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Linear Algebra, Theory And Applications, 2012a

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324 SELF ADJOINT OPERATORS<br />

and so from (13.18),<br />

(<br />

r∑<br />

r∑<br />

)<br />

RUx = b k F x k = F b k x k<br />

k=1<br />

Is F ( ∑ r<br />

k=1 b kx k )=F (x)?<br />

( ( r∑<br />

)<br />

( r∑<br />

) )<br />

F b k x k − F (x) ,F b k x k − F (x)<br />

k=1 k=1<br />

k=1<br />

=<br />

=<br />

=<br />

=<br />

( ( r∑<br />

) ( r∑<br />

))<br />

(F ∗ F ) b k x k − x , b k x k − x<br />

k=1<br />

k=1<br />

( ( r∑<br />

) ( r∑<br />

))<br />

U 2 b k x k − x , b k x k − x<br />

k=1 k=1<br />

( ( r∑<br />

) ( r∑<br />

))<br />

U b k x k − x ,U b k x k − x<br />

k=1<br />

k=1<br />

)<br />

r∑<br />

b k Ux k − Ux, b k Ux k − Ux =0<br />

( r∑<br />

k=1<br />

Because from (13.19), Ux = ∑ r<br />

k=1 b kUx k . Therefore, RUx = F ( ∑ r<br />

k=1 b kx k )=F (x). <br />

The following corollary follows as a simple consequence of this theorem. It is called the<br />

left polar decomposition.<br />

k=1<br />

Corollary 13.6.3 Let F ∈L(X, Y ) and suppose n ≥ m where X is a Hilbert space of<br />

dimension n and Y is a Hilbert space of dimension m. Then there exists a Hermitian U ∈<br />

L (X, X) , and an element of L (X, Y ) ,R,such that<br />

F = UR, RR ∗ = I.<br />

Proof: Recall that L ∗∗ = L and (ML) ∗ = L ∗ M ∗ . Now apply Theorem 13.6.2 to<br />

F ∗ ∈L(Y,X). Thus,<br />

F ∗ = R ∗ U<br />

where R ∗ and U satisfy the conditions of that theorem. Then<br />

F = UR<br />

and RR ∗ = R ∗∗ R ∗ = I. <br />

The following existence theorem for the polar decomposition of an element of L (X, X)<br />

is a corollary.<br />

Corollary 13.6.4 Let F ∈L(X, X). Then there exists a Hermitian W ∈L(X, X) , and<br />

a unitary matrix Q such that F = WQ, and there exists a Hermitian U ∈L(X, X) and a<br />

unitary R, such that F = RU.<br />

This corollary has a fascinating relation to the question whether a given linear transformation<br />

is normal. Recall that an n × n matrix A, is normal if AA ∗ = A ∗ A. Retain the same<br />

definition for an element of L (X, X) .<br />

Theorem 13.6.5 Let F ∈L(X, X) . Then F is normal if and only if in Corollary 13.6.4<br />

RU = UR and QW = WQ.

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