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PREFACE

"Mathematics," wrote Alfred North Whitehead, "is the most powerful technique for the understanding of pattern and for the analysis of the relations of pat- terns." In its pursuit of pattern, however, mathema- tics itself exhibits pattern; the mathematics on the printed page often has visual appeal. Spatial arrange- ments embodied in formulae can be a source of mathe- matical inspiration and aesthetic delight. The theory of matrices exhibits much that is visually attractive. Thus, diagonal matrices, symmet- ric matrices, (0, 1) matrices, and the like are attractive independently of their applications. In the same category are the circulants. A circulant matrix is one in which a basic row of numbers is repeated again and again, but with a shift in posi- tion. Circulant matrices have many connections to problems in physics, to image processing, to probabil- ity and statistics, to numerical analysis, to number theory, to geometry. The built-in periodicity means that circulants tie in with Fourier analysis and group theory. A different reason may be advanced for the study of circulants. The theory of circulants is a relative- ly easy one. Practically every matrix-theoretic ques- tion for circulants may be resolved in "closed form." Thus the circulants constitute a nontrivial but simple set of objects that the reader may use to practice, and ultimately deepen, a knowledge of matrix theory. Writers on matrix theory appear to have given circulants short shrift, so that the basic facts are

viii

Preface

rediscovered over and over again. This book is inten- ded to serve as a general reference on circulants as well as to provide alternate or supplemental material for intermediate courses in matrix theory. The reader will need to be familiar with the geometry of the com- plex plane and with the elementary portions of matrix theory up through unitary matrices and the diagonaliza- tion of Hermitian matrices. In a few places the Jordan form is used. This work contains some general discussion of matrices (block matrices, Kronecker products, the UDV theorem, generalized inverses). These topics have been included because of their application to circulants and because they are not always available in general books on linear algebra and matrix theory. More than 200 problems of varying difficulty have been included. It would have been possible to develop the theory of circulants and their generalizations from the point of view of finite abelian groups and group matrices. However, my interest in the subject has a strong numer- ical and geometric base, which pointed me in the direc- tion taken. The interested reader will find references to these algebraic matters. Closely related to circulants are the Toeplitz matrices. This theory and its applications constitute a world of its own, and a few references will have to suffice. The bibliography also contains references to applications of circulants in physics and to the solu- tion of differential equations.

I acknowledge the help and advice received from

Professor Emilie V. Haynsworth. At every turn she has

provided me with information, elegant proofs, and encouragement.

I have profited from numerous discussions with

Professors J. H. Ahlberg and Igor Najfeld and should like to thank them for their interest in this essay. Philip R. Thrift suggested some important changes. Thanks are also due to Gary Rosen for the Calcomp plots of the iterated n-gons and to Eleanor Addison for the figures. Katrina Avery, Frances Beagan, Ezoura Fonseca, and Frances Gajdowski have helped me enormous- ly in the preparation of the manuscript, and I wish to thank them for this work, as well as for other help rendered in the past.

Preface

ix

The Canadian Journal of Mathematics has allowed me to reprint portions of an article of mine and I would like to acknowledge this courtesy. Finally, I would like to thank Beatrice Shube for inviting me to join her distinguished roster of scientific authors and the staff of John Wiley and Sons for their efficient and skillful handling of the manuscript.

Philip J. Davis

Providence, Rhode Island April, 1979

CONTENTS

Notation

xiii

Chapter 1 An Introductory Geometrical Application

1

1.1 Nested triangles, 1

1.2 The transformation a, 4

1.3 The transformation o, iterated with different values of s, 10

1.4 Nested polygons, 12

Chapter 2 Introductory Matrix Material

2.1 Block operations, 16

2.2 Direct sums, 21

2.3 Kronecker product, 22

2.4 Permutation matrices, 24

2.5 The Fourier matrix, 31

2.6 Hadamard matrices.

2.7 Trace, 40

2.8 Generalized inverse. 40

2.9 Normal matrices, quadratic forms, and field of values, 59

77

-.

.

Chapter 3 Circulant Matrices

66

3.1 Introductory properties, 66

3.2 Diagonalization of circulants, 72

3.3 Multiplication and inversion of circulants, 85

3.4 Additional properties of circulants, 91

3.5 Circulant transforms, 99

xii

Contents

Chapter 4 Some Geometric Applications of Circulants

Circulant quadratic forms arising in

geometry, 108 The isoperimetric inequality for isosceles polygons, 112 Quadratic forms under side conditions, 114 Nested n-gons, 119 Smoothing and variation reduction, 131 Applications to elementary plane geometry:

n-gons and Kr-grams, 139

The special case: circ(s, t, 0, 0, Elementary geometry and the Moore-Penrose inverse, 148

,

01, 146

Chapter 5 Generalizations omcu?ancs:

9-Circulancs and Block Circblancs

155

5.1 g-circulants, 155

5.2 0-circulants, 163

5.3 PD-matrices, 166

5.4 An equivalence relation on il, 2,

5.5 Jordanization of g-circulants, 173

5.6 Block circulants, 176

5.7 Matrices with circulant blocks, 181

5.8 Block circulants with circulant blocks, 184

5.9 Further generalizations, 191

, n], 171

Chapter 6 Centralizers and Circulants

192

6.1 The leitmotiv, 192

6.2 Systems of linear matrix equations. The centralizer, 192

6.3 t algebras, 203

6.4 Some classes Z(Po, PT), 206

6.5 Circulants and their generalizations, 208

6.6 The centralizer of J; magic squares, 214

6.7 Kronecker products of I, n, and J, 223

6.8 Best approximation by elements of centralizers, 224

Appendix

Bibliography

Index of Authors

Index of Subjects

C the complex number field

'rnx

n

the

set of m x n matrices whose elements are

in C

transpose of A

-

A conjugate of A

A* conjugate transpose of A

A

B B

direct (Kronecker) product of A and B

Hadamard (element by element) product of A and B

A 0 B

A'

Moore-Penrose generalized inverse of A

r (A)

rank of A

If A is square,

det(A)

determinant of A

tr (A) trace of A

h(A)

A -1

p(A)

eigenvalues of A: individually or as a set

inverse of A

spectral radius of A

xiii

roo0

N wooro

.

.

OW

3 I w

P

Q ti.?3 (~rt aim h0 (Dti Y r~g wr. sti r.10 Lou ZT (D w n r r- 0 m

" r. ti w . ti r" c z

m n r-c ~ir0 rtn r"X .rt '(0 w3 C mc 3

h rt 2. 3. r 0.PrtLn w - . 0

X r- ti rt rtOH$P.r-- tim- ~ooQrCoo3r.II* ti o II

z2e;-wrt 0-h C WIItiO rt 3 wrt II

(D @m

u.

x cYr"ar"tin.3(DtirtTU hlr-a-w--h a

m

(0

c

o

-

- - 0

o

P.

n

n

lo N II

o

Y - 0 n rt a r- II

H

n r- n II . -ID . 0 c r.-as h II I

L-

.C .m a

z

- - . " z3 11 C 1CO

X - - -, 0 9 I1

X 410

- r-

x"

ti

;. rt J (D

m

(D

<N r. a II

p -. - r-Q =I H

II I

i-1

- 0 0 C

0 r- rtr. xa Q - 0 I 3 11

3'

x ma

II +

,

w 00 r. 91 T I r- 3 ID

2 r.

w3=a

Q m r 1 r'w

CI

T em r H

OX T * ti

T m

ti * w

w

1

d w ti

ID

w

ti* w mm P

w

.*.

o r.r.

IDP

ra

'<P

=mCI.

r.m

mm

ma

ciT

P ca r.w *m o r. vL1'0

**

**

* r. Q ID rm ti* w z

9w

0 m ID

P-2

IDti

ti0

73

33

* m

m

o

314

w3

*ti

m*

T

t3

3 0 P. * w ti c r.w

mw

Pr.N

03.

z-z

m

mT

tit3

r:(:

ffl t3 0

*

PO

3 0

ti w m < I

30

rm

Q

ti

ww

z*

?"

;:lo

2

(41

(5)

An

Introductory

Geometrical Application

Given

whose

The

a

midpoint

of

T2

T7,

-

there

is

a

unique

it

triangle

all

T,

triangle

is

is.

among

area

minimum

triangles

T,

L

that

are

inscribed

in

T,

L

and

whose

ver-

tices

divide

the

sides

of

T1

in

a

fixed

ratio,

cyclically.

 

(6)

If

the

midpoint

triangle

of

T7 is

-

T?,

-

and

Nested

Triangles

Prove

Prove

of

Conclude,

that

that

T".

area

the

T n+l = perimeter

1/4

of

area

Tn+l

on

this

basis,

that

Tn

c.g.

TI

(Figure

1.1.2).

-

T

n

=

.

1/2

perimeter

converges

to

Describe

triangle;

the

situation

when

T1

is

when

T,

is

equilateral.

a

right

3

successively

for

T4,

T5,

,

this

nested

Given

a

triangle

T1,

construct

a

triangle

To such

set

of

triangles

converges

to

the

center

of

that

T1

is

its

midpoint

triangle.

 

gravity

the

angle

dinates

of

center

T,

A

with

of

vertices

geometric

gravity

have

i

=

1,

rapidity.

of

[By

(c.9.)

a tri-

coor-

the

whose

(xi,

rectangular

2,

3,

is

yi),

meant

 

point

1/3(x1

+ x2

+ x3,

 

y1

+

y2

+ y3).l

 
 

Figure

1.2.2

 

PROBLEMS

 

1.

Prove

that

the

triangles

Tn

are

all

similar.

 

2.

Prove

that

the

medians

 

of

Tn,

 

n

=

2,

3,

,

lie

along

the

medians

of

T~.

 
 

-

3.

Prove

that

the

c.9.

of

T_,

n

=

2,

3,

 

,

coin-

cides

with

the

c.g.

of

T1.

The

subtriangles.

these,

midpoint

triangle

Suppose

of

T1

-

that

selected

arbitrarily.

divides

T,

Now

T1

-

into

four

of

-

designates

let

one

Tn desig-

nate

the

sequence

of

triangles

that

result

from

an

iteration

of

this

process.

Prove

that

Tn

converges

to

a

point.

Prove

that

every

point

inside TI

and

on

its

sides

is

the

limit

of

an

appropriate

Systematize,

sequence

in

T

n

.

some way,

the

selection

process

have

the

same

area

and

the

same

in

Problem

9.

If

two

triangles

perimeter

Let

Tl

P

be

AA

B

1

=

are

an

C

1

1'

they

necessarily

point

T2

congruent?

in

the

arbitrary

Let

lying

1

)

be

trj

=

o(T

determined

Figure

1.1.3

4 An Introductory

Geometrical Application

n

Fisure 1.1.3. Determine the rate at which U (T,)

<

I

converges to P.

1.2 THE TRANSFORMATION U

As a first generalization, consider the following transformation a of the triangle T1. Select a

nonnegative number s: 0 < s < 1, and set

Let A2, B2, C2 be the points on the sides of the triangle T1 such that

In this equation A A designates the length of the

12

llne segment from A

1 to A2, and so on.

Thus the

points A

ratio s/t, working consistently in a counterclockwise fashion. (See Figure 1.2.1.)

divide the sides of Tl into the

2' B2'

C

2

The Transformation o

Write

(1.2.3)

T2 = AA2B2C2 = 0 (TI)

and in general

(1.23

Tn+, = o(Tn)

n

= o (T1),

n = 1, 2, 3,

Figure 1.2.2 illustrates the sequence T for s =

t = 3/4.

n

Figure 1.2.2

5

The transformation a depends, of course, on the

parameter s, and we shall write os when it is neces-

sary to distinguish the parameter.

To analyze this situation, one might work with vectors, but it is particularly convenient in the case of plane figures to place the triangle T in the com-

plex plane.

and designate the coordinates of Tn systematically by

We write z = x +

iy, 2 = x - ly, i = fl,

1.

z

z2, z31 = z3. The transformation a operating succes-

sively on

z

2n'

z

3n'

Write, for simplicity, zll - zl, z

-

, is therefore given by

In'

21

T 1' T2'

=

N +N

Nl

w N + N N I I N I- + NI +

NI

P +

+ N N +

WN

N-

W

I N- -w N NI

NI

+

H wN

N

- N

r

W

'IN

ET

rD

'I

N + Nm N

m

rnw

rt rt + N

N

I--

-

-

N -

-

-

- NO

---+-N

N- - N

IW

m r I w- m W 07 + NN

rt rt LO +

-

mrm

I--

-c< c--

-*e

--

W I

+ W

-

-

$ -

a m rt 511 w 3- 0- nr . r e 3

a 30 r-. 0 rD 3'F rt *LO 7 rtr m nm 3 0 rt Di Yr 0 r o rt

H

rt. -

.3 0 n e II

r- r9

10-

m-

-.

7

-

Pe

3 Di. mwrttm

.

rt.

m.

Y

WH3

w rt r. m

. SP rtr. n 3 m E

DiLQLO

rtwr

em

rt Dirt ow Ort

a

r r. 0 03 so rt 2 LO rD

0 r

mma

C.0

*or.

-C.

3.-

sr-w

rt

3

0 m 3

rD

3' rj r.

o 5 0 r r

a

s

s h rD 3 G m

rt

rt

3

LO

LO

m w

w

w

e

r-

14 a w 3 r. m m r. o hm mw J m3 3 rt 0 r-

3 0 3 tim Dim hrD r.n m sr V OF ea

art

Crt

3 G w h

LO

Di

Dim

C.ID

rt.0

ODirD,

rt

c133

-

lih.

a a Y 0 rt n C. 3 w G

h s rt

or

I-Na

(3

om

0

t-Nh

I- t- - - - - - N e < N . I1 N FNP

01

ml

0

+

+

PI

N - - N + N

- +

-

k-

W N

8 An Introductory Geometrical Application

so that

12.14

lim z.

=

0

for i =

1, 2, 3.

n+m

Itn

We have therefore proved the following theorem.

be

Theorem 1.2.1.

the sequence of nested triangles given by Tn =

o"(~~),n = 1, 2,

Let 0 < s < 1 be fixed and let T

I,

Then Tn .converges to

c.g. (T1).

The function V(T) is a simple example of a

Lyapunov

The c.g. is known as the limit set of the process.

function for a system of di.fference equations.

It is also of interest to see how the area of T1

changes under o. Designate the area by p(T1). Assum-

ing, as

z3 = x

wise order, we have

we have, that z, = x, + iylr z2 = x2 + iy2,

3

+ iy

3

A

A

are the vertices of T1 in counterclock-

The Transformation o

Theorem 1.2.2. min 1.s.o ,,J (o(TI)) occurs uniquely when s = 1/2 and equals (1/4)u(T1).

The minimum value of g(s) = 1 - 3s + 3s2

occurs uniquely when s = 1/2 and equals 1/4.

Proof.

-

9

PROBLEMS

1. Interpret the transformation o geometrically when

s is real but does not satisfy does o do when s = l?

0

<

s <

1.

What

2. Interpret the transformation o geometrically when

s and t are complex.

3. In this case, find a formula for V(o(T 1 1).

4. Let V(T

-

1 designate the polar moment of inertia of

T1 about its center of gravity, regarding T1 as a

lamina of unit density. Prove that

5.

Let o(T ) have

1

vertices A2, B2, C2. Then the lines

A1B2, B1C2, CIA2 are concurrent if and only if s =

t =

1/2.

(Use Ceva's theorem.)

6. Let T be an equilateral triangle. Then for any s,

S (T) is equilateral. Interpret this as an eigen-

o

value property of

\ t

0

s'

Thus the equilateral triangles are "eigenfigures"

10

An Introductory Geometrical Application

of o.

Generalize. @: Let the vertices of T

in counterclockwise order be zl, z2, z3.

is equilateral if and only if zl + wz where w = exp(2ni/3).

2

Then T + w z3 = 0,

THE TRANSFORMATION a, ITERATED WITH DIFFERENT

VALUES OF S

As observed, the transformation o depends on the selec- tion of the parameter s. Let us indicate this by writ-

1.3

ing o .

S

Begin with the triangle T and form

1

Now iterate this, using different values of the para- meter s. We obtain

so that, in general.

We then have from (1.2.10)

Whether or not V(Tn) converges to 0 depends on the

-

behavior of the infinite product Ilc=19(~k)-

m

2

IIkxl(l - 3Sk + 3Sk).

2

Let pk = 3sk - 3sk = 3s (1 - sk).

k

Then

m

w

IIkz1g(sk) = IIkzl(l - pk).

Assuming that 0 < sk < 1,

we have 0 < pk < 3/4. then limn,,lIk=l(l-pk) n"

As is well known, if iF=l~k< m,

exists and is not zero.

On the

other hand, if Ikz1pk - -, then lirnn,,n~=,(l-pk)

-

= 0.

(See, e.g., Knopp, 1928, pp. 219-221.) Thus we must

investigate the convergence of 1" k=l s k (1-sk)

end, for 0 < s

< 0, introduce

k

To this

Different Values of s

11

2

kX!E. lz=l(~k- sk) <

if and only if 'Irn

k=l k

s* < -.

Proof.

-

o<s -s

k

2

k

= Sk(l - Sk) <

s k

and

1 - Sk

5

.n

Hence Ik=ls{ C other hand,

c*

rn implies tk=l(sk -

min(Sk, 1-S k ) = sg

2

sk) < m.

On the

Hence lk=l~i= - implies

m

This leads to

Theorem 1.3.1

(b) If lL=l~{ (

m

lk=l(sk - sk ) = a.

2

then

In Case (a), as before, limn+,-T = c.g. (T~)In

n

case (b), one conjectures that [T I approach a non-

We

shall return to this point in Section 3.6 for a more complete analysis.

trivial limiting triangle T, (see Figure 1.3.1).

n

PROBLEMS

1.

Let s

k

= l/(k + 1l2, k = 1, 2,

Compute,

12

An Introductory Geometrical Application

2.

Figure 1.3.1

approximately, limk_,l~ (Tk)/b (TI).

Do

the same with s

k = exp(-pk), p > 0, k =

1, 2,

1.4 NESTED POLYGONS

We pass now from triangles to polygons. Let z,, z,,

-

A

, z be ordered vertices of a polygon P (assumed to

P

be located in the complex plane). We make no restric- tions on the complex numbers zk, so that P may be con-

vex or nonconvex, simply covered or not; furthermore, the points z, are not necessarily distinct so that the

polygon may have -"multiplevertices." All geometric constructions described below are to be interpreted appropriately with this in mind. We shall also call

such a figure a p-gon. We shall assume, however, that

the

the origin. This means that

center of gravity of P, l/p(zl + .-. + z ), is at

P

1

Nested Polygons

13

Each side of P is now divided in length into the

ratio s/t, 0 < s <

-

1, t = 1 - s, proceeding cyclically

counterclockw~se. The points of division form the ver-

tices of a new polygon

&[P).

(See Figure

1.4.1.) We

wish to discuss what happens when this transformation

is iterated.

 

Figure 1.4.1

 

t

Let pn = an (P~),let the vertices of Pn have the

' and for Simplicity

coordinates z

l,nr 2.n' write z 1,1 = zl,

z

p,n'

P

.

,

z

-

- z

The transformation

P,l

o may obviously be written in matrix form as

-

14 An Introductory Geometrical ~pplication

If one writes

and abbreviates the p x p matrix in the right hand of (1.4.2) by G, then

(14.2 Zn+l = GZn;

Z1 = a given

initial vector.

This is a linear autonomous system of difference equa- tions, that is, Gis independent of n. The solution of this iteration is

Thus the limitinq behavior of P_ (i.e., Z-) as n + = depends substantially on the behavior of G" as n + -. The matrix G is a circulant matrix; that is, in each successive row the elements move to the right one position (with wraparound at the edges). It is also true that the matrix G is a nonnegative. doubly stochastic, irreducible, and normal matrix. In this essay we emphasize the circulant aspect of G. We post- pone further discussion of the p-yon problem until we have somewhat developed the theory of circulants.

I1

II

PROBLEMS

1. Let G =

(gij) be a P * p matrix.

Let the p-gon Z1

be transformed into the p-gon Z2 linearly by means of Z2 = GZ1 What are necessary and sufficient conditions on G that it ?reserve centers of

sravitv? Express as an eiqenvalue-vector condition. -

2. Let G (as in Problem 1) satisfy G~ = I for some positive integer k. Describe the geometric situa- tion upon iteGation.

3.

Suppose that Z is given and that

0

Nested Polygons

15

-

'3n+l

- G3Z3n'

-

'3n+2

-

G1Z3n+l'

-

z

3n+3 - G2Z3n+2'

for n = 0, 1,

Find a formula for Z .

n

Generalize this section to space p-gons (in three

dimensions).

Develop analytical apparatus for generalizing this section to nested polyhedra. let T1 be a tetrahedron. Let T2 be In the particular, tetrahed-

vertices are the c.9.'~ of the faces of

ron T1. Iterate this.

whose

REFERENCES

Convergence of nested polygons:

Rosenman; Huston; Schoenberg Ill.

p-gons in a general setting: Bachmann and Schmidt; Davis 111, 121.

Liapunov functions, limit sets: LaSalle [2].

Berlekamp et al.;

Block Operations

17

2

HNTRODUCTOWY MATRIX

MATERIAL

2.1 BLOCK OPERATIONS

It is very often convenient in both theoretical and computer work to partition a matrix into submatrices. This can be done in numerous ways as suggested by this example:

Each submatrix or block can be labeled by subscripts, and we can display the original matrix with submat- rices or blocks for its elements. The general form of a partitioned matrix therefore is

Dotted lines, bars, commas are all used in an obvious way to indicate partitions. The size of the blocks must be such that they all fit together properly.

This means that the number of rows in each A 13

must be the same for each i and the number of columns

must be the same for each j.

He

The size of

therefore m. x n. for certain integers m.

11 -

is

and n

3

1

I

1

indicate this by writing

2.11'

A =

No. of columns

m

m2

A12

m e

No.

of rows

"1

A square matrix A of order n is often partitioned

symmetrically. with n. > 1.

Suppose that n = nl + n2 + --. + nr Partition A as

1 -

(2.1.2)

A =

(;ll

A12

Arl where size Aij = ni x nj. square matrices of order n

Example.

Ar2

The diagonal blocks Aii are

ArrA1r)

1

XXX

tX X X

X

X

X

X

XXX

XXX

X

X

X

X

X

X

X

X

is a symmetric partition of a 6

Square matrices are often built up, or compounded, of square blocks all of the same size.

6 matrix.

18

:X

:X 1;

XXX

X

Introductory Matrix Material

X

XXXIXXX

XXXIXXX

If a square matrix A of order nk is composed of n x n square submatrices all of order k, it is termed an (n, k) matrix. Thus the matrix depicted above is a (2, 3) matrix. Subject to certain conformability conditions on the blocks, the operations of scalar product, trans- pose, conjugation, addition, and multiplication are carried out in the same way when expressed in block notation as when they are expressed in element nota- tion. This means

-

Here T designates the transpose and * the conjugate transpose.

Block Operations

19

where

= hA.B

1I

Ir=l lr r]

In (2.1.6) the size of each A,. must be the

13

of the corresponding Bii.

-2

size

In (2.1.71, designate the size of A

1I

by Yi X 6

I

by a. x 6. = Yr for

r

13

1

3

and the size of B

1 -< r -< R, the product AirBrj can be formed and pro-

Then, if B

The sum are ai x 6.

matrices and together constitute a partition. Note that the rule for forming the blocks C;; of the matrix

product is the same as when numbers.

duces an a+ x 6; matrix, independently of r. can then be found as indicated and the C

A

J

l:!

3

and

are single

1I

1I

Example.

If A and B are n x n matrices and if

then

nm

am

0-P -

rt on a w

ID a rt rt

P 3' rt

- 9 m ti c m

nti

v ID C 0 ci

WD

I1

*P

-a

-H

z:

-0

m

Y rt IDW ti w n ID ti a

m v P m

H

m c r w < 3

07

C.

rt rt

mc

Yrt

mm

om ma

rtti

10

ID

IDID

10C

00

011

rm

mID

tiw

01

*Y

om:

-

-

z.

0

m

n

0 Y rt

tt

0 m

0

WNV

* o ti !"= m n .d am mw 3~. cia 0

ma

rt0

ti ID

Yci

n r. rt

Y Ir w

'4 "3 ma <w 2z uti vw m r.x a : ur

r.ti

n c au ms ID 0 u I rn

: Q 2 2 33 In

rtrt

rm

v 5; CJ am ;??

rtw

v

w3

go

*ID

m

. N N

rnm~w~r-

ma

rtN

0th

r.m

wrt

ao

mti

3w

mr.

YO

3-

r.

z e

N x z

N z z

I-Up

r N I - - x II I-

N X + x

r II

--

umd ------

N x z

N X I

- - o CI ---

--

22

Introductory Matrix Material

PROBLEPIS

Kronecker Product

23

1.

2.

3.

Let A = A1 O A2 O

Iltz1 det Ai and

O Ak.

Prove that det A =

P

that for integer p, 'A

= 'A1 O A2 O

o AP.

K

Give a linear algebra interpretation of the direct sum along the following lines. Let V be a finite- dimensional vector space and let L and M be sub-

spaces.

vector x E V can be written uniquely in the form

x = y + z with y EL, z E M. if and only if

Write V = L @ M if and only if every

Show that V = L O M

(a) dim V =dim

(b) if {xl,

L + dim M, L nM = {Ol.

and {yl,

,

,xLl

ym) are bases for

L and M, then ixl basis for V.

,xL,Y1,.-.#Yml

is a

The fundamental theorem of rank-canonical form for

square matrices tells us that if A

matrix of rank r, then there exist nonsingular matrices P, Q such that PAQ = Ir @ On-r. Verify

is a n x n

this formulation.

2.3

KRONECKER PRODUCT

Let A and B be m n n and p x q respectively.

Kronecker product (or tensor, or direct product of A and B) is that mp x nq matrix defined by

Then the

Important properties of the Kronecker product are as follows (indicated operations are assumed to be defined):

(1)

(aA) B B = A B (aB) = o(A 8 B); o scalar.

(2) (A+B) BC= (A0C) + (B0C).

C) = (A0 B) + (ABC).

(3) AB (B +

(4) A 0 (B 0 C) = (A 8 B) 0 C.

(5)

(6)

(A B B) (C 0 D) = (AC) B BD.

= A B B.

(7) (A0 B)~=

BB~;(A0 B)* =A* B B*.

We now assume that A and B are square and of

orders m and n.

Then

(9)

tr(A B B) = (tr(A))(tr(B)).

(10) If A and B are nonsingular, so is A 0 B and

(A €4 ~1-l= A-I B B-I. (11) det(A 0 B) = (det ~)~(detB)~. (12) There exists a permutation matrix P (see Section 2.4) depending only on m, n, such that B 0 A = P*(A B B)P. (13) Let p(x, y) designate the polynomial

Let @(A; B) designate the mn x mn matrix

Tham the eigenvalues of D (A; B) are

@(Art

us), r = 1, 2,

,

m, s = 1, 2,

n where A

and B respectively. In particular, the eigenvalues of A 0 B are hy)~<,r = 1, 2,

and uc are the eigenvalues of A

-

r-

PROBLEMS

1. Show that Im B In - Imn.

2. Describe the matrices I B A, A B I.

3. If A is m x m and B is n x n, then A 8 B =

-

(A B

In) (Im 0 B) = (Im B B) (A 0 In).

,

24

Introductory Matrix Material

4.

If A and B are upper (or lower) triangular, then so is A @ B.

5.

If A @ B f 0 is diagonal, so are A and B.

6.

Let A and B have orders m, n respectively. Show

7.

that the matrix (Im 4 B)

eigenvalues .Ar + p , i = 1, 2,

+ (A 8 In) has the

, m, j =

S

1, 2,

, n, where hr and us are the eiqenvalues

of A and B.

Kronecker sum of A a11d B.

Let A and B be of orders m and n.

both are (1) normal, (2) Hermitian, (3) positive

definite, (4) positive semidefinite, and (5) unitary, then A @ B has the corresponding property. See Section 2.9.

This matrix is often called the

If A and B

8. Kronecker powers: Let

= A @ A and, in

general, A[~+'] Alkl @ AIZl.

= A 0 A[~].

Prove

that

,

T

, xmy

9. Prove that (AB)lkl = Ark]B[~].

10.

Let Ax = Ax and By = uy. x =

T

Define z by

zT = [xly , x2y ,

T

that (A @ B) Z = AuZ.

2.4

PERMUTATION MATRICES

A [k+9.1 =

T

xn) .

I. Prove

By a permutation a of the set N = 11, 2,

meant a one-to-one mapping of N onto itself. Includ-

ing the identity permutation there are n! distinct permutations of N. One can indicate a typical per- mutation by

, nl is

u(n) = i n

which is often written as

Permutation Matrices

25

The inverse permutation is designated by a-l. Thus

-1

a (ik) = k.

Let Ei designate the unit (row) vector of n com- ponents which has a 1 in the jth position and 0's elsewhere:

By a permutation matrix of order n is meant a matrix of the form

(2.4.4)

P = (a

11

)

where

a. l,a (i) = 1, i = 1,2,

a.1, 1 = 0 , otherwise.

,n,

The ith row of P has a 1 in the a(i)th

elsewhere.

column and 0's

The jth column of P has a 1 in the

o (j) th row and

each column of P has precisely one 1 in it.

Example

-1

0's elsewhere. Thus each row and

It is easily seen that

26

Introductory Matrix Material

that is, PuA over,

is A with its rows permuted by o.

More-

so that if A = (a

11

)

is r

n,

That

Note also that

is, AP, is A with its columns permuted by o

(2.4.91

POPT = PUT,

-1

.

where the product of the permutations 0, T is applied from left to right. Furthermore,

hence

Therefore

The permutation matrices are thus unitary, forming a subgroup of the unitary group.

Permutation Matrices

27

From (2.4.6), (2.4.8) and (2.4.12) it follows that if A is n x n

so that the similarity transformation PnAP; causes a consistent renumbering of the rows and columns of A by the permutation o. Among the permutation matrices, the matrix

-

"

plays a fundamental role in the theorv of circulants. his corresponds to the forward shift-permutation

o(1) = 2, a(21 = 3,

 

,

.

is, to

the cycle u = (1, 2, 3,

,

n) generating the

cyclic

group of order n (n is for "push").

One has

o(n-1) = n. ofn) = 1. that

corresponding to u2 for which o 2 (1) =

2

3, o (2) = 4,

2

, a (n) = 2.

similarly for nk and ok. n

= I, so that

n

n corresponds to o

The matrix

Note also that

(2.4.17)

nT = n* = n

- 1

= n

n-1

.

A particular instance of (2.4.13) is

(2.4.18)

where A = a

n~n~= (ai+l,j+l 1 and the subscripts are taken mod n.
11

28

Introductory Matrix ater rial

Here is a second instance.

Let L = (Al, A2,

,

'n) T. Then, for any permutation matrix P 0'

(2.4.19)

Po (diag LIP*o = diag(PoL).

A second permutation matrix of importance is

which corresponds to the permutation o(1) = 1, o(2) =

n, o(3) = Exhibited

n - 1,

o(j) = n - j + 2,

,

,

o(n) = 2.

as a product of cycles, o = (1)(2, n)

(3, n - 11, that

, (n, 2).

Also,

It follows that o2 = I, hence

(2.4.22)

r* = rT = r =

-1

r

.

Again, as an instance of (2.4.13),

(2.4.23)

1 (diag L)l = diag(rL).

Finally, we cite the counteridentity K, which has 1's on the main counterdiagonal and 0's elsewhere:

2

One has K = K*, K

-1

= I, K = K

.

Let P = Po designate an n x n permutation matrix.

I

Permutation Matrices

29

Now o may be factored into a product of disjoint

cycles. This factorization is unique up to the

arrangement of factors. Suppose that the cycles in
J

the product have lengths p1~ P2, -

I Pm, (pl + p2 4

+ pm = n).

Let n

designate the n matrix

pk

i (2.4.14) of order pk.

! columns, the cycles in Po can be brought into the form of involving only contiguous indices, that is, indices that are successive inteqers. By (2.4.131,

By a rearrangement of rows and

r then, there exists a permutation matrix R of order n such that

(2.4.25)

RPR* = RPR-'

= n

PI

e

n

p2

e

a71

Pm

.

Since the characteristic polynomial of n~ is Pk (-1)Pk(APk - I), it follows that the characteristic

polynomial of RPR*, hence of P, is Ilk=,(-l) (A

m

Pk

Pk

A

- 1).

The eigenvalues of the permutation matrix P are there- fore the roots of unity comprised in the totality of roots of the m equations:

Example.

:.et 0 be the permutation of 1, 2, 3. 4, 5, 6

for which n(1) = 5, n(2) = 1, o(3) = 6. 014) = 4.

o(5) = 2, ~(6)= 3.

Then o can be factored into cycles

as a = (152)(4)(36). Therefore, m = 3 and p, = 3,

The matrix Po is

p2 = 1, p3 = 2.

.

a 0 V ti m 7 rt J hl m ti m 'i 0

(n rt o o ti m 0

rr s m

- - - - CI r r I I Q m P m LU < 3 m m z

r . I NM

-w

*ti n 3 rtrtrt w~r. 3 XY~ r.

r

3 mm rr- .

wtior-

tirtmrr mwcr.

0 I

w

rt w 3 r8 ID 3rr m %'d n e m om0 r. r.0 mna <L< Po m 2

wvmr.

sm

rr 0 r.r-

CI

e n m CI m

awrm

r-a

m 0 0 3 T2 "?r-

rt >ON Ow 0<3b ti3om rQ ommrt 0 rt-0 m

a

C B

rt

>

cmmv

C m3w

*PC

r.

r.w

ti e

m

rt m r-o J

ti

m

Q r. I

rtm

a

II '0 0 m r emMe r- 3 z (D x m ti T m 0 n N IIs

m

vi

N 0 - 3ti0 r~ 11

n

- X

r.w rr r 3 - m F

ct

I IlXEUO

0 a? a C tr n '2'

-

r-

m

m2

xrt ti

Q m+ m mr !a3 3 r. ti 'i o rt a 3 -r -0 -0 n - nm XP X3 xm

rt mw om em 3s 0LU m

OM

r - - - n x I1 3s

3rt

00

xn

am

X3

- a- -m

-

Q rm heN3

- 0

I1

0 tio rr

rt ~m tro- ort rt m mma mmrt a r r s m rt e (3 rtm r~l - r N 3 I 3

7

- - N . 'd - rt n I

CI -

s rt zm

ti3P'd

.

mBr'd

14 r. I

oa

ti ",

0 01 m rtm N ID07 re* m P ID 0 sm rt 3 < r-a rt m rr e 0 k- (11

'do

w r. r.0 tiQ e a 0

wcr

- rt r.z 01 r

Vl *mu 3 z,"

1 lu *13 as ti e a 01WH

<rrrt

mso

mem

I

G m rr- r.