1 .

al Hω 8

If A is
positive definite 110061138 王奕盛
= ] < Ax ,
x > > 0 ,
xt 0

=
) ( Ax , x > =
x
*
Ax > 0 x 40
,

=
Axt 0
,
xt 0

7 rank ( A ) = n AEMnxn ( F )
,

)
A is invertible
=

( bD
; At =
A ) A is self -

adjoint )
=

splits
By schur ' s Thm , is
A

orthogonal and is an upper triaagular

matrix O
*
ptAp
*
= O ( ptAp ) = 0 = )
ptAtp =
Ut =
ptAp =
0

= Ut =
U =
D ,
which D is diagonal matvix
A
is diagonalizable
(
tztz =
( )
=
^

det ( A tI ) det - t-) ct 4)

(

-
= -

λ 1 eigenvector (%) (结)

=
1 ,
=

λ 4 eryenvector
( !)
=
=
2 ,

orthonormd bas ) of 23 = { τ ( i , 后( )
红 ) ,( }
 froma ,
we can
get A =
pDpt
1

getp = ( 點) D =
( =

()
pt BAB
1, )
2

A =
pc =
B =
cpt =

可 后 ¥
2 . al
IF XGN ( LAA ) A
*
A4 AxER ( 4 A ) ,
=
O

AxENl
,

,
N ( 4A )
"
Ax Set λε = *
L 0 A Ax
=
=

x
← x ( LA*) → λ ( 4 A) ≤ N λ A
C 4 *A )
2 from 10
*
< x >=< A Ax >=<
o x
1 | Ax 1 P
,
,
Ax , Ax ) =
=
0

= ≈ ( 4A *
A
)≤ ~ ( 4A )

30 Fom x ( 4A x ( 4AA ) ( 4AA ) ≤

) ≤
,
√
N ( 4A )
we
get x ( 4A *A ) =λ ( 4+ ) #

@
N ( LA ) + R ( L+ ) = N ( LA * A ) + R ( LA ☆ ) = dim ( F
"

) = n

'
From (
b sresult ;
N ( LA ) =
N ( LA * A )

R ( LA ) R ( LA *A )
:
=
⼩ set A' s colume are L . I
.
rank (A ) =
n

From cl ,
rank ( A) =
vank ( A *A ) =
n

= A is invertible
#

(点 .背
)

bilatnb )
(a * ( i

(
.

3 a z +

A (台) =
→ A =

世⼩ T

A ☆= [ * 。 [ T =[
T
*T AA
] = [ TT]
r *

] ]
0
= *

。
* *
=
T T TT ] T is normalA
= =

「流 ]
* *

A =
=
[ T ] [ T
*
]s [ T]
A
= =

β =

T is sesf - adjoint #

+)
③ 4

(
' 20
*

A *A [T T] β FII ]β
=
=

20 -

10 :

=
T is nof
unitary #

出 2

A
=+
A → [ T ] ^+ [ T ] >→ TF # T

T is not othogonal projection ⽇

@
det ( A-
I =
det ( 志⽅ =
(t -

8 ) (t -

2 )

eigeuvector ( ※)
-

λ ,
=
2
,

> ε
T
λ2 =
8 , eigenvector ( ∴ i )

is { 后 - 述 , ☆ ( i) }
|

orthonormdbacis of
(
=
)

4.

Let vi be the ith column of A

*
*
(A A ) ij
= Vi Vj
=<
Vj ,
Vi >

*
-
For it 8 ( A A) ) CVj Vis
ig
0 ,
= =

, ms ofA
are
orthogonal

E) columns of A is orthogonal < VI

, Vi ) = 0
foritj
( A
A * ) ij itf *
A is
diagonal
A
0 ,
=
H
5 (a )
.

: Tis self -

adjoint
: 雪

an orthonormal basisa = S

U , V
2. .
Un 3 ,
Viare eigenvecfors
Set T is positive definite = < T ( x ) λ>
,
> 0
,
xt 0

< T ( vi ) ,
vi > =
<λ iVi ,
Vi >= λ i > 0

LT ( x ) ,
x >=
〈 T ( α iVi α jVj 哥
>= 岱 α

iT ( Vi ) , 就
xjvj 7
=
xi λ iUi , α jUj >= lail β
} i > 0 λ i > 0

⽇
⑰
< x , y
>= xiyi = yTx ,[x7 β= [ ]
< T (x )
, x >=< A[x
] 0
,[ x] p

>= : [ A[
x ] ] iG
“

孟 ( 哥 Aijaj ) asTis prsitive definite

itandonlyit 清 Aijaj ) ai > 0
⽇
ψ B
setA = B * , <
Ax , x
>=< B * Bx , λ>=< Bx , Bx) ≥ , 0

Let T be positive semidefinite ,

theve must exist an
orthogonal
basisa = {
U , Vz . .
un
} ,
because T 3
i seif adjoint-

1 ∴ …: :
" …

[=
Tx *
"
加

)
 SetQ [ I] { A [ T] QT [ T ] xQ
β=
= =

:Tis
( peritive "
andoly
B
→= cenidefinite
≈

) ∴ if A =
B
*
B
⽇
if

6 ()
.

W < U (x ) U ( y ) >=< x Y >

x, Y ε ,
,

< U ( vt ) ,
U ( vj ) > =
< Vi , Uj > =δ ij

3
{
U ( v. , )
U
( V 2) , …
,

U
( VK ) 3 isan orthonormal basis for R [ V)
H

Orthogonal basis for V isSV V VK Uk Un }

, 2 …

, +
, …
,

U ( Vt ) =
0
,
k+ 1 ≤ i ≤ n .

By b s
' result ,
{ U(v 1 ) .
0 ( Uk ) } is an orthonormal set
A
此
{ U(v ) , .
.
O ( VK ) } 13 an orthonormal bas ) for RCU )

V =
R( 0 )→ R ( v )t
(e )
①
x = U ( vi
) , y =
wj ,
1 ≤ j ≤ k ,
kt 1 ≤ j ≤ n

; U ( x ) ε R (v) andy ε R( 0 )

< O ( x ) , y >=< O ( U (V ) 2
,
wj >= 0

< x ,
T (y ) >=< U ( vi ) ,
T ( wj ) >=< O ( Vi ) ,
0 >= 0
 ②
x = O ( Vi ) ,
y =
U ( Vj ) ,
1 ≤ i
, j < k

< U (x) , y >= < U ( U ( vi )

) ,
U ( vj ) >= < U ( vi ) ,
v5 )

< x ,
T ( y 1 >=< U ( vi ) ,
T ( U ( vI ) ) >=< U ( vi ) ,
Vj )

③
x =
wi , y =
wj ,
k + 1 ≤ iin
≤

2
;U ( x) ε R (U ) and y
ε
R ( U)

< U( x) ,
Y >=< U ( wi ) , wj ) =
0

④
x =
wi , y =
O ( vi ) ,
1 ≤ 5 ≤ k ,
kt 1 ≤ i ≤ n

< U (x ) , y >=< U ( ω i ) ,
U ( Uj ) >=< wi Vj , >

< x ,
+ ( y ) >= ( ωi ,
T ( U ( Uj ) ) >=< wi Uj , )

BY D ~④ T = U and T is well -

defined
,
#

(f )
= R (U
Set w ) ,
x ← R( U )

Fwm el ' s resut

weget T ( ( wjt ) T ( R(
+

) { ]
=
, U) = 0

x =±| a . P |/ 0 / vi ) | P
=| ai ↑ 1 / VilP =
11 aivil ↑≡ 1 | T(+ 111 = 11 *
1 x
11 FH