Let V be an n-dimensional inner product space.


1. Prove that a normal operator on a complex inner product space is self-adjoint if and only if all its eigenvalues are real.

  • Let T be a normal operator on a complex inner product space. If T is self-adjoint, as \exists v\in V,\lambda\in\mathbb{C},Tv=\lambda v, we have \lambda \|v\|^2=\langle \lambda v,v\rangle=\langle Tv,v\rangle=\langle v,Tv\rangle=\langle v,\lambda v\rangle=\overline\lambda\|v\|^2, which means \lambda\in\R.
    If all eigenvalues of T are real. First of all, as V is normal, it means there exists an orthonormal basis e_1,\dots,e_n for v such that T has a diagonal matrix, \mathrm{diag}\{\lambda_1,\dots,\lambda_n\},\lambda_i\in\R, with respect to it. So, the matrix of T^* with respect to this basis equals to {(\mathrm{diag}\{\lambda_1,\dots,\lambda_n\})}^*=\mathrm{diag}\{\lambda_1,\dots,\lambda_n\}, which means T^*=T.
    Combine the two conclusion, we have proved the statement.

2. Prove or give a counterexample: If T \in \mathcal{L}(\mathbb{C}^3) is a diagonalizable operator, then T is normal (with respect to the usual inner product).

  • Let \alpha_i=(1,0,0)^T,(1,1,0)^T,(1,1,1)^T,e_i=(1,0,0)^T,(0,1,0)^T,(0,0,1)^T, which are bases for V. And let the matrix of T with respect to \alpha_i equals to \operatorname{diag}\{1,2,3\}, so absolutely T is a diagonalizable operator. Notice that e_i is an orthonormal basis for \mathbb{C}^3 and \mathcal M|_{e_i}(T)=((1,0,0)^T,(1,2,0)^T,(1,1,3)^T),\mathcal{M}|_{e_i}(T^*)=((1,0,0)^T,(1,2,0)^T,(1,1,3)^T)^*=((1,1,1)^T,(0,2,1)^T,(0,0,3)^T). So \mathcal{M}|_{e_i}(TT^*-T^*T)\neq0, which means T is not normal.

3. Suppose F = \mathbb{C} and T\in \mathcal{L}(V). Prove that T is normal if and only if every eigenvector of T is also an eigenvector of T^∗.

  • Let T is normal, notice that T-\lambda I is normal, \|(T-\lambda I)v\|=\|(T-\lambda I)^*v\|=\|(T^*-\overline\lambda I)v\|, so Tv=\lambda v\Rightarrow T^*v=\overline\lambda v, which means every eigenvector of T is also an eigenvector of T^*.
    Suppose that every eigenvector of T is also an eigenvector of T^∗. According to Schur's theorem, there is an orthonormal basis e_1,\dots,e_n of V with respect to which T has an upper-triangular matrix \mathcal M_e(T). Notice that Te_1=\mathcal M_e(T)_{1,1}e_1, which means e_1 is an eigenvector of T, so T^*e_1=\sum\overline{\mathcal{M}_e(T)_{1,i}}e_i=\lambda_1'e_1. Compare the two sides of equation, we have \lambda_1'=\overline{\mathcal{M}_e(T)_{1,1}},{\mathcal{M}_e(T)_{1,i}}=0,\forall i\neq 1. Notice that with {\mathcal{M}_e(T)_{1,i}}=0,\forall i\neq1, we have Te_2=\mathcal M_e(T)_{2,2}e_2, which means e_2 is also an eigenvector of T. By applying the method we deal with e_1 to e_2, we can also get \lambda_2'=\overline{\mathcal{M}_e(T)_{2,2}},{\mathcal{M}_e(T)_{2,i}}=0,\forall i\neq2. Continuing in this fashion, we see that all nondiagonal entries in the matrix \mathcal M_e(T) equal 0. Thus \mathcal M_e(T^*)=(\mathcal M_e(T))^* is also a diagonal matrix. So \mathcal M_e(TT^*)=\mathcal M_e(T^*T)\Rightarrow T is normal.

4. Suppose F = \mathbb{C} and T \in \mathcal{L}(V). Prove that T is normal if and only if there exists a polynomial p(x) \in \mathbb{C}[x] such that T^* = p(T).

  • If there exists p(x)=\sum_{i=0}^ka_ix^i,T^*=p(T), we have T^*T-TT^*=(\sum_{i=0}^ka_iT^i)T-T(\sum_{i=0}^ka_iT^i)=0, which means T is normal.
    Let T be normal. Suppose that the eigenvalues of T are \lambda_1,\dots,\lambda_k. We know T is also diagonalizable, which means V=\mathcal N(T-\lambda_1)\oplus\cdots\oplus\mathcal N(T-\lambda_k). So for all v\in V, we have v=\sum_{m=1}^kv_m,v_m\in\mathcal N(T-\lambda_m). Let P_i(x):=\prod_{t\neq i}(\frac{x-\lambda_t}{\lambda_i-\lambda_t}), consider that T-\lambda_t is exchangeable, which implies the order is not important. So, we have P_i(\lambda_j)=\delta_{ij},P_i(T)v_m=P_i(\lambda_m)v_m=\delta_{im}v_m,P_i(T)v=\sum_{m=1}^kP_i(T)v_m=v_i. Additionally, Tv_i=\lambda_i v_i\Leftrightarrow T^*v_i=\overline{\lambda_i} v_i, which means T^*v_i=\overline{\lambda_i}v_i=\overline{\lambda_i}P_i(T)v. Above all, we have T^*v=\sum_{i=1}^kT^*v_i=\sum_{i=1}^k\overline{\lambda_i}P_i(T)v, which means T^*=\sum_{i=1}^k\overline{\lambda_i}P_i(T).

5. Suppose F = \mathbb{C} and T \in\mathcal L(V). Let \lambda_1,\dots,\lambda_n be eigenvalues of T. Prove that T is normal if and only if the singular values of T are |\lambda_1|,|\lambda_2|,\dots,|\lambda_n|.

  • T is normal \Rightarrow \exists orthonormal basis e_1,\dots,e_n\in V,\mathcal M(T,(e_1,\dots,e_n))=\operatorname{diag}\{\lambda_1,\lambda_2,\dots,\lambda_n\}\Rightarrow\mathcal M(T^*,(e_1,\dots,e_n))=\operatorname{diag}\{\overline{\lambda_1},\dots,\overline{\lambda_n}\}\Rightarrow\mathcal M(T^*T,(e_1,\dots,e_n))=\operatorname{diag}\{|\lambda_1|^2,\dots,|\lambda_n|^2\}=(\operatorname{diag}\{|\lambda_1|,\dots,|\lambda_n|\})^2\Rightarrow the singular values of T are |\lambda_1|,|\lambda_2|,\dots,|\lambda_n|\Rightarrow|\lambda_1|^2,\dots,|\lambda_n|^2 are eigenvalues of T^*T\Rightarrow\exists orthonormal basis f_1,\dots,f_n\in V,\mathcal M(T^*T,(f_1,\dots,f_n))=\operatorname{diag}\{|\lambda_1|^2,\dots,|\lambda_n|^2\}\Rightarrow\mathcal M(TT^*,(f_1,\dots,f_n))=\operatorname{diag}\{\overline{|\lambda_1|^2},\dots,\overline{|\lambda_n|^2}\}=\mathcal M(T^*T,(f_1,\dots,f_n))\Rightarrow T^*T=TT^*\Rightarrow T is normal.

6. Find the singular values of the differentiation operator D \in \mathcal L(\R_2[x]) defined by D(p(x)) = p'(x), where the inner product on \R_2[x] is defined by \langle p(x),q(x)\rangle =\int^1_{−1}p(x)q(x)\mathrm dx.

  • Notice that \frac{\sqrt2}{2},\frac{\sqrt6}{2}x,\frac{3\sqrt{10}}{4}(x^2-\frac{1}{3}) is an orthonormal basis for (\R_2[x],\langle\cdot,\cdot\rangle). So \mathcal M(D)=((0,0,0)^T ,(\sqrt3,0,0)^T,(0,\sqrt{15},0)^T),\mathcal M(T^*)=((0,\sqrt3,0)^T,(0,0,\sqrt{15})^T,(0,0,0)^T),\mathcal M(T^*T)=\operatorname{diag}\{0,3,15\}=(\operatorname{diag}\{0,\sqrt3,\sqrt{15}\})^2, which means the singular values of D are \sqrt{15},\sqrt3,0.

7. Suppose D : \R_8[x] \rightarrow \R_8[x] is the differentiation operator defined by D(p(x)) = p'(x). Prove that there does not exist an inner product on R_8[x] that makes D a normal operator.

  • Notice that D(1)=0,D(x)=1, which means 0\neq 1\in\mathcal N(D)\cap\mathcal R(D). So \R_8[x]\neq \mathcal N(D)\oplus\mathcal R(D). As we all know T\in\mathcal L(V) is normal \Rightarrow V=\mathcal N(T)\oplus\mathcal R(T). So D can't be normal.

8. Suppose T \in\mathcal L(V). Then there exists a unitary operator S \in\mathcal L(V) such that T =S\sqrt{T^*T}.

  • (Prove by SVD): Consider T=U\Sigma V^*, where U,V are both with orthonormal columns, and \Sigma is diagonal. Define S=UV^*, we have S^*S=SS^*=\operatorname{id}, which means S is a unitary operator, and T=UV^*V\Sigma V^*=SV\Sigma V^*. Notice that T^*T=V\Sigma^2V^*=(V\Sigma V^*)^2. So \sqrt{T^*T}=V\Sigma V^*, which means T=S\sqrt{T^*T}.

Following is another approach to prove the statement.

  • (Prove by Linear Algebra Done Right): Let s_1,\dots,s_m be the positive singular values of T, and let e_1,\dots,e_m and f_1,\dots,f_m be orthonormal lists in V such that Tv=s_1\langle v,e_1\rangle f_1 + \cdots+s_m\langle v,e_m\rangle f_m for every v\in V. Extend e_1,\dots,e_m and f_1,\dots, f_m to orthonormal bases e_1,\dots,e_n and f_1,\dots, f_n of V.
    Define S\in\mathcal L(V) by Sv = \langle v,e_1\rangle f_1 + \cdots+\langle v,e_n\rangle f_n for each v \in V. Then \|Sv\|^2 = \|\langle v,e_1\rangle f_1+ \cdots +\langle v,e_n\rangle f_n\|^2 =|\langle v,e_1\rangle|^2 + \cdots + |\langle v,e_n\rangle|^2=\|v\|^2. Thus S is a unitary operator.
    Applying T^* to both sides of Tv=s_1\langle v,e_1\rangle f_1 + \cdots+s_m\langle v,e_m\rangle f_m and then using the formula for T^* given by T^*v=s_1\langle v, f_1\rangle e_1 + \cdots+s_m\langle v,f_m\rangle e_m shows that T^*Tv=s_1^2\langle v,e_1\rangle e_1+\cdots+s_m^2\langle v,e_m\rangle e_m for every v \in V. Thus if v\in V, then \sqrt{T^*T}v = s_1\langle v,e_1\rangle e_1 + \cdots+s_m\langle v,e_m\rangle e_m because the operator that sends v to the right side of the equation above is a positive operator whose square equals T^*T. Now S\sqrt{T^*T}v =S(s_1\langle v,e_1\rangle e_1 + \cdots +s_m\langle v,e_m\rangle e_m) =s_1\langle v,e_1\rangle f_1 + \cdots +s_m\langle v,e_m\rangle f_m =Tv.