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C-Numerical Ranges and C-Numerical Radii - Chi-Kwong Li PDF
C-Numerical Ranges and C-Numerical Radii - Chi-Kwong Li PDF
C-Numerical Ranges and C-Numerical Radii - Chi-Kwong Li PDF
To cite this Article Li, Chi-Kwong(1994)'C-numerical ranges and C-numerical radii',Linear and Multilinear Algebra,37:1,51 82
To link to this Article: DOI: 10.1080/03081089408818312
URL: http://dx.doi.org/10.1080/03081089408818312
51
52
C-K. LI
3.
>
&<
. , , * % r %I !F
!
1.
Let A E M,. The (classical) numerical range (or alternatively, field of values) of A
is defined and denoted by
This concept has been studied extensively in the last few decades. As pointed out
by many authors (e.g., see [Bonsall and Duncan, 1971 and 19731, [Halmos, 19671,
[Istratescu, 19811 [Horn and Johnson, 1991]), this concept is very useful for studying
matrices and operators, and has a lot of applications to other subjects. We summarize some basic properties of the classical numerical range that are relevant to
our discussion in the later sections. We shall sketch and comment on a few proofs.
Otherwise, proofs and references can be found in Chapter 1 of [Horn and Johnson,
19911 (see also [Goldberg, 19791). One may see other properties and generalizations
of the classical numerical range in the same reference.
(1.1) For any p, I / t C ctnd for any A E M,l, W ( } IA
(1.2)
+ vI) = p W ( A ) + v.
satisfies X " X
I,.
Then
53
When m = n, (1.4) simply says that W(A) is invariant under unitary similarities.
If X is obtained from I by deleting n - m columns, then X * A X is a principal
submatrix of A. In other words, W(B) W ( A ) if B is a principal submatrix of A.
Statements (1.1)-(1.4) are not difficult to verify. Since W(A) can be viewed as
the range of the corltinuous function x x*Ax iron1 the compact set S to 6 , one
easily gets the following result.
z(t) =
(I - t)x + t j
ID - OX + tPll
and
f ( t ) = z(t)*Az(A) E W (A),
t E [O, 11.
One easily checks that f is a continuous real-valued function on [O,1] with f (0) = 0
and f (1) = 1. Thus [O,1] g f ([0, 11) C W(A) as asserted.
[Istratescu, 19811 and [Sun and Stewart, 19921 also gave proofs of the convexity of
W(A) using the above approach. In both cases, the authors assumed that x*Ax = O
and y*Ay = 1, and tried to construct the function f(t). [Istratescu, 19811 used the
condition that Re(x*Ay) = 0, and [Stewart and Sun, 19921 used the condition that
Re(x*y) = 0. Unfortunately, none of these conditions can guarantee f(t) to be a
real valued function.
As shown in the above proof, whether W(A) contains the line segment [O,l] depends solely on the behaviour of A on the two dimensional subspace spanned by x
and y. As a result, even if A is a linear operator on an infinite dimensional Hilbert
space, the proof of the convexity of W(A) can be reduced to the 2 x 2 case. In fact,
54
C-K.LI
if A + A* is positive
if
A is positive semi-
By (1.9), one can determine the left and right supporting lines of W ( A ) . We
can apply the same technique to find the supporting lines of ~ " w ( A )= w(eiQ)
for all t E [O,T]. Applying this process for sufficiently many values 2 and taking the
intersection of the vertical strips formed by the left and right supporting lines, one
gets an outer approximation of W(A). If we let x E S be an eigenvector of the
largest eigenvalue of (A + A*)/2, then x*Ax will be a boundary point of W(A)
lying on the right supporting line. Similarly, one can get boundary points lying on
ii,e iefi suppoi-iiligiiiizs. if we
iiiz jaliie pi-ijcljs
e i r ~ g (=
~ j~ g ( ~ i fiji.
r ~ j
sufficiently many t E [O,T] and take the convex hull of all these boundary points,
we get an inner approximation of W(A). Detailed discussion of these ideas can be
found in [Johnson, 19781 (see also [Horn and Johnson, 19911). Extension of this idea
will be discussed in 55.
55
( b ) conv P((eitA
Let A
E M,,.
56
C-K. LI
(1.15) Consider any norm topology on M,, and the Hausdorf metric on K. The
numerical range W(.) is a continuous ,functionfrom M,, to K.
(1.16 ) A linear operator L on All, satisfies W ( L ( 4 ) )= W(.4) for all A E M, if and
on& $ L is of the form .4 LT'ALT or -4 LT* A'LT {or some fired unitary matriv
rr E M,,.
l mear operators satisfying the conditions in (1.16) are known as linearpreservers
of the numerical range. Statement (1.16) is a special case of a result of [Pellegrini,
19751 on Banach algebras.
2. C-NUMERICAL RANGE
There are manv generalizations of numerical range motivated by theory or applications (e.g., see [Binding and Li, 1991j: [Horn and Johnson, 19911 and [Li and Rod1967j) introduced the notion nf k -numerical
man, 1893j). FTa!mop (e.g.; set. [Halmc~s~
range o f A E Mil f o r 1 5 k 5 iz. For our convenience, we follow [Marcus and Filippenko. 19781 and use the following modified definition of the k-numerical range:
where 6ii = 1 if i = j, and dij = 0 otherwise. Notice that p E Wk(A) if and only
if there exists X E M,y,kwith X * X = Ik such that p = tr(XtAX). Evidently, WI (A)
reduces to the classical numerical range, Wn(A) = {trA), and Wk(A) = trAWnPk(A).Tnus it is convenient to use the notation W o ( A )= (0).
If Ak(A) denotes the first derivation of A on the kth Grassmann space over 43"
(also known as the kth additive compound of the matrix A) given by the formula
(here Ck(X) denotes the kth compound matrix of X), then Wk(A) is the collection
) . may see
of all p = xtAk(A)x, x is a decomposable unit vector in ~ ~ ( 6 3 " One
[Marcus, 19731 for the definitions and properties of Ak(A).
[Westwick, 19751 further generalized the k-numerical range to c-numerical range
of A E Mn, c = ( ~ 1 .,.,
. Cn)' E Cn, defined by
Let C = Cy=,ciEii. One observes that p E W,(A) if and only if p = tr(CU* AU),
for some unitary matrix ii. Tnis motivates the definitiori of C-nurnericui rurig fur a
general C E M,, defined by
Wc(A)
= {tr(CU'AU)
introduced in [Goldberg and Straus, 19771.
:U
unitary),
+ qf) = p W c ( ~ +j qtr C.
+ B) C_ Wc (A) + Wc(B).
(2.3)
(a) Wc(A) = WC(At)for all A E M, r f m d on& if C' t 14'(C).
(b) Wc (-4) = ~ ~ (fir2 all) A E M, and only i f C E U (C).
(c) Wc(A) = WC(AX),for all A t M, Vand only if C* E U(C).
Proof (a) Notice that Wc(At) = Wcl(A). Thus WA(C) = Wc(A" for all A E M,
is equivalent to WA(C) = WA(Cf)for all A E M,, which in turns is equivalent to the
condition Ct E U(C) by (10.1).
The proof of (b) and (c) are similar.
rn
Statement (2.3) explains why we have statement (1.3j in the classical case. It also
- C E M, for which U(C) contains C" ,, or C*, i.e., C
characterizes those matrices
is unitarily similar to C" C, or C*. In $10, we have a general statement, namely
(10.1), telling us when two matrices are unitarily similar in terms of C-numerical
ranges.
(2.4) For any unitary U , Wc (U AU) = WC(A).
+
58
C-K. LI
normal matrix. we may assume that C = Crzly,E,,, where yi are the eigenvalues
of C. Hence L'c(A) = Wc(A) with c = (rl,.. .,%)'. In the following discussion, we
always interchange the notation of U'~(ii) and f',(A) if C is normal. Furthermore,
if C is a rank k orthogonal projection, we may assume that C = Cr_,Eii and use
the notation & ( A ) instead of &(A).
Statement (2.4) is a partial generalization of (1.4). We shall further discuss possible extension of (1.4) in F4.
Since the unitary group in M, is compact and the mapping from Mn to C defined
by X H tr(CX*AX) is continuous, we have the following result.
One of the most beautiful properties nf !+'(A) IS thr convexity. As n rrsult, whrn
ever a new gencraii7ation OF W ( A ) arises, it is uf interest to know whether it 1s
convex. Besldes giving a deeper insight to the classical result. the study of convexity
for geiieralizei: zumericaj raiigev are
iii fi2;jr;Xer &i;ejqmeiit of ;he ;henrj;
and are sometimes useful in applications (e.g., see [Horn and Johnson, 19911 and
[Fan, 19921).
The problem of convexity of Wk(A) was proposed by Halmos (e.g., see [Halmos,
1967]), settled by [Thompson, 19631 for the normal case and by [Berger, 19631 for
the general case. The convexity result was then generalized to Wc(A) for c E Rn by
j
[Westwick, i 975j (see aiso [Poon, i 980]j. Moreover, Wesrwick showed rhar W C ( A
may fail to be convex if n > 2
We summarize the existing convexity results on Wc(,4) in the following statement.
(3.1 ) Let C E M,. Then Wc(A) is convex .for all A
holds.
E M,
if one
of
the ,following
(a) There exist p , E~C with p # 0 such that p C + VIis hermitian, i.e., C is normal
and the eigenvalues are collinear on the complex plane.
(b) There exists p E C such that C - p I is unitarily similar to (Cij)lli,jlm in block
form, where Cii are square matrices and Cij = 0 if i # j + 1.
(c) There exists p E 63 such that C - p I has rank one.
Statement (3.1.a) is a slight extension of the result in [Westwick, 19751 using (2.1).
The original proof of Westwiek relies on Morse theory. Later, [Poon, 19801 gave an
elementary proof for Westwick's result. We outline Poon's proof in the following.
Suppose C t M, is hermitian. To prove Wc(A) = conv Wc(A), consider
r
P
ti tr(CU,'~u,) = tr
p=
r=l
f A. 1 t
- AtiuiCU;))
.. \\
\ li=,
E conv wc ( A ) ,
59
is majorized by that of C. By a result of [Goldberg and Straus, 19771 (see also $1I),
p E WD(A) G Wc(A). Thus convWk(A) g Wc(A) and the equality holds.
Statement (3.1.b) is due to [Li and Tsing, 1991aJ. A block matrix (Cij),51,j5m
satisfying the correspclnding condition in (3.1.b) is said to be in block-.rhqi form.
Evidently, if all blocks are 1 x 1. then we get the matrix of a weighted shift c~perator.
In fact, if C satisfies condition (3.l.h), then Wc(A) is always a circular disk. We shall
return to this topic in 59.
Statement (3.l.c) is due to [Tsing, 19841. As a result of this statement, if n = 2,
Wc(A) is always convex (see also [Goldberg and Straus, 19771).
In some cases, WC(A) can be determined by the classical numerical range of a
matrix in M: as shown in the following result.
(b) S U P ~ ~CFE C
Mn is unituriiv similar to pEll qE12 P I . If A is hermi~lun
with I Y : f i d r;, ar t!ze !~.yzs.tmcl mallc! eigenvalues, then
+ w ~ ( A )= p t r A + tr,trC + (al - a , ) ~ ( e ) ,
+ q~12,;1= alEII+ Q,,E:~E M2.
Wc(A)= p t r A
where
& = pEll
By the fact that Wc(A) = WA(C), which is just a one dimensional orthogonal
projection of U(C), one can rephrase (3.i) as:
(3.3) Let C E M,. Every one dimension orthogonal prujection of LijC'j is coiii;eX if
one of the conditions (3. La)-(3. 1.c) holds.
Notice that U(C) C ( X E M, : tr(X*X) = tr(C*C)). If C is not a scalar matrix,
then U(C) is highly non-convex in the sense that no three distinct points in U(C)
are collinear (e.g., see [Thompson, 19871). However, it is somewhat surprising that
all one dimensional projections of U(C) can be convex.
Open problem: Is there any other type of C E M, for which Wc(A) is always convex?
Open problem: Give a necessary and sufficient condition on C and A in M, such
rhar Wc ( A )is convex.
The following result shows that there is no hope to get other types of normal
matrices C such that Wc(A) is always convex besides those mentioned in (3.l.aj. It
also provides us with examples of non-convex Wc(A).
(3.4) Suppose C E M, is normal. Let 7 be a subset of M,, containing C*. Then
Wc (A) is convex for all A E 7 if and only the eigenvalues of C are collinear on the
complex plane.
Statement (3.4) was conjectured by [Marcus, 19791 conjectured with I equal to
the set of all normal matrices in M,. [Au-Yeung and Tsing, 19831 (see also [AuYeung and Ng, 19831) confirmed and improved Marcus' statement by proving (3.4).
60
C-K. LI
While Wc(A) may fail to be convex even for normal matrices in M3, one may
look for other geometrical properties that Wc(A) enjoys. The following statement
was conjectured by Straus (e.g., see [Goldberg, 19791) and proved by ['I'sing, 19811.
( 3 . 5 ) Suppose C E M,, is normol. Theu for nry A E M,,, Wc(A) is slorshuped with
a-'(lr C)(LIA) LZJ ~ l u t - ~ e n l e r ;
In [Tsing. 19811 thr author :~ct~mlly
provrd thr follnwrng strnngrr result.
(3.6) Let %(A) C Cn be the collecfion of x = (xl,. ..,x,)' such that XI,...,xn
are the diagonal entries of some X E U(A). Then ).Vn(A) is starshaped with
(tr A/n)(l, ..., 1)' as a star-center:
Since for a normal matrix C with eigenvalues
.. .;I,,, p '.E Wc(A) if and unly
if p = (71, ...,yn)x for some x E Wn(A), one easily deduces (3.5) from the above
statement.
If K 5 C is starshaped. then it is clearly simply conne~,ted.Howrvel. the fc~llowing
quchiii)~~
& o u i ;$>,(A) is siiij tji)Lii.
4.
DIRECT SUM
We try to extend statement (1.7) to W,,-(A) in this section. It seems that such a
generalization is not available even for Wk(A). Our discussion is based on [Li and
Poon, 19901. IJsing the fact that Wc(A) = W21(C)j one can deduce the fnllnwing
result.
(4.1) Suppose A is urziturib similar fo Al 8 A2. Then
Suppose C satisfies condition (3.l.a). Then Wc.(A) reduces to Wc(A) for some c
whose entries are collinear in 43, and we have the following result.
(4.2) Suppose c E Cn, whose entries are collinear in 43. If A is unitarily similar to
A , CPA2, then
Wc(A) = conv U { W,, (A1) + We, (A2) : (c:,c;) = c' P , P a permutation matrix}.
Proof By (4. I), if (c',,c ; ) = ct P for some permutation matrix P , then Wc,( A , ) +
Wc,(A2) C Wc(A). By the convexity of Wc(A) (see (3.1)), we get the inclusion "2."
For the reverse inclusion, suppose c = (yl,...,yn)' and C = C:=,yi Eii. For simpliciiy, we assume c E Rn, otherwise consider aC + P I fur s0iiie siiiiabk L ~ , PE C. Lei
11. = tr(CU* AU) = tr(AUCU*) = tr(Cll Al) + tr(CZ2A2) = tr(D A) E Wc(A), where
61
and D = Cll 6 C22.Let V, be unitary such that D,= V,*CiiV, is a diagonal matrix for
= 1,2. Then p = tr(DIV:A1 Vl) + tr(U2V; A2V2 j. Since the vector of diagonal entries of D = Dl D2 is rnajorized by c, therc cxist permutation matrices Pi, say 1 5
i < r, such that b =
tiP,'CPi, where t; 0 satisfy
= 1. Consequently,
p = t r ( b , > ) = Cr=lt, t r ( ~ , ' ~ ~ ,where
~ 2 ) , ,4= I;;'A; 6 5 VpA2C72.Since ~ ~ [ P ~ C P , ~ )
E W,, ( A l )+ Wc,(A2)with (ci, c;) = c' P,, the inclusion "C"holds.
x:_,
xr=lr;
rf, Az
I r, O 5 k - p 5 n - r ) .
By the fact that Wk(A)= LZ',(C) and (4.1), we can generalize (1.4) to the following statemznt.
(4.4) S!~,ninovrr is uttrtarrh' similar to D .:: Z , whew L) e ILI, und L c Mn ,,, x i t isfies 0 t C+2( B )fur art): R L A,,- ., Then WL;[X'A X ) c u',; ( A ) f i r any X E M,,,,,
sarz.ijyir2g Ar' X = I,.
LOCATION OF wc(A)
(5.1) Ler c = (71,...,7,)' E Rn with 71 > ... > y,,. Suppose A E M, and ( A +A*)/2
has eigenvalues XI >_ . . . 2 A,. If a = C;=,yiX,-i+l and /3 = C:=17iAi, then
As a result, the lines CI= { z E 43 : Rez = a ) and Cz = { z E C : R e z = P ) are the
lefi and right vertical supporting lines of W,(A). Furthermore, we huve
(a) W,(A) C W if und only i[ A E H
' ,.
( b ) W c ( A )C C+ U iR (respectively, W,(A)
One can use the arguments on W ( A ) after (1.9) to get an outer and inner approximations of W c ( A ) for c E R". An program written by this author to plot an
62
C-K.1.1
outer approximation of W,(A) can be found in [Li, Sung and Tsing, 19891. Next we
consider those C that are in block-shift form.
(5.2j Suppwe C E M,, is iiz block-dtqi f o m . T:ten for ary A E M,,, U.;7 (A) is a
circular disk centered at the origin.
How to compute the radius is still an open problem. By (5.1) and the fact that
Wc(.4) = WA(C),if -4 is hermitian with eiger?va!ues n; 1- - 1 n,i and (C + C*),!?
has eigenvalues p1 ... p,, then the radius is I:=,
aipi. (Note that as t r C = 0,
we have p1 > 0 > pn and Cy=,pi = 0. Hence I:=,
aipi > 0 if A f 0.)
Next we turn to those C satisfying (3.1.b). It is difficult to compute the exact
shape or the supporting lines of Wc(A) in this case. We only have the information
when A is hcrmitian (see (3.2)).
For general C E Mn, one can use randomly generated unitary matrices U to cornpute u, = tr(CLJ*dLJ)f Wc(.4), and approximate !1/;-(-4) with sufficiently many such
points.
ALL
viiici
..I
:rL
fur pii-itting -i?liiii icricaf raiigcs rcfy on tiic gciieraiioii of su'ii-
> >
'-I'
~ (+ Cr=3ciinii,
~ 2 ) where
If there is an efficient way to generate w ~ ( A )for f?,A E M2, then one may approximate Wc(A) with sufficiently many ~ ~ ( 2Unfortunately,
) .
there is no easy
algorithm to generate ~ ~ ( for2 general
)
e , A E Mz.
.+..:..,
VGILLLUL 3LI 6
--..+-:A.~-
- ~ ~ T T I . I A\
. L V I L L U L I L L I L ~G
**C
\A)
TZI /.,if A\
F,,
F'VC\G
A) J V I
-11
ULL
rn
t LU,
-1
II
TI,.. +, :
tr(CU*AU),
,
,
,
,
,,
, :+
I ILG LILLGII)GL.LLVIL
,F
VJ
then
R e p = tr(C,U*AlU) - tr(CzU+A2U).
6.
71,.
Notice that Pc(A) = PAJC). Wt: use the notation P,(A) (respectively, P k ( A ) )with
c = (AI(C), ...,h,,(C))' if C is normal (respectively, C is a rank k orthogonal projection).
The concept of C-spectrum is very useful in the study of Wc(A). For the classical
case, see (1.9)-(1.11). We consider the general case in this section.
C Wc(A).
(6.2) Le[ A E Mn. Suppose C = (c,:,) and A = (aij) are in lower triangular form
such that ji = tr(CA) E dWc(A).
(a) If ci, # cjj, lhen ilij = 0; i f in addition that ai, = uji then only aii can he nonzero in the ith row and the ith column of A.
(b) If C = (Cl)lli,ilm is in block form such that Gi E Mni having all the eigenvalues equal to yi, where 71,...,ym are distinct, then A = A1 @ - . . @ A, such that
Ai E M,,, satisfying
(i) Ai is a scalar matrix i f Cii is not a scalar matrix,
(ii) a is a normal eigenvalue of A if a E P(Ai) (-I P(Aj) for some distinct i
and j,
(iii) W(Ai) n W(A,) = aW(A,) n dW(Aj) for any distinct i and j i f C is
normal.
(6.3) Suppose A E M,, and Wc(A) has a corner p. Then p E Pc(A). As a result,
after app!ying rr~itahleunitary similaritv tran@rms to C and A, we may assume that
C and A are in lower triangular form such that p = tr(CA), and the conclusion in
(6.2) follows.
Statements (6.1)-(6.3) generalize (1.9). If C is normal, then (6.2.b.iiij implies
(6.2.b.ii). In fact, for the k-numerical range, [Marcus and Filippenko, 19781 proved
64
C-K. LI
these statements without (6.2.b.ii) and (6.2.b.iii); [Li, lc)Xhb] obtained these statements for normal C without mentioning the fact that (6.2.b.iil) follows from the
proofs in the paper; the results for non-normal C were obtained in [Li, 1987bI and
[Man, 19921.
7.
C-CONVEX MATRICES
A matrix A t M , is C-convex i f Wc(A) = convPc(A). The notation and terminology of c-convex and k-convex will be used i f C is normal or C is a rank k
orthogonal projection. By (6.1) and (6.3), one easily deduces the following result.
Downloaded By: [University of Hong Kong] At: 14:31 1 December 2008
LIRL.(A
. .,j (i-iit~ri'
iii
ji%"Iarciis
Sail-
65
for all 1
< r < r,
and
2 yn- Lel
[O, TI.
-4satisfies condition (7.4.h) with k = m,.
if d
E Rn
salisfies md
Extensions of results (7.4) and (7.5) to c-convex matrices with c 6 Cn are not
available. However, if A is also normal, then there are some interesting results
as shown in (7.7). We first state a general result in (7.6). To do that we need the
following notations.
L e t a, a be permutations of (1,. . . ,n}. Denote by C,,, the line segment joining
Za = C:=l.~iag(i), ZT = C:=l~;ar(ij
E Pc(A).
(7.6) If
Wc(A).
IT
and
We remark that if an-I is not a transposition, then Wc(A) may not contain L,,.
In fact, in [Au-Yeung and Tsing, 19831 (see also [Au-Yeung and Ng, 1983]), it was
shown that there exists La, not lying in Wc(C*) for a normal C with non-collinear
eigenvalues, and hence the set is not convex.
(7.7)
conv P,(A).
66
8.
C-K. LI
NORMALITY
While the classical numerical range cannot be used to characterize normal matrices (see (1.10)): the C-numerical range can he used f m this purpose. In this
section, wc concentrate on this subject. References for the discussion are [Marcus.
Moyls and Filippenko, 19781, [Bebiano, 19863, [Li, 1986b & 1987~1,[Li, Tam and
Tsing, 19841, [Li, Sung and Tsing, 19891.
(8.1) Le, C t Mn have eigenvalues 71,. ...y, und characteristic yo&nonzial
det(X1- C ) =
- yi)"i, where 71,.
..,7, ure distinct. Suppose A E Mn has
eigenvalues a,, ...,a,. Then A is normal i f the number of permutations (i,,. ..,in)
with CY=, y,q, E d Wc(A) exceeds
ny=l(A
ni(ni - 1)
( n - 2)!C,"=,
N (C) = -n,!...n,,,!
Conr.cqicent~i f i)W( (-4) ha5 mow than N(Cj cornerx fhen A is nor-mu/.
(8.2)
.
. Suppose C and A .wfisjj ihe Iypotheses of (6.2.b) Then A is normai if.[or any
I 5 i 5 rn ur 1em1 one of rite ~ollowingC O ~ ~ I ~ Ohvldi
I W
U i f P ( A , ).
is normai
67
9.
(a) Wc-(A) is a circular disk centered ut origin for all C E 7, where 'T is a subset
of M , containing A*.
(b) Wc(A) = pWc(A) for all fi E 7, where 7 is a subset of {e" : t E [0,27r)) containing a fi such that fik # 1 for all k = 1,. ..,n.
jcj A is unitarib similar ICJ (Aii)! ji,j5,
such that A;; are square matrices and
.4,, = O i f i f j - 1.
(d) 13'' cat? be (ircnmpowd i n f o a direct sum of mutual& orthogonal subspaces
" n = l . ' ! . : .:;V,sucl!rlzarA(V:j=I)and.4(Vk)CV~.1 f o r a l l k = 2 , .... m.
jr j p./i ;
;I; ,<) jbr a! p < 1, .;!!~?-p'T i.c 0 FT/~.FPI (4 { p i ' : f E [O,2a ) } cv)nminrng ~i
@ such that fi"
! for all k = 1: ...,ti.
Y_
Kecall that a matrix in block limn (A,!) descr~bedin jY. 1.c) is caiirci
matrix (see 53).
hiock-.rh$
(9.2) Let A E h4, and let .m he a positive integer with m 5 n. The ,following conditions are equivalent.
(a) ,?.v a,zy m?h root of unity p. Wc['A) = Wc(A) for all C E 'T, where -I is a
subser of M,, containing A*.
[b) For any mth root of unity p, p.A E &(A).
(c) A is unitarily similar to (Aij)lli,j5M such that Aii are squure matrices and
Ai, = O i f i f (1,2) ,..., ( m - l , m ) , ( m , l ) .
(d) E n can he drcompsed info a direct sun: qf m~itual&orthogonal subspaces
The circular symmetry of W(A) has been studied by [Chien and Tam, 19931 recently.
68
C-K.LI
(9.5) Let A E M,. Then W ( A )is symmetric abouf tlze real axis (or ally axis passing
through the origin)for all C and only if A is unitarily similar to a matrix in blockshifi form.
UNITARY SIMILARITY
C E
(10.2) Let A = ElZ+ 2E23 and B = A'. Then Wc(A)= Wc(B)for all normal C.
but A and B are nor unitarily similar.
The above discussion motivates the following questions.
Open problem: Is it true that Wc(A)= Wc(B)for all normal C if and only i f B E
(10.3) Suppose A,B E M, and at least one of them is normal. Then Wk(A)= Wk(B)
for aii k 5 nj2 i f and only if A and B are unitariiy simiiar:
Proof Suppose A or B is normal. The condition that Wk(A)= Wk(B)for all
k 5 n / 2 is equivalent to the condition that both A and B are normal and have the
same eigenvalues. The result follows.
69
11.
INCLUSION RELATIONS
One interesting topic in the study of Wc(,4) is the inclusion relations for T.V( (A).
We have the following general result.
c:=~
IS c,d E C n , then
(i
subset
of
Other inclusion relations that can be derived from (11.2) are contained in [Coldberg and Straus, 19771.
12.
FUNCTIONAL PROPERTIES
(12.1) Let c E Rn. Then the c-numerical range is the unique function from M,, to K,
the collection of compact subsets in C,satisfiing (2.1), (2.5) (3.1) and (5.1.b).
Statement (12.1) can be viewed as a functional characterization of the c-numerical range. The proof can be obtained by a simple modification of that in [Horn and
Johnson, 19911. The Key idea is:
If F : A[, i K satisfies (2.1), (2.5), (3.1) and (5.l.b), then (2.5) and (3.1) guarantees that F(A) is a compact convex set and hence can be determined by the left
) all t t [ 0 , 2 ~ ]and
, such lines are uniquely determined
supporting lines of ~ " F [ Afor
a
by condition (2.1) and (5.1.b).
13.
r -L Lt inA r r r
ih-
.dL
(13.1) Suppose C E M,, is normal or satisfies rank(C - 71) = 1 for some 7 E C. Let
L be a linear operator on M,,. The following conditions are equivalent.
(a) L satisfies
wc(i(A)j = WC(Aj J'or aii A t M,,.
...
(b)
i satisfies
convW,(L(A)) = conv Wc(A)
(c) L is
of the firm
(e)
(i) p? E u
with = C - (tr C)I/tt, and
(ii) D = (trC)I/n if t r C # 0.
for aN -4 E M,,
As in $1; we list some basic properties of the classical numerical radius that are
relevam ri; cur discu~sic\r!in !ater sections. For the proofs, one may see [Horn and
Johnson. 19911, [Goldberg, 19793, and their references.
jl5.I j
>
equality holds i f rn = n.
(d) r( A ) = m a x { r ( A),~r f A z ) ) if A is unitarily similar to A1
(e) r ( A ) = p(A) i f A is normal.
$ A2.
E M,,
satisfies
it is unitarily similar to the direct sum of a unitary matrix and unit multiples of 2 x 2
matrices of the form
with r ( B ) <.
4.
(14.6) A matrix A
conditions holds.
72
C-K.LI
(a) p 2 ( ~ -) A*
~ A is positive semi-definite.
( b ) I I AmI ( = I I A1 l m for all m E 7, where 7 is a subset of positive integers containing
an integer exceeding the degree of the minimal polvnomial of A.
( c ) A is urzitarih similar to 11 A/I(C' .> B ) where U is unitary and B is a contraction.
(14.7) A matrix A
conditions holds.
F M,
( a ) r ( A ) = l l All.
( b ) r ( A m )= r m ( A )for all m E I , where 7 is a subset of positive integers containing an integer exceeding the degree of the minimal poIynomial of A.
(c) A is unitarily similar to r(A)(U m B ) where U is unitary and r ( B ) < 1 is a
contraction.
A matrix A is spectral if p(A) = r ( A ) , is radial if ,@(A)
= !/All.In view of (14.7), a
! i l l i s n n f npcpSS,rv
, e -r l\ A- \
One may characterize convex matrices using the spectral radius and spectral norm.
=n
..*=.n n i p
%
f p r t h n c ~,4 c,ficfx~jnn
- j
(14.8) A millrk A
'
for all A
E M,,
Some special cases of N have been discussed in detail, and the conditions for
equalities have been studied in [Johnson and Li, 19881.
Denote by r* the dual norm of r. By (14.3) and the fact that the dual norm of
11 . ( 1 is the trace norm, which is the sum of all singular values, we have
xsi(~)<min{2k,n)
i=l
for k = l , ..., n.
73
x,i(,l
i f n = 2m is even,
E
m+E l
if n
= 2m
+ 1 is odd,
s i ( A ) 5 2 x s i ( ~5)?r*(.4) 2 2 n ! l A ! .
, ( A )t
i <n / 2
i<(n+l)/2
i =l
( a ) r * ( A )= C i 5 ( n + l ) 1 2 ~ i+
( A~) i -< , l Z ~ ,$( and
~ j only i f there exists a unifary
matrix U such that
U'AU =
c3
:(
$ (p)
if
n = 2m is even,
if
n = 2m + 1 is odd,
( b ) r* ( A )= 2
x:=,
~ j, l n 1 2 ~ l ( A2C:_,.\,(,l)
)
$'ad or:!;, I;f: ; ( A )= !!fi!r a!!
(cj ~ I s ( n + l ) , 2 ~ i-i( A
i ( n + 1)/2.
(d) C i < ( n + l , 1 2 s i ( +
A )~ i < n 1 2 ~ ,=( 2Ar)* ( A ) if :rnd only i f A is a normal mutrix
with rank not larger than n/2.
(e) C:=ls i ( A ) = r * ( A )i f rznd only i f A is normal.
>
74
C-K. LI
(14.11) A matrix A E Mn satisfies r(A) 5 1 if and only if one of the following conditions holds.
(aj There exists Z E 'Ft, such that
i-Z/
is piisirive semi-definite.
(b) There exisz Z E ' H , such that W ( Z )& [ - I, 11 and a contraction B suctz thut
z)'/~.
A = ( I - z)'/'B(I
(cj There exists X, Y E M,,, such that X X * + YY* = In and A = 2XY'.
(14.12) A matrix is an extreme point of the unit norm ball of r* if and on& if if is
of the form ei'xx* with x E S and t E [0,27rI.
if
Analogous to the classical numerical radius, we can define the C-numerical radius
of A E Mn by
rc(A) = max{lzl : z E Wc(A)).
In the next few sections, we shall present results on C-numerical radii. Notice that
since Wc(A) = WA(C), we have rc(A) = rA(C). We start with some basic properties of the C-numerical radius in the following statement. Proofs can be found in
75
[Goldberg and Straus, 19791 and [Li and Tsing, 19891 (see also [?/larcus and Sandy,
19821 and [Tam, 19861).
(15.1)
if and onlv
ix
or kX*.Then r c ( A ) = rc(f ( A ) )
(15.4j For atzy X E M,, let f ( X ) = i X 1 ,
for all '4 E
if and' on@ if f j C j E Y(L.'j. Ii indeed, f ( C ) E i/(Cj, then r c ( ( J ' ( A )
+ A ) / 2 )5 r c ( A ) f o r all A E M,.
Proof
if rc(A)
= r c ( B ) for all C E
r u ( A ) < r[.!A)
for all A E Mn
76
C-K. LI
Suppose r, is a norm, i.e., Err,ci # 0 and c is not a scalar multiple of C:,, ei. Let
E; = {(Cr=l
ci)-'I), &,C = -&;,
and let Ef, 1 5 k < n, be the collection of matrices
A in 3-1, with eigenvalues A1 = . . - = A, \, At + I = ... = A, satisfying 1
c,Xr =
- C:ll c,Xn _,+ 1. Using these notations, we are ready to state the following result.
XI'=,
N ( A ) = max{iiAilc : C e E )
fiii
all
A t ,%fn.
77
Next we turn to C-radial matrices. Unlike the classical case, rc(A) = ((Al(cmay
not imply pc(A) = IIAllc. For example, rc(C*) = IIC*llc for any C E M,, but pc(C*)
= IIC*JJcif and only if C is normal,
(16.4) A matrix A E M nsatisfies pc(A) = j j A j jc $and on& C is unitari& similar
lo Cl @ C2 and A is unitarily similar to Al cg A2 such that Cl, A, E Mm are diagonal
rnatriccs xdi+f,ing C.'1.41 = I / ( ~ ~ ~ l . ~ i ( ~ ) . T i ( ~ ) ~ jEi 'M,,,
)
with ( p (= 1 and at least one
u j C2 or A2 is the zero matrix.
By (16.4), we can concentrate on the characterization of C-radial matrix for normal C. In some cases, we have the analogy of the classical result as shown in the
following.
(16.5) Let C E M, he normal with distinct eigenvulues 71,. ..,rmsuch that lyl (
. . > ( 7 m 1. 77zen A E M, is C-radzai 0-and only if rc(A) = jlAijc.
>
Notice thal the hypothesis on C is necessary for the cmc!usim ir, (165). Fnr
example if C = Ell - Ez. A = EII+ Ek, - E2, - E22 E MZ,then pc(A) = 0 < 2 =
r c . j A )= Ailc,.
(16.6) A matrix A E Mnsatisfies rc(A) = 11 Allc if and only if there exist unitary matrices U, V, X such that U*CU =
and V*AV =
where t =
si (c)E~,
and = y Cy=,.T,(A)E,~with Jy1 = 1.
x*A
xr=l
Proof The if part is dear. !?nr the only if part, suppose rc(A) = ((Allc. By ap,
Y
plying a suitable unitary transform to C, we may assume that C = e ~ where
is unitary and c =
si(C)Eii. Then there exists a unitary Z siidi thzt \[Allc =
(tr(CZ"AZ)I = J ~ ~ ( ~ Y z * A zSuppose
)J.
YZ*AZ = (pij). Then C:=l~i(C)~i(A)=
llA(lc = I Cy-l.~i(C)pi;l.If ? = r l I n l C D . . . @ ~ ~with
I ~ 7,1 > ... > ym, then YZ'AZ
= A1 @ . . . $ A m with Ai r M,,, and there exists Y such that vA; is positive semidefinite for all I = 1,. .., rn. Moreover, every eigenvalue of vA; is larger that the
eigenvalues of vAi +l for all i = I,. ..rn - I. Let UiE M,, be a unitary matrix such
that vU;AiU, is a diagonal matrix with diagonal entries arranged in descending
order. Let U =. Ul $ . . . $ U r n . Then U*CU = &(u*Yu), and U*YZ*AZU = A =
D C ~ = , S ~ ( A )Set
E ~X~ .-. U*YU and V = ZU. Then V*AV = x*A. The result follows.
z;",!
The discussion of this section is based nn [Li, Tam and Tsing, 19841, [Li, 1987bl
and [Man, 19921.
Given two norms Nl and N2 on a finite dimensional vector spaces, it is of interest to find the largest and smallest positive numbers a and P such that aNl(x) <
N2(x) < /3Nl(x) for all x. In this section, we consider the results relating the Cnumerical radius and other norms. Our discussion base mainly on the results in [Li,
78
C-K.LI
19911. Earlier results on this topic can be found in [Goldberg and Straus, 1977, 1979,
1982 & 19831.
The diameter o f a convex set 7 F K: is the maximum distance between two parallel supporting lines o f 'I.
(17.1) Let C E Mn be a non-scalar matrix. Suppose
diameter 6. n e n
a r ( A ) L rc(A) 5 Pr(A)
.i =
where
i f t r C ~W(C);
(b) a = 67 / 12tr C - (yl + yn) 1 i f tr C 4 W ( C )and pC is hermitian with eigenvalues
712 . . . 2 m for some non-zero p E C.
( c ) CY = 67j(2jl- 1j n ) ~
+ 6 ) i f tr C 6 W [ C )and pC is not hermitian lor any nunzero !I. 63.
(.d) p = ~ ~ r l s Ifi C
( ~
is normal.
)
,i.Z
~
~
i
+
C
Elj j n i .F, (C) jf C ix not normal
i e j r3 =
- ,,*
(a) a
=T
T=
where
= , ~2 j tirC E W (Cj;
( b ) CY = 6 7 1 14tr C - 2(yl + .yn)l i f tr C 4 W ( C )and pC is hermitian with eigenvalues yl . . . 2 7 , for some nun-zero p E C.
(c) CY = 6 ~ / ( 4 ( 1 l- / n ) +~6) i f trC $! W ( C )and pC is not hermitian for any nonzero p E 63.
(d) P = Cy=,si (C).
>
<
.
one can compare the CNotice that IIAIIsl(A) 5 llAllc IIAII C ; = l ~ i ( C )Thus
spectral norm and the C-numerical radius using (17.2).
(17.3) Let a , p satisfi the conditions in (17.2). Then vrc is multiplicative
if
>
Pb2.
Open problem: Find the largest a in (17.1), and the smallest v in (17.3).
Next we consider inequalities relating the C-numerical radius and the C-spectral
norm. It is known (see $16) that rc(A) 5 llAllc for all A E Mn, and it is not easy
to determine the smallest ,8 > 6 siidi iiiai iiir(ic 5 ,Grc(A) for all A E Mn. With the
help o f (15.7), we have the following result for r, i f c E W n .
(17.4) Suppose c satisfy the hypotheses of (15.7). Let A" = (ELlc,)-'I, and for
k 5 ( n + 1)/2 let Ak = p ( ~ : =
~ i~i +) ~ ( x y = ~ + ~with
E i ip)> V and 1 = ~ ( Ck ~ = ~ c i ) +
'{
,
''A''c
2,0rC(A)
forall
A'&,
for all
A t M,,
where ,O = max{rc(Ak): 0 5 k I
( k + 1)/2).
Proof Notice that on E n , /3 can be chosen as the maximum of 11A ( ( ,among all A
lying in the set of extreme points of the unit ball of r, in Rn.The result then follows
from (15.7). For general matrices in M,, notice that for any A = H + i G E Mn with
H,G EH
' , we have r,(H), r,(G) 5 rc(A) and hence
I n [Li, 1986a1, the best constant P relating rk and /[ . !Ik has been studied in detail.
Moreover, inequalitjes relating rk for different ir werc ubiaiiieb. One car, use (!=7)
to compare rc and rd for different c.d E Rn.
18.
(18.1) Suppose C E M, satisfies any one of the following conditions. (i) C E 7-1,. (ii)
rank(C) = 1. (iii) C is normal with non-zero trace. A linear operator L on Mn satisfies
r c ( L ( A ) )= rc(A)
for all A E M n
i f and only i f there exists p E 47 with Ip(= 1 such that W c ( L ( A ) )= p W c ( A ) for all
A E Mn.
for all A E Mn
The inner C-spectrul radius is fic(A) = min{lzl : z E Pc(A)), the inner C-nurnerical radius is Pc(A) = min{(zl : z E Wr.(A)).The following result was proved for
rank one C with non-zero trace in [Li, Mehta and Rodman, 19941. One can use
the same technique to prove the result for normal C with non-zero trace.
80
C-K. LI
(18.4) Suppose C E Mn satisfies the hypotheses of (18.1) and trC # O. A linear operator preserves the inner C-numerical radius if and only if it preserves the C-numerical
radius.
Open problem: Determine the structure of linear preservers of the (inner) C-numerical radius for general C .
ACKNOWLEDGMENT
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