Page 156 - Linear Algebra Done Right
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Chapter 7. Operators on Inner-Product Spaces
                       144
                                                Proof: To prove the easy direction, first suppose that there is an
                                              orthonormal basis of V such that the matrix of T is a block diagonal
                                              matrix where each block is a 1-by-1 matrix or a 2-by-2 matrix of the
                                              form 7.26. With respect to this basis, the matrix of T commutes with
                                              the matrix of T  ∗  (which is the conjugate of the matrix of T), as you
                                              should verify (use formula 7.24 for the product of two block diagonal
                                              matrices). Thus T commutes with T , which means that T is normal.
                                                                              ∗
                                                To prove the other direction, now suppose that T is normal. We will
                                              prove our desired result by induction on the dimension of V. To get
                                              started, note that our desired result clearly holds if dim V = 1 (trivially)
                                              or if dim V = 2 (if T is self-adjoint, use the real spectral theorem 7.13;
                                              if T is not self-adjoint, use 7.15).
                                                Now assume that dim V> 2 and that the desired result holds on
                                              vector spaces of smaller dimension. Let U be a subspace of V of di-
                                              mension 1 that is invariant under T if such a subspace exists (in other
                                              words, if T has a nonzero eigenvector, let U be the span of this eigen-
                                              vector). If no such subspace exists, let U be a subspace of V of dimen-
                                              sion 2 that is invariant under T (an invariant subspace of dimension 1
                                              or 2 always exists by 5.24).
                         In a real vector space  If dim U = 1, choose a vector in U with norm 1; this vector will
                       with dimension 1, there  be an orthonormal basis of U, and of course the matrix of T| U is a
                            are precisely two  1-by-1 matrix. If dim U = 2, then T| U is normal (by 7.18) but not self-
                         vectors with norm 1.  adjoint (otherwise T| U , and hence T, would have a nonzero eigenvector;
                                              see 7.12), and thus we can choose an orthonormal basis of U with re-
                                              spect to which the matrix of T| U has the form 7.26 (see 7.15).
                                                Now U  ⊥  is invariant under T and T| U ⊥ is a normal operator on U  ⊥
                                              (see 7.18). Thus by our induction hypothesis, there is an orthonormal
                                              basis of U  ⊥  with respect to which the matrix of T| U ⊥ has the desired
                                              form. Adjoining this basis to the basis of U gives an orthonormal basis
                                              of V with respect to which the matrix of T has the desired form.

                                              Positive Operators


                        Many mathematicians     An operator T ∈L(V) is called positive if T is self-adjoint and
                            also use the term                            Tv, v ð 0
                         positive semidefinite
                       operator, which means  for all v ∈ V. Note that if V is a complex vector space, then the
                         the same as positive  condition that T be self-adjoint can be dropped from this definition
                                   operator.  (by 7.3).
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