2 views

Uploaded by aiswarya

useful for physicists

- Vector Space - a Set of Lectures
- Math Ics
- Lecture
- Ellipse Fitting for Computer Vision
- Palm Print Identification by using PCA and Advance Variants
- Review sheet
- Lect-VI Vector Space
- Nonlinear Principal Component Analysis-Jan de Leeuw
- pjm-v1-n3-p
- problems+answers
- On Common Eigenbases of Commuting Operators
- Cumulative Assginment
- Pdf
- Linear_Algebra-libre.pdf
- nov 2015
- lecture6.pptx
- Lecture 11-12.pdf
- 5Amt2revSol.pdf
- S1704-SpectralAnalysis
- x.pdf

You are on page 1of 50

S Chaturvedi

October 16, 2017

Contents

1 Finite dimensional Vector Spaces 4

1.1 Vector space . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.2 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

1.3 Linear combinations, Linear Span . . . . . . . . . . . . . . . . 5

1.4 Linear independence . . . . . . . . . . . . . . . . . . . . . . . 5

1.5 Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

1.6 Basis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

1.7 Representation of a vector in a given basis . . . . . . . . . . . 6

1.8 Relation between bases . . . . . . . . . . . . . . . . . . . . . . 6

1.9 Subspace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

1.10 Basis for a vector space adapted to its subspace . . . . . . . . 7

1.11 Direct Sum and Sum . . . . . . . . . . . . . . . . . . . . . . . 7

1.12 Linear Operators . . . . . . . . . . . . . . . . . . . . . . . . . 8

1.13 Null space, Range and Rank of a linear operator . . . . . . . . 8

1.14 Invertibility . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

1.15 Invariant subspace of a linear operator . . . . . . . . . . . . . 8

1.16 Eigenvalues and Eigenvectors of a linear operator . . . . . . . 8

1.17 Representation of a linear operator in a given basis . . . . . . 9

1.18 Change of basis . . . . . . . . . . . . . . . . . . . . . . . . . . 9

1.19 Diagonalizability . . . . . . . . . . . . . . . . . . . . . . . . . 9

1.20 From linear operators to Matrices . . . . . . . . . . . . . . . . 10

1.21 Rank of a matrix . . . . . . . . . . . . . . . . . . . . . . . . . 10

1.22 Eigenvalues and Eigenvectors of a matrix . . . . . . . . . . . . 10

1.23 Diagonalizability . . . . . . . . . . . . . . . . . . . . . . . . . 11

1

1.24 Jordan Canonical Form . . . . . . . . . . . . . . . . . . . . . . 12

1.25 Cayley Hamilton Theorem . . . . . . . . . . . . . . . . . . . . 13

1.26 Scalar or inner product, Hilbert Space . . . . . . . . . . . . . 14

1.27 Orthogonal complement . . . . . . . . . . . . . . . . . . . . . 15

1.28 Orthonormal Bases . . . . . . . . . . . . . . . . . . . . . . . . 15

1.29 Relation between orthonormal bases . . . . . . . . . . . . . . . 15

1.30 Gram Schmidt Orthogonalization procedure . . . . . . . . . . 15

1.31 Gram Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

1.32 Adjoint of a linear operator . . . . . . . . . . . . . . . . . . . 16

1.33 Special kinds of linear operators, their matrices and their prop-

erties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

1.34 Simultaneous Diagonalizability of Self adjoint operators . . . . 20

1.35 Simultaneous reduction of quadratic forms . . . . . . . . . . . 20

1.36 Standard constructions of new vector spaces from old ones . . 20

2.1 Periodic functions . . . . . . . . . . . . . . . . . . . . . . . . . 23

2.2 Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25

2.3 Parseval Identity . . . . . . . . . . . . . . . . . . . . . . . . . 25

2.4 T → ∞: Fourier Series to Fourier transform . . . . . . . . . . 25

2.5 Delta function . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

2.6 Parseval Identity . . . . . . . . . . . . . . . . . . . . . . . . . 26

2.7 Discrete Fourier Transform . . . . . . . . . . . . . . . . . . . . 27

3.1 Power series, interval of convergence . . . . . . . . . . . . . . . 29

3.2 Ordinary, singular and regular singular points . . . . . . . . . 29

3.3 Solution around an ordinary point . . . . . . . . . . . . . . . 30

3.4 Solution around a regular singular point . . . . . . . . . . . . 30

3.5 Example: Bessel Equation . . . . . . . . . . . . . . . . . . . . 32

3.6 Second order diff. eqns : Sturm Liouville form . . . . . . . . . 34

3.7 Sturm Liouville form: Polynomial solutions . . . . . . . . . . . 35

4 Group theory 38

4.1 Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38

4.2 Subgroup . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38

4.3 Finite groups: Multiplication table . . . . . . . . . . . . . . . 38

4.4 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

2

4.5 The symmetric or the permutation group Sn . . . . . . . . . . 39

4.6 Some important ways of constructing subgroups . . . . . . . . 39

4.7 Decopositions of a group into disjoint subsets . . . . . . . . . 40

4.7.1 Conjugacy Classes . . . . . . . . . . . . . . . . . . . . 40

4.7.2 Decompsitions into cosets with respect to a subgroup . 41

4.8 Normal or invariant subgroups . . . . . . . . . . . . . . . . . . 41

4.9 Factor or Quotient group . . . . . . . . . . . . . . . . . . . . . 41

4.10 Group homomorphisms . . . . . . . . . . . . . . . . . . . . . . 42

4.10.1 Isomorphisms . . . . . . . . . . . . . . . . . . . . . . . 42

4.10.2 Automorphism . . . . . . . . . . . . . . . . . . . . . . 42

4.10.3 Inner Automorphisms . . . . . . . . . . . . . . . . . . 42

4.11 Direct product of groups . . . . . . . . . . . . . . . . . . . . . 43

4.12 Semi-direct product of groups . . . . . . . . . . . . . . . . . . 43

4.13 Action of a group on a set . . . . . . . . . . . . . . . . . . . . 44

4.14 Orbits, Isotropy groups, Fixed points . . . . . . . . . . . . . . 44

4.15 Burnside’s Lemma . . . . . . . . . . . . . . . . . . . . . . . . 45

4.16 Representations of a group . . . . . . . . . . . . . . . . . . . . 45

4.17 Basic questions in representation theory . . . . . . . . . . . . 46

4.18 Characters of a representation . . . . . . . . . . . . . . . . . . 47

4.19 Orthogonality properties of irreducible characters . . . . . . . 47

4.20 Character table . . . . . . . . . . . . . . . . . . . . . . . . . . 48

4.21 The trivial and the Regular representation of a group . . . . . 48

4.22 Two important questions in representation theory with rele-

vance to physics . . . . . . . . . . . . . . . . . . . . . . . . . . 50

3

1 Finite dimensional Vector Spaces

1.1 Vector space

A vector space V is a set of mathematical objects, called vectors written as

x, y, z, u, · · · equipped with two operations - addition and multiplication by

scalars, such that the following hold

• For any pair x, y ∈ V , x+y = y+x is also in V [Closure under additon

and commutativity of addition]

• For any x, y, z ∈ V , x + (y + z) = (x + y) + z [Associativity of addition]

• There is a unique zero vector 0 ∈ V such that, for any x ∈ V , x+0 = x

[Additive identity]

• For each x ∈ V there is a vector denoted by −x such that x+(−x) = 0

[Additive inverse]

• For any scalar α and any x ∈ V , αx is also in V [ Closure under scalar

multiplication]

• For any x ∈ V 0.x = 0, 1.x = x

• For any scalar α and any pair x, y ∈ V , α(x + y) = αx + αy. Further,

for any pair of scalars α, β and any x ∈ V , α(βx) = αβx and (α+β)x =

αx + βx

Depending on whether the scalars are real numbers or complex numbers one

speaks of a real or a complex vector space. In general, the scalars may

be drawn from any field, usually denoted by F and in that case we speak

of a vector space over the field F. ( A field F is a set equipped with two

composition laws–addition and multiplication such that F is an abelian group

under addition (with ‘0’ denoting the additive identity element) and F ∗ =

F − {0} is an abelian group with respect to multiplication (with ‘1’ denoting

the multiplicative identity element). Two familiar examples are fields are the

set of real and complex numbers. Both of these are infinite fields. Another

not so familiar example of an infinite field is the field of rational numbers.

Finite fields also exist but they come only in sizes pn where p is a prime

number). In what follows we will consider only the real or the complex field.

It is, however, important to appreciate that the choice of the field is an

integral part of the definition of the vector space.

4

1.2 Examples

• Mn×m (C): the set of n × m complex matrices.

degree less than n with real or complex coefficients.

( The vector space Mn (C) can also be viewed as the set of all linear operators

on Cn . We note that the vector space Cn is of special interest as all finite

dimensional vector spaces of dimension d are isomorphic to Cd as we shall

see later )

For vectors x1 , x2 , · · · , xn ∈ V and scalars α1 , α2 , · · · , αn , we say that the

vector x = α1 x1 + α2 x2 + · · · + αn xn is a linear combination of x1 , x2 , · · · , xn

with coefficients α1 , α2 , · · · , αn .

The set of all linear combinations of a given set of vectors x1 , x2 , · · · , xn ∈

V is called the linear span of the vectors x1 , x2 , · · · , xn and is itself a vector

space.

A set of vectors x1 , x2 , · · · , xn ∈ V is said to be linearly independent if

α1 x1 + α2 x2 + · · · + αn xn = 0 ⇒ α1 = α2 = · · · = αn = 0. Otherwise the set

is said to be linearly dependent.

1.5 Dimension

A vector space is said to be of dimension n if there exists a set of n linearly

independent vectors but every set of n + 1 vectors is linearly dependent.

On the other hand, if for every integer n it is possible to find n linearly

independent vectors then the vector space is said to be infinite dimensional.

In what follows we will exclusively deal with finite dimensional vector

spaces.

5

1.6 Basis

In a finite dimensional vector space V of dimension n any n linearly indepen-

dent vectors x1 , x2 , · · · , xn ∈ V of linearly independent vectors are said to

provide a basis for V . In general there are infinitely many bases for a given

vector space.

Given a basis e1 , e2 , · · · , en ∈ V any x ∈ V can be uniquely written as x =

x1 e1 +x2 e2 +· · ·+xn en . The coefficients x1 , · · · , xn , called the components of

x in the basis e1 , e2 , · · · , en , can be arranged in the form of a column vector

x1

·

x 7→ x =

·

xn

In particular

1 0

0 0

e1 7→ e1 =

· , · · · , en 7→ en = ·

0 1

The column vector x is called the representation of x ∈ V in the basis

e1 , e2 , · · · , en .

Let e1 , e2 , · · · , en and e01 , e02 , · · · , e0n be two bases for a vector space V . Since

e1 , e2 , · · · , en is a basis each e0i can be written as a linear combination of

e1 , e2 , · · · , en :

Xn

0

ei = Sji ej

j=1

The matrix S must necessarily be invertible as since e01 , e02 , · · · , e0n is a basis

and each ei can be written as a linear combination of e01 , e02 , · · · , e0n :

n

X

−1 0

ei = Sji ej

j=1

6

Two bases are thus related to each other through an invertible matrix S –

there are as many bases in a vector space of dimension n as there are n × n

invertible matrices. The set of all n × n invertible real (complex) matrices

form a group denoted by GL(n, R)(GL(n, C)) Under a change of basis the

components x of a vector x in e1 , e2 , · · · , en are related to the components

x0 of x in the basis e01 , e02 , · · · , e0n as follows

n

X

−1

x0i = Sji xj

j=1

1.9 Subspace

A subset V1 of V which is a vector space in its own right is called a subspace

of V .

If V1 is a subspace of dimension m of a vector space V of dimension n then a

basis e1 , e2 , · · · , em , em+1 , · · · , en such that the first m vectors e1 , e2 , · · · , em

provide a basis for V1 is called a basis for V adaped to V1 .

A vector space V is said to be a direct sum of its subspacces V1 and V2 ,

V = V1 ⊕ V2 if every vector x ∈ V can be uniquely written as x = u + v

where u ∈ V1 and u ∈ V2 . The requirement of uniqueness implies that the

two subspaces V1 and V2 of V can have no vectors in common except the zero

vector. This has the consequence that dimV1 + dimV2 = dimV .

Given a subspace V1 of V , there is no unique choice for the subspace V2

such that V = V1 ⊕ V2 – there are infinitely many ways in which this can be

done.

If the requirement of the uniqueness of the decomposition x = u + v is

dropped then one says that V is a sum of V1 and V2 . In this case V1 and

V2 do have vectors other than the zero vector. The set of common vectors

themselves form a subspace of V of dimension equal to dimV1 +dimV2 −dimV .

7

1.12 Linear Operators

A linear operator A on a vector space V is a rule which assigns, to any vector

x, another vector Ax such that A(αx + βy) = αAx + βAy. for any x, y ∈ V

and any scalars α, β.

Linear operators on a vector space V of dimension n themselves form a

vector space of dimension n2 .

Given a linear operator, the set of vectors obtained by applying A to all of

V written symbolically as AV form a subspace of V called the range of A.

The dimension of the range of A is called the rank of A The set of all vectors

x such that Ax = 0 i.e. the set of all vectors which get mapped to the zero

vector also form a subspace of V called the null space of A. Clearly the rank

of A is equal to the dimension of V minus the dimension of the null space.

1.14 Invertibility

An operator is said to be invertible if its range is the whole of V or in other

words its null space is trivial– there is no nonzero vector x ∈ V such that

Ax = 0.

A subspace V1 of V is said to be an invariant subspace of a linear operator

A if Ax ∈ V1 whenever x ∈ V1 .

A non zero vector x ∈ V is said to be an eigenvector of A if Ax = λx and λ

is called the corresponding eigenvalue. Note that if x is an eigenvector of A

corresponding to the eigenvalue λ then so is αx for any scalar α.

8

1.17 Representation of a linear operator in a given ba-

sis

It is evident that a linear operator on V , owing to linearity, is completely

specified by its action on a chosen basis e1 , e2 , · · · , en for V

n

X

Aei = Aji ej

j=1

The matrix A of the coefficients Aij is called the representation of the linear

operator in the basis e1 , e2 , · · · , en

It can further be seen that the if the linear operators A and B are re-

spectively represented by A and B respectvely in a given basis in V then the

operator AB is represented in the same basis by AB.

Clearly the representation of a linear operator depends on the chosen ba-

sis. If we change the basis the matrix representing the operator will also

change. Let A and A0 be the representation of the linear operator in the

bases e1 , e2 , · · · , en and e01 , e02 , · · · , e0n related to each other as

n

X

e0i = Sji ej

j=1

Thus under a change of basis the representation of a linear operator undergoes

a ‘similarity’ transformation : A → A0 = S −1 AS.

1.19 Diagonalizability

A linear operator is said to be diagonalizable if one can find a basis in V

such that it is represented in that basis by a diagonal matrix. If this can

be done then clearly each of the basis vector must be an eigenvector of A.

This also means that a for an operator to be diagonalizable its eigenvectors

must furnish a basis for V i.e. the n eigenvectors of A must be linearly

independent.

9

1.20 From linear operators to Matrices

From the discussion above it is evident that for any vector space V of dimen-

sion n, whatever be its nature, after fixing a basis, we can make the following

identifications:

x ∈ V ↔ x ∈ Cn

Linear operator A on V ↔ A ∈ Mn (C)

Rank of A ↔ Rank of A

Invertibility of A ↔ Invertibility of A

Diagonalizability of A ↔ Diagonalizability of A

Eigenvalues and eigenvectors of A ↔ Eigenvalues and eigenvectors A

In mathematical terms, every finite dimensional vector space of dimension n

is isomorphic to Cn .

The rank of an n×n matrix A = (x1 , x2 , · · · , xn ) equals the size of the largest

set of vectors x1 , x2 , · · · , xn that are linearly independent. It also equals the

size of the largest non vanishing minor of A. Alternatively one may compute

the number of linearly independent solutions to Ax = 0. This gives the

dimension of the null space of A. This number subtracted from n gives the

rank of A.

The eigenvalue problem Ax = λx may be rewritten as (A − λI)x = 0. This

set of homogeneous linear equations has a non trivial solution if and only if

Det(A − λI) equals zero. This yields an nth degree polynomial equation in

λ:

C(λ) = λn + cn−1 λn−1 + cn−2 λn−2 · · · + c0 = 0

whose roots give the eigenvalues. The polynomial C(λ) is called the charac-

teristic polynomial and the equation C(λ) = 0 the characteristic equation of

A. It is here that the role of the field F comes to fore. In general, there is

no gurantee that an nth degree polynomial with coefficients in F has n roots

also in F. This is, however, true for the field of complex numbers and one

10

says that the complex field is algebraically complete and is the main reason

behind considering vector spaces over the complex field.

The roots λ1 , · · · , λn of the characteristic equation, the eigenvalues A may

all be distinct or some of them may occur several times. An eigenvalue that

occurs more than once is said to be degenerate and the number of times it

occurs is called its (algebraic) multiplicity or degeneracy. Having found the

eigenvalues one proceeds to construct the corresponding eigenvectors. Two

situations may arise

• An eigenvalue λk is non degenerate. In this case, there is essentially (

or upto multiplication by a scalar) only one eigenvector corresponding

to that eigenvalue.

• An eigenvalue λk occurs κ fold degenerate. In this case one may or may

not find κ linearly independent eigenvectors. Further, there is much

greater freedom in choosing the eigenvectors– any linear combination

of the eigenvectors corresponding to a degenerate eigenvalue is also an

eigevector corresponding to that eigenvalue.

Given the fact that the eigenvectors corresponding to distinct eigenvalues are

always linearly independent, we can make the following statements:

• If the eigenvalues of an n × n matrix A are all distinct then the corre-

sponding eigenvectors, n in number are linearly independent and hence

form a basis in Cn

• If this is not so, the n eigenvectors may or may not be linearly indepen-

dent. (Special kinds of matrices for which the existence of n linearly

independent eigenvectors is guranteed regardless of the degeneracies or

otherwise in its spectrum, will be considered later.)

1.23 Diagonalizability

An n × n matrix A is diagonalizable i.e. there exists a matrix S such that

S −1 AS = Diag(λ1 , · · · , λn )

if and only if the eigenvectors x1 , · · · , xn corresponding to the eigenvalues

(λ1 , · · · , λn ) are linearly independent and the matrix S is simply obtained

by putting the eigenvectors side by side:

S = (x1 x2 · · · xn )

11

In view of what has been said above, a matrix whose eigenvalues are all

distinct can certainly be diagonalized. When this is not so i.e. when one or

more eigenvalues are degenerate we may or may not be able to diagonalize

depending on whether or not it has n linearly independent eigen vectors. If

the matrix can not be diagonalized what is the best we can do? This leads us

to the Jordan canonical form ( of which the diagonal form is a special case).

Consider a matrix A whose eigenvalues are (λ1 , λ2 , · · · , λn ). Some of the en-

tries in this list may be the same. Notationally it proves convenient to replace

this list by a shorter list λ̃1 , · · · , λ̃r with all distinct entries and specify the

(algebraic) multiplicity κi of the entry λ̃i , i = 1, · · · , r. (Thus, for instance,

the list (0, 5, 0.5, 1.5, 1.5, 1.5, 0.3) would get abridged to (0.5, 1.5, Pr 0.3) with

κ1 = 2, κ2 = 3, κ3 = 1). Clearly all the κ’s must add up to n : i=1 κi = n.

Now let µi , i = 1, · · · , r denote the number of linearly inependent eigenvec-

tors corresponding to the eigenvalue λ̃i . This number is also referred to as

the geometric multiplicity

Pr of λ̃i . It is evident that 1 ≤ µi ≤ κi , i = 1, · · · , r.

Further, the sum i=1 µi = ` gives the total number of linearly independent

eigenvectors of A. It can be shown that for every matrix A there is an S

such that S −1 AS = J where J, the Jordan form, can brought to a block

diagonal form J = Diag(J1 , J2 , · · · , J` ) where each block Ji , i = 1, · · · , ` has

the structure

λ 1

λ 1

Ji = · ·

· 1

λ

where λ is one of the eigenvalues of A. Some general statements that can be

made at this stage

• The number of times each eigenvalue occurs along the diagonal equals

its algebraic multiplicity

• The number of blocks in which each eigenvalue occurs equals its geo-

metric multiplicity.

12

Needless to say that the diagonal form is a special case of the Jordan form

in which each box is of 1 dimension.

Further details concerning the sizes of the blocks, explicit construction of

S which effects the Jordan form have to be worked out case by case and will

be omitted.

Cayley Hamilton theorem states that every matrix satisfies its characteristic

equation. Thus if the characteristic equation of a 3 × 3 matrix is λ3 + c2 λ2 +

c1 λ + c0 then A satisfies A3 + c2 A2 + c1 A + c0 I = 0. This thus expresses A3 ,

and hence any higher power of A, as a linear combination of the A2 , A and

I. This result very useful in explicit computation of functions f (A) of any

n × n an matrix. We illustrate below the procedure for a 3 × 3 matrix.

Recall that if A has eigenvalues λ1 , · · · , λn with corresponding eigenvec-

tors x1 , · · · , xn then f (A) has eigenvalues f (λ1 ), · · · , f (λn ) with x1 , · · · , xn

as eigenvectors.

Now consider a function f (A) of, say, a 3 × 3 matrix. Cayley Hamilton

theorem tells us that computing any function of A ( which can meaningfully

be expanded in a power series in A) reduces, in this instance, to computing

powers of A upto two.

f (A) = a2 A2 + a1 A + a0 I

to do that we need three equations. If the three eigenvalues are distinct, by

virtue of what was said above one obtains

f (λ1 ) = a2 λ21 + a1 λ1 + a0

f (λ2 ) = a2 λ22 + a1 λ2 + a0

f (λ3 ) = a2 λ23 + a1 λ3 + a0

which when solved for a2 , a1 , a0 yield the desired result.

What if one of the eigenvalues λ1 is two fold degenerate i.e what if the

eigenvalues turn out to be λ1 , λ1 , λ2 ? We then get only two equations for the

three unknowns. It can be shown that in such a situation the third equation

needed to supplement the two equations

f (λ1 ) = a2 λ21 + a1 λ1 + a0

13

f (λ2 ) = a2 λ22 + a1 λ2 + a0

is

∂f (λ)

|λ=λ1 = 2a2 λ1 + a1

∂λ

What if all the three eigenvalues are the same i.e. if the eigenvallues turn

out to be λ1 , λ1 , λ1 . The three desired equations then would be

f (λ1 ) = a2 λ21 + a1 λ1 + a0

∂f (λ)

|λ=λ1 = 2a2 λ1 + a1

∂λ

∂ 2 f (λ)

|λ=λ1 = 2a2

∂λ2

One can easily recognise how the pattern outlined above extends to more

general situations.

A scalar product is a rule which assigns a scalar, denoted by (x, y), to any

pair of vectors in x, y ∈ V such that

• (x, y) = (y, x)∗ (hermitian symmetry)

• (x, αy + βz) = α(x, y) + β(x, z) (linearity)

• (x, x) ≥ 0. Equality holds if and only x is 0 (Positivity)

Examples:

• Cn : (x, y) = x† y

Rb

• Pn (t) : (x, y) = a dt w(t)x∗ (t)y(t), for any fixed w(t) such that w(t) ≥

0 for t ∈ (a, b)

p

A vector x is said to be normalized if its norm ||x|| ≡ (x, x) = 1. If

a vector is not normalized, it can be normalized by dividing it by its norm.

Two vectors x, y ∈ H are said to be orthogonal if (x, y) = 0. A vector space

V equipped with a scalar product is called a Hilbert space H. On a given

vector space one can define a scalar product in infinitely many ways. Hilbert

spaces corresponding to the same vector space with distinct scalar products

are regarded as distinct Hilbert spaces.

14

1.27 Orthogonal complement

Given a subspace H1 of a Hilbert space H, the set of all vectors orthogonal

to all vectors in H1 forms a subspace, denoted by H1⊥ , called the orthogonal

complement of H1 in H. Further, as the nomenclature suggests, H = H1 ⊕

H1⊥ .

A basis e1 , e2 , · · · , en ∈ H such that (ei , ej ) = δij is said to be an orthonormal

basis in H. If a vector x ∈ H is expressed in terms of the orthonormal basis

ei , · · · , en as x = x1 ei +· · ·+xn en then its components xi are simply equal to

(ei , x). Similarly if a linear operator is represented in an orthonormal basis

e1 , e2 , · · · , en ∈ H by a matrix A

n

X

Aei = Aji ej

j=1

Remember that this holds only when the chosen basis is an orthonormal basis

and not otherwise.

Two orthonormal bases e1 , e2 , · · · , en and e01 , e02 , · · · , e0n are related to each

other by a unitary matrix :

n

X

e0i = Uji ej , U † U = I

j=1

as n × n unitary matrices.

Given a set of linearly independent vectors x1 , x2 , · · · , xn the Gram Schmidt

procedure enables one to construct out of it an orthonormal set z1 , z2 , · · · , zn

15

in a recursive way. The first step consits constructing an orthogonal basis

y1 , y2 , · · · , yn as follows

i−1

X (yj , xi )

y1 = x1 , yi = xi − yj , i = 2, · · · , n

j=1

(yj , yj )

yi

this orthogonal set zi = .

||y||

There are infinitely many orthogonalization procedures. However only the

Gram-Schimidt procedure has the advantage of being sequential – if one more

vector is added to the set the construction upto the previous step remains

unaffected.

Given a set of linearly independent vectors x1 , x2 , · · · , xn , one can associate

with it a matrix G with Gij = (xi , xj ) called the Gram matrix. A neces-

sary and sufficient condition for x1 , x2 , · · · , xn to be linearly independent is

that the determinant of the Gram matrix must be non zero. ( In fact the

determinant of a Gram matrix is always ≥ 0)

An operator, denoted by A† , such that (x, Ay) = (A† x, y) for all pairs x, y ∈

H is called the adjoint of A. Stated in terms of a basis e1 , e2 , · · · , en ∈ H

these may equivalently expressed as

If the basis

(ei , Aej ) = (A† ei , ej )

is chosen to be an orthonormal basis, after recognising that (ei , Aej ) and

(ei , A† ej ) are simply the matrix elements Aij A†ij of the matrices representing

A and A† respectively in the chosen basis, the last equation translates into

A† ij = A∗ji

16

i.e. the matrix for A† is simply the complex conjugate transpose of the matrix

A for A. Remember that this is so only if the basis chosen is an orthonormal

basis and is not so otherwise.

and their properties

• Self adjoint or Hermitian operator : An opearator A for which A† = A

or in otherwords (x, Ay) = (Ax, y) for all pairs x, y is called a self

adjoint operator. Such an operator can be shown to have the following

properties:

– Its eigenvalues are real

– The eigenvectors corresponding to distinct eigenvalues are orthog-

onal

– Its eigenvectors are linearly independent and therefore can always

be diagonalized regardless of whether its eigenvalues are distinct or

not. Its eigenvectors can always be chosen to form an orthonormal

basis

– In an orthonormal basis, a self adjoint operator A is represented

by a Hermitian matrix A, A† = A

– A hermitian matrix A can always be diagonalixed by a unitary

matrix U † AU = Diag

• Unitary operator: An opearator U such that (Ux, Uy) = (x, y) for all

pairs x, y is called a unitary operator. Such an operator can be shown

to have the following properties:

– Its eigenvalues are of unit modulus

– The eigenvectors corresponding to distinct eigenvalues are orthog-

onal

– Its eigenvectors are linearly independent and therefore can always

be diagonalized regardless of whether its eigenvalues are distinct or

not. Its eigenvectors can always be chosen to form an orthonormal

basis

– In an orthonormal basis, a unitary operator U is represented by a

unitary matrix U, U † U = I

17

• Positive operator : An opearator A such that (x, Ax) ≥ 0 for all pairs

x is called a positive ( or non negative) operator. For such an operator

it can be shown to have the following properties:

– It is necessarily self adjoint and hence inherits all the properties

of a self adjoint operator.

called a projection operator Such an operator can be shown to have the

following properties:

– Being self adjoint, it has all the properties of a self adjoint opera-

tor.

– the number of 1’s in its spectrum give its rank.

– A projection operator P of rank m fixes an m dimensional sub-

space of H. The operator Id − P is also a projection operator of

rank n − m and fixes the orthogonal complement of the subspace

corresponding to P.

– If P1 , P2 , · · · , Pn denote the projection operators corresponding

to the one dimensional subspaces determined by an orthonormal

basis e1 , e2 , · · · , en ∈ H then

Tr[Pi Pj ] = δij Pi , P1 + P2 + · · · + Pn = Id

A corresponding to the eigenvalues λ1 , · · · , λn then A may be

resolved as :

A = λ1 P1 + λ2 P2 + · · · + λn Pn Spectral Decomposition

over the real field. An expression q(x1 , · · · , xn ) of the form

n

X

q(x1 , · · · , xn ) = Aij xi xj , Aij ∈ R, x ∈ Rn

i,j

18

, a real homogeneous polynomial of degree 2, is called a real quadratic

form in n variables. A real quadratic form can be compactly expressed

as q(,x) = xT Ax where A is a real symmetric matrix. Under a linear

change of variables x → y = S −1 x, A suffers a congruence transfor-

mation : A → A0 = S T AS. Given a real symmetric matrix A can we

always find a matrix S such that S T AS is diagonal so that the quadratic

expression in the new variables has only squares and no ‘cross terms’ ?

The answer is yes :

– Its eigenvectors are real and and can always be chosen to form an

orthonormal basis.

– An orthogonal matrix S, S T S = I can always be found such that

S T AS = Diag. The entries along the diagonal are the eigenvalues

of A.

– The matrix S is contructed by putting the eigenvectors of A side

by side.

onalized by a congruence transformation through a symplectic matrix

:

T T 0 I

S AS = Diag, S βS = β, β =

−I 0

The entries along the diagonal are not the eigenvalues of A but rather

what are known as symplectic eigenvalues of A.

Symplectic matrices arise naturally in the context of linear canonical

transformations in the Hamiltonian formulation of classical mechanics

and quantum mechanics ( Linear canonical transformation in classi-

cal mechanics (quantum mechanics ) are those linear transformations

which preserve the fundamental Poisson brackets (commutation rela-

tions))

– A and its adjoint A† commute with each other: i.e. [A, A† ] = 0 where

[A, B] ≡ AB − BA.

19

1.34 Simultaneous Diagonalizability of Self adjoint op-

erators

Two self adjoint operators A, B, A† = A, B † = B can be diagonalized simul-

taneously by a unitary transformation if and only if the commute [A, B] = 0.

The task of diagonalizing two commuting self adjoint operators essential

consists in consisting a common eigenbasis which, as we know , can always

be chosen as an orthonormal basis. The unitary operator which effects the

simultaneous diagonalization is then obtained by putting the elements of

the common basis side by side as usual. If one of the two has degenerate

eigenvalues then its eigenbasis is also the eigenbasis of the other. More work

is needed If neither of the two has a non degenerate spectrum- suitable linear

cobinations of the eigenvectors corresponding to a degenerate eigenvalues

have to be constructed so that they are also the eigenvectors of the other.

The significance of this result in the context of quantum mechanics arises

in the process of labelling the elements of a basis in the Hilbert space by the

eigenvalues of a commuting set of operators.

If A is a real symmetrix strictly positive matrix and B a real symmetric

matrix then there is an S such that

S T AS = Id, S T BS = Diag

of oscillations of coupled harmonic oscillators:

d2

M x = −Kx,

dt2

where M is a real positve matrix and K is a real symmetric matrix.

old ones

• Quotient spaces : Given a vector space V and a subspace V1 thereof one

can decompose V into disjoint subsets using the equivalence relation

that two elements of V1 are equivalent if they differ from each other by

20

an element of V1 . The subsets, the equivalence classes themselves form

a vector space V /V1 , called the quotient of V by V1 , of dimension equal

to the difference in the dimensions of V and V1 .

• Dual of a vector space : Given a vector space V , the set of all linear

functionals on V themselves form a vector space V ∗ of the same dimen-

sion as V . Here by a linear functionnal on V one means a rule which

assigns a scalar to each element in V respecting linearity.

V2 of dimensions n and m respectively. Let e1 , · · · , en and f1 , · · · , fm

denote the bases in V1 and V2 respectively. By introducing a formal

symbol ⊗, we construct a set of nm objects ei ⊗ fj ; i = 1, · · · n, j =

1, · · · , m. and decree them as the basis for a new vector space V1 ⊗ V2

of dimension nm : elements x of V1 ⊗ V2 are taken to be all linear

combinations of ei ⊗ fj ; i = 1, · · · n, j = 1, · · · , m

n X

X m

x= αij ei ⊗ fj ; i = 1, · · · n, j = 1, · · · , m

i=1 j=1

(It is assumed that the formal symbol ⊕ satisfies certain ‘common sense’

properties such as (u + v) ⊗ z = u ⊗ z + v ⊗ z; (αu) ⊗ z = α(u ⊗ z) =

u ⊗ (αz) etc. )

Here a few comments are in order:

Elements x of V1 ⊗ V2 can be divided into two categories, product or

separable vectors i.e those which can be written as u⊗v; u ∈ V1 , v ∈ V2

and non separable or entangled vectors i.e. those which can not be

written in this form.

Operators A and B on V1 and V2 may respectively be extended to

operators on V1 ⊗ V2 as A ⊗ I and I ⊗ B.

Operators on V1 ⊗V2 can be divided into two categories : local operators

i.e. those which can be written as A ⊗ B and non local operators i.e.

those which can not be written in this way.

If the operators A and B on V1 and V2 are represented by the matrices

A and B in the bases e1 , · · · , en and f1 , · · · , fm then the operator A ⊗

B is represented in the lexicographically ordered basis ei ⊗ fj ; i =

21

1, · · · n, j = 1, · · · , m by the matrix A ⊗ B. where

A11 B · · A1n B

· · · ·

A⊗B = ·

· ·

An1 B · · Ann B

more vector spaces.

Tensor products of vector spaces arise naturally in the description of

composite systems in quantum mchanics. The notion of entanglement

pays a crucial role in quantum information theory.

22

2 Fourier Series and Fourier Transforms

2.1 Periodic functions

A (real or complex) function f (t) of a real variable t is said to be a periodic

function if there is a smallest T such that

f (t) = f (t + T )

If f1 (t) and f2 (t) are two periodic functions with periods T1 and T2 then

their linear combination

a rational number:

T1

== m/n, m, n integers

T2

or in other words T1 = mα and T2 = nα. The period T of g(t) will be the

smallest number divisible by both T1 and T2 i.e LCM(m, n)α.

A function f (t) defined over a finite interval say 0 ≤ t ≤ τ can be em-

bedded into a periodic function g(t) with period T in many different ways.

The function g(t) is called the periodic extension of f (t). For instance, two

possible periodic extensions of f (t) shown below

are:

23

Any piecewise continuous periodic function f (t) of period T can be ex-

panded as

∞

X 2π

f (t) = cn einωt , ω=

n=−∞

T

in terms of the set of functions

This set of functions form an orthonormal basis with respect to the scalar

product:

1 T /2 ∗

Z

(f, g) = f (t)g(t)

T −T /2

i.e Z T /2 Z T /2

1 1

(fn , fm ) = fn∗ (t)fm (t) = ei(m−n)ωt = δnm

T −T /2 T −T /2

Using this orthogonality property, given an f (t), we can compute the cn ’s,

the Fourier coefficients, as follows:

Z T /2

1

cn = (fn , f ) = dt e−inωt f (t)

T −T /2

The Fourier series thus ‘digitizes’ a periodic ‘signal’ f (t) in that it stores

the periodic signal f (t), 0 ≤ t ≤ T in terms of a denumerable set cn , n =

0, ±1, ±2, · · · . Often one does not need all the cn ’s and the signal can be

fairly well approximated by a small number of cn ’s.

Using einωt = cos nωt + i sin nωt, the Fourier series can also be expressed

in the ‘sine-cosine’ form as

inf ty

a0 X

f (t) = + [an cos nωt+bn sin nωt], a0 ≡ 2c0 , an ≡ (cn +c−n ); an ≡ i(cn −c−n )

2 n=1

Given an f (t) the Fourier coefficients that appear in this form can be com-

puted using the relations

Z T /2 Z T /2

2 2

an = dtf (t) cos nωt, n = 0, 1, · · · , bn = dtf (t) sin nωt, n = 1, 2 · · ·

T −T /2 T −T /2

24

2.2 Convergence

If f (t) is continuous at t = t0 then the Fourier series evaluated at t = t0

converges to f (t0 )

If f (t) is discontinuous at t = t0 the the Fourier series evaluated at t = t0

converges to the average value of f (t) at t = t0 i.e to [f (t0+ ) + f (t0− )]/2

Z T /2 ∞ ∞

1 2

X 1 1X

dt|f (t)| = |cn | = |a0 |2 +

2

[|an |2 + |bn |2 ]

T −T /2 n=−∞

4 2 n=0

A non periodic function may be viewed as a periodic function with T = ∞.

We now consider this limit of the Fourier series. Substituting for the cn ’s in

Fourier series we have

∞ Z T /2

inωt 1 0

X

f (t) = e dt0 f (t0 )e−inωt

n=−∞

T −T /2

Z T /2 ∞

1 X inω(t−t0 )

= dt0 f (t0 ) e

−T /2 T n=−∞

Z T /2 ∞

0 1 2π inω(t−t0 )

X

0

= dt f (t ) e

−T /2 2π n=−∞ T

Introducing a discrete variable x taking values {nω, n = 0, ±1, ±2} with the

difference ∆x between adjacent values being 2π/T we find that the sum on

the RHS becomes an integral in the limit T → ∞ leading to

Z ∞ Z ∞

0 0 1 0

f (t) = dt f (t ) dxeix(t−t )

−∞ 2π −∞

also be written as

Z ∞ Z ∞

1 iωt 1 0

f (t) = √ dωe √ dt0 e−iωt f (t0 )

2π −∞ 2π −∞

25

The first of the two equations leads to the notion of the Dirac delta function

Z ∞

0 1 0

δ(t − t ) = dxeix(t−t )

2π −∞

and the second to the notion of the Fourier transform

Z ∞

1

f (t) = √ dωeiωt F (ω)

2π −∞

Z ∞

1

F (ω) ≡ F[f (t)] = √ dte−iωt f (t)

2π −∞

|F (ω)|2 is called the power spectrum of f (t) : it gives the amount of the

frequency ω present in the signal f (t)

The delta function, by definition, has the property:

Z ∞

f (t)δ(t − t0 ) = f (t0 )

−∞

where its argument vanishes where it has an infinite spike. As a result the

integral Z b

f (t)δ(t − t0 )

a

Z ∞ Z ∞

2

dt|f (t)| = dω|f (ω)|2

−∞ −∞

Z ∞

dt|f (t)|2 < ∞

−∞

are called square integrable functions. From the Parseval identity it follows

that the Fourier transforms of square integrable functions are also square

26

integrable. Further, it can be shown that linear combinations of square in-

tegrable functions are also square integrable : the set of square integrable

functions form a Hilbert space– a vector space equipped with the scalar prod-

uct Z ∞

(f, g) = dt f ∗ (t)g(t)

−∞

The Fourier transform F (j), j = 0, 1, · · · , N − 1 of a function f (k), k =

0, 1, · · · , N − 1 over a discrete set of N points labelled 0, 1, 2, · · · , N − 1 is

defined as

N −1

1 X jk

F (j) = √ ω f (k), ω ≡ e2πi/N

N k=0

[ Note that ω here stands for the N th root of unity in contrast to the variable

ω which appears in the definition of Fourier transforms.] The inverse relation

expressing f in terms of its Fourier transform is

N −1

1 X −jk

f (k) = √ ω F (j),

N j=0

N −1

1 X (j−`)k

ω = δj`

N k=0

the sum of the N roots of unity which we know equals 0.]

As before we have the Parseval identity

N

X −1 N

X −1

2

|F (j)| = |f (j)|2

j=0 j=0

variously referred to in the literature as the Fast Fourier transform as in this

case there are efficient algorthims for computing the Fourier transform. In

the Quantum Information Theory literature it is referred to as the Quantum

Fourier Transorm

27

The three ‘Fourier transforms’ that we have considered respectively deal

with functions defined on a circle, the real line, and a periodic lattice of N

points (N points on a circle )

28

3 Second order differential equations

3.1 Power series, interval of convergence

· · · An infinite series of the form ∞ n

P

n=0 an (x − x0 ) is called a power series

around x0 . It converges for values of x lying in the interval |x − x0 | < R

where R, the ‘radius of convergence’ of the power series is given by

lim an

R =n → ∞ | |

an+1

Stated in words, the infinite series converges for values of x lying in the

interval x0 − R to x0 + R where R is to be computed as above.

A point x = x0 of a second order differential equation

d2 y dy

2

+ p(x) + q(x)y = 0

dx dx

is said to be an ordinary point of the differential equation if both p(x) and

q(x) are ‘analytic’ at x = x0 i.e. both can be expanded in a power series

around x0 :

∞

X ∞

X

n

p(x) = pn (x − x0 ) , q(x) = qn (x − x0 )n

n=0 n=0

If this is not so i.e if either p(x) or q(x) or both are not analytic at x = x0

then x0 is said to be a singular point.

If x = x0 is a singular point such that (x − x0 )p(x) and (x − x0 )2 q(x) are

analytic at x = x0 then x0 is called a regular singular point of the differential

equation.

29

3.3 Solution around an ordinary point

Hereafter, without any loss of generality, we will choose x0 = 0.

It can be shown that if both p(x) and q(x) are analytic at x = 0 then so

is the solution y(x) of the differential equation. Further the power series for

y(x) around x = 0 converges at least in the common of interval of convergence

of that for p(x) and q(x). To explicitly solve the differential equation one

therefore makes the ansatz:

∞

X

y(x) = an x n

n=0

sides one obtains, in general, a two step recursion formula of the form :

for the coefficients an . The recursion formula therefore determines all the

an ’s in terms of a0 and a1 . Putting the expressions for an in the power series

y(x) then yields

y(x) = a0 y1 (x) + a1 y2 (x)

where the two functions y1 (x), y2 (x) provide us with the two independent

solutions of the differential equation. Any solution can be expressed as a

linear combination thereof.

To explicitly solve the differential equation around a regular singular point

one makes the ansatz: ∞

X

y(x, λ) = an xn+λ

n=0

on both sides one obtains,

(λ − λ1 )(λ − λ2 ) = 0

30

2. a one step recursion relation for the an ’s of the form :

(·)an+1 + (·)an = 0, n = 0, 1, · · ·

λ − λ1 )(n + 1 + λ − λ2 )

Note that this method can also be used for solving the differential equation

around an ordinary point as well.

Three situations may arise

Case I : (λ1 − λ2 ) 6= 0, or an integer In this case solve the recursion relation

to obtain an , n = 1, 2, · · · in terms of a0 for arbitrary λ to obtain

∞

X

y(x, λ) = a0 (·)xn+λ

n=0

The two independent solutions y1 (x) and y2 (x) are then given by

Case II : (λ1 − λ2 ) = 0, In this case the two independent solutions y1 (x) and

y2 (x) are then given by

∂y(x, λ)

y1 (x) = y(x, λ1 ); y2 (x) = |λ=λ1

∂λ

Case III : (λ1 − λ2 ) = N, a positive integer In this case finding the solution

y1 (x) corresponding to the larger root λ1 presents no difficulties and ,as

before, is given by

y1 (x) = y(x, λ1 )

Difficulties arise when one tries to find the solution corresponding to the

smaller root. Here for λ = λ2 one finds that the factor in front of aN in the

expression relating aN to aN −1 becomes zero. Two situations may arise

1. A 0.aN = 0

2. B 0.aN 6= 0

31

In the case A one can simply put aN = 0 ( If one doesn’t, one simply

generates an expression proportional to the first solution)

In the case B the second solution is obtained by putting a0 = (λ − λ2 )b0 ,

solving for an ’s in terms of b0 to obtain

∞

X

y(x, λ) = b0 (·)xn+λ

n=0

∂y(x, λ)

y2 (x) = |λ=λ2

∂λ

Note that in the cases II and III B, the second solution, in general, has

the structure ∞

X

y2 (x) = log(x) (·)xn+λ2 + · · ·

n=0

Further, if this method is used for solving a differential equation around

and ordinary point than one would find that both λ1 and λ2 are integers and

that the case III A always obtains ensuring that the two solutions have the

structure of a power series as they should.

A particularly good example of a second order differential equation where all

the cases discussed above obtain is that of the Bessel equation

d2 y dy

x2 2

+ x + (x2 − α2 )y = 0

dx dx

Here the roots of the indicial equation turn out to be α and −α and one has

• Case II : α = 0

32

In Case I, proceeding as above the two solutions turn out to be :

∞ ∞

X (−1)n x 2n+α X (−1)n x 2n−α

Jα (x) = ; J−α (x) = ;

n=0

n!Γ(n + α + 1) 2 n=0

n!Γ(n − α + 1) 2

y(x) = c1 Jα (x) + c2 J−α (x)

In cases II, IIIA, IIIB, while the first solution (corresponding to the larger

root of the indicial equation) is still Jα (x), to obtain the second solution

one has to follow the procedure outlined above. However, in the context of

Bessel’s equation, one finds that the two soultions continue to remain valid

in the Case III A as well. So the only problematic cases that remain are Case

II and Case III B i.e. when α is zero or an integer. Here ( and only in this

context) to find the second solution the following trick works. One defines a

suitable linear combination of Jα (x) and J−α (x) as follows

Jα (x) cos πα − J−α (x)

Yα (x) =

sin πα

and for cases I and IIIA the general solution of the Bessel equation can

equally well be written as

y(x) = c1 Jα (x) + c2 Yα (x)

When α = 0 or an integer one finds the function Yα (x) the way it is defined be-

comes an indeterminate form and has to be computed by applying L’Hospital

’s rule. [ This happens because for N integer or zero , JN (x) = (−1)N JN (x)

as can be verified from the definition of Jα (x)]. With this caveat the general

solution of the Bessel equation can always be written as

y(x) = c1 Jα (x) + c2 Yα (x)

The functions Yα (x) are called Bessel functions of the second kind

The equation

d2 y dy

x2 2 + x − (x2 + α2 )y = 0

dx dx

obtained by replacing x by ix in the Bessel equation is called the modified

Bessel equation. The considerations given above apply here as well and its

general solution is given by

y(x) = c1 Iα (x) + c2 Kα (x)

33

where ∞

X 1 x 2n+α

Iα (x) =

n=0

n!Γ(n + α + 1) 2

and

π I−α (x) − Iα (x)

Kα (x) =

2 sin πα

As before when α is zero or an integer, Kα (x) becomes an indeterminate

form ( by virtue of the fact that IN (x) = I−N (x) ) and has to be computed

as a limit. The functions Kα (x) are called modified Bessel functions of the

second kind

There are several equations of mathematical physics which are related to

the Bessel equation by suitable changes of variables. It can be shown that

the family of equations

d2 y dy

x2 2

+ (1 − 2s)x + [(s2 − r2 p2 ) + a2 r2 x2r ]y = 0

dx dx

after putting t = axr ; y = xs u transforms into the Bessel equation

d2 u du

t2 2

+ t + (t2 − p2 )u = 0

dt dt

and hence their general soluion can be written as

Second order differential equations with the structure

1 d dy

s(x)w(x) = λy

w(x) dx dx

are said to have the Sturm Liouville form. They have the stucture of the

eigenvalue problem for the second order differenial operator

1 d d

L≡ s(x)w(x)

w(x) dx dx

34

• w(x) ≥ 0 in the interval (a, b)

• s(a)w(a) = s(b)w(b) = 0

then it can easily be shown that the solutions yλ (x) and yλ0 (x) with λ 6= λ0

are orthogonal to each other with respect to the weight function w(x) in the

interval (a, b)

Z b

dxw(x)yλ (x)yλ0 (x) = 0 if λ 6= λ0

a

Aternatively this may be seen as a consequence of the fact that L is self

adjoint with respect to the scalar product

Z b

(f, g) = dxw(x)f (x)g(x)

a

eigenvalues are orthogonal.

If in addition to the two conditions on s(x) and w(x) above one further

stipulates that

1 d

• C1 (x) ≡ [s(x)w(x)]; K1 a constant , is a polynomial of

K1 w(x) dx

degree 1.

1 dn n

Cn (x) ≡ [s (x)w(x)]; n = 0, 1, 2, · · · [Rodriguez Formula]

Kn w(x) dxn

d2 s(x)

d 1

LCn (x) = λn Cn (x); with λn = n K1 C1 (x) + (n − 1)

dx 2 dx2

35

3. form an orthogonal system

Z b

dxw(x)Cn (x)Cm (x) = 0 if n 6= m

a

4. satisfy recursion relations of the form Cn+1 (x) = (An x + Bn )Cn (x) +

Dn Cn−1 (x)

A systematic analysis of the four conditions on s(x) and w(x) leads one

to eight distinct systems of orthogonal polynomials - Hermite, Legendre,

Laguerre, Jacobi, Gegenbauer and Tchebychef. [For details see, for instance

Mathematics for Physicists Dennery and Krzywicki]

2

1 e−x (−∞, ∞) Hermite: Hn (x)

x e−x [0, ∞) Laguerre: Ln (x)

(1 − x2 ) 1 [−1, 1] Legendre : Pn (x)

ν −x

x x e [0, ∞) Associated Laguerre: Lνn (x), ν > −1

(ν,µ)

(1 − x2 ) (1 − x)ν (1 + x)µ [−1, 1] Jacobi: Pn (x), ν, µ > −1

(1 − x2 ) (1 − x2 )λ−1/2 [−1, 1] Gegenbauer: Cnλ (x), λ > −1/2

(1 − x2 ) (1 − x2 )−1/2 [−1, 1] Tchebychef of the first kind: Tn (x)

(1 − x2 ) (1 − x2 )1/2 [−1, 1] Tchebychef of the second kind: Un (x)

The table below gives the values of Kn appearing in the Rodriguez formula

and those of hn appearing in the orthogonality relation

Z b

dxw(x)Cn (x)Cm (x) = hn δnm

a

Cn (x) Kn hn

√

Hn (x) (−1)n n

2 n! π

Ln (x) n! 1

2

Pn (x) 1

2n + 1

36

It is often not possible to remember detailed expressions for these poly-

nomial. However their suitably defined generating functions

∞

X

F (x, t) = an Cn (x)tn

n

have simple analytical expressions which can easily be remembered and these

can be used directly to deduce various properties of the corresponding poly-

nomials. The table below gives the generating functions for the first three

polynomial systems

Cn (x) an F (x, t)

1 2

Hn (x) e2xt−t

n!

xt

1 −

Ln (x) 1 e 1−t

1−t

1

Pn (x) 1 √

1 − 2xt + t2

37

4 Group theory

4.1 Group

A group is a set G = {g 0 , g 00 , g 000 , · · · } equiped with a composition rule cot

such that

of identity element)

(existence of inverses) G is said to be abelian ff g · g 0 = g 0 · g for all pairs

g, g 0 ∈ G, non abelian otherwise.

4.2 Subgroup

A subset H = {h, h0 , h00 , · · · } of G which is group by itself (under the same

composition rule as in G) is called a subgroup of G. A subset H of G is a

subgroup of G if and only if h−1 h0 ∈ H for all pairs or all h, h0 in H.

The table displaying the result of two group elements is called its multipli-

cation table. It can be presented either in the g − g form

e g1 g2 · gk

e e g1 g2 · gk

g1 g1 g1 g1 g1 g2 · g1 gk

g2 g2 g2 g1 g2 g2 · g2 gk

· · · · · ·

gk gk gk g1 gk g2 · gk gk

38

e g1−1 g2−1 · gk−1

g1 g1 e g1 g2−1 · g1 gk−1

g2 g2 g2 g1−1 e · g2 gk−1

· · · · · ·

gk gk gk g1−1 gk g2−1 · e

From the fact that we are dealing with a group it follows that every element

of G does appear in each row or column and does so exactly once. (Note that

given a multiplication table of with this property alone we can not conclude

it is the multiplication table of a group. Only after checking associativity

can one conclude that it is the multiplication table of a group.)

4.4 Examples

• Zn , the symmetic group Sn , symmetries of a triangle, sqaure, cube,

tetrahedron....

• Z

Lorentz group....

4.6 Some important ways of constructing subgroups

• Cyclic subgroup generated by an element g ∈ G: Pick an element g ∈ G

and compute g, g 2 , g 3 · · · . For a finite group G, owing to the closure

property, there would be a smallest integer m, called the of g, such

that g m = e. The set of elements {e, g, g 2 , · · · , g m−1 } consitute a cyclic

subgroup of G. Such subgroups are necessarily abelian.

with all elements of G. This subgroup, is by construction, abelian.

number of commuators q(g, g 0 ) = gg 0 g −1 g 0−1 one for each pair g, g 0 ∈ G.

39

• Given one subgroup H of G we can construct another Hg = gHg −1 , g ∈

G, g fixed called the conjugate of H by g.

Recall that given an equivalence relation on a set, we may put it to use to

decompose the set into disjoint subsets. Each subset called the equivalence

class, consisting of all the elements of the set related to each other by the

equivalence relation. Each equivalence class is completely specified by any

one of its elements, the class representative, as all the others in the class can

be generated by applying the equivalence relation to the class representative.

In the context of groups two equivalence relations given below are particularly

useful and important.

The equivalence relation underlying this decomposition reads g1 ∼ g2 if there

is a g ∈ G such that g2 = gg1 g −1 and one says that g2 is conjugate to g1

by g. To carry out this decomposition one starts with an element g1 and

constructs its class by letting g run over G. Next one starts with an element

of G not present in this subset and generates its class in the same fashion

and continues the process until all the elements of G are exhausted. The

equivalence classes are referred to as conjugacy classes C1 , C2 , · · · , Cs . In

general the sizes c1 , c2 , · · · , cs of the classes C1 , C2 , · · · , Cs . are not the same.

The class of e consists of e itself. The first class C1 is by convention taken to

be the class of the identity e. Further if the group is abelian, each element

is a a class by itself.

An interesting property of the classes is that if we compose all the ele-

ments of a class, say Ci with all those of Cj then in the set of elements thus

obtained whole classes appear a certain number of times. This is symbolli-

cally expressed as

Xs

Ci Cj = ckij Ck

k=1

where the integers ckij give the number of times the class Ck appears when Ci

and Ck are multiplied, and are referred to as the class constants.

40

4.7.2 Decompsitions into cosets with respect to a subgroup

Given a group G and a subgroup H thereof, one may define two equivalence

relations (a) g1 ∼ g2 if g2 = g1 h for some h in H. Thus to generate the

equivalence class of g one simply multiplies g on the right by all elements

of H. The subset of G thus obtained is called the right coset of g by H

and symbollically denoted by gH. The decomposition of G based on this

equivalence relation is referred to as the right coset decomposition.

(b) g1 ∼ g2 if g2 = hg1 for some h in H. Thus to generate the equivalence

class of g one simply multiplies g on the left by all elements of H. The

subset of G thus obtained is called the left coset of g by H and symbollically

denoted by Hg. The decomposition of G based on this equivalence relation

is referred to as the left coset decomposition.

The set of (left or right) cosets of G by H is referred to as the (left or

right) coset space and denoted by G/H.

In general the two decompositions, left and right, are not the same. In

both the cases, however, the number of elements in each coset is exactly |H|.

As a result it immediately follows that |G|/|H| = integer, i.e. order of any

subgroup H of G is a divisor of the order |G| of G (Lagrange’s theorem).

Note that this does not imply that given a divisor of |G| there is a subgroup

H of G of that order. However there are special kind of groups, the Sylow

groups, for which this is true.

A subgroup for which the right cosets and left cosets are the same i.e. gH =

Hg for any g ∈ G ( the equality sign here understood as equality between

sets) is called a normal or an invariant subgroup of G. The requirement

gH = Hg may be rexpressed H = gHg −1 and we may say that a subgroup

H of G is an invariant subgroup if all the subgroups conjugate to H by g,

for any g ∈ G is H itself.

An invariant subgroup leads naturally to the notion of a factor or a quotient

grooup G/H. Its elements are the cosets themselves. Owing to the equality

of the right and left cosets one has gHg 0 H = gg 0 HH = gg 0 H. Stated in

words, the coset of g composed with the coset of g 0 yield the coset of gg 0 .

41

Further, the identity element in this composition rule is the coset of the

identity i.e. H itself. The order of the new group thus constructed is clearly

equal to the number of cosets i.e. |G|/|H|.

A map τ from G to G0 preserving the group composition is called a homor-

phism from G to G0 :

τ : G → G0 , τ (g1 g2 ) = τ (g1 )τ (g2 )

and one says that G is homomorphic to G0

The set of elements of G which map to the identity of e0 of G under the

homomorphism τ form a subgroup of G. This subgroup is called the kernel

of the homomorphism τ and is denoted by Ker(τ ).

Ker(τ ) = {g ∈ G|τ (g) = e0 } (1)

Further, Ker(τ ) is a normal subgroup of G.

The image of G, Im(G), under τ is a subgroup of G0

4.10.1 Isomorphisms

A homorphism from G to G0 such that Ker(τ ) = e0 , Im(G) = G0 is called

an isomorphism from G to G0 . Two groups G and G0 which are isomorphic

to each other ( we denote this by G ' G0 ) are essentially the same.

4.10.2 Automorphism

A homorphism from G to G such that Ker(τ ) = e, Im(G) = G is called an

automorphism of G.

The set of all automorphisms of a group G, Aut(G), forms a group under

usual composition of maps with the trivial automorphism g → g as the

identity element

These are special automorphisms τg one for each g :

τg : G → G, τg (g 0 ) = gg 0 g −1

The set of all inner automorphism form a normal subgroup of Aut(G).

42

4.11 Direct product of groups

Given two groups G1 and G2 one can formally construct out of them a larger

group G1 × G2 of order equal to the product of the orders of G1 and G2

consisting the set of all pairs (g1 , g2 ); g1 ∈ G1 , g2 ∈ G2 and endowing it with

the composition rule

.

Some obvious subgroups of G1 × G2 are {(g1 , e2 )} ' G1 and {(e1 , g2 )} '

G2 . If G1 = G2 then there is another obvious subgroup, called the diagonal

subgroup, {g1 , g1 )} ' G1 . Further, it is also evident that if G1 and G2 is

abelian then so is their direct product

Note that

• every element (g1 , g2 ) of G1 ×G2 can be uniquely expressed as a product

of elements of its subgroups {(g1 , e2 )} ' G1 and {(e1 , g2 )} ' G2 as

(g1 , e2 )(e1 , g2 )

• the elements belonging to the subgroups commute with each other and

• the two subgroups have no elements in common except for the identity

(e1 , e2 ).

This motivates the following definition:

A Group G is said to be the direct product of its subgrouups H1 and H2

provided

• every element g of G can be uniquely expressed as g = h1 h2 ; h1 ∈

H1 , h2 ∈ H2

• the elements belonging to the subgroups commute with each other

• the two subgroups have no elements in common except for the identity.

The semi-direct product of two group G1 o G2 again consists of ordered pairs

(g1 , g2 ); g1 ∈ G1 , g2 ∈ G2 as earlier except that now the composition rule is

given a ’twist’

(g1 , g2 )(g10 , g20 ) = (g1 g10 , g2 τg1 (g20 ))

43

where τg1 are a set of automorphisms of G2 labelled by elements of G1 satis-

fying τg1 τg10 = τg1 g10 . One consequence of this twist is that G1 o G2 may not

be abelian even if G1 and G2 are individually abelian.

The semidirect product reduces to the direct product when all the auto-

morphisms {τg , g ∈ G1 } are taken to be trivial automorphisms.

Let X be a set consisting of elements x, y, · · · and G a group consisting of

elements e, g, g 0 · · · We say that we have an action of G on X if we can

associate with each g in a one to one fashion a map ψg taking X → X such

that

i.e. ψg ψg0 (x) = ψg (ψg0 (x)) = ψgg0 (x) for all pairs g, g 0 ∈ G and for all x ∈ X

by writing ψg (x) as just gx with the understanding that gx = y ∈ X.

The structure assumed above naturally leads to the following notions:

of G on X. It is easy to convince onself that an orbit is completely de-

termined by a point on it and that the orbits either overlap completely

or are disjoint. (Decomposition of X into orbits may also been seen to

arise by regarding x0 ∼ x if x0 = gx as an equivalence relation on X.

chosen x unmoved or fixed. It can be easily seen that Gx is a subgroup

of G.

fixed under the action of the chosen g.

is immediately obvious that the points on the orbit of x are in one to one

44

correspondence with the cosets of G by Gx . Hence the size |ϑx | of the orbit

is the same as the size |G|/|Gx | of the coset space G/Gx .

|ϑx | = |G|/|Gx |

Further, from the definition of Gx and Xg it is clear that the following equality

holds X X

|Xg | = |Gx |

g∈G x∈X

This beautiful theorem relates the number of orbits to the sum of the number

of fixed points of each g ∈ G :

1 X

number of orbits = |Xg |

|G| g∈G

Having learnt what is meant by the action of a group on a set, the notion of

a representation of a group arises when the set in question is a vector space

V:

is of a finite dimension n, in some chosen basis in V {D(g)} can be rep-

resented by n × n matrices {D(g)} and one speaks of an n-dimensional

marrix representation Γ = {D(g)}, D(g1 )D(g2 ) = D(g1 g2 ). The condition

D(g1 )D(g2 ) = D(g1 g2 ) is a strong requirement on the set of matrices {D(g)}

one for each g for them to furnish a representation of G. In particular, it

implies that D(e) = In×n and D(g −1 ) = D−1 (g).

Under a change of basis in V the matrices D(g) suffer a similarity trans-

formation D(g) → S −1 D(g)S. As the choice of a basis can not be of any real

mathematical significance, we say that two representations are equivalent if

they are related to each other in this way.

A representation is said to be reducible if there is a non trivial subspace

of V1 of V invariant under {D(g)} i.e. it goes into itself under the action of

45

{D(g)}. If so then in a basis adapted to V1 the matrices {D(g)} will have

the form (1)

D (g) X(g)

D(g) =

0 D(2) (g)

By virtue of the fact that {D(g)} is a representation i,e D(g1 )D(g2 ) =

D(g1 g2 ) it follows that {D(1) (g)} and {D(1) (g)} are also representations

(though smaller) i.e. they also satisfy D(1) (g1 )D(1) (g2 ) = D(1) (g1 g2 ) and

D(2) (g1 )D(2) (g2 ) = D(2) (g1 g2 ) respectively. Thus a representation for which

this can be done is clearly reducible in the sense that we can pass from it

to smaller representations. In the same spirit a representation is said to be

irreducible if this can not be done. Clearly this means that the vector space

on which {D(g)} act has no non trivial subspaces invariant under {D(g)}.

A representation is said to be decomposable if there are subspaces V1

and V2 of V such that V = V1 ⊕ V2 and both V1 and V2 are invariant under

the action of {D(g)}. In that case, in a basis adapted to the two invariant

subspaces, the matrices {D(g)} will have the form

(1)

D (g) 0

D(g) =

0 D(2) (g)

For finite groups, on can establish the following results:

Given this, we may now focus on {D(1) (g)} and {D(2) (g)}, decompose them

further and continue the process until we reach a stage where no further

decomposition is possible. We would have then decomposed the given repre-

sentation into irreducible representations.

Conversely we can build any representation (upto equivalence) from the

knowledge of all the irreducible representations by simply putting them along

the diagonal a certain number of times.

Given a group G

46

• What are all its irreducible representations Γα = {D(α) (g)}? One ir-

reducible representaion, the trivial reprsentation in which each group

element is represented by the number 1, is always available for any

group. By convention the first in the list of irreducible representations

is taken to be this trivial representation and is denoted by Γ(1) .

• How many of them are there? As we shall see shortly, the number of

irreducible representations is the same as s, the number of conjugacy

classes.

Given a representation Γ = {D(g)} its character is defined by the set of

numbers {χ(g)}

χ(g) = Tr[D(g)]

It can be easily seen that

• χ(g) is a class function i.e. it has the same value for all g belonging

to the same conjugacy class. As a consequence the list of characters

{χ(g)} can be abbreviated to a shorter list χi where i labels the classes.

ters

Γ(α) = {D(α) (g)}, α = 1, 2, · · · , irreducible representations of G, χ(α) =

{χ(α) (g)}.

1 X (α)∗

(χ(α) , χ(β) ) ≡ χ (g)χ(β) (g) = δ αβ

|G| α∈G

s

1 X (α∗) (β)

i.e. = ci χi χj = δ αβ

|G| i=1

s r r

X ci (α)∗ cj (β)

or = χi χj = δ αβ column orthogonality

i=1

|G| |G|

47

Here ci are the number of elements in the class Ci , i = 1, 2, ·, s

1 X (α)∗

χ (g)χ(α) (g 0 ) = δij

|G| α

s r r

X ci α∗ cj (α)

or χ χ = δij row orthogonality

α=1

|G| i |G| j

The characters of the irreducible representations can be assembled in the

form of a table, called the character table, as follows:

χ(1) χ(2) · · χ(s)

1 C1 · · · · ·

c2 C2 · · · · ·

· · · · · · ·

· · · · · · ·

cs Cs · · · · ·

For most applications in physics and chemistry all we need to know about a

group G is its character table.

Given a reducible representation Γ = {D(g)} of G, and the irreducible

representations Γα = {D(α) (g)} of G we wish to know which irreducible

representations are present in Γ and how many times? In symbols, in Γ =

(α)

what are mα ’s giving the multiplicity of occurrence of Γ(α) ? This

P

α mα Γ

is easily answered from the knowledge of the characters {χ(g)} of Γ and

{χ(α) (g)} of the irreducible representations Γ(α) :

X X

Γ= mα Γ(α ) ⇒ χ(g) = mα χ(α)

α α

1 X (α)∗

mα = (χ(α) , χ) = χ (g)χ(g)

|G| g∈G

group

For any group G two representations are readily available, one irreducible

and the other irreducible:

48

• The trivial representation : g → D(1) (g) = 1.

(R)

• The regular representation : g → D(R) (g), Dkj (g) = 1 if g =

gk gj−1 , zero otherwise

The regular representation matrices D(R) (g) are easily constructed : Put 1

in the multiplication table in the g − −g −1 wherever g occurs therein and 0

every where else. Hence χR (g) = |G| ifg = e, and 0 otherwise. As a result

1 X (α)∗

mα = χ (g)χ(R) (g) = χ(α)∗ (e)χ(R) (e) = χ(α)∗ (e)

|G| g∈G

= nα , the dimension of the irreducible representation Γ(α)

Further, X X

χ(R) (e) = mα χ(α) (e); or |G| = n2α

α α

order of the group

as many times as its dimension.

It can also be shown that nα divide |G|. Hence one can make the following

general statements about the irreducible representations of a finte group

gacy classes

order of the group

the group

49

4.22 Two important questions in representation the-

ory with relevance to physics

• Given two representations Γ0 = {D0 (g)} Γ00 = {D00 (g)} we can build a

bigger representation of dimension equal to the product of the dimen-

sions of the two by taking tensor products Γ0 = {D0 (g) ⊕ D00 (g)}. By

construction, it is evident that the characters {χ(g)} of this represen-

tation are related to {χ0 (g)} and {χ00 (g)} by χ(g) = χ0 (g)χ00 (g). Such

a representation is general reducible even if Γ and Γ0 are irreducible.

Decomposition of the tensor product of irreducible representations into

irreducible representations constitutes an important activity in appli-

cations of group theory to physics.

can immediately construct a representation γ of a subgroup H of G by

simply restricting g to H (subduction). The representation of H thus

obtained will in general be a reducible representation of H. Decom-

position of this representation into irreducible representations of H is

another activity of great importance in physics.

50

- Vector Space - a Set of LecturesUploaded byAbhijit Kar Gupta
- Math IcsUploaded byJoão Guilherme Siqueira Monteiro
- LectureUploaded byYasser Naguib
- Ellipse Fitting for Computer VisionUploaded bybradclymer
- Palm Print Identification by using PCA and Advance VariantsUploaded byInternational Journal for Scientific Research and Development - IJSRD
- Review sheetUploaded byninnguyen
- Lect-VI Vector SpaceUploaded byAbhijit Kar Gupta
- Nonlinear Principal Component Analysis-Jan de LeeuwUploaded byIvan Cordova
- pjm-v1-n3-pUploaded bySierra D. Francisco
- problems+answersUploaded byanand singh
- On Common Eigenbases of Commuting OperatorsUploaded bySaidWebbe
- Cumulative AssginmentUploaded byShozabGhaziNaqvi
- PdfUploaded bySumit Sehgal
- Linear_Algebra-libre.pdfUploaded bysaadmunir24
- nov 2015Uploaded byTom Smith
- lecture6.pptxUploaded byYasser Naguib
- Lecture 11-12.pdfUploaded byAMIT SONI
- 5Amt2revSol.pdfUploaded byJose Cabus
- S1704-SpectralAnalysisUploaded byArmando Malone
- x.pdfUploaded byahmed
- 2012 - Response-Only Modal Identification of Structures Using Strong Motion DataUploaded byFrancisco Calderón
- MAT1341_Final_2009WUploaded byexamkiller
- Lecture 20 ControlUploaded byBIRRU JEEVAN KUMAR
- Problem Set 17 SolutionsUploaded byzninoromeo
- Note_DFT_1Uploaded byaznsw123
- Chapter No 5Uploaded byPiyush Agnihotri
- Senior ThesisUploaded byAmanda Young
- Fast Technique for Noninvasive Fetal ECG Extraction.pdfUploaded byHuy G. Cu
- Image TransformsUploaded byPraba Karan
- Dvenugopalarao Ferment 18Uploaded byanon_52691009

- HW2_SOLUploaded byJackpilown
- Matrices CopyUploaded byKaranbir Randhawa
- 121 Arbitrage EquilibriumUploaded byAbhishek Puri
- Digital ModulationUploaded byAshish Mishra
- Mansfield Linear Algebra Cuadraticas.pdfUploaded byAkasha Godoy
- rowcolspaces.pdfUploaded bySceptic Granny
- The Fourier Series and the Discrete Fourier Transform 1998Uploaded byHung Khong
- 174012203-Linalg-Friedberg-Solutions.pdfUploaded byQuinn Nguyen
- Model Reduction Notes- Siep Weiland TuEindhoven_Part 1Uploaded byJohn Adcox
- Ijalel - Mathematical Approaches to Cognitive LinguisticsUploaded byChuluundorj Begz
- MIT8_05F13_Chap_04.pdfUploaded byluizmira
- Orthogonal MatricesUploaded byHemant
- Mobile Communication SlideUploaded byVõ Thanh Liêm
- RBFUploaded byedgf
- The wavelet transform, Time-Frequency localization and Signal analysis. Daubechies.pdfUploaded byEusebio Alberto Ariza García
- Daniel V. Mathews- Sutured Floer homology, sutured TQFT and non-commutative QFTUploaded byCore0932
- sol42 (2)Uploaded byGautham Shankar
- Lecture 1426864972Uploaded byWatan Sahu
- The Axiom of ChoiceUploaded byPapadakis Christos
- GD Calc DemoUploaded byOrson Kevin Lin
- Math 600 (Graduate Algebra, UMD) Notes (Sept. 2016)Uploaded byJoseph Heavner
- chap3.pdfUploaded byhendra lam
- matheng-skript-1213Uploaded bymcrajpura
- (Springer Series in Materials Science 241) Kwang Soo Cho (Auth.)-Viscoelasticity of Polymers_ Theory and Numerical Algorithms-Springer Netherlands (2016)Uploaded bysaurabhchandraker
- Rank and NullityUploaded byAliAlMisbah
- BEZIERUploaded byHardy Widjaja
- general relativityUploaded byiamnottom
- 321-ch3Uploaded byDanish Hassan
- Algebra Qualifying Exam SolutionsUploaded byViktor Han
- Eee3086f 202 Signal AnalysisUploaded byKatamba Rogers