where ∥⋅∥\left\| \cdot \right\| denotes the spectral norm and j=1,…,nj = 1, \ldots , n.

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Problem 11.2.5

Let AA, BB be m×nm \times n matrices and DD and EE be m×mm \times m and n×nn \times n diagonal matrices, respectively. Show that

D(A∙B)E=A∙(DBE). D(A \bullet B)E = A \bullet (DBE).
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Problem 11.2.6

Let AA be an n×nn \times n diagonalizable matrix over C\mathbb {C} with eigenvalues λ1,…,λn\lambda_{1}, \ldots , \lambda_{n} and diagonalization A=TDT−1A = TDT^{-1}, where DD is a diagonal matrix such that Djj=λjD_{jj} = \lambda_{j} for all j=1,…,nj = 1, \ldots , n. Show that

(a11a22⋮ann)=(T∙(T−1)T)(λ1λ2⋮λn). \begin{pmatrix} a_{11} \\ a_{22} \\ \vdots \\ a_{nn} \end{pmatrix} = (T \bullet (T^{-1})^{T}) \begin{pmatrix} \lambda _{1} \\ \lambda _{2} \\ \vdots \\ \lambda _{n} \end{pmatrix}.
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Problem 11.2.7

Show that tr⁡(A(B∙C))≡(vec⁡(AT∙B))Tvec⁡(C)\operatorname {tr}(A(B \bullet C)) \equiv (\operatorname {vec}(A^{T} \bullet B))^{T}\operatorname {vec}(C). The left-hand side yields

tr⁡(A(B∙C))=∑j=1n∑r=1najrbrjcrj. \operatorname {tr}(A(B \bullet C)) = \sum _{j=1}^{n} \sum _{r=1}^{n} a_{jr}b_{rj}c_{rj}.
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Problem 11.2.8

Consider the n×nn \times n matrices with entries ±1\pm 1. If AA, BB such matrices, then A∙BA \bullet B is again such a matrix. Do these matrices form a group under the Hadamard product? The neutral element would be the matrix JJ with all entries 11.

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Problem 11.2.9

Consider the n×nn \times n matrices with entries 00 and 11. Let ⊕\oplus be the XOR operation and we define A∙B=(aij⊕bij)A \bullet B = (a_{ij} \oplus b_{ij}). Then A∙BA \bullet B is again a matrix with entries 00 and 11. Do these matrices form a group?

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