Page 93 - Matrices theory and applications
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4. Norms
                              76
                                    (c) If θ ∈ IR, let us denote by U θ the diagonal matrix, whose kth
                                       diagonal term equals exp(ikθ). Show that
                                                                  2π
                                                              1

                                                                     irθ
                                                                        U θ AU dθ.
                                                     D r (A)=
                                                                    e
                                                                             ∗
                                                                             θ
                                                             2π
                                                                 0
                                   (d) Deduce that  D r (A) ≤ A .
                                    (e) Let p be an integer between zero and n − 1and r =2p +1. Let
                                       us denote by T r (A) the matrix whose entry of index (j, k)equals
                                       a jk if |k − j|≤ p, and zero otherwise. For example, T 3 (A)is a
                                       tridiagonal matrix. Show that
                                                             1     2π
                                                     T r (A)=       d p (θ)U θ AU dθ,
                                                                             ∗
                                                                             θ
                                                             2π  0
                                       where
                                                                    p
                                                                       ikθ
                                                            d p (θ)=  e
                                                                   −p
                                       is the Dirichlet kernel.
                                    (f) Deduce that  T r (A) ≤ L p  A ,where
                                                               1     2π
                                                         L p =       |d p (θ)|dθ
                                                              2π  0
                                       is the Lebesgue constant (note: L p =4π −2  log p + O(1)).
                                    (g) Let ∆(A) be the upper triangular matrix whose entries above
                                       the diagonal coincide with those of A.Using thematrix

                                                                0    ∆(A) ∗
                                                        B =                  ,
                                                              ∆(A)     0
                                       show that  ∆(A)  2 ≤ L n A  2 (observe that  B  2 =  ∆(A)  2 ).
                                   (h) What inequality do we obtain for ∆ 0 (A), the strictly upper tri-
                                       angular matrix whose entries lying strictly above the diagonal
                                       coincide with those of A?
                                              n
                               14. We endow CC with the usual Hermitian structure, so that M n (CC)is
                                   equipped with the norm  A  = ρ(A A) 1/2 .
                                                                  ∗
                                   Suppose we are given a sequence of matrices (A j ) j∈ZZ in M n (CC)and
                                                           1
                                   a summable sequence γ ∈ l (ZZ) of positive real numbers. Assume,
                                   finally, that for every pair (j, k) ∈ ZZ × ZZ,
                                                                                  2
                                                              2
                                              A A k  ≤ γ(j − k) ,   A j A  ≤ γ(j − k) .
                                                ∗
                                                                       ∗
                                                j                      k
                                    (a) Let F be a finite subset of ZZ.Let B F denote the sum of the
                                       A j ’s as j runs over F.Show that
                                                 (B B F ) 2m  ≤ card F  γ  2m ,  ∀m ∈ IN.
                                                   ∗
                                                   F                    1
                                   (b) Deduce that  B F  ≤  γ  1.
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