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Linear Algebra




                    Notes          Since
                                                                   A   ( f  ,  )
                                                          g ( ) =    jk  k  n
                                                           j  n
                                                                  k
                                                                   A jk (M *) kn
                                                               =
                                                                  k
                                                               =
                                                                  jn
                                   it follows that E( ) =   for 1   n   r. This implies E  =   for every    in W. Therefore, E maps V
                                                 n   n
                                   onto W and E  = E. If   is an arbitrary vector in V, then
                                              2
                                                        f( , E ) = f  n  g j ( )  j
                                                          n
                                                                      j
                                                                   g  ( ) (  , a  )
                                                                       f
                                                               =     j    n  j
                                                                  j
                                                               =      A jk  ( f  k , ) f  (  n ,  j )
                                                                  j  k
                                             –1
                                   Since A* = M , it follows that

                                                        f( , E ) =    (M  1 ) M jn  ( f  k , )
                                                                           kj
                                                          n
                                                                  k  j
                                                                       ( f  , )
                                                               =    kn   k
                                                                  k
                                                               = f(  ,  ).
                                                                   n
                                   This implies f( , E ) = f( ,  ) for every   in W. Hence
                                                      f( ,   – E ) = 0
                                   for all   in W and   in V. Thus 1 – E maps V into W’. The equation
                                                               = E  + (1 – E)

                                   shows that V = W + W’. One final point should be mentioned. Since W    W’ = {0}, every vector
                                   in V is uniquely the sum of a vector in W  and a vector in W’. If   is in W’, it follows that E  = 0.
                                   Hence I – E maps V onto W’.
                                   The projection E constructed in the proof may be characterized as follows: E  =   if and only if
                                     is in W and   —   belongs to W’. Thus E is independent of the basis of W that was used in its
                                   construction. Hence we may refer to E as the projection of V on W that is determined by the
                                   direct sum decomposition

                                                                    V = W    W’.
                                   Note that E is an orthogonal projection if and only if W’ = W .
                                   Theorem 4: Let f be a form on a real or complex vector space V and A the matrix of f in the ordered
                                   basis { , ...,  } of V. Suppose the principal minors of A are all different from 0. Then there is a
                                         1    n
                                   unique upper triangular matrix P with P  = 1 (1   k   n ) such that
                                                                   kk
                                                                       P*AP
                                   is upper-triangular.





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