본문으로 건너뛰기

Operators on Inner Product Spaces

7A. Self-Adjoint and Normal Operators

1) Adjoint

Adjoint

For

TL(V,W),T\in\mathcal{L}(V,W),

the adjoint of TT is the linear map

T:WVT^*:W\to V

such that

Tv,w=v,Tw\langle Tv,w\rangle = \langle v,T^*w\rangle

for every vVv\in V and wWw\in W.

Meaning: The adjoint moves a linear map from one side of an inner product to the other.

2) Properties of the Adjoint

Addition

(S+T)=S+T.(S+T)^* = S^*+T^*.

Meaning: The adjoint preserves addition.

Scalar Multiplication

(λT)=λT.(\lambda T)^* = \overline{\lambda}T^*.

Meaning: Taking the adjoint conjugates scalar factors.

Double Adjoint

(T)=T.(T^*)^* = T.

Meaning: Taking the adjoint twice returns the original map.

Product

(ST)=TS.(ST)^* = T^*S^*.

Meaning: Taking the adjoint reverses the order of composition.

Identity

I=I.I^*=I.

Meaning: The identity operator is its own adjoint.

Inverse

If TT is invertible, then

(T)1=(T1).(T^*)^{-1} = (T^{-1})^*.

Meaning: Taking an adjoint is compatible with taking an inverse.

3) Null Space and Range of the Adjoint

Null Space of the Adjoint

nullT=(rangeT).\operatorname{null}T^* = (\operatorname{range}T)^\perp.

Meaning: TT^* sends exactly the vectors orthogonal to the range of TT to zero.

Range of the Adjoint

rangeT=(nullT).\operatorname{range}T^* = (\operatorname{null}T)^\perp.

Meaning: The range of TT^* consists of the directions orthogonal to the null space of TT.

4) Conjugate Transpose

Conjugate Transpose

For a matrix AA, the conjugate transpose AA^* is obtained by transposing AA and conjugating every entry.

(A)j,k=Ak,j.(A^*)_{j,k} = \overline{A_{k,j}}.

Meaning: AA^* is the matrix counterpart of the adjoint.

Real Matrix

If AA has only real entries, then

A=At.A^*=A^t.

Meaning: For real matrices, conjugate transpose is just transpose.

5) Matrix of the Adjoint

Adjoint Matrix

With respect to orthonormal bases,

M(T)=M(T).\mathcal{M}(T^*) = \mathcal{M}(T)^*.

Meaning: In orthonormal coordinates, taking an adjoint corresponds exactly to taking a conjugate transpose.

6) Self-Adjoint Operator

Self-Adjoint

An operator TL(V)T\in\mathcal{L}(V) is self-adjoint if

T=T.T=T^*.

Meaning: A self-adjoint operator is the operator analogue of a real number.

Inner Product Criterion

Tv,w=v,Tw\langle Tv,w\rangle = \langle v,Tw\rangle

for all v,wVv,w\in V.

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 TL(V)T\in\mathcal{L}(V) is normal if

TT=TT.TT^* = T^*T.

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

T is normal    Tv=TvT\text{ is normal} \iff \|Tv\|=\|T^*v\|

for every vVv\in V.

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

nullT=nullT.\operatorname{null}T = \operatorname{null}T^*.

Meaning: A normal operator and its adjoint kill exactly the same vectors.

Ranges

rangeT=rangeT.\operatorname{range}T = \operatorname{range}T^*.

Meaning: A normal operator and its adjoint reach the same subspace.

Orthogonal Decomposition

V=nullTrangeT.V = \operatorname{null}T \oplus \operatorname{range}T.

Meaning: For a normal operator, the null space and range split the whole space orthogonally.

11) Eigenvectors of a Normal Operator

Adjoint Eigenvector

If

Tv=λv,Tv=\lambda v,

then

Tv=λv.T^*v = \overline{\lambda}v.

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 F=R\mathbb{F}=\mathbb{R}.

Then

T is self-adjointT\text{ is self-adjoint}

if and only if VV has an orthonormal basis consisting of eigenvectors of TT.

Equivalently, TT 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 F=C\mathbb{F}=\mathbb{C}.

Then

T is normalT\text{ is normal}

if and only if VV has an orthonormal basis consisting of eigenvectors of TT.

Equivalently, TT 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

T=T    T is orthogonally diagonalizable.T=T^* \iff T\text{ is orthogonally diagonalizable}.

Meaning: Self-adjointness is exactly the condition for orthonormal diagonalization over R\mathbb{R}.

Complex Case

TT=TT    T is unitarily diagonalizable.TT^*=T^*T \iff T\text{ is unitarily diagonalizable}.

Meaning: Normality is exactly the condition for orthonormal diagonalization over C\mathbb{C}.

7C. Positive Operators

1) Positive Operator

Positive Operator

An operator TL(V)T\in\mathcal{L}(V) is positive if TT is self-adjoint and

Tv,v0\langle Tv,v\rangle \ge 0

for every vVv\in V.

Meaning: A positive operator has a nonnegative quadratic value in every direction.

2) Characterization of Positive Operators

Eigenvalue Criterion

A self-adjoint operator TT is positive if and only if all its eigenvalues are nonnegative.

Meaning: Positivity can be checked directly from the spectrum.

Diagonal Criterion

TT 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 RR is a square root of TT if

R2=T.R^2=T.

Meaning: Applying RR twice gives TT.

4) Positive Square Root

Existence of Positive Square Root

Every positive operator TT 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

T.\sqrt{T}.

Meaning: There is one uniquely determined positive operator whose square is TT.

5) Equivalent Characterizations of Positivity

Positive Operator Characterization

The following are equivalent:

T is positive,T\text{ is positive}, T is self-adjoint with nonnegative eigenvalues,T\text{ is self-adjoint with nonnegative eigenvalues}, T=R2 for some positive R,T=R^2 \text{ for some positive }R,

and

T=RR for some RL(V).T=R^*R \text{ for some }R\in\mathcal{L}(V).

Meaning: Positivity can be recognized through eigenvalues, square roots, or a factorization of the form RRR^*R.

7D. Isometries, Unitary Operators, and Matrix Factorization

1) Isometry

Isometry

A linear map

SL(V,W)S\in\mathcal{L}(V,W)

is an isometry if

Sv=v\|Sv\| = \|v\|

for every vVv\in V.

Meaning: An isometry preserves vector lengths.

2) Characterization of Isometries

Adjoint Criterion

S is an isometry    SS=I.S\text{ is an isometry} \iff S^*S=I.

Meaning: An isometry does not change lengths because its adjoint reverses its action on the domain.

Inner Product Preservation

Su,Sv=u,v.\langle Su,Sv\rangle = \langle u,v\rangle.

Meaning: Isometries preserve both lengths and angles.

Orthonormal Basis Criterion

An isometry maps an orthonormal basis of VV to an orthonormal list in WW.

Meaning: Isometries preserve orthonormal structure.

3) Unitary Operator

Unitary Operator

An operator SL(V)S\in\mathcal{L}(V) 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

SS=SS=I.S^*S = SS^* = I.

Thus,

S1=S.S^{-1} = S^*.

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 λ\lambda of a unitary operator satisfies

λ=1.|\lambda|=1.

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,

S is unitaryS\text{ is unitary}

if and only if VV has an orthonormal basis of eigenvectors whose eigenvalues all satisfy

λ=1.|\lambda|=1.

Meaning: A complex unitary operator is diagonalizable using unit-length complex scalings.

7) Unitary Matrix

Unitary Matrix

A square matrix QQ is unitary if its columns form an orthonormal basis.

Equivalently,

QQ=QQ=I.Q^*Q = QQ^* = I.

Meaning: A unitary matrix preserves Euclidean lengths and inner products.

8) QR Factorization

QR Factorization

If a square matrix AA has linearly independent columns, then

A=QR,A=QR,

where QQ is unitary and RR 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 RR, the factorization

A=QRA=QR

is unique.

Meaning: The positivity condition removes ambiguity in the QR decomposition.

9) Positive Definite Matrix

Positive Definite

A square matrix BB is positive definite if

B=BB^*=B

and

Bx,x>0\langle Bx,x\rangle>0

for every nonzero xx.

Meaning: A positive definite matrix is the matrix form of an invertible positive operator.

10) Cholesky Factorization

Cholesky Factorization

If BB is positive definite, then there exists a unique upper-triangular matrix RR with positive diagonal entries such that

B=RR.B=R^*R.

Meaning: A positive definite matrix can be factored into a triangular matrix and its conjugate transpose.

7E. Singular Value Decomposition

1) Properties of TTT^*T

Positive Operator

For

TL(V,W),T\in\mathcal{L}(V,W),

the operator

TTT^*T

is positive.

Meaning: TTT^*T always has nonnegative eigenvalues and an orthonormal eigenbasis.

Null Space

null(TT)=nullT.\operatorname{null}(T^*T) = \operatorname{null}T.

Meaning: TTT^*T loses exactly the same input directions as TT.

Rank

dimrangeT=dimrange(TT).\dim\operatorname{range}T = \dim\operatorname{range}(T^*T).

Meaning: TT and TTT^*T contain the same amount of nonzero directional information.

2) Singular Values

Singular Values

The singular values of TT are the nonnegative square roots of the eigenvalues of

TT.T^*T.

They are listed in decreasing order.

Meaning: Singular values measure how strongly TT stretches orthogonal input directions.

3) Zero Singular Value

Injectivity Criterion

T is injective    0 is not a singular value of T.T\text{ is injective} \iff 0\text{ is not a singular value of }T.

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 TT equals

dimrangeT.\dim\operatorname{range}T.

Meaning: The number of nonzero singular values is the rank of the linear map.

5) Isometry and Singular Values

Isometry Criterion

S is an isometry    all singular values of S equal 1.S\text{ is an isometry} \iff \text{all singular values of }S\text{ equal }1.

Meaning: An isometry stretches every independent direction by exactly one.

6) Singular Value Decomposition

Singular Value Decomposition

Let

s1,,sms_1,\ldots,s_m

be the positive singular values of TT.

Then there exist orthonormal lists

e1,,eme_1,\ldots,e_m

in VV and

f1,,fmf_1,\ldots,f_m

in WW such that

Tv=k=1mskv,ekfk.Tv = \sum_{k=1}^{m} s_k\langle v,e_k\rangle f_k.

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 eke_k satisfy

TTek=sk2ek.T^*T e_k = s_k^2e_k.

Meaning: Right singular vectors are eigenvectors of TTT^*T.

Left Singular Vectors

For sk>0s_k>0,

fk=Teksk.f_k = \frac{Te_k}{s_k}.

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 VV and WW, the matrix of TT 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 MM-by-nn matrix AA has rank mm, then

A=BDC,A=BDC^*,

where

  • BB has orthonormal columns,
  • DD is diagonal with positive singular values,
  • CC 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

Tv=k=1mskv,ekfk,Tv = \sum_{k=1}^{m} s_k\langle v,e_k\rangle f_k,

then

Tw=k=1mskw,fkek.T^*w = \sum_{k=1}^{m} s_k\langle w,f_k\rangle e_k.

Meaning: The adjoint reverses the input and output singular directions while keeping the same singular values.

11) Pseudoinverse from the SVD

Pseudoinverse Formula

Tw=k=1mw,fkskek.T^\dagger w = \sum_{k=1}^{m} \frac{\langle w,f_k\rangle}{s_k}e_k.

Meaning: The pseudoinverse reverses each nonzero singular direction by replacing sks_k with 1/sk1/s_k.

7F. Consequences of Singular Value Decomposition

1) Norm of a Linear Map

Operator Norm

For

TL(V,W),T\in\mathcal{L}(V,W),

define

T=maxv1Tv.\|T\| = \max_{\|v\|\le1}\|Tv\|.

Meaning: The operator norm is the largest amount by which TT can stretch a unit vector.

2) Norm and Singular Values

Largest Singular Value

If s1s_1 is the largest singular value of TT, then

T=s1.\|T\|=s_1.

Meaning: The strongest stretching factor of TT is its operator norm.

3) Fundamental Operator Norm Inequality

Norm Bound

For every vVv\in V,

TvTv.\|Tv\| \le \|T\|\|v\|.

Meaning: The operator norm gives a universal bound on how much TT can stretch any vector.

4) Basic Properties of the Operator Norm

Positivity

T0.\|T\|\ge0.

Zero

T=0    T=0.\|T\|=0 \iff T=0.

Scalar Multiplication

λT=λT.\|\lambda T\| = |\lambda|\|T\|.

Triangle Inequality

S+TS+T.\|S+T\| \le \|S\|+\|T\|.

Meaning: The operator norm behaves like an ordinary vector norm.

5) Norm of the Adjoint

Adjoint Norm

T=T.\|T^*\| = \|T\|.

Meaning: A linear map and its adjoint have the same maximum stretching factor.

6) Best Low-Rank Approximation

Best Rank-kk Approximation

Suppose

s1sm>0s_1\ge\cdots\ge s_m>0

are the positive singular values of TT.

For 1k<m1\le k<m,

mindimrangeSkTS=sk+1.\min_{\dim\operatorname{range}S\le k} \|T-S\| = s_{k+1}.

Meaning: The best rank-kk approximation is obtained by discarding all but the kk largest singular values.

Truncated SVD

If

Tkv=j=1ksjv,ejfj,T_kv = \sum_{j=1}^{k} s_j\langle v,e_j\rangle f_j,

then

TTk=sk+1.\|T-T_k\| = s_{k+1}.

Meaning: Truncating the SVD gives the optimal lower-rank approximation.

7) Polar Decomposition

Polar Decomposition

For every operator

TL(V),T\in\mathcal{L}(V),

there exists a unitary operator SS such that

T=STT.T = S\sqrt{T^*T}.

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

TT.\sqrt{T^*T}.

Meaning: TT\sqrt{T^*T} contains the pure stretching information of TT.

9) Relation to Singular Values

Singular Values of the Positive Factor

The eigenvalues of

TT\sqrt{T^*T}

are the singular values of TT.

Meaning: The positive factor in the polar decomposition stretches along singular directions by the singular values.