Spectral Theory of Self-Adjoint

Mappings of a Euclidean Space into

Itself

Kevin James

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
Assumption
X will be a finite dimensional Euclidean (real or complex) space.

Definition
A linear map A : X → X is self-adjoint (or Hermitian in the complex
case) if M ∗ = M
It is anti-self-adjoint (or anti-Hermitian in the complex case) if
M ∗ = −M.

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
Remark
Every linear map M : X → X can be decomposed into a Hermitian and a
∗ ∗
anti-Hermitian part M = H + A, where H = M+M 2 and A = M−M
2 .
Note that
1h i 1
<((x, Mx)) = (x, Mx) + (x, Mx) = [(x, Mx) + (Mx, x)]
2 2
1 ∗
= [(x, Mx) + (x, M x)] = (x, Hx)
2
1h i 1
=((x, Mx)) = (x, Mx) − (x, Mx) = [(x, Mx) − (Mx, x)]
2 2
1 ∗
= [(x, Mx) − (x, M x)] = (x, Ax)
2

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
Definition
A function q : Rn → Rn of the form q(y ) = 1≤i,j≤n hij yi yj is called
P
1
a quadratic from in n variables.
Note that if we assume that yi yj = yj yi , then we may assume
WLOG that H = (hij ) is symmetric (-i.e. hij = hji ) and in this case,
we may rewrite q(y ) = (y , Hy ) = (Hy , y ) where the last equality
follows only when H is symmetric.
2 A function q : X → R of the form q(x) = (x, Hx) where H is
self-adjoint is called a quadratic form.
Note that H could have complex entries.

Theorem
A self-adjoint mapping H : X → X of a complex Euclidean space has
only real eigenvalues and a set of eigenvectors that forms an orthonormal
basis of X .

Corollary
If H is self-adjoint, then H = MDM ∗ for a diagonal matrix D and an
orthogonal matrix M (-i.e. M ∗ M = I ).
Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
Note
We can write X = N (1) ⊕ · · · ⊕ N (k) , where λ1 , . . . , λk are the distinct
eigenvalues of H and N (i) is the eigenspace for λi .
Letting Pi : X → X be the orthogonal projection onto N (i) , we have
Pk
1 x = j=1 Pi (x),
2 Pi Pj = 0 if i 6= j,
3 Pi2 = Pi ,
4 Pi∗ = Pi ,
Pk
5 Hx = j=1 λk Pi (x),

Definition
Pk
The decomposition I = Pi is called a resolution of the identity.
Pj=1
k
The decomposition H = j=1 λj Pj is called a
the spectral resolution of H.

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
Theorem
Suppose that X is a complex Euclidean space and that H : X → X a
self-adjoint linear map. Then, there is a resolution of the identity and a
spectral resolution of H.

Note
Pk
1 H2 = j=1 λ2j Pj ,
Pk
2 Hm = j=1 λm
j Pj ,
Pk
3 For any p(x) ∈ C[x], p(H) = j=1 p(λj )Pj

Definition
If f is any real valued function defined on the spectrum (eigenvalues) of
H, then we define
Xk
f (H) = f (λj )Pj .
j=1

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
Theorem
Suppose that H and K are self adjoint commuting maps. Then they have
a common spectral resolution. That is, there are orthogonal projections
(as above) so that
Pk
1 I = j=1 Pj ,
Pk
2 H = j=1 λj Pj ,
Pk
3 K = j=1 µj Pj .

Corollary
Let A be an anti-self adjoint mapping of a complex Euclidean space.
Then,
1 The eigenvalues of A are purely imaginary.
2 X has an orthonormal basis of eigenvectors of A.

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
Definition
A mapping M : X → X of a complex Euclidean space is normal if
NN ∗ = N ∗ N.

Remark
Note that self-adjoint (M ∗ = M), anti-self-adjoint (M ∗ = −M) and
unitary (M ∗ = M −1 ) mappings are also normal.

Fact
Let A : X → U be linear. Then,
1 A|RA∗ : RA∗ → RA is a bijection,

2 RA⊥∗ = NA ,
3 RA⊥ = NA∗ ,
4 X = RA∗ ⊕ NA and U = RA ⊕ NA∗ .

Proof.
Homework

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
Theorem
If N : X → X is normal, then X has an orthonormal basis of eigenvectors
of N.

Theorem
Let U : X → X be unitary. Then,
1 X has an orthonormal basis of eigenvectors of U.

2 Each eigenvalue has norm 1.

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
 Rayleigh Quotient

Definition
Suppose that X has an orthonormal basis of eigenvectors for a map
M : X → X , and coordinates w.r.t. this basis x = (a1 , . . . , an ). Define
P 
n Pn
1 q(x) = (x, Mx) = i=1 ai v i , a j Mvj =
P  P j=1
n Pn n 2
i=1 ai vi , j=1 aj λvj = i=1 λi ai , and
Pn 2
2 p(x) = (x, x) = i=1 ai .

Definition
Let H : X → X be self-adjoint and define the Rayleigh Quotient of H by

(x, Hx) q(x)

RH (x) = = .
(x, x) p(x)

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
Goal
We will show that the minimum and maximum values of RH (x) occur at
the eigenvectors of H. Then we will deduce that H has a full set of
orthogonal eigenvectors.

Remark
Noting that RH (kx) = RH (x) for all scalars k, we only need consider
vectors x with ||x|| = 1.

Theorem (Min/Max Principle)

Let H : X → X be a self-adjoint with eigenvalues

λ1 < λ2 < · · · < λn .
Then λk = mindim(S)=k maxx∈S−{0} RH (x) .

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
Summary of Rayleigh Quotient
1 Every eigenvector v , of H is a critical point of RH . That is,
RH0 (v ) = 0 ⇔ v is an eigenvector of H.
2 For any eigenvector v with eigenvalue λ, RH (v ) = λ.
3 In particular, λ1 = min{R(x) | x 6= 0}
and λn = max{R(x) | x 6= 0}.

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
Definition
A self-adjoint map M : X → X is positive definite if (x, Mx) > 0, ∀x 6= 0.

Note
M is positive definite if and only if all eigenvalues of M are positive.

Definition (Generalized Rayleigh Quotient)

If H, M : X → X are self adjoint maps and M is positive definite, then
we define the Generalized Rayleigh Quotient as

(x, Hx)
RH,M (x) = .
(x, Mx)

Note
RH (x) = RH,I (x).

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
Theorem
RH,M attains a minimum value µ = RH,M (v ) for some v 6= 0, and we
have H(v ) = µMv .
Further RH,M attains a minimum value under the constraint (x, Mv ) = 0,
RH,M (w ) = γ where w 6= 0 and Hw = γMw .

Proof.
Homework

Theorem
Let H, M be self-adjoint and M positive definite. Then there is a basis
{v1 , . . . , vk } for X where each vi satisfies Hvi = µi Mvi . for some µi ∈ R,
and (vi , Mvj ) = 0 if i 6= j.

Proof.
Homework

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
Corollary
All eigenvalues of M −1 H are real. Moreover, if H is also positive definite
then the eigenvalues of M −1 H are all positive.

Proof
Homework

Theorem
Let N : X → X be a normal linear map. Then ||N|| = max1≤i≤t |λt |
where λ1 , . . . , λt are the distinct eigenvalues of N.

Proof
Homework

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself
Note
For any linear map A : X → X , the map A∗ A is self-adjoint and
non-negative (-i.e. (x, A∗ Ax) ≥ 0, ∀x ∈ X ). It is positive if NA = {0},
because rank(A∗ A) = rank(A).

Theorem
Let A : X → X be linear and let λ1√≤ λ2 ≤ · · · ≤ λn denote the
eigenvalues of A∗ A. Then, ||A|| = λn .

Kevin James Spectral Theory of Self-Adjoint Mappings of a Euclidean Space into Itself