Operators on Inner Product Spaces
7A. Self-Adjoint and Normal Operators
1) Adjoint
Adjoint
For
the adjoint of is the linear map
such that
for every and .
Meaning: The adjoint moves a linear map from one side of an inner product to the other.
2) Properties of the Adjoint
Addition
Meaning: The adjoint preserves addition.
Scalar Multiplication
Meaning: Taking the adjoint conjugates scalar factors.
Double Adjoint
Meaning: Taking the adjoint twice returns the original map.
Product
Meaning: Taking the adjoint reverses the order of composition.
Identity
Meaning: The identity operator is its own adjoint.
Inverse
If is invertible, then
Meaning: Taking an adjoint is compatible with taking an inverse.
3) Null Space and Range of the Adjoint
Null Space of the Adjoint
Meaning: sends exactly the vectors orthogonal to the range of to zero.
Range of the Adjoint
Meaning: The range of consists of the directions orthogonal to the null space of .
4) Conjugate Transpose
Conjugate Transpose
For a matrix , the conjugate transpose is obtained by transposing and conjugating every entry.
Meaning: is the matrix counterpart of the adjoint.
Real Matrix
If has only real entries, then
Meaning: For real matrices, conjugate transpose is just transpose.
5) Matrix of the Adjoint
Adjoint Matrix
With respect to orthonormal bases,
Meaning: In orthonormal coordinates, taking an adjoint corresponds exactly to taking a conjugate transpose.
6) Self-Adjoint Operator
Self-Adjoint
An operator is self-adjoint if
Meaning: A self-adjoint operator is the operator analogue of a real number.
Inner Product Criterion
for all .
Meaning: A self-adjoint operator can be moved across an inner product without changing it.
7) Eigenvalues of Self-Adjoint Operators
Real Eigenvalues
Every eigenvalue of a self-adjoint operator is real.
Meaning: Self-adjoint operators cannot have nonreal eigenvalues.
8) Normal Operator
Normal
An operator is normal if
Meaning: A normal operator commutes with its adjoint.
Self-Adjoint Implies Normal
Every self-adjoint operator is normal.
Meaning: Self-adjoint operators form an important subclass of normal operators.
9) Norm Criterion for Normality
Normality Criterion
for every .
Meaning: A normal operator and its adjoint stretch every vector by the same amount.
10) Null Space and Range of a Normal Operator
Null Spaces
Meaning: A normal operator and its adjoint kill exactly the same vectors.
Ranges
Meaning: A normal operator and its adjoint reach the same subspace.
Orthogonal Decomposition
Meaning: For a normal operator, the null space and range split the whole space orthogonally.
11) Eigenvectors of a Normal Operator
Adjoint Eigenvector
If
then
Meaning: A normal operator and its adjoint have the same eigenvectors, with conjugate eigenvalues.
Orthogonal Eigenvectors
Eigenvectors corresponding to distinct eigenvalues of a normal operator are orthogonal.
Meaning: Different eigenvalues of a normal operator give perpendicular eigendirections.
7B. Spectral Theorem
1) Real Spectral Theorem
Real Spectral Theorem
Suppose .
Then
if and only if has an orthonormal basis consisting of eigenvectors of .
Equivalently, has a diagonal matrix with respect to some orthonormal basis.
Meaning: Every real self-adjoint operator can be orthogonally diagonalized.
2) Complex Spectral Theorem
Complex Spectral Theorem
Suppose .
Then
if and only if has an orthonormal basis consisting of eigenvectors of .
Equivalently, has a diagonal matrix with respect to some orthonormal basis.
Meaning: Every complex normal operator can be unitarily diagonalized.
3) Spectral Theorem Summary
Real Case
Meaning: Self-adjointness is exactly the condition for orthonormal diagonalization over .
Complex Case
Meaning: Normality is exactly the condition for orthonormal diagonalization over .
7C. Positive Operators
1) Positive Operator
Positive Operator
An operator is positive if is self-adjoint and
for every .
Meaning: A positive operator has a nonnegative quadratic value in every direction.
2) Characterization of Positive Operators
Eigenvalue Criterion
A self-adjoint operator is positive if and only if all its eigenvalues are nonnegative.
Meaning: Positivity can be checked directly from the spectrum.
Diagonal Criterion
is positive if and only if it has a diagonal matrix with nonnegative diagonal entries with respect to some orthonormal basis.
Meaning: A positive operator acts like nonnegative scaling along orthogonal directions.
3) Square Root of an Operator
Square Root
An operator is a square root of if
Meaning: Applying twice gives .
4) Positive Square Root
Existence of Positive Square Root
Every positive operator has a positive square root.
Meaning: Positive operators behave like nonnegative real numbers with respect to square roots.
Uniqueness
Every positive operator has exactly one positive square root.
It is denoted by
Meaning: There is one uniquely determined positive operator whose square is .
5) Equivalent Characterizations of Positivity
Positive Operator Characterization
The following are equivalent:
and
Meaning: Positivity can be recognized through eigenvalues, square roots, or a factorization of the form .
7D. Isometries, Unitary Operators, and Matrix Factorization
1) Isometry
Isometry
A linear map
is an isometry if
for every .
Meaning: An isometry preserves vector lengths.
2) Characterization of Isometries
Adjoint Criterion
Meaning: An isometry does not change lengths because its adjoint reverses its action on the domain.
Inner Product Preservation
Meaning: Isometries preserve both lengths and angles.
Orthonormal Basis Criterion
An isometry maps an orthonormal basis of to an orthonormal list in .
Meaning: Isometries preserve orthonormal structure.
3) Unitary Operator
Unitary Operator
An operator is unitary if it is an invertible isometry.
Meaning: A unitary operator preserves all inner-product geometry and can be reversed.
4) Characterization of Unitary Operators
Adjoint and Inverse
Thus,
Meaning: The inverse of a unitary operator is its adjoint.
Orthonormal Basis Preservation
A unitary operator maps every orthonormal basis to another orthonormal basis.
Meaning: Unitary operators change coordinates without changing geometric structure.
5) Eigenvalues of Unitary Operators
Absolute Value of Eigenvalues
Every eigenvalue of a unitary operator satisfies
Meaning: Unitary operators do not stretch eigenvectors; they only rotate or reflect them.
6) Complex Unitary Operators
Spectral Description
For a complex inner product space,
if and only if has an orthonormal basis of eigenvectors whose eigenvalues all satisfy
Meaning: A complex unitary operator is diagonalizable using unit-length complex scalings.
7) Unitary Matrix
Unitary Matrix
A square matrix is unitary if its columns form an orthonormal basis.
Equivalently,
Meaning: A unitary matrix preserves Euclidean lengths and inner products.
8) QR Factorization
QR Factorization
If a square matrix has linearly independent columns, then
where is unitary and is upper triangular with positive diagonal entries.
Meaning: QR factorization separates a matrix into an orthonormal part and an upper-triangular part.
Uniqueness
With positive diagonal entries in , the factorization
is unique.
Meaning: The positivity condition removes ambiguity in the QR decomposition.
9) Positive Definite Matrix
Positive Definite
A square matrix is positive definite if
and
for every nonzero .
Meaning: A positive definite matrix is the matrix form of an invertible positive operator.
10) Cholesky Factorization
Cholesky Factorization
If is positive definite, then there exists a unique upper-triangular matrix with positive diagonal entries such that
Meaning: A positive definite matrix can be factored into a triangular matrix and its conjugate transpose.
7E. Singular Value Decomposition
1) Properties of
Positive Operator
For
the operator
is positive.
Meaning: always has nonnegative eigenvalues and an orthonormal eigenbasis.
Null Space
Meaning: loses exactly the same input directions as .
Rank
Meaning: and contain the same amount of nonzero directional information.
2) Singular Values
Singular Values
The singular values of are the nonnegative square roots of the eigenvalues of
They are listed in decreasing order.
Meaning: Singular values measure how strongly stretches orthogonal input directions.
3) Zero Singular Value
Injectivity Criterion
Meaning: A zero singular value indicates that some nonzero direction is completely collapsed.
4) Positive Singular Values and Rank
Rank from Singular Values
The number of positive singular values of equals
Meaning: The number of nonzero singular values is the rank of the linear map.
5) Isometry and Singular Values
Isometry Criterion
Meaning: An isometry stretches every independent direction by exactly one.
6) Singular Value Decomposition
Singular Value Decomposition
Let
be the positive singular values of .
Then there exist orthonormal lists
in and
in such that
Meaning: Every linear map can be decomposed into orthogonal input directions, scalar stretch factors, and orthogonal output directions.
7) Singular Vectors
Right Singular Vectors
The vectors satisfy
Meaning: Right singular vectors are eigenvectors of .
Left Singular Vectors
For ,
Meaning: Left singular vectors are the normalized output directions corresponding to the right singular vectors.
8) Diagonal Form of a Linear Map
SVD Diagonal Form
With suitable orthonormal bases of and , the matrix of has only singular values on its diagonal and zeros elsewhere.
Meaning: Unlike eigenvalue diagonalization, SVD gives a diagonal form for every linear map.
9) Matrix Version of SVD
Matrix SVD
If an -by- matrix has rank , then
where
- has orthonormal columns,
- is diagonal with positive singular values,
- has orthonormal columns.
Meaning: Any matrix can be separated into orthogonal input directions, singular-value scaling, and orthogonal output directions.
10) Adjoint from the SVD
Adjoint Formula
If
then
Meaning: The adjoint reverses the input and output singular directions while keeping the same singular values.
11) Pseudoinverse from the SVD
Pseudoinverse Formula
Meaning: The pseudoinverse reverses each nonzero singular direction by replacing with .
7F. Consequences of Singular Value Decomposition
1) Norm of a Linear Map
Operator Norm
For
define
Meaning: The operator norm is the largest amount by which can stretch a unit vector.
2) Norm and Singular Values
Largest Singular Value
If is the largest singular value of , then
Meaning: The strongest stretching factor of is its operator norm.
3) Fundamental Operator Norm Inequality
Norm Bound
For every ,
Meaning: The operator norm gives a universal bound on how much can stretch any vector.
4) Basic Properties of the Operator Norm
Positivity
Zero
Scalar Multiplication
Triangle Inequality
Meaning: The operator norm behaves like an ordinary vector norm.
5) Norm of the Adjoint
Adjoint Norm
Meaning: A linear map and its adjoint have the same maximum stretching factor.
6) Best Low-Rank Approximation
Best Rank- Approximation
Suppose
are the positive singular values of .
For ,
Meaning: The best rank- approximation is obtained by discarding all but the largest singular values.
Truncated SVD
If
then
Meaning: Truncating the SVD gives the optimal lower-rank approximation.
7) Polar Decomposition
Polar Decomposition
For every operator
there exists a unitary operator such that
Meaning: Every operator can be written as a unitary geometric transformation followed by positive stretching.
8) Positive Part of the Polar Decomposition
Positive Factor
The positive factor in the polar decomposition is
Meaning: contains the pure stretching information of .
9) Relation to Singular Values
Singular Values of the Positive Factor
The eigenvalues of
are the singular values of .
Meaning: The positive factor in the polar decomposition stretches along singular directions by the singular values.