7C Positive Operators


Topics

  • Positive Operators


Positive Operators


Content

  • Definition: Positive Operator
  • Definition: Square Root
  • Theorem: Characterizations of Positive Operators
  • Theorem: Positive Operators have a Unique Positive Square Root

Definition: Positive Operator

An operator TL(V)T \in \mathscr{L}(V) is positive if TT is self-adjoint and T(v),v0\langle T(v), v \rangle \geq 0 for every vV.v \in V.

Definition: Square Root

An operator RR is a square root of an operator TT if R2=T.R^2 = T.

Theorem: Characterizations of Positive Operators

Let TL(V)T \in \mathscr{L}(V). The following are equivalent. a) TT is a positive operator. b) TT is self-adjoint and all eigenvalues of TT are non-negative. c) TT has a diagonal matrix consisting of only non-negative diagonals with respect to some orthonormal basis. d) TT has a positive square root. e) TT has a self-adjoint square root. f) T=RRT = R^*R for some RL(V)R \in \mathscr{L}(V).

Proof:

a) \Rightarrow b): To show that TT must have non-negative eigenvalues, we note that because v>0 \Vert v \Vert > 0 for every eigenvector v,v, this means that T(v),v\langle T(v), v \rangle and λ\lambda must have the same sign, as T(v),v=λv2.\langle T(v), v \rangle = \lambda \Vert v \Vert^2. b) \Rightarrow c): This follows from the spectral theorem, as TT being self-adjoint means there is diagonal matrix for TT with respect to an orthonormal basis. The non-negative eigenvalues are, of course, the diagonal entries. c) \Rightarrow d): Since we have a diagonal matrix for TT with non-negative diagonal entries by hypothesis, we can construct a diagonal matrix with square roots of each of these entries on the diagonal. This is a square root for the diagonal matrix, so its associated operator is a square root of TT. Furthermore, it is positive because its own conjugate transpose and every inner product of the form T(v),v\langle T(v), v \rangle is the standard dot product, which results in a sum of products of non-negative diagonal entries and squares, which are never negative. d) \Rightarrow e): This follows because positive operators are already self-adjoint. Note that the converse, on the other hand, is proven in 5 steps in this proof. e) \Rightarrow f): Setting RR to a self-adjoint square root of TT that exists by hypothesis, we have T=R2=RR.T = R^2 = R^* R. f) \Rightarrow a): Every operator of the form RRR^* R is self-adjoint, even if RR is just a linear map. So we will check that TT is positive. Let vVv \in V. Then

T(v),v=RR(v),v=R(v),R(v)=v2.\langle T(v), v \rangle = \langle R^* R(v), v \rangle = \langle R(v), R(v) \rangle = \Vert v \Vert^2.

Theorem: Positive Operators have a Unique Positive Square Root

Every positive operator on VV has a unique positive square root.

Proof:

With existence proven in the last result, we will prove uniqueness. The strategy for the proof will be in showing that the behavior of R is uniquely determined on eigenvectors. Because VV has an orthonormal basis of eigenvectors of TT, this will be sufficient. Suppose T=R2T=R^2 and RR are both positive operators, and suppose vVv \in V is an eigenvector of TT with eigenvalue λ.\lambda. Let (e1,,en)(e_1, \ldots, e_n) be an orthonormal basis with respect to which RR has a diagonal matrix. So R(v)=R(c1e1+cnen)=λ1c1e1+λncnen,R(v) = R(c_1 e_1 + \cdots c_n e_n) = \lambda_1 c_1 e_1 + \cdots \lambda_n c_n e_n, where the λi\lambda_i's are the non-negative diagonal entries of RR's matrix, and by extension

T(v)=R2(v)=λ12c1e1+λn2cnen. T(v) = R^2(v) = \lambda_1^2 c_1 e_1 + \cdots \lambda_n^2 c_n e_n.

Because we also have T(v)=λvT(v) = \lambda v, this gives us a comparison of coefficients for linearly independent vectors (which must be the same):

c1λv1++cnλvn=λ12c1e1+λn2cnen. c_1 \lambda v_1 + \cdots + c_n \lambda v_n = \lambda_1^2 c_1 e_1 + \cdots \lambda_n^2 c_n e_n.

For all terms where λλi2,\lambda \neq \lambda_i^2, this means ci=0c_i = 0, leaving us with only basis vectors that share the common eigenvalue λ.\sqrt{\lambda}. Therefore, RR must scale vv by the scalar λ,\sqrt{\lambda}, uniquely determining RR's behavior on the eigenvectors of TT in VV.