Sophomoric Matrix Multiplication
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Sophomoric Matrix Multiplication Carl C. Cowen IUPUI (Indiana University Purdue University Indianapolis) September 12, 2016, Taylor University Linear algebra students learn, for m × n matrices A, B, and C, matrix addition is A + B = C if and only if aij + bij = cij. Expect matrix multiplication is AB = C if and only if aijbij = cij, But, the professor says \No! It is much more complicated than that!" Linear algebra students learn, for m × n matrices A, B, and C, matrix addition is A + B = C if and only if aij + bij = cij. Expect matrix multiplication is AB = C if and only if aijbij = cij, But, the professor says \No! It is much more complicated than that!" Today, I want to explain why this kind of multiplication not only is sensible but also is very practical,very interesting, and has many applications in mathematics and related subjects. Linear algebra students learn, for m × n matrices A, B, and C, matrix addition is A + B = C if and only if aij + bij = cij. Expect matrix multiplication is AB = C if and only if aijbij = cij, But, the professor says \No! It is much more complicated than that!" Today, I want to explain why this kind of multiplication not only is sensible but also is very practical, very interesting, and has many applications in mathematics and related subjects. Definition If A and B are m × n matrices, the Schur (or Hadamard or naive or sophomoric) product of A and B is the m × n matrix C = A•B with cij = aijbij. These ideas go back more than a century to Moutard (1894), who didn't even notice he had proved anything(!), Hadamard (1899), and Schur (1911). These ideas go back more than a century to Moutard (1894), who didn't even notice he had proved anything(!), Hadamard (1899), and Schur (1911). P1 n Hadamard considered analytic functions f(z) = n=0 anz and P1 n g(z) = n=0 bnz that have singularities at fαig and fβjg respectively. These ideas go back more than a century to Moutard (1894), who didn't even notice he had proved anything(!), Hadamard (1899), and Schur (1911). P1 n Hadamard considered analytic functions f(z) = n=0 anz and P1 n g(z) = n=0 bnz that have singularities at fαig and fβjg respectively. P1 n He proved that if h(z) = n=0 anbnz which has singularities fγkg, then fγkg ⊂ fαiβjg. This seems a little less surprising when you consider convolutions: Let f and g be 2π-periodic functions on R and Z 2π Z 2π −ikθ dθ −ikθ dθ ak = e f(θ) and bk = e g(θ) 0 2π 0 2π so that X ikθ X ikθ f ∼ ake and g ∼ bke Z 2π dt X ikθ If h(θ) = f(θ − t)g(t) , then h ∼ akbke 0 2π and f ≥ 0 and g ≥ 0 implies h ≥ 0. Definition If A and B are m × n matrices, the Schur product of A and B is the m × n matrix C = A•B with cij = aijbij. Schur's name is most often associated with the matrix product because he published the first theorem about this kind of matrix multiplication. Definition A real (or complex) n × n matrix is called positive or positive semidefinite if • A = A∗ • hAx; xi ≥ 0 for all x in Rn ( or Cn) Definition A real (or complex) n × n matrix is called positive or positive semidefinite if • A = A∗ • hAx; xi ≥ 0 for all x in Rn ( or Cn) Properties of positivity of matrices: • For any m × n matrix A, both AA∗ and A∗A are positive. Definition A real (or complex) n × n matrix is called positive or positive semidefinite if • A = A∗ • hAx; xi ≥ 0 for all x in Rn ( or Cn) Properties of positivity of matrices: • For any m × n matrix A, both AA∗ and A∗A are positive. • Conversely, if B is positive, then B = AA∗ for some A. Definition A real (or complex) n × n matrix is called positive or positive semidefinite if • A = A∗ • hAx; xi ≥ 0 for all x in Rn ( or Cn) Properties of positivity of matrices: • For any m × n matrix A, both AA∗ and A∗A are positive. • Conversely, if B is positive, then B = AA∗ for some A. • In statistics, every variance-covariance matrix is positive. Examples: 0 1 1 2 B C • A = @ A is NOT positive: 2 3 0 1 0 1 0 1 0 1 0 1 1 2 2 2 0 2 B C B C B C B C B C h@ A @ A ; @ Ai = h@ A ; @ Ai = −1 2 3 −1 −1 1 −1 Examples: 0 1 1 2 B C • A = @ A is NOT positive: 2 3 0 1 0 1 0 1 0 1 0 1 1 2 2 2 0 2 B C B C B C B C B C h@ A @ A ; @ Ai = h@ A ; @ Ai = −1 2 3 −1 −1 1 −1 0 1 0 1 1 0 5 −4 B C B C • B = @ A and C = @ A are positive 0 2 −4 5 Examples: 0 1 1 2 B C • A = @ A is NOT positive: 2 3 0 1 0 1 0 1 0 1 0 1 1 2 2 2 0 2 B C B C B C B C B C h@ A @ A ; @ Ai = h@ A ; @ Ai = −1 2 3 −1 −1 1 −1 0 1 0 1 1 0 5 −4 B C B C • B = @ A and C = @ A are positive 0 2 −4 5 0 1 0 1 0 1 1 0 5 −4 5 −4 B C B C B C but BC = @ A @ A = @ A is not. 0 2 −4 5 −8 10 Schur Product Theorem (1911) If A and B are positive n × n matrices, then A•B is positive also. Schur Product Theorem (1911) If A and B are positive n × n matrices, then A•B is positive also. Applications: Experimental design: If A and B are variance-covariance matrices, then A•B is positive and a variance-covariance also. Schur Product Theorem (1911) If A and B are positive n × n matrices, then A•B is positive also. Applications: Experimental design: If A and B are variance-covariance matrices, then A•B is positive and a variance-covariance also. P.D.E.'s: Let Ω be a domain in R2 and let L be the differential operator @2u @2u @2u @u @u Lu = a + 2a + a + b + b + cu 11@x2 12@x@y 22 @y2 1@x 2 @y 0 1 a a B 11 12 C L is called elliptic if @ A is positive definite. a21 a22 Let L be the differential operator @2u @2u @2u @u @u Lu = a + 2a + a + b + b + cu 11@x2 12@x@y 22 @y2 1@x 2 @y 0 1 a a B 11 12 C L is called elliptic if @ A is positive definite. a21 a22 Weak Minimum Principle (Moutard, 1894) If L is elliptic, c < 0, and Lu ≡ 0 in Ω, then u cannot have a negative minimum value in Ω. Fejer's Uniqueness Theorem If L is elliptic on Ω and c < 0, then there is at most one solution to the boundary value problem Lu = f in Ω u = g on @Ω such that u is continuous on Ω and smooth in Ω. Fejer's Uniqueness Theorem If L is elliptic on Ω and c < 0, then there is at most one solution to the boundary value problem Lu = f in Ω u = g on @Ω such that u is continuous on Ω and smooth in Ω. Proof: If u1 and u2 are both solutions with u1 =6 u2, then since u1 = g = u2 on @Ω and u1 − u2 = 0 = u2 − u1 on @Ω, either u1 − u2 or u2 − u1 must have a negative minimum value in Ω. Fejer's Uniqueness Theorem If L is elliptic on Ω and c < 0, then there is at most one solution to the boundary value problem Lu = f in Ω u = g on @Ω such that u is continuous on Ω and smooth in Ω. Proof: If u1 and u2 are both solutions with u1 =6 u2, then since u1 = g = u2 on @Ω and u1 − u2 = 0 = u2 − u1 on @Ω, either u1 − u2 or u2 − u1 must have a negative minimum value in Ω. But Lu1 = f = Lu2 in Ω, so L(u1 − u2) ≡ 0 ≡ L(u2 − u1) in Ω Moutard: neither has negative minimum value in Ω so must have u1 ≡ u2. Goal: Prove Schur's theorem Goal: Prove Schur's theorem Recall (AB)t = BtAt and (AB)∗ = B∗A∗ Do for case of real scalars: same but reals more comfortable for most math students than complex Goal: Prove Schur's theorem Recall (AB)t = BtAt; Do for case of real scalars. Use column vectors: 0 1 0 1 x1 y1 B C B C B C B C B x C B y C B 2 C B 2 C t hx; yi = hB C ; B Ci = x1y1 + x2y2 + x3y3 + ··· + xnyn = x y B . C B . C B C B C @ A @ A xn yn Goal: Prove Schur's theorem Recall (AB)t = BtAt; Do for case of real scalars. Use column vectors: 0 1 0 1 x1 y1 B C B C B C B C B x C B y C B 2 C B 2 C t hx; yi = hB C ; B Ci = x1y1 + x2y2 + x3y3 + ··· + xnyn = x y B .