Suppose . The adjoint of is the function such that:
for all .
Conjugate transpose is just taking the transpose then the conjugate of each entry
self-adjoint
An operator is called self-adjoint if . In other words, is self-adjoint iff:
for all
normal
An operator on an inner product space is called normal if it commutes with its adjoint.
is normal if .
positive operator
An operator is called positive if is self-adjoint and:
for all .
square root
An operator is called a square root of an operator if .
When is positive then is the unique positive square root of
isometry
An operator is called an isometry if:
for all .
In other words, an operator is an isometry if it preserves norms.
Polar Decomposition
Suppose . Then an isometry such that:
singular values
Suppose . The singular values of are the eigenvalues of with each eigenvalues repeated time.
Chapter 8: Operators on Complex Vector Spaces
generalized eigenvector
Suppose and is an eigenvalue of . A vector is called a generalized eigenvector of corresponding to if and:
for some .
generalized eigenspace,
Suppose and . The generalized eigenspace of corresponding to , denoted , is defined to be the set of all generalized eigenvectors of corresponding to , along with the .
Description of generalized eigenspaces
Suppose and . Then .
nilpotent
An operator is called nilpotent if some power of it equals .
multiplicity
Suppose . The multiplicity of an eigenvalue of is defined to be the dimension of the corresponding generalized eigenspace . In other words, the multiplicity of an eigenvalue of equals .
Algebraic multiplicity:
Geometric multiplicity:
block diagonal matrix
A block diagonal matrix is a square matrix of the form:
where are square matrices lying along the diagonal and all the other entries of the matrix equal 0.
Important Lemmas (That I always forget)
Chapter 7: Operators on Inner Product Spaces
Self-Adjoint Properties:
Eigenvalues of self-adjoint operators are real
Every eigenvalue of a self-adjoint operator is real
Over , is real for all only for self-adjoint operators.
Suppose is a complex inner product space and . Then is self-adjoint iff:
for every .
Normal-Operators
is normal iff for all .
An operator is normal iff:
for all .
Orthogonal eigenvectors for normal operators
Suppose is normal. Then eigenvectors of corresponding to distinct eigenvalues are orthogonal.
Spectral Theorem
Complex Spectral Theorem
Suppose and . Then the following are equivalent:
is normal
has an orthonormal basis consisting of eigenvectors of .
has a diagonal matrix with respect to some orthonormal basis of .
Real Spectral Theorem
Suppose and . Then the following are equivalent:
is self-adjoint
has an orthonormal basis consisting of eigenvectors of .
has a diagonal matrix with respect to some orthonormal basis of
Positive Operators
Characterization of positive operators
Let . Then the following are equivalent:
is positive
is self-adjoint and all eigenvalues of are non-negative
has a positive square root
has a self-adjoint square root
s.t. .
Isometries
Characterization of isometries
is an isometry
for all
is orthonormal for every orthonormal list of vectors in
an orthonormal basis of such that is orthonormal.
is an isometry
is invertible and .
Polar/Singular Value Decomposition
Singular-Value Decomposition
Suppose has singular values . Then there exist orthonormal bases and such that:
for every .
Chapter 8: Operators on Complex Vector Spaces
Generalized Eigenvectors
Sequence of increasing null spaces
Suppose . Then:
Equality in the sequence of null spaces
Suppose . Suppose is a nonnegative integer such that . Then:
Null spaces stop growing
Suppose . Let . Then:
Linearly Independent generalized eigenvectors
Let . Suppose are distinct eigenvalues of and are corresponding generalized eigenvectors. Then is linearly independent.
Decomposition of Operators
Description of operators on complex vector spaces
Suppose is a complex vector space and . Let be the distinct eigenvalues of .