Inverses of 2 × 2 Block Matrices
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Math 4571 (Advanced Linear Algebra) Lecture #27
Math 4571 (Advanced Linear Algebra) Lecture #27 Applications of Diagonalization and the Jordan Canonical Form (Part 1): Spectral Mapping and the Cayley-Hamilton Theorem Transition Matrices and Markov Chains The Spectral Theorem for Hermitian Operators This material represents x4.4.1 + x4.4.4 +x4.4.5 from the course notes. Overview In this lecture and the next, we discuss a variety of applications of diagonalization and the Jordan canonical form. This lecture will discuss three essentially unrelated topics: A proof of the Cayley-Hamilton theorem for general matrices Transition matrices and Markov chains, used for modeling iterated changes in systems over time The spectral theorem for Hermitian operators, in which we establish that Hermitian operators (i.e., operators with T ∗ = T ) are diagonalizable In the next lecture, we will discuss another fundamental application: solving systems of linear differential equations. Cayley-Hamilton, I First, we establish the Cayley-Hamilton theorem for arbitrary matrices: Theorem (Cayley-Hamilton) If p(x) is the characteristic polynomial of a matrix A, then p(A) is the zero matrix 0. The same result holds for the characteristic polynomial of a linear operator T : V ! V on a finite-dimensional vector space. Cayley-Hamilton, II Proof: Since the characteristic polynomial of a matrix does not depend on the underlying field of coefficients, we may assume that the characteristic polynomial factors completely over the field (i.e., that all of the eigenvalues of A lie in the field) by replacing the field with its algebraic closure. Then by our results, the Jordan canonical form of A exists. -
21. Orthonormal Bases
21. Orthonormal Bases The canonical/standard basis 011 001 001 B C B C B C B0C B1C B0C e1 = B.C ; e2 = B.C ; : : : ; en = B.C B.C B.C B.C @.A @.A @.A 0 0 1 has many useful properties. • Each of the standard basis vectors has unit length: q p T jjeijj = ei ei = ei ei = 1: • The standard basis vectors are orthogonal (in other words, at right angles or perpendicular). T ei ej = ei ej = 0 when i 6= j This is summarized by ( 1 i = j eT e = δ = ; i j ij 0 i 6= j where δij is the Kronecker delta. Notice that the Kronecker delta gives the entries of the identity matrix. Given column vectors v and w, we have seen that the dot product v w is the same as the matrix multiplication vT w. This is the inner product on n T R . We can also form the outer product vw , which gives a square matrix. 1 The outer product on the standard basis vectors is interesting. Set T Π1 = e1e1 011 B C B0C = B.C 1 0 ::: 0 B.C @.A 0 01 0 ::: 01 B C B0 0 ::: 0C = B. .C B. .C @. .A 0 0 ::: 0 . T Πn = enen 001 B C B0C = B.C 0 0 ::: 1 B.C @.A 1 00 0 ::: 01 B C B0 0 ::: 0C = B. .C B. .C @. .A 0 0 ::: 1 In short, Πi is the diagonal square matrix with a 1 in the ith diagonal position and zeros everywhere else. -
Partitioned (Or Block) Matrices This Version: 29 Nov 2018
Partitioned (or Block) Matrices This version: 29 Nov 2018 Intermediate Econometrics / Forecasting Class Notes Instructor: Anthony Tay It is frequently convenient to partition matrices into smaller sub-matrices. e.g. 2 3 2 1 3 2 3 2 1 3 4 1 1 0 7 4 1 1 0 7 A B (2×2) (2×3) 3 1 1 0 0 = 3 1 1 0 0 = C I 1 3 0 1 0 1 3 0 1 0 (3×2) (3×3) 2 0 0 0 1 2 0 0 0 1 The same matrix can be partitioned in several different ways. For instance, we can write the previous matrix as 2 3 2 1 3 2 3 2 1 3 4 1 1 0 7 4 1 1 0 7 a b0 (1×1) (1×4) 3 1 1 0 0 = 3 1 1 0 0 = c D 1 3 0 1 0 1 3 0 1 0 (4×1) (4×4) 2 0 0 0 1 2 0 0 0 1 One reason partitioning is useful is that we can do matrix addition and multiplication with blocks, as though the blocks are elements, as long as the blocks are conformable for the operations. For instance: A B D E A + D B + E (2×2) (2×3) (2×2) (2×3) (2×2) (2×3) + = C I C F 2C I + F (3×2) (3×3) (3×2) (3×3) (3×2) (3×3) A B d E Ad + BF AE + BG (2×2) (2×3) (2×1) (2×3) (2×1) (2×3) = C I F G Cd + F CE + G (3×2) (3×3) (3×1) (3×3) (3×1) (3×3) | {z } | {z } | {z } (5×5) (5×4) (5×4) 1 Intermediate Econometrics / Forecasting 2 Examples (1) Let 1 2 1 1 2 1 c 1 4 2 3 4 2 3 h i A = = = a a a and c = c 1 2 3 2 3 0 1 3 0 1 c 0 1 3 0 1 3 3 c1 h i then Ac = a1 a2 a3 c2 = c1a1 + c2a2 + c3a3 c3 The product Ac produces a linear combination of the columns of A. -
MATH 2370, Practice Problems
MATH 2370, Practice Problems Kiumars Kaveh Problem: Prove that an n × n complex matrix A is diagonalizable if and only if there is a basis consisting of eigenvectors of A. Problem: Let A : V ! W be a one-to-one linear map between two finite dimensional vector spaces V and W . Show that the dual map A0 : W 0 ! V 0 is surjective. Problem: Determine if the curve 2 2 2 f(x; y) 2 R j x + y + xy = 10g is an ellipse or hyperbola or union of two lines. Problem: Show that if a nilpotent matrix is diagonalizable then it is the zero matrix. Problem: Let P be a permutation matrix. Show that P is diagonalizable. Show that if λ is an eigenvalue of P then for some integer m > 0 we have λm = 1 (i.e. λ is an m-th root of unity). Hint: Note that P m = I for some integer m > 0. Problem: Show that if λ is an eigenvector of an orthogonal matrix A then jλj = 1. n Problem: Take a vector v 2 R and let H be the hyperplane orthogonal n n to v. Let R : R ! R be the reflection with respect to a hyperplane H. Prove that R is a diagonalizable linear map. Problem: Prove that if λ1; λ2 are distinct eigenvalues of a complex matrix A then the intersection of the generalized eigenspaces Eλ1 and Eλ2 is zero (this is part of the Spectral Theorem). 1 Problem: Let H = (hij) be a 2 × 2 Hermitian matrix. Use the Min- imax Principle to show that if λ1 ≤ λ2 are the eigenvalues of H then λ1 ≤ h11 ≤ λ2. -
On Multivariate Interpolation
On Multivariate Interpolation Peter J. Olver† School of Mathematics University of Minnesota Minneapolis, MN 55455 U.S.A. [email protected] http://www.math.umn.edu/∼olver Abstract. A new approach to interpolation theory for functions of several variables is proposed. We develop a multivariate divided difference calculus based on the theory of non-commutative quasi-determinants. In addition, intriguing explicit formulae that connect the classical finite difference interpolation coefficients for univariate curves with multivariate interpolation coefficients for higher dimensional submanifolds are established. † Supported in part by NSF Grant DMS 11–08894. April 6, 2016 1 1. Introduction. Interpolation theory for functions of a single variable has a long and distinguished his- tory, dating back to Newton’s fundamental interpolation formula and the classical calculus of finite differences, [7, 47, 58, 64]. Standard numerical approximations to derivatives and many numerical integration methods for differential equations are based on the finite dif- ference calculus. However, historically, no comparable calculus was developed for functions of more than one variable. If one looks up multivariate interpolation in the classical books, one is essentially restricted to rectangular, or, slightly more generally, separable grids, over which the formulae are a simple adaptation of the univariate divided difference calculus. See [19] for historical details. Starting with G. Birkhoff, [2] (who was, coincidentally, my thesis advisor), recent years have seen a renewed level of interest in multivariate interpolation among both pure and applied researchers; see [18] for a fairly recent survey containing an extensive bibli- ography. De Boor and Ron, [8, 12, 13], and Sauer and Xu, [61, 10, 65], have systemati- cally studied the polynomial case. -
1 Introduction
Real and Complex Hamiltonian Square Ro ots of SkewHamiltonian Matrices y z HeikeFab ender D Steven Mackey Niloufer Mackey x Hongguo Xu January DedicatedtoProfessor Ludwig Elsner on the occasion of his th birthday Abstract We present a constructive existence pro of that every real skewHamiltonian matrix W has a real Hamiltonian square ro ot The key step in this construction shows how one may bring anysuch W into a real quasiJordan canonical form via symplectic similarityWe show further that every W has innitely many real Hamiltonian square ro ots and givealower b ound on the dimension of the set of all such square ro ots Extensions to complex matrices are also presented This report is an updated version of the paper Hamiltonian squareroots of skew Hamiltonian matrices that appearedinLinear Algebra its Applicationsv pp AMS sub ject classication A A A F B Intro duction Any matrix X suchthatX A is said to b e a square ro ot of the matrix AF or general nn complex matrices A C there exists a welldevelop ed although somewhat complicated theory of matrix square ro ots and a numb er of algorithms for their eective computation Similarly for the theory and computation of real square ro ots for real matrices By contrast structured squareroot problems where b oth the matrix A Fachb ereich Mathematik und Informatik Zentrum fur Technomathematik Universitat Bremen D Bremen FRG email heikemathunibremende y Department of Mathematics Computer Science Kalamazo o College Academy Street Kalamazo o MI USA z Department of Mathematics -
Eigenvalue Perturbation Theory of Structured Real Matrices and Their Sign Characteristics Under Generic Structured Rank-One Perturbations∗
Eigenvalue perturbation theory of structured real matrices and their sign characteristics under generic structured rank-one perturbations∗ Christian Mehlx Volker Mehrmannx Andr´eC. M. Ran{ Leiba Rodmank July 9, 2014 Abstract An eigenvalue perturbation theory under rank-one perturbations is developed for classes of real matrices that are symmetric with respect to a non-degenerate bilinear form, or Hamiltonian with respect to a non-degenerate skew-symmetric form. In contrast to the case of complex matrices, the sign characteristic is a cru- cial feature of matrices in these classes. The behavior of the sign characteristic under generic rank-one perturbations is analyzed in each of these two classes of matrices. Partial results are presented, but some questions remain open. Appli- cations include boundedness and robust boundedness for solutions of structured systems of linear differential equations with respect to general perturbations as well as with respect to structured rank perturbations of the coefficients. Key Words: real J-Hamiltonian matrices, real H-symmetric matrices, indefinite inner product, perturbation analysis, generic perturbation, rank-one perturbation, T - even matrix polynomial, symmetric matrix polynomial, bounded solution of differential equations, robustly bounded solution of differential equations, invariant Lagrangian subspaces. Mathematics Subject Classification: 15A63, 15A21, 15A54, 15B57. xInstitut f¨urMathematik, TU Berlin, Straße des 17. Juni 136, D-10623 Berlin, Germany. Email: fmehl,[email protected]. {Afdeling Wiskunde, Faculteit der Exacte Wetenschappen, Vrije Universiteit Amsterdam, De Boele- laan 1081a, 1081 HV Amsterdam, The Netherlands and Unit for BMI, North West University, Potchef- stroom, South Africa. E-mail: [email protected] kCollege of William and Mary, Department of Mathematics, P.O.Box 8795, Williamsburg, VA 23187-8795, USA. -
Determinants of Commuting-Block Matrices by Istvan Kovacs, Daniel S
Determinants of Commuting-Block Matrices by Istvan Kovacs, Daniel S. Silver*, and Susan G. Williams* Let R beacommutative ring, and Matn(R) the ring of n × n matrices over R.We (i,j) can regard a k × k matrix M =(A ) over Matn(R)asablock matrix,amatrix that has been partitioned into k2 submatrices (blocks)overR, each of size n × n. When M is regarded in this way, we denote its determinant by |M|.Wewill use the symbol D(M) for the determinant of M viewed as a k × k matrix over Matn(R). It is important to realize that D(M)isann × n matrix. Theorem 1. Let R be acommutative ring. Assume that M is a k × k block matrix of (i,j) blocks A ∈ Matn(R) that commute pairwise. Then | | | | (1,π(1)) (2,π(2)) ··· (k,π(k)) (1) M = D(M) = (sgn π)A A A . π∈Sk Here Sk is the symmetric group on k symbols; the summation is the usual one that appears in the definition of determinant. Theorem 1 is well known in the case k =2;the proof is often left as an exercise in linear algebra texts (see [4, page 164], for example). The general result is implicit in [3], but it is not widely known. We present a short, elementary proof using mathematical induction on k.Wesketch a second proof when the ring R has no zero divisors, a proof that is based on [3] and avoids induction by using the fact that commuting matrices over an algebraically closed field can be simultaneously triangularized. -
QUADRATIC FORMS and DEFINITE MATRICES 1.1. Definition of A
QUADRATIC FORMS AND DEFINITE MATRICES 1. DEFINITION AND CLASSIFICATION OF QUADRATIC FORMS 1.1. Definition of a quadratic form. Let A denote an n x n symmetric matrix with real entries and let x denote an n x 1 column vector. Then Q = x’Ax is said to be a quadratic form. Note that a11 ··· a1n . x1 Q = x´Ax =(x1...xn) . xn an1 ··· ann P a1ixi . =(x1,x2, ··· ,xn) . P anixi 2 (1) = a11x1 + a12x1x2 + ... + a1nx1xn 2 + a21x2x1 + a22x2 + ... + a2nx2xn + ... + ... + ... 2 + an1xnx1 + an2xnx2 + ... + annxn = Pi ≤ j aij xi xj For example, consider the matrix 12 A = 21 and the vector x. Q is given by 0 12x1 Q = x Ax =[x1 x2] 21 x2 x1 =[x1 +2x2 2 x1 + x2 ] x2 2 2 = x1 +2x1 x2 +2x1 x2 + x2 2 2 = x1 +4x1 x2 + x2 1.2. Classification of the quadratic form Q = x0Ax: A quadratic form is said to be: a: negative definite: Q<0 when x =06 b: negative semidefinite: Q ≤ 0 for all x and Q =0for some x =06 c: positive definite: Q>0 when x =06 d: positive semidefinite: Q ≥ 0 for all x and Q = 0 for some x =06 e: indefinite: Q>0 for some x and Q<0 for some other x Date: September 14, 2004. 1 2 QUADRATIC FORMS AND DEFINITE MATRICES Consider as an example the 3x3 diagonal matrix D below and a general 3 element vector x. 100 D = 020 004 The general quadratic form is given by 100 x1 0 Q = x Ax =[x1 x2 x3] 020 x2 004 x3 x1 =[x 2 x 4 x ] x2 1 2 3 x3 2 2 2 = x1 +2x2 +4x3 Note that for any real vector x =06 , that Q will be positive, because the square of any number is positive, the coefficients of the squared terms are positive and the sum of positive numbers is always positive. -
A Matrix Handbook for Statisticians
A MATRIX HANDBOOK FOR STATISTICIANS George A. F. Seber Department of Statistics University of Auckland Auckland, New Zealand BICENTENNIAL BICENTENNIAL WILEY-INTERSCIENCE A John Wiley & Sons, Inc., Publication This Page Intentionally Left Blank A MATRIX HANDBOOK FOR STATISTICIANS THE WlLEY BICENTENNIAL-KNOWLEDGE FOR GENERATIONS Gachgeneration has its unique needs and aspirations. When Charles Wiley first opened his small printing shop in lower Manhattan in 1807, it was a generation of boundless potential searching for an identity. And we were there, helping to define a new American literary tradition. Over half a century later, in the midst of the Second Industrial Revolution, it was a generation focused on building the future. Once again, we were there, supplying the critical scientific, technical, and engineering knowledge that helped frame the world. Throughout the 20th Century, and into the new millennium, nations began to reach out beyond their own borders and a new international community was born. Wiley was there, expanding its operations around the world to enable a global exchange of ideas, opinions, and know-how. For 200 years, Wiley has been an integral part of each generation's journey, enabling the flow of information and understanding necessary to meet their needs and fulfill their aspirations. Today, bold new technologies are changing the way we live and learn. Wiley will be there, providing you the must-have knowledge you need to imagine new worlds, new possibilities, and new opportunities. Generations come and go, but you can always count on Wiley to provide you the knowledge you need, when and where you need it! n WILLIAM J. -
Irreducibility in Algebraic Groups and Regular Unipotent Elements
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 141, Number 1, January 2013, Pages 13–28 S 0002-9939(2012)11898-2 Article electronically published on August 16, 2012 IRREDUCIBILITY IN ALGEBRAIC GROUPS AND REGULAR UNIPOTENT ELEMENTS DONNA TESTERMAN AND ALEXANDRE ZALESSKI (Communicated by Pham Huu Tiep) Abstract. We study (connected) reductive subgroups G of a reductive alge- braic group H,whereG contains a regular unipotent element of H.Themain result states that G cannot lie in a proper parabolic subgroup of H. This result is new even in the classical case H =SL(n, F ), the special linear group over an algebraically closed field, where a regular unipotent element is one whose Jor- dan normal form consists of a single block. In previous work, Saxl and Seitz (1997) determined the maximal closed positive-dimensional (not necessarily connected) subgroups of simple algebraic groups containing regular unipotent elements. Combining their work with our main result, we classify all reductive subgroups of a simple algebraic group H which contain a regular unipotent element. 1. Introduction Let H be a reductive linear algebraic group defined over an algebraically closed field F . Throughout this text ‘reductive’ will mean ‘connected reductive’. A unipo- tent element u ∈ H is said to be regular if the dimension of its centralizer CH (u) coincides with the rank of H (or, equivalently, u is contained in a unique Borel subgroup of H). Regular unipotent elements of a reductive algebraic group exist in all characteristics (see [22]) and form a single conjugacy class. These play an important role in the general theory of algebraic groups. -
MATRIX OPERATORS and the KLEIN FOUR GROUP Ginés R Pérez Teruel
Palestine Journal of Mathematics Vol. 9(1)(2020) , 402–410 © Palestine Polytechnic University-PPU 2020 MATRIX OPERATORS AND THE KLEIN FOUR GROUP Ginés R Pérez Teruel Communicated by José Luis López Bonilla MSC 2010 Classifications: Primary 15B99,15A24; Secondary 20K99. Keywords and phrases: Klein Four Group; Per-symmetric Matrices; Matrix Algebra. I am in debt to C. Caravello for useful comments and suggestions. Abstract. In this note we show that the set of operators, S = fI; T; P; T ◦ P g that consists of the identity I, the usual transpose T , the per-transpose P and their product T ◦ P , forms a Klein Four-Group with the composition. With the introduced framework, we study in detail the properties of bisymmetric, centrosymmetric matrices and other algebraic structures, and we provide new definitions and results concerning these structures. In particular, we show that the per-tansposition allows to define a degenerate inner product of vectors, a cross product and a dyadic product of vectors with some interesting properties. In the last part of the work, we provide another realization of the Klein Group involving the tensorial product of some 2 × 2 matrices. 1 Introduction and background n×m Definition 1.1. Let A 2 R . If A = [aij] for all 1 ≤ i ≤ n, 1 ≤ j ≤ m, then P (A) is the per-transpose of A, and operation defined by P [aij] = [am−j+1;n−i+1] (1.1) Consequently, P (A) 2 Rm×n. Here, we list some properties: (i) P ◦ P (A) = A (ii) P (A ± B) = P (A) ± P (B) if A, B 2 Rn×m (iii) P (αA) = αP (A) if α 2 R (iv) P (AB) = P (B)P (A) if A 2 Rm×n, B 2 Rn×p (v) P ◦ T (A) = T ◦ P (A) where T (A) is the transpose of A (vi) det(P (A)) = det(A) (vii) P (A)−1 = P (A−1) if det(A) =6 0 The proofs of these properties follow directly from the definition.