9.3 Positive Forms

这一节探讨了正定二次型的概念,等价地,通过矩阵的性质来判断正定性。主要内容包括正定形式与正矩阵的定义,以及它们之间的等价条件,如Cholesky分解。此外,介绍了正定线性算子、正交投影和正定性的性质。通过一系列练习题巩固了正定性理论的应用。
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这一节讲的内容在国内的学校教材中常被列为“(半)正定二次型”,从form的角度理解比从矩阵的角度理解要容易一些。 f f f是positive与由 f f f的矩阵 A A A形成的函数 g ( X , Y ) = Y ∗ A X g(X,Y)=Y^{\ast}AX g(X,Y)=YAX是positive这二者等价,而Theorem 5说明: g ( X , Y ) = Y ∗ A X g(X,Y)=Y^{\ast}AX g(X,Y)=YAX是positive又等价于存在可逆矩阵 P P P使得 A = P ∗ P A=P^{\ast}P A=PP。这个定理实际用起来并不容易,为了引入对positive的判别,后面介绍了principle minors的定义,也就是 A A A的前k行和前k列形成的子矩阵的行列式,记为 Δ k ( A ) \Delta_k(A) Δk(A),而通过引理和Theorem 6 f f f是positive的另一个等价条件是: A = A ∗ A=A^{\ast} A=A A A A的所有principle minor都是正的。
在上述这些内容都讨论过后,再定义了positive matrix,即对任何 X ≠ 0 X\neq 0 X=0都有 X t A X > 0 X^tAX>0 XtAX>0,以及linear operator是positive的定义。这些都可以从form中自然的得到。另外一个有用的结论是:如果 f f f是一个positive form,那么 f f f实际是一个inner product。
本节的最后,给出了一个关于positive operator,positive forms和positive matrices的等价条件的总结。

Exercises

Exercise 1. Let V V V be C 2 C^2 C2, with the standard inner product. For which vectors α ∈ V \alpha\in V αV is there a positive linear operator T T T such that α = T ϵ 1 \alpha=T\epsilon_1 α=Tϵ1?
Solution: If T T T is positive, then T = T ∗ T=T^{\ast} T=T and we shall have ( α ∣ ϵ 1 ) > 0 (\alpha|\epsilon_1)>0 (αϵ1)>0, so write α = ( a , b ) \alpha=(a,b) α=(a,b), we know that a > 0 a>0 a>0.

Exercise 2. Let V V V be R 2 R^2 R2, with the standard inner product. If θ \theta θ is a real number, let T T T be the linear operator ‘rotation through θ \theta θ,’
T θ ( x 1 , x 2 ) = ( x 1 cos ⁡ θ − x 2 sin ⁡ θ , x 1 sin ⁡ θ + x 2 cos ⁡ θ ) T_{\theta}(x_1,x_2)=(x_1\cos\theta-x_2\sin\theta,x_1\sin\theta+x_2\cos\theta) Tθ(x1,x2)=(x1cosθx2sinθ,x1sinθ+x2cosθ)
For which values of θ \theta θ is T θ T_{\theta} Tθ a positive operator?
Solution: The matrix of T θ T_{\theta} Tθ with the standard basis is A = [ cos ⁡ θ − sin ⁡ θ sin ⁡ θ cos ⁡ θ ] A=\begin{bmatrix}\cos\theta&-\sin\theta\\\sin\theta&\cos\theta\end{bmatrix} A=[cosθsinθsinθcosθ]. If T T T is positive, then we require A = A ∗ A=A^{\ast} A=A and cos ⁡ θ > 0 \cos\theta>0 cosθ>0, thus we must have sin ⁡ θ = 0 , cos ⁡ θ = 1 \sin\theta=0,\cos\theta=1 sinθ=0,cosθ=1, which gives θ = 2 k π , k ∈ N \theta=2k\pi,k\in N θ=2kπ,kN.

Exercise 3. Let V V V be the space of n × 1 n\times 1 n×1 matrices over C C C, with the inner product ( X ∣ Y ) = Y ∗ G X (X|Y)=Y^{\ast}GX (XY)=YGX (where G G G is an n × n n\times n n×n matrix such that this is an inner product). Let A A A be an n × n n\times n n×n matrix and T T T the linear operator T ( X ) = A X T(X)=AX T(X)=AX. Find T ∗ T^{\ast} T. If Y Y Y is a fixed element of V V V, find the element Z Z Z of V V V which determines the linear functional X → Y ∗ X X\to Y^{\ast}X XYX. In other words, find Z Z Z such that Y ∗ X = ( X ∣ Z ) Y^{\ast}X=(X|Z) YX=(XZ) for all X ∈ V X\in V XV.
Solution: Since ( X ∣ Y ) = Y ∗ G X (X|Y)=Y^{\ast}GX (XY)=YGX is an inner product, we must have G G G positive, thus invertible.
We have ( T ( X ) ∣ Y ) = Y ∗ G A X (T(X)|Y)=Y^{\ast}GAX (T(X)Y)=YGAX, so if we let U ( Y ) = ( G A G − 1 ) ∗ Y U(Y)=(GAG^{-1})^{\ast}Y U(Y)=(GAG1)Y, we shall have
( X ∣ U ( Y ) ) = Y ∗ G A G − 1 G X = Y ∗ G A X = ( T ( X ) ∣ Y )    ⟹    U = T ∗ (X|U(Y))=Y^{\ast}GAG^{-1}GX=Y^{\ast}GAX=(T(X)|Y)\implies U=T^{\ast} (XU(Y))=YGAG1GX=YGAX=(T(X)Y)U=T
If Y Y Y is a fixed element of V V V, then let Z = ( G − 1 ) ∗ Y Z=(G^{-1})^{\ast}Y Z=(G1)Y, we have ( X ∣ Z ) = Y ∗ G − 1 G X = Y ∗ X (X|Z)=Y^{\ast}G^{-1}GX=Y^{\ast}X (XZ)=YG1GX=YX.

Exercise 4. Let V V V be a finite-dimensional inner product space. If T T T and U U U are positive linear operators on V V V, prove that ( T + U ) (T+U) (T+U) is positive. Give an example which shows that T U TU TU need not be positive.
Solution: We directly have ( T + U ) ∗ = T ∗ + U ∗ = T + U (T+U)^{\ast}=T^{\ast}+U^{\ast}=T+U (T+U)=T+U

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