DOCSLIB.ORG

Computing the Polar Decomposition---With Applications

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
Computing the Polar Decomposition---With Applications This 1984 technical report was published as N. J. Higham. Computing the polar decomposition---with applications. SIAM J. Sci. Stat. Comput., 7(4):1160-1174, 1986. The appendix contains an alternative proof omitted in the published paper. Pages 19-20 are missing from the copy that was scanned. The report is mainly of interest for how it was produced. - The cover was prepared in Vizawrite 64 on a Commodore 64 and was printed on an Epson FX-80 dot matrix printer. - The main text was prepared in Vuwriter on an Apricot PC and printed on an unknown dot matrix printer. - The bibliography was prepared in Superbase on a Commodore 64 and printed on an Epson FX-80 dot matrix printer. COMPUTING THE POLAR DECOMPOSITION - WITH APPLICATIONS N.J. Higham • Numerical Analysis Report No. 94 November 1984 This work was carried out with the support of a SERC Research Studentship • Department of Mathematics University of Manchester Manchester M13 9PL ENGLAND Univeriity of Manchester/UMIST Joint Nu•erical Analysis Reports D•p•rt••nt of Math••atic1 Dep•rt•ent of Mathe~atic1 The Victoria Univ•rsity University of Manchester Institute of of Manchester Sci•nce •nd Technology Reque1t1 for individu•l t•chnical reports •ay be addressed to Dr C.T.H. Baker, Depart•ent of Mathe••tics, The University, Mancheiter M13 9PL ABSTRACT .. A quadratically convergent Newton method for computing the polar decomposition of a full-rank matrix is presented and analysed. Acceleration parameters are introduced so as to enhance the initial rate of convergence and it is shown how reliable estimates of the optimal parameters may be computed in practice. To add to the known best approximation property of the unitary polar factor, the Hermitian polar factor of a Hermitian matrix A is shown to be a good positive <semi-> definite approximation to A. Perturbation bounds for the polar factors are derived. Applications of the polar decomposition to factor analysis, aerospace computations and optimisation are outlined; and a new method is derived for computing the square root of a symmetric positive definite matrix. Keywords: polar decomposition, singular value decomposition, Newton·s method, matrix square root. CONTENTS 1. Introduction 1 2. Properties of the Polar Decomposition 3 2.1 Elementary Properties 3 2.2 The Unitary Polar Factor 4 2.3 The Hermitian Polar Factor 6 2.4 Perturbation Bounds for the Polar Factors 9 3. Computing the Polar Decomposition 12 3.1 Using the Singular Value Decomposition 12 3.2 A Newton Method 12 3.3 Accelerating Convergence 15 3.4 The Practical Algorithm 17 4. Backward Error Analysis 21 5. Relation to Matrix Sign and Square Root Iterations 23 6. Applications 25 6.1 Factor Analysis 25 6.2 Aerospace Computations 25 6.3 Optimisation 27 6.4 Matrix Square Root 28 • 7. Numerical Examples 30 8. Conclusions 32 Appendix 33 .. ,. 1 • Int;roduct.ion The polar decomposition is a generalisation to matrices of the familiar complex nwnber representation z = reie, r > o. The decomposition is well- known and can be found in many textbooks, for example, (10), (11), (14), (23], (25], (27]. An early reference is (l]. The polar decomposition is readily derived from the singular value decOllll(lOsition. Let A E cmxn, m > n, have the singular value decomposition (14, p.16] • ( 1.1) where P ~ cm><111 and Q ~ cnxn are unitary and Partitioning we have which yields the polar decanposition A= UH, ( 1. 2) where u ( 1. 3) has orthono.nnal columns (U*U = In) and • ( 1.4) is Hermitian positive semi-definite. From (1.2), A*A = H2; since A*A is Hermitian positive semi- de£inite it follows that H ( 1. 5) - 2- 1 where c tt denotes the unique Hermitian positive semi-definite square root of the He:rmitian positive semi-definite matrix c (18), (25). Rank (A) = rank (H), so if rank (A) = n then B is positive dP.finite and u = Afrl is uniquely determined. Sunnarising, Theorem 1.1. Polar Decomposition. Let A E cm><n, m > n . Then there exists a matrix u E cmxn and a unique He.nnitian positive semi-definite matrix H E cnxn such that A = UH, u*u = In· If rank (A) = n then H is positive definite and u is uniquely deter.ined. 0 It is well- known that the polar factor u possesses a .best approximation property (see section 2). Less attention has .been paid in the literature to the Hermitian polar factor H. We derive some interesting properties of H which show that it is a good Hermitian positive (semi-) definite aproxiJnation to A when A is Hermitian. In view of the properties possessed by the polar factors of a matrix, techniques for computing the polar decomposition are of interest. Wh ile U and H can .be obtained via the singular value decomposition (as shown above), this approach is not always the most efficient (if A~ U, as explained in j6.2) or the most convenient (a library routine for computi ng the singular value decomposition might not .be available, on a microcomputer for example ) . In section 3 we present and analyse a Newton method for computing the polar decomposition which involves only matrix additions and matri x inversions. The taethod is shown to .be quadratically convergent . Acceleration parameters are introduced so as to enhance the initi al rate of convergence and it is shown how reliable estimates of the optimal parameters may be computed in practice. The stability of the method i s considered in section 4. In section 5 the relationship of the method -3- to two well-known iterations is described. In section 6 we describe applications of the polar decomposition to factor analysis, aerospace computations and optimisation. We show how our algorithlll 1nay be ell!ployed in these applications and compare it with other methods in use currently. A new method for computing the square root of a synnetric positive definite matrix is derived. " 2. 2 .1 ltllment:ary P.r<prt::ies • • We begin by sunwnarising some elementar:y properties of the polar deco.position. our notation is as follows. For A ~ cnxn A(A) and a(A) denote, respectively, the set of eigenvalues and the set of singular condition nWllber. A is normal if A*A =AA* [l4, p.193). 1.-a 2.1. Let. A t= cnxn have the polar decomposition A = UH. Then (i) If H has the spectral decomposition H then A = PJ:Q* is a singular value decomposition of A, where p = UQ. (ii) A( R) = a( R) = a( A). (iii) t<z(H) = t<z(A). (iv) A is nonnal if and only if UH HU. Proof. P UQ and Q are unitary, and E is diagonal with nonnegative d .iagonal ele.ents since H is positive semi-definite; so A = UH = PI.:Q* constitutes a singular value decOll'lposition of A. This gives the first part, from which the second and third parts follow. For the last part, if UH HU then HUU*H = UH HU* AA*, while A*A AA* implies a2 = UH2u*, -4- that is, e2u = CJH2, which i.Jnplies that H commutes with u, since 1 1 H = (A*Aj C? = (ff2) z (see ( -1.5)) is a polynomial in ff2 (10), (19]. our int.creel 1.n the polar decomposit. ion stems from a beat approxi- mat.ion property posssessed by the unitary factor. The following result displays this property, it ie the generalisation to complex matrices of a result in (6), (13], (14], [15], [24], (29]. The Probeniue matrix norm i• defined by •Alp= (trace (A..-A))1z. 'Jbeonm 2.2. Let A, 8 E cmxn and let B*A E cnxn have the polar decomposition Then for any unitary z E cnxn, llA- BUllp ( llA-BZNp ( llA+BUllp. (2.1) 2 n NA t BUNp E (cri(A)2 t 2cri(B*A) + cri(B)2 ). (2.2) i = l Pn)Qf. (Cf. [14, p.425].) P9r any unitary z E cnxn, 2 NA - BZllp trace ((A - BZ)* (A - BZ)) n n ~ E cr·(A)2 + .E cri(B)2 - trace (A*Bz + z*e*A). i=1 ]. 1=1 Since the first two terms are independent of z it suffices to consider the last tent. Prom Lenaa 2.1 (i) B*A has the singular value decomposition ( 2. 3) where p UQ. (2.4) -5- Thus, using (2 . 3) trace (A*ez + z*e*A) trace (QI:P*z + z*p~*) trace (I:P*ZQ + Q*z*Pr) trace (Oi + w*I:) n - I: ai(Wii + wii>• i-1 where W = P*ZQ ( 2. 5) is unitary. Since the columns of W have unit 2- norm, IWiil ' 1, so - 2 ( Wii + Wii ( 2 for al1 i. Hence n n - 2 I: oi ' trace (A*ez + z*e*A> ' 2 r oi, i=l i =1 with equality on the left when w =-I, that is, from (2.5) and (2.4), z = - u, and equality on the right when W = I, that is z u. 0 An i.Jlportant special case of Theorem 2.2 is obtained by taking m = n and 5 , ,,.. I: COJ"Ollary 2 • 3'. Let A E cnxn have the polar decomposition A = UH. Then for any unitary z E cnxn, n n 2 ' ( I: (a · (A) - 1) )z = IA - Ullp' IA - Zllp' AA+ UHp ( I: (ai(A) + 1)2~z . O i =l .1 i =1 Thus if distance is measured in the Frobenius norm, the nearest unitary matrix to A E cnxn is the unitary factor in the polar decomposition of A; and the furthest unitary matrix from A is minus this unitary factor.
Load more

Recommended publications
  • Banach J. Math. Anal. 2 (2008), No. 2, 59–67 . OPERATOR-VALUED
    Banach J. Math. Anal. 2 (2008), no. 2, 59–67 Banach Journal of Mathematical Analysis ISSN: 1735-8787 (electronic) http://www.math-analysis.org . OPERATOR-VALUED INNER PRODUCT AND OPERATOR INEQUALITIES JUN ICHI FUJII1 This paper is dedicated to Professor Josip E. Peˇcari´c Submitted by M. S. Moslehian Abstract. The Schwarz inequality and Jensen’s one are fundamental in a Hilbert space. Regarding a sesquilinear map B(X, Y ) = Y ∗X as an operator- valued inner product, we discuss operator versions for the above inequalities and give simple conditions that the equalities hold. 1. Introduction Inequality plays a basic role in analysis and consequently in Mathematics. As surveyed briefly in [6], operator inequalities on a Hilbert space have been discussed particularly since Furuta inequality was established. But it is not easy in general to give a simple condition that the equality in an operator inequality holds. In this note, we observe basic operator inequalities and discuss the equality conditions. To show this, we consider simple linear algebraic structure in operator spaces: For Hilbert spaces H and K, the symbol B(H, K) denotes all the (bounded linear) operators from H to K and B(H) ≡ B(H, H). Then, consider an operator n n matrix A = (Aij) ∈ B(H ), a vector X = (Xj) ∈ B(H, H ) with operator entries Xj ∈ B(H), an operator-valued inner product n ∗ X ∗ Y X = Yj Xj, j=1 Date: Received: 29 March 2008; Accepted 13 May 2008. 2000 Mathematics Subject Classification. Primary 47A63; Secondary 47A75, 47A80. Key words and phrases. Schwarz inequality, Jensen inequality, Operator inequality.
    [Show full text]
  • Geometry of Matrix Decompositions Seen Through Optimal Transport and Information Geometry
    Published in: Journal of Geometric Mechanics doi:10.3934/jgm.2017014 Volume 9, Number 3, September 2017 pp. 335{390 GEOMETRY OF MATRIX DECOMPOSITIONS SEEN THROUGH OPTIMAL TRANSPORT AND INFORMATION GEOMETRY Klas Modin∗ Department of Mathematical Sciences Chalmers University of Technology and University of Gothenburg SE-412 96 Gothenburg, Sweden Abstract. The space of probability densities is an infinite-dimensional Rie- mannian manifold, with Riemannian metrics in two flavors: Wasserstein and Fisher{Rao. The former is pivotal in optimal mass transport (OMT), whereas the latter occurs in information geometry|the differential geometric approach to statistics. The Riemannian structures restrict to the submanifold of multi- variate Gaussian distributions, where they induce Riemannian metrics on the space of covariance matrices. Here we give a systematic description of classical matrix decompositions (or factorizations) in terms of Riemannian geometry and compatible principal bundle structures. Both Wasserstein and Fisher{Rao geometries are discussed. The link to matrices is obtained by considering OMT and information ge- ometry in the category of linear transformations and multivariate Gaussian distributions. This way, OMT is directly related to the polar decomposition of matrices, whereas information geometry is directly related to the QR, Cholesky, spectral, and singular value decompositions. We also give a coherent descrip- tion of gradient flow equations for the various decompositions; most flows are illustrated in numerical examples. The paper is a combination of previously known and original results. As a survey it covers the Riemannian geometry of OMT and polar decomposi- tions (smooth and linear category), entropy gradient flows, and the Fisher{Rao metric and its geodesics on the statistical manifold of multivariate Gaussian distributions.
    [Show full text]
  • Computing the Polar Decomposition—With Applications
    Computing the Polar Decomposition—with Applications Higham, Nicholas J. 1986 MIMS EPrint: 2007.9 Manchester Institute for Mathematical Sciences School of Mathematics The University of Manchester Reports available from: http://eprints.maths.manchester.ac.uk/ And by contacting: The MIMS Secretary School of Mathematics The University of Manchester Manchester, M13 9PL, UK ISSN 1749-9097 SIAM J. Sci. STAT. COMPUT. (C) 1986 Society for Industrial and Applied Mathematics Vol. 7, No. 4, October 1986 OO7 COMPUTING THE POLAR DECOMPOSITION---WITH APPLICATIONS* NICHOLAS J. HIGHAMf Abstract. A quadratically convergent Newton method for computing the polar decomposition of a full-rank matrix is presented and analysed. Acceleration parameters are introduced so as to enhance the initial rate of convergence and it is shown how reliable estimates of the optimal parameters may be computed in practice. To add to the known best approximation property of the unitary polar factor, the Hermitian polar factor H of a nonsingular Hermitian matrix A is shown to be a good positive definite approximation to A and 1/2(A / H) is shown to be a best Hermitian positive semi-definite approximation to A. Perturbation bounds for the polar factors are derived. Applications of the polar decomposition to factor analysis, aerospace computations and optimisation are outlined; and a new method is derived for computing the square root of a symmetric positive definite matrix. Key words, polar decomposition, singular value decomposition, Newton's method, matrix square root AMS(MOS) subject classifications. 65F25, 65F30, 65F35 1. Introduction. The polar decomposition is a generalisation to matrices of the familiar complex number representation z r e i, r ->_ 0.
    [Show full text]
  • NEW FORMULAS for the SPECTRAL RADIUS VIA ALUTHGE TRANSFORM Fadil Chabbabi, Mostafa Mbekhta
    NEW FORMULAS FOR THE SPECTRAL RADIUS VIA ALUTHGE TRANSFORM Fadil Chabbabi, Mostafa Mbekhta To cite this version: Fadil Chabbabi, Mostafa Mbekhta. NEW FORMULAS FOR THE SPECTRAL RADIUS VIA ALUTHGE TRANSFORM. 2016. hal-01334044 HAL Id: hal-01334044 https://hal.archives-ouvertes.fr/hal-01334044 Preprint submitted on 20 Jun 2016 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. NEW FORMULAS FOR THE SPECTRAL RADIUS VIA ALUTHGE TRANSFORM FADIL CHABBABI AND MOSTAFA MBEKHTA Abstract. In this paper we give several expressions of spectral radius of a bounded operator on a Hilbert space, in terms of iterates of Aluthge transformation, numerical radius and the asymptotic behavior of the powers of this operator. Also we obtain several characterizations of normaloid operators. 1. Introduction Let H be complex Hilbert spaces and B(H) be the Banach space of all bounded linear operators from H into it self. For T ∈ B(H), the spectrum of T is denoted by σ(T) and r(T) its spectral radius. We denote also by W(T) and w(T) the numerical range and the numerical radius of T. As usually, for T ∈B(H) we denote the module of T by |T| = (T ∗T)1/2 and we shall always write, without further mention, T = U|T| to be the unique polar decomposition of T, where U is the appropriate partial isometry satisfying N(U) = N(T).
    [Show full text]
  • Spectral and Polar Decomposition in AW*-Algebras
    Spectral and Polar Decomposition in AW*-Algebras M. Frank We show the possibility and the uniqueness of polar decomposition of elements of arbitrary AW*-algebras inside them. We prove that spectral decomposition of normal elements of normal AW*-algebras is possible and unique inside them. The possibility of spectral decomposition of normal elements does not depend on the normality of the AW*-algebra under consideration. Key words: Operator algebras, monotone complete C*-algebras, AW*-algebras, spectral decom- position and polar decomposition of operators AMS subject classification: 46L05, 46L35, 47C15 The spectral decomposition of normal linear (bounded) operators and the polar decom- position of arbitrary linear (bounded) operators on Hilbert spaces have been interesting and technically useful results in operator theory [3, 9, 13, 20]. The development of the concept of von Neumann algebras on Hilbert spaces has shown that both these decompo- sitions are always possible inside of the appropriate von Neumann algebra [14]. New light on these assertions was shed identifying the class of von Neumann algebras among all C*-algebras by the class of C*-algebras which possess a pre-dual Banach space, the W*- algebras. The possibility of C*-theoretical representationless descriptions of spectral and arXiv:funct-an/9303001v1 11 Mar 1993 polar decomposition of elements of von Neumann algebras (and may be of more general C*-algebras) inside them has been opened up. Steps to get results in this direction were made by several authors. The W*-case was investigated by S. Sakai in 1958-60, [18, 19]. Later on J. D. M. Wright has considered spectral decomposition of normal elements of embeddable AW*-algebras, i.e., of AW*-algebras possessing a faithful von Neumann type representation on a self-dual Hilbert A-module over a commutative AW*-algebra A (on a so called Kaplansky–Hilbert module), [23, 24].
    [Show full text]
  • Arxiv:1211.0058V1 [Math-Ph] 31 Oct 2012 Ydfiiina Operator an Definition by Nay4h6,(70)(35Q80)
    NOTE ON THE SPECTRAL THEOREM T. L. GILL AND D. WILLIAMS Abstract. In this note, we show that the spectral theorem, has two representations; the Stone-von Neumann representation and one based on the polar decomposition of linear operators, which we call the de- formed representation. The deformed representation has the advantage that it provides an easy extension to all closed densely defined linear operators on Hilbert space. Furthermore, the deformed representation can also be extended all separable reflexive Banach spaces and has a limited extension to non-reflexive Banach spaces. Introduction Let C[B] be the closed densely defined linear operators on a Banach space. By definition an operator A, defined on a separable Banach space B is of Baire class one if it can be approximated by a sequence {An} ⊂ L[B], of arXiv:1211.0058v1 [math-ph] 31 Oct 2012 bounded linear operators. If B is a Hilbert space, then every A ∈C[B] is of Baire class one. However, it turns out that, if B is not a Hilbert space, there may be operators A ∈C[B] that are not of Baire class one. 1991 Mathematics Subject Classification. Primary (46B03), (47D03) Sec- ondary(47H06), (47F05) (35Q80). Key words and phrases. spectral theorem, vector measures, vector-valued functions, Reflexive Banach spaces. 1 2 GILL AND WILLIAMS A Banach space B is said to be quasi-reflexive if dim{B′′/B} < ∞, and nonquasi-reflexive if dim{B′′/B} = ∞. Vinokurov, Petunin and Pliczko [VPP] have shown that, for every nonquasi-reflexive Banach space B, there is a closed densely defined linear operator A which is not of Baire class one (for example, C[0, 1] or L1[Rn], n ∈ N).
    [Show full text]
  • On Compatibility Properties of Quantum Observables Represented by Positive Operator-Valued Measures
    On Compatibility Properties of Quantum Observables represented by Positive Operator-Valued Measures Bachelorthesis Mathematics Radboud University Nijmegen Yari Kraak Supervisor: Klaas Landsman July 2018 Abstract In a rigorous post-von Neumann mathematical formalism of quantum mechanics, ob- servables are represented by normalized positive operator-valued measures instead of self-adjoint operators. In this formalism, the notion of joint measurability of two ob- servables is more complex then in the von Neumann formalism, where observables are jointly measurable if and only if they commute. We look into various notions of compatibility, among which joint measurability, coexistence, commutativity, and joint measurability of binarizations, and investigate for which classes of observables these are equivalent. Contents 1 Introduction 3 2 Positive Operator-Valued Measures 4 2.1 Naimark dilation theorem . 6 3 States, Effects and Observables 10 3.1 Classes of observables . 15 4 Compatibility properties 18 4.1 Coexistence and Joint Measurability . 21 4.2 Joint Measurability of Binarizations and Coexistence . 25 5 Conclusion 27 Appendices 29 A Functional Analysis 29 A.1 Trace-class operators . 34 A.2 Spectral Theorem . 38 B Measure theory 40 C Convexity 42 References 44 2 1 Introduction In the literature, quantum-mechanical observables are usually described by self-adjoint op- erators, as introduced by von Neumann [20]. But in certain cases there are observables that cannot be fully described by self-adjoint operators [7, 9, 15, 17]. An example of such an observable is the covariant phase space observable in a single-mode optical field. Therefore, a new formalism of quantum mechanics has been formulated, where observables are repre- sented by positive operator-valued measures (POVMs).
    [Show full text]
  • Polar Decomposition
    Polar decomposition November 25, 2019 Contents 1 Introduction 1 2 Orthogonal decompositions 4 3 Length of T v 5 4 Proof of the polar decomposition 9 1 Introduction The polar decomposition proven in the book (Theorem 7.45 on page 233) concerns a linear map T 2 L(V ) from a single inner product space to itself. Exactly the same ideas treat that the case of a map T 2 L(V; W )(V; W fin-diml inner product spaces): (1.1a) I stated the result in class; the point of these notes is to write down some details of the proof, as well as to talk a bit more about why the result is useful. To get to the statement, we need some notation. I'll think of the linear map T as an arrow going from V to W : V −−−!T W ; (1.1b) this is just another notation for saying that T is a function that takes any- thing in v 2 V and gives you something T (v) 2 W . Because these are inner product spaces, we get also the adjoint of T ∗ W −−−−!T V; hT v; wi = hv; T ∗wi (v 2 V; w 2 W ): (1.1c) 1 The property written on the right defines the linear map T ∗. Using these two maps, we immediately get two subspaces of each of V and W : Null(T ); Range(T ∗) ⊂ V; Null(T ∗); Range(T ) ⊂ W: (1.1d) The first basic fact is that these spaces provide orthogonal direct sum de- compositions of V and W .
    [Show full text]
  • Mathematical Introduction to Quantum Information Processing
    Mathematical Introduction to Quantum Information Processing (growing lecture notes, SS2019) Michael M. Wolf June 22, 2019 Contents 1 Mathematical framework 5 1.1 Hilbert spaces . .5 1.2 Bounded Operators . .8 Ideals of operators . 10 Convergence of operators . 11 Functional calculus . 12 1.3 Probabilistic structure of Quantum Theory . 14 Preparation . 15 Measurements . 17 Probabilities . 18 Observables and expectation values . 20 1.4 Convexity . 22 Convex sets and extreme points . 22 Mixtures of states . 23 Majorization . 24 Convex functionals . 26 Entropy . 28 1.5 Composite systems and tensor products . 29 Direct sums . 29 Tensor products . 29 Partial trace . 34 Composite and reduced systems . 35 Entropic quantities . 37 1.6 Quantum channels and operations . 38 Schrödinger & Heisenberg picture . 38 Kraus representation and environment . 42 Choi-matrices . 45 Instruments . 47 Commuting dilations . 48 1.7 Unbounded operators and spectral measures . 51 2 Basic trade-offs 53 2.1 Uncertainty relations . 53 Variance-based preparation uncertainty relations . 54 Joint measurability . 55 2 CONTENTS 3 2.2 Information-disturbance . 56 No information without disturbance . 56 2.3 Time-energy . 58 Mandelstam-Tamm inequalities . 58 Evolution to orthogonal states . 59 These are (incomplete but hopefully growing) lecture notes of a course taught in summer 2019 at the department of mathematics at the Technical University of Munich. 4 CONTENTS Chapter 1 Mathematical framework 1.1 Hilbert spaces This section will briefly summarize relevant concepts and properties of Hilbert spaces. A complex Hilbert space is a vector space over the complex numbers, equipped with an inner product h·; ·i : H × H ! C and an induced norm k k := h ; i1=2 w.r.t.
    [Show full text]
  • The Interplay of the Polar Decomposition Theorem And
    preprint - UTM 631 The interplay of the polar decomposition theorem and the Lorentz group Valter Moretti Department of Mathematics, University of Trento and I.N.F.N. Gruppo Collegato di Trento, via Sommarive 14, I-38050 Povo (TN), Italy. E-mail: [email protected] November 2002 Abstract: It is shown that the polar decomposition theorem of operators in (real) Hilbert spaces gives rise to the known decomposition in boost and spatial rotation part of any matrix of the orthochronous proper Lorentz group SO(1, 3) . This result is not trivial because the polar ↑ decomposition theorem is referred to a positive defined scalar product while the Lorentz-group decomposition theorem deals with the indefinite Lorentz metric. A generalization to infinite dimensional spaces can be given. It is finally shown that the polar decomposition of SL(2, C) is preserved by the covering homomorphism of SL(2, C) onto SO(1, 3) . ↑ I. Introduction and notation. If H is a, either real or complex, Hilbert space, a bounded bijective operator T : H H can ′ ′ ′ → be uniquely decomposed as both T = UP and T = P U where U, U are orthogonal/unitary operators and P, P ′ are bounded self-adjoint positive operators. These decompositions are called the polar decompositions of T . Consider the special orthochronous Lorentz group [1, 2, 3] SO(1, 3) := Λ M(4, R) ΛηΛt = η , det Λ = 1 , Λ0 > 0 , (1) ↑ { ∈ | 0 } where M(n, R) denotes real vector space of real n n matrices, 0 in Λ0 is referred to the first × 0 arXiv:math-ph/0211047v1 20 Nov 2002 4 element of the canonical basis of R , e0, e1, e2, e3 and η = diag( 1, 1, 1, 1).
    [Show full text]
  • Decompositions of Linear Mapsн1)
    TRANSACTIONS OF THE AMERICAN MATHEMATICALSOCIETY Volume 230, 1977 DECOMPOSITIONS OF LINEAR MAPSÍ1) BY SZE-KAIJ. TSUI Abstract. In the first part we show that the decomposition of a bounded selfadjoint linear map from a C*-algebra into a given von Neumann algebra as a difference of two bounded positive linear maps is always possible if and only if that range algebra is a "strictly finite" von Neumann algebra of type I. In the second part we define a "polar decomposition" for some bounded linear maps and show that polar decomposition is possible if and only if the map satisfies a certain "norm condition". We combine the concepts of polar and positive decompositions to show that polar decomposition for a selfad- joint map is equivalent to a strict Hahn-Jordan decomposition(see Theorems 2.2.4and 2.2.8). 0. Introduction. In this paper we study bounded linear maps between C*- algebras. We are particularly concerned with decompositions of such maps. These decompositions are analogues of Hahn-Jordan and polar decomposi- tions for linear functionals on C*-algebras. The study of positive decomposi- tion of bounded linear functionals of partially ordered normed linear spaces may be traced back to M. Kreïn [12] and J. Grosberg [6] around 1939. Later Z. Takeda [18] worked out the same problem on the C*-algebra setting. Recently some independent efforts were made to study the positive decompo- sition for bounded linear maps between two partially ordered normed linear spaces [20]. The major result in Chapter 1 is that the decomposition of any selfadjoint linear map as a difference of positive maps into a given von Neumann algebra is always possible if and only if that algebra is a "strictly finite" von Neumann algebra of type I (see Theorem 1.4.6).
    [Show full text]
  • Lecture Notes on Matrix Analysis
    Lecture notes on matrix analysis Mark W. Meckes April 27, 2019 Contents 1 Linear algebra background 3 1.1 Fundamentals . .3 1.2 Matrices and linear maps . .4 1.3 Rank and eigenvalues . .6 2 Matrix factorizations 7 2.1 SVD: The fundamental theorem of matrix analysis . .7 2.2 A first application: the Moore{Penrose inverse . .9 2.3 The spectral theorems and polar decomposition . 10 2.4 Factorizations involving triangular matrices . 14 2.5 Simultaneous factorizations . 18 3 Eigenvalues of Hermitian matrices 20 3.1 Variational formulas . 20 3.2 Inequalities for eigenvalues of two Hermitian matrices . 22 3.3 Majorization . 26 4 Norms 31 4.1 Vector norms . 31 4.2 Special classes of norms . 33 4.3 Duality . 35 4.4 Matrix norms . 37 4.5 The spectral radius . 40 4.6 Unitarily invariant norms . 43 4.7 Duality for matrix norms . 48 5 Some topics in solving linear systems 50 5.1 Condition numbers . 50 5.2 Sparse signal recovery . 52 6 Positive (semi)definite matrices 55 6.1 Characterizations . 55 6.2 Kronecker and Hadamard products . 57 6.3 Inequalities for positive (semi)definite matrices . 58 1 7 Locations and perturbations of eigenvalues 60 7.1 The Gerˇsgorincircle theorem . 60 7.2 Eigenvalue perturbations for non-Hermitian matrices . 61 8 Nonnegative matrices 64 8.1 Inequalities for the spectral radius . 64 8.2 Perron's theorem . 67 8.3 Irreducible nonnegative matrices . 71 8.4 Stochastic matrices and Markov chains . 73 8.5 Reversible Markov chains . 76 8.6 Convergence rates for Markov chains .
    [Show full text]