MT2 Review Sheet

Definitions

Chapter 7: Operators on Inner Product Spaces

adjoint, T∗

Suppose T∈L(V,W). The adjoint of T is the function T∗:W→V such that:
⟨Tv,w⟩=⟨v,T∗w⟩
for all v∈V,w∈W.

self-adjoint

An operator T∈L(V) is called self-adjoint if T=T∗. In other words, T∈L(V) is self-adjoint iff:
⟨Tv,w⟩=⟨v,Tw⟩
for all v,w∈V

normal

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

positive operator

An operator T∈L(V) is called positive if T is self-adjoint and:
⟨Tv,v⟩≥0
for all v∈V.

square root

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

isometry

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

Polar Decomposition

Suppose T∈L(V). Then ∃ an isometry S∈L(V) such that:
T=ST∗T

singular values

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

Chapter 8: Operators on Complex Vector Spaces

generalized eigenvector

Suppose T∈L(V) and λ is an eigenvalue of T. A vector v∈V is called a generalized eigenvector of T corresponding to λ if v≠0→ and:
(T−λI)jv=0→
for some j∈Z+.

generalized eigenspace, G(λ,T)

Suppose T∈L(V) and λ∈F. 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 T∈L(V) and λ∈F. Then G(λ,T)=null(T−λI)dim⁡(V).

nilpotent

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

multiplicity

Suppose T∈L(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(T−λI)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:
[A1…0⋮⋱⋮0…Am]
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 T∈L(V). Then T is self-adjoint iff:
⟨Tv,v⟩∈R
for every v∈V.

Normal-Operators

T is normal iff ‖Tv‖=‖T∗v‖ for all v.

An operator T∈L(V) is normal iff:
‖Tv‖=‖T∗v‖
for all v∈V.

Orthogonal eigenvectors for normal operators

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

Spectral Theorem

Complex Spectral Theorem

Suppose F=C and T∈L(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 T∈L(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 T∈L(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
  • ∃R∈L(V) s.t. T=R∗R.

Isometries

Characterization of isometries

  • S is an isometry
  • ⟨Su,Sv⟩=⟨u,v⟩ for all u,v∈V
  • 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.
  • S∗S=I
  • SS∗=I
  • S∗ is an isometry
  • S is invertible and S−1=S∗.

Polar/Singular Value Decomposition

Singular-Value Decomposition

Suppose T∈L(V) has singular values s1,...,sn. Then there exist orthonormal bases e1,...,en and f1,...,fn such that:
Tv=s1⟨v,e1⟩f1+⋯+sn⟨v,en⟩fn

for every v∈V.

Chapter 8: Operators on Complex Vector Spaces

Generalized Eigenvectors

Sequence of increasing null spaces

Suppose T∈L(V). Then:
{0→}=null(T0)⊆null(T1)⊆⋯⊆null(Tk)⊆null(Tk+1)⊆…

Equality in the sequence of null spaces

Suppose T∈L(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 T∈L(V). Let n=dim⁡(V). Then:
null(Tn)=null(Tn+1)=…

Linearly Independent generalized eigenvectors

Let T∈L(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 T∈L(V). Let λ1,...,λm be the distinct eigenvalues of T.

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