MT2 Review Sheet

Definitions

Chapter 7: Operators on Inner Product Spaces

adjoint, T

Suppose TL(V,W). The adjoint of T is the function T:WV such that:
Tv,w=v,Tw
for all vV,wW.

self-adjoint

An operator TL(V) is called self-adjoint if T=T. In other words, TL(V) is self-adjoint iff:
Tv,w=v,Tw
for all v,wV

normal

  • An operator on an inner product space is called normal if it commutes with its adjoint.
  • TL(V) is normal if TT=TT.

positive operator

An operator TL(V) is called positive if T is self-adjoint and:
Tv,v0
for all vV.

square root

An operator R is called a square root of an operator T if R2=T.

isometry

  • An operator SL(V) is called an isometry if:
    Sv=v
    for all vV.
  • In other words, an operator is an isometry if it preserves norms.

Polar Decomposition

Suppose TL(V). Then an isometry SL(V) such that:
T=STT

singular values

Suppose TL(V). The singular values of T are the eigenvalues of TT with each eigenvalues λ repeated dim(E(λ,TT)) time.

Chapter 8: Operators on Complex Vector Spaces

generalized eigenvector

Suppose TL(V) and λ is an eigenvalue of T. A vector vV is called a generalized eigenvector of T corresponding to λ if v0 and:
(TλI)jv=0
for some jZ+.

generalized eigenspace, G(λ,T)

Suppose TL(V) and λF. The generalized eigenspace of T corresponding to λ, denoted G(λ,T), is defined to be the set of all generalized eigenvectors of T corresponding to λ, along with the 0.

Description of generalized eigenspaces

Suppose TL(V) and λF. Then G(λ,T)=null(TλI)dim(V).

nilpotent

An operator is called nilpotent if some power of it equals 0.

multiplicity

Suppose TL(V). The multiplicity of an eigenvalue λ of T is defined to be the dimension of the corresponding generalized eigenspace G(λ,T). In other words, the multiplicity of an eigenvalue λ of T equals dim(null(TλI)dim(V)).

  • Algebraic multiplicity: dim(G(λ,T))
  • Geometric multiplicity: dim(E(λ,T))
block diagonal matrix

A block diagonal matrix is a square matrix of the form:
[A100Am]
where A1,...,Am 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 C, Tv,v is real for all v only for self-adjoint operators.

Suppose V is a complex inner product space and TL(V). Then T is self-adjoint iff:
Tv,vR
for every vV.

Normal-Operators

T is normal iff Tv=Tv for all v.

An operator TL(V) is normal iff:
Tv=Tv
for all vV.

Orthogonal eigenvectors for normal operators

Suppose TL(V) is normal. Then eigenvectors of T corresponding to distinct eigenvalues are orthogonal.

Spectral Theorem

Complex Spectral Theorem

Suppose F=C and TL(V). Then the following are equivalent:

  • T is normal
  • V has an orthonormal basis consisting of eigenvectors of T.
  • T has a diagonal matrix with respect to some orthonormal basis of V.
Real Spectral Theorem

Suppose F=R and TL(V). Then the following are equivalent:

  • T is self-adjoint
  • V has an orthonormal basis consisting of eigenvectors of T.
  • T has a diagonal matrix with respect to some orthonormal basis of V

Positive Operators

Characterization of positive operators

Let TL(V). Then the following are equivalent:

  • T is positive
  • T is self-adjoint and all eigenvalues of T are non-negative
  • T has a positive square root
  • T has a self-adjoint square root
  • RL(V) s.t. T=RR.

Isometries

Characterization of isometries

  • S is an isometry
  • Su,Sv=u,v for all u,vV
  • Se1,...,Sen is orthonormal for every orthonormal list of vectors e1,...,en in V
  • an orthonormal basis e1,...,en of V such that Se1,...,Sen is orthonormal.
  • SS=I
  • SS=I
  • S is an isometry
  • S is invertible and S1=S.

Polar/Singular Value Decomposition

Singular-Value Decomposition

Suppose TL(V) has singular values s1,...,sn. Then there exist orthonormal bases e1,...,en and f1,...,fn such that:
Tv=s1v,e1f1++snv,enfn

for every vV.

Chapter 8: Operators on Complex Vector Spaces

Generalized Eigenvectors

Sequence of increasing null spaces

Suppose TL(V). Then:
{0}=null(T0)null(T1)null(Tk)null(Tk+1)

Equality in the sequence of null spaces

Suppose TL(V). Suppose m is a nonnegative integer such that null(Tm)=null(Tm+1). Then:
null(Tm)=null(Tm+1)=

Null spaces stop growing

Suppose TL(V). Let n=dim(V). Then:
null(Tn)=null(Tn+1)=

Linearly Independent generalized eigenvectors

Let TL(V). Suppose λ1,...,λm are distinct eigenvalues of T and v1,...,vm are corresponding generalized eigenvectors. Then v1,...,vm is linearly independent.

Decomposition of Operators

Description of operators on complex vector spaces

Suppose V is a complex vector space and TL(V). Let λ1,...,λm be the distinct eigenvalues of T.

  • V=i=1mG(λi,T)
  • Each G(λi,T) is invariant under T.
  • Each (TλiI)|G(λi,T) is nilpotent.