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Positive Definite Mappings: Kevin James
Positive Definite Mappings: Kevin James
Kevin James
Definition
Suppose that U, V are vector spaces over a field K . Then, we define the
tensor product U ⊗ V of U and V as follows
P
1 Set H = a (u
1≤j≤s jk j ⊗ v k ) | s, t ∈ N; u j ∈ U; v k ∈ V
1≤k≤t
Definition
Suppose that U, V are vector spaces over a field K . Then, we define the
tensor product U ⊗ V of U and V as follows
P
1 Set H = a (u
1≤j≤s jk j ⊗ v k ) | s, t ∈ N; uj ∈ U; v k ∈ V
1≤k≤t
(u1 + u2 ) ⊗ v − u1 ⊗ v − u2 ⊗ v ,
u1 , u2 , u ∈ U,
u ⊗ (v1 + v2 ) − u ⊗ v1 − u ⊗ v2 ,
2 N = Span v1 , v2 , v ∈ V ,
α(u ⊗ v ) − (αu) ⊗ v , α ∈ K
α(u ⊗ v ) − u ⊗ (αv )
Definition
Suppose that U, V are vector spaces over a field K . Then, we define the
tensor product U ⊗ V of U and V as follows
P
1 Set H = a (u
1≤j≤s jk j ⊗ v k ) | s, t ∈ N; uj ∈ U; v k ∈ V
1≤k≤t
(u1 + u2 ) ⊗ v − u1 ⊗ v − u2 ⊗ v ,
u1 , u2 , u ∈ U,
u ⊗ (v1 + v2 ) − u ⊗ v1 − u ⊗ v2 ,
2 N = Span v1 , v2 , v ∈ V ,
α(u ⊗ v ) − (αu) ⊗ v , α ∈ K
α(u ⊗ v ) − u ⊗ (αv )
3 U ⊗ V = H/N.
Fact
Suppose that U, V are vector spaces over a field K with bases
{u1 , . . . , un } and {v1 , . . . , vm } respectively. Then the tensor product
U ⊗ V is a vector space over K with basis {ui ⊗ vj }1≤i≤n,1≤j≤m .
Proof
Homework
Fact
Suppose that U, V are vector spaces over a field K with bases
{u1 , . . . , un } and {v1 , . . . , vm } respectively. Then the tensor product
U ⊗ V is a vector space over K with basis {ui ⊗ vj }1≤i≤n,1≤j≤m .
Proof
Homework
Example
Suppose that U ∼
= Span(1, x, . . . , x n ) and V ∼
= Span(1, y , . . . , y m ). Then
U ⊗V ∼ k `
= Span(x y }0≤k≤n;0≤`≤m .
Fact
Suppose that U, V are vector spaces over a field K with bases
{u1 , . . . , un } and {v1 , . . . , vm } respectively. Then the tensor product
U ⊗ V is a vector space over K with basis {ui ⊗ vj }1≤i≤n,1≤j≤m .
Proof
Homework
Example
Suppose that U ∼
= Span(1, x, . . . , x n ) and V ∼
= Span(1, y , . . . , y m ). Then
U ⊗V ∼ k `
= Span(x y }0≤k≤n;0≤`≤m .
Note
dimK (U ⊗ V ) = dimK (U) dimK (V ).
Theorem
The map φ : U ⊗ V → Hom(U 0 , V ) defined by φ(u ⊗ v )(`) = `(u)v ,
where ` ∈ U 0 is an isomorphsim.
Theorem
The map φ : U ⊗ V → Hom(U 0 , V ) defined by φ(u ⊗ v )(`) = `(u)v ,
where ` ∈ U 0 is an isomorphsim.
Note
n
If
U =K and V = K m
we have
u1 v1 v1
.. .. .
. ⊗ . 7→ .. [ u1 ... um ]
un vm vm
Remark
Under this map ei ⊗ ej maps to Eij .
Note
If U, V are Euclidean spaces, we note that U 0 = U and we may define an
inner product on L(U,PV) which is isomorphic to U ⊗ V by
(M, L) = tr(L∗ M) = i,j `¯ji mji .
Note
If U, V are Euclidean spaces, we note that U 0 = U and we may define an
inner product on L(U,PV) which is isomorphic to U ⊗ V by
(M, L) = tr(L∗ M) = i,j `¯ji mji .
Then ||M|| = ij |mij |2 .
P
Note
If U, V are Euclidean spaces, we note that U 0 = U and we may define an
inner product on L(U,PV) which is isomorphic to U ⊗ V by
(M, L) = tr(L∗ M) = i,j `¯ji mji .
Then ||M|| = ij |mij |2 .
P
Fact
In the above situation, {Eij | 1 ≤ i ≤ n, 1 ≤ j ≤ m} is an orthonormal
basis for L(U, V).
Definition
A self-adjoint map H : X → X is positive or positive definite if
(x, Hx) > 0,∀x 6= 0. It is nonnegative or positive semi-definite, if
(x, Hx) ≥ 0. We express these as H > 0 and H ≥ 0 respectively.
Definition
A self-adjoint map H : X → X is positive or positive definite if
(x, Hx) > 0,∀x 6= 0. It is nonnegative or positive semi-definite, if
(x, Hx) ≥ 0. We express these as H > 0 and H ≥ 0 respectively.
Theorem
Let X be a Euclidean space.
1 The identity map I is positive.
2 If M, N > 0, then M + N > 0 and if a > 0, aM > 0.
3 If H > 0 and Q is invertible, then Q ∗ HQ > 0.
4 H > 0 if and only if all of its eigenvalues are positive.
5 If H > 0, then H is invertible.
6 Every positie map has a unique positive square root.
7 The set of positive maps is an open subset of the space of
self-adjoint maps.
8 The boundary points of the set of positive maps are the nonnegative
maps that are not positive.
Kevin James Positive Definite Mappings
Tensor Products
Positive Self Adjoint Maps
Gram Matrices
Definition
We define a partial order on the set of self-adjoint maps as follows. We
say that M < N provided that N − M > 0.
We say that M ≤ N provided that N − M ≥ 0.
Definition
We define a partial order on the set of self-adjoint maps as follows. We
say that M < N provided that N − M > 0.
We say that M ≤ N provided that N − M ≥ 0.
Fact
1 M1 < N1 and M2 < N2 ⇒ M1 + M2 < N1 + N2 .
Definition
We define a partial order on the set of self-adjoint maps as follows. We
say that M < N provided that N − M > 0.
We say that M ≤ N provided that N − M ≥ 0.
Fact
1 M1 < N1 and M2 < N2 ⇒ M1 + M2 < N1 + N2 .
Theorem
Suppose that 0 < M < N. Then M −1 > N −1 > 0.
caveat
The product of self-adjoint maps is in general, not self-adjoint.
caveat
The product of self-adjoint maps is in general, not self-adjoint.
Example
1 2 1 −2 1
Let A = and B = and x = .
2 5 −2 5 0
1 1
Ax = , Bx = .
2 −2
So, (x, ABx) = (Ax, Bx) = −3.
Definition
If A, B are self-adjoint, define their symmetrized product as
S = AB + BA.
Definition
If A, B are self-adjoint, define their symmetrized product as
S = AB + BA.
Note
(x, Sx) = (x, ABx) + (x, BAx) = (Ax, Bx) + (Bx, Ax).
It is not in general true that S > 0 whenever A > 0, B > 0. Consider the
previous example to see this.
Definition
If A, B are self-adjoint, define their symmetrized product as
S = AB + BA.
Note
(x, Sx) = (x, ABx) + (x, BAx) = (Ax, Bx) + (Bx, Ax).
It is not in general true that S > 0 whenever A > 0, B > 0. Consider the
previous example to see this.
Theorem
Let A, B be self-adjoint. If A > 0 and AB + BA > 0, then B > 0
Definition
If A, B are self-adjoint, define their symmetrized product as
S = AB + BA.
Note
(x, Sx) = (x, ABx) + (x, BAx) = (Ax, Bx) + (Bx, Ax).
It is not in general true that S > 0 whenever A > 0, B > 0. Consider the
previous example to see this.
Theorem
Let A, B be self-adjoint. If A > 0 and AB + BA > 0, then B > 0
Corollary
√ √
If 0 < M < N, then 0 < M< N.
Definition
Let f1 , . . . , fm be a sequence of vectors in a Euclidean space X . Define
the m × m matrix [G ]ij = (fi , fj ). This matrix is called a Gram matrix of
f1 , . . . , fm .
Definition
Let f1 , . . . , fm be a sequence of vectors in a Euclidean space X . Define
the m × m matrix [G ]ij = (fi , fj ). This matrix is called a Gram matrix of
f1 , . . . , fm .
Theorem
1 Every Gram matrix is non-negative.
Definition
Let f1 , . . . , fm be a sequence of vectors in a Euclidean space X . Define
the m × m matrix [G ]ij = (fi , fj ). This matrix is called a Gram matrix of
f1 , . . . , fm .
Theorem
1 Every Gram matrix is non-negative.
Example
1
Theorem (Schur)
Let A = (aij ) and B = (bij ) be positive matrices. Then M = (mij ) given
by mij = aij bij is positive.