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| author | Juan Marín Noguera <juan.marinn@um.es> | 2020-03-03 16:56:29 +0100 |
|---|---|---|
| committer | Juan Marín Noguera <juan.marinn@um.es> | 2020-03-03 16:56:29 +0100 |
| commit | ccaa7965a778eacd1307b8295a183c5b5c831678 (patch) | |
| tree | d06b94723f0efc7d115edd1c6658d627896c580c | |
| parent | bce277c8860b70236c784af58bed11f3a9fc84ee (diff) | |
tema 1, ahora si
| -rw-r--r-- | anm/n1.lyx | 661 |
1 files changed, 605 insertions, 56 deletions
@@ -865,6 +865,12 @@ normal \end_layout \begin_layout Enumerate +\begin_inset CommandInset label +LatexCommand label +name "enu:unitary" + +\end_inset + Existe \begin_inset Formula $U\in{\cal M}_{n}$ \end_inset @@ -874,18 +880,180 @@ Existe \end_inset es triangular superior. -\begin_inset Note Note -status open +\end_layout -\begin_layout Plain Layout -a1[19] +\begin_deeper +\begin_layout Standard +Lo probamos primero para +\begin_inset Formula $U$ +\end_inset + + cualquiera. + Para +\begin_inset Formula $n=1$ +\end_inset + + esto es claro. + Sea ahora +\begin_inset Formula $n>1$ +\end_inset + + y supongamos esto probado para +\begin_inset Formula $n-1$ +\end_inset + +. + Si +\begin_inset Formula $f:\mathbb{C}^{n}\to\mathbb{C}^{n}$ +\end_inset + + es la aplicación lineal asociada a +\begin_inset Formula $f$ +\end_inset + +, por el teorema fundamental del álgebra, el polinomio característico de + +\begin_inset Formula $A$ +\end_inset + + tendrá raíz y por tanto +\begin_inset Formula $f$ +\end_inset + + tendrá un valor propio +\begin_inset Formula $\lambda\in\mathbb{C}$ +\end_inset + + con vector propio asociado +\begin_inset Formula $v_{1}$ +\end_inset + +. + Sean +\begin_inset Formula $p_{2},\dots,p_{n}$ +\end_inset + + tales que +\begin_inset Formula $(v_{1},p_{2},\dots,p_{n})$ +\end_inset + + es base de +\begin_inset Formula $\mathbb{C}^{n}$ +\end_inset + + y +\begin_inset Formula $W:=\text{span}(p_{2},\dots,p_{n})$ +\end_inset + +, existen +\begin_inset Formula $g:W\to W$ +\end_inset + + y +\begin_inset Formula $\alpha_{2},\dots,\alpha_{n}\in\mathbb{C}$ +\end_inset + + tales que, para +\begin_inset Formula $2\leq k\leq n$ +\end_inset + +, +\begin_inset Formula $f(p_{k})=\alpha_{k}v_{1}+g(p_{k})$ +\end_inset + +. + \end_layout +\begin_layout Standard +Por la hipótesis de inducción, existe una base +\begin_inset Formula $(v_{2},\dots,v_{n})$ +\end_inset + + de +\begin_inset Formula $W$ +\end_inset + + en la que la matriz de +\begin_inset Formula $g$ +\end_inset + + es triangular superior. + Si, para +\begin_inset Formula $2\leq i\leq n$ +\end_inset + +, +\begin_inset Formula $v_{i}=:\sum_{j=2}^{n}\gamma_{ij}p_{j}$ +\end_inset + +, como +\begin_inset Formula $f(v_{1})=\lambda v_{1}$ +\end_inset + + y, para +\begin_inset Formula $2\leq i\leq n$ +\end_inset + +, +\begin_inset Formula $f(v_{i})=\left(\sum_{k=2}^{n}\alpha_{k}\gamma_{ik}\right)v_{1}+g(v_{i})$ +\end_inset + +, tenemos que la matriz +\begin_inset Formula $(b_{ij})$ +\end_inset + + de +\begin_inset Formula $f$ +\end_inset + + con la base +\begin_inset Formula $(v_{1},\dots,v_{n})$ +\end_inset + + es triangular superior. + +\end_layout + +\begin_layout Standard +Por el método de Gram-Schmidt, existe una base ortonormal +\begin_inset Formula $(u_{1},\dots,u_{n})$ +\end_inset + + tal que, para +\begin_inset Formula $1\leq k\leq n$ +\end_inset + +, +\begin_inset Formula $\text{span}(u_{1},\dots,u_{k})=\text{span}(v_{1},\dots,v_{k})$ +\end_inset + +, y como +\begin_inset Formula $f(v_{k})=\sum_{i=1}^{j}b_{ik}v_{i}$ +\end_inset + + es combinación lineal de +\begin_inset Formula $(v_{1},\dots,v_{k})$ \end_inset +, también lo es de +\begin_inset Formula $(u_{1},\dots,u_{k})$ +\end_inset + + y +\begin_inset Formula $f$ +\end_inset + + se expresa en la base +\begin_inset Formula $(u_{1},\dots,u_{n})$ +\end_inset + como matriz triangular. + Como esta base es ortonormal respecto al producto escalar hermitiano, la + matriz de paso es unitaria. \end_layout +\end_deeper \begin_layout Enumerate Si \begin_inset Formula $A$ @@ -959,23 +1127,47 @@ Si \begin_inset Formula $O$ \end_inset - ortogonal con + ortogonal real con \begin_inset Formula $O^{-1}AO$ \end_inset diagonal. +\end_layout + +\begin_deeper +\begin_layout Standard +En este caso, la matriz es diagonalizable en +\begin_inset Formula $\mathbb{R}$ +\end_inset + + \begin_inset Note Note status open \begin_layout Plain Layout -a1[19] +¿por qué? \end_layout \end_inset +, por lo que podemos seguir los mismos pasos que +\begin_inset space ~ +\end_inset + +en +\begin_inset CommandInset ref +LatexCommand ref +reference "enu:unitary" +plural "false" +caps "false" +noprefix "false" +\end_inset + + usando el producto escalar euclídeo. \end_layout +\end_deeper \begin_layout Standard Dada \begin_inset Formula $A\in{\cal M}_{n}$ @@ -1002,7 +1194,20 @@ valores singulares \begin_inset Formula $A$ \end_inset - a las raíces cuadradas de estos valores propios, y existen + a las raíces cuadradas de estos valores propios. + Entonces: +\end_layout + +\begin_layout Enumerate +Para +\begin_inset Formula $A\in\mathbb{C}^{n}$ +\end_inset + + con valores singulares +\begin_inset Formula $\mu_{1},\dots,\mu_{n}$ +\end_inset + +, existen \begin_inset Formula $U$ \end_inset @@ -1010,29 +1215,155 @@ valores singulares \begin_inset Formula $V$ \end_inset - ortogonales tales que -\begin_inset Formula $U^{*}AV$ + unitarias tales que +\begin_inset Formula $U^{*}AV=\text{diag}(\mu_{1},\dots,\mu_{n})$ \end_inset - es una matriz diagonal cuya diagonal está formada por los valores singulares - de +. +\end_layout + +\begin_deeper +\begin_layout Standard +\begin_inset Formula $A^{*}A$ +\end_inset + + es normal, pues +\begin_inset Formula $(A^{*}A)^{*}=A^{*}A$ +\end_inset + + y por tanto +\begin_inset Formula $(A^{*}A)(A^{*}A)^{*}=(A^{*}A)^{*}(A^{*}A)$ +\end_inset + +. + Por el teorema anterior, existe +\begin_inset Formula $V$ +\end_inset + + unitaria tal que +\begin_inset Formula $V^{*}A^{*}AV=\text{diag}(\mu_{1}^{2},\dots,\mu_{n}^{2})$ +\end_inset + +, donde los +\begin_inset Formula $\mu_{i}$ +\end_inset + + son los valores singulares de \begin_inset Formula $A$ \end_inset . - -\begin_inset Note Note -status open + Si +\begin_inset Formula $f_{1},\dots,f_{n}$ +\end_inset + + son las columnas de +\begin_inset Formula $AV$ +\end_inset + +, entonces +\begin_inset Formula $f_{i}^{*}f_{j}=\mu_{i}^{2}\delta_{ij}$ +\end_inset + + para +\begin_inset Formula $i,j\in\{1,\dots,n\}$ +\end_inset + +. + Podemos suponer que los valores singulares nulos son +\begin_inset Formula $\mu_{1},\dots,\mu_{r}$ +\end_inset + +, luego +\begin_inset Formula $f_{1},\dots,f_{r}=0$ +\end_inset + +, y haciendo +\begin_inset Formula $u_{j}:=\frac{f_{j}}{\mu_{j}}$ +\end_inset + + para +\begin_inset Formula $j\in\{r+1,\dots,n\}$ +\end_inset + +, queda +\begin_inset Formula $u_{i}^{*}u_{j}=\delta_{ij}$ +\end_inset + + para +\begin_inset Formula $i,j\in\{r+1,\dots,n\}$ +\end_inset + +, es decir, +\begin_inset Formula $\{u_{r+1},\dots,u_{n}\}$ +\end_inset + + son ortogonales. + Completando con vectores ortogonales +\begin_inset Formula $u_{1},\dots,u_{r}$ +\end_inset + + se obtiene una base ortonormal de +\begin_inset Formula $\mathbb{C}^{n}$ +\end_inset + +, y llamando +\begin_inset Formula $U$ +\end_inset + + a la matriz con columnas +\begin_inset Formula $(u_{1},\dots,u_{n})$ +\end_inset + +, queda que +\begin_inset Formula +\[ +(U^{*}AV)_{ij}=u_{i}^{*}f_{j}=\begin{cases} +0 & \text{si }1\leq j\leq r\\ +\mu_{j}u_{i}^{*}u_{j} & \text{si }r+1\leq j\leq n +\end{cases}=\mu_{i}\delta_{ij}. +\] + +\end_inset + -\begin_layout Plain Layout -a1[20] \end_layout +\end_deeper +\begin_layout Enumerate +Para +\begin_inset Formula $A\in\mathbb{R}^{n}$ +\end_inset + + con valores singulares +\begin_inset Formula $\mu_{1},\dots,\mu_{n}$ +\end_inset + +, existen +\begin_inset Formula $U$ \end_inset + y +\begin_inset Formula $V$ +\end_inset + + ortogonales tales que +\begin_inset Formula $U^{t}AV=\text{diag}(\mu_{1},\dots,\mu_{n})$ +\end_inset +. \end_layout +\begin_deeper +\begin_layout Standard +Análogo, viendo que +\begin_inset Formula $A^{t}A$ +\end_inset + + es simétrica y cambiando adjuntas por traspuestas y unitarias por ortogonales. +\end_layout + +\end_deeper \begin_layout Section Cocientes de Rayleigh \end_layout @@ -1144,7 +1475,7 @@ Sean \end_inset , -\begin_inset Formula $v\in\mathbb{C}^{n}\setminus\{0\}$ +\begin_inset Formula $v\in\mathbb{C}^{n}\setminus0$ \end_inset y @@ -1152,10 +1483,13 @@ Sean \end_inset , -\begin_inset Formula $R_{A}(v)=\frac{v^{*}Av}{v^{*}v}=\frac{w^{*}U^{*}AUw}{w^{*}U^{*}Uw}=\frac{D}{w^{*}w}=\frac{\sum_{k}\lambda_{k}|w_{k}|^{2}}{\sum_{k}|w_{k}|^{2}}$ +\begin_inset Formula +\[ +R_{A}(v)=\frac{v^{*}Av}{v^{*}v}=\frac{w^{*}U^{*}AUw}{w^{*}U^{*}Uw}=\frac{D}{w^{*}w}=\frac{\sum_{k}\lambda_{k}|w_{k}|^{2}}{\sum_{k}|w_{k}|^{2}}. +\] + \end_inset -. Como \begin_inset Formula $w$ \end_inset @@ -1181,7 +1515,7 @@ Sean \end_deeper \begin_layout Enumerate -\begin_inset Formula $\lambda_{k}=\max\{R_{A}(v):v\in E_{k}\setminus\{0\}\}$ +\begin_inset Formula $\lambda_{k}=\max_{v\in E_{k}\setminus0}R_{A}(v)$ \end_inset . @@ -1189,12 +1523,23 @@ Sean \begin_deeper \begin_layout Standard -\begin_inset Note Note -status open +Si +\begin_inset Formula $v$ +\end_inset -\begin_layout Plain Layout -a1[21] -\end_layout + es de la forma +\begin_inset Formula $\sum_{i=1}^{k}\alpha_{i}p_{i}$ +\end_inset + +, +\begin_inset Formula $w=(\alpha_{1},\dots,\alpha_{k},0,\dots,0)$ +\end_inset + +, y como los valores propios están ordenados, +\begin_inset Formula +\[ +R_{A}(v)=\frac{\sum_{i=1}^{k}\lambda_{i}|\alpha_{i}|^{2}}{\sum_{i=1}^{k}|\alpha_{i}|^{2}}\leq\frac{\sum_{i=1}^{k}\lambda_{k}|\alpha_{k}|^{2}}{\sum_{i=1}^{k}|\alpha_{k}|^{2}}=\lambda_{k}=R_{A}(p_{k}). +\] \end_inset @@ -1203,7 +1548,7 @@ a1[21] \end_deeper \begin_layout Enumerate -\begin_inset Formula $\lambda_{k}=\min\{R_{A}(v):v\bot E_{k-1}\}$ +\begin_inset Formula $\lambda_{k}=\min_{0\neq v\bot E_{k-1}}R_{A}(v)$ \end_inset . @@ -1211,60 +1556,119 @@ a1[21] \begin_deeper \begin_layout Standard -\begin_inset Note Note -status open - -\begin_layout Plain Layout -a1[21] -\end_layout - +En este caso, +\begin_inset Formula $v$ \end_inset + es de la forma +\begin_inset Formula $\sum_{i=k}^{n}\alpha_{i}p_{i}$ +\end_inset +, y el razonamiento es análogo al del punto anterior. \end_layout \end_deeper \begin_layout Enumerate -\begin_inset Formula $\lambda_{k}=\min_{E\in{\cal S}_{k}}\max\{R_{A}(v):v\in E\setminus\{0\}\}$ +\begin_inset Formula $\lambda_{k}=\min_{W\in{\cal S}_{k}}\max_{v\in W\setminus0}R_{A}(v)$ \end_inset . \end_layout \begin_deeper -\begin_layout Standard -\begin_inset Note Note +\begin_layout Enumerate +\begin_inset Argument item:1 status open \begin_layout Plain Layout -a1[21] -\end_layout - +\begin_inset Formula $\geq]$ \end_inset \end_layout -\end_deeper -\begin_layout Enumerate -\begin_inset Formula $\lambda_{k}=\max_{E\in{\cal S}_{k-1}}\min\{R_{A}(v):v\bot E\}$ +\end_inset + + +\begin_inset Formula $\lambda_{k}=\max_{v\in E_{k}\setminus\{0\}}R_{A}(v)\overset{E_{k}\in{\cal S}_{k}}{\leq}\inf_{W\in{\cal S}_{k}}\max_{v\in W\setminus\{0\}}R_{A}(v)$ \end_inset . \end_layout -\begin_deeper -\begin_layout Standard -\begin_inset Note Note +\begin_layout Enumerate +\begin_inset Argument item:1 status open \begin_layout Plain Layout -a1[21] +\begin_inset Formula $\leq]$ +\end_inset + + \end_layout \end_inset +Queremos ver que +\begin_inset Formula $\forall W\in{\cal S}_{k},\lambda_{k}\leq\max_{v\in W\setminus\{0\}}R_{A}(v)$ +\end_inset +. + Si +\begin_inset Formula $E_{k-1}^{\bot}:=\{v\in V:v\bot E_{k-1}\}$ +\end_inset + +, basta ver que para todo subespacio +\begin_inset Formula $W$ +\end_inset + + de dimensión +\begin_inset Formula $k$ +\end_inset + +, +\begin_inset Formula $W\cap E_{k-1}^{\bot}\neq0$ +\end_inset + +, pues entonces, para +\begin_inset Formula $v\in(W\cap E_{k-1}^{\bot})\setminus0$ +\end_inset + +, como +\begin_inset Formula $0\neq v\bot E_{k-1}$ +\end_inset + +, +\begin_inset Formula $\lambda_{k}\leq\min_{0\neq v\bot E_{k-1}}R_{A}(v)$ +\end_inset + +. + Pero como +\begin_inset Formula $E_{k-1}^{\bot}$ +\end_inset + + tiene dimensión +\begin_inset Formula $n-k+1$ +\end_inset + +, por Grassmann, +\begin_inset Formula $\dim(W\cap E_{k-1}^{\bot})=\dim W+\dim E_{k-1}^{\bot}-\dim(W\oplus E_{k-1}^{\bot})\leq\dim W+\dim E_{k-1}^{\bot}-\dim\mathbb{C}^{n}=k+n-k+1-n=1$ +\end_inset + +. +\end_layout + +\end_deeper +\begin_layout Enumerate +\begin_inset Formula $\lambda_{k}=\max_{E\in{\cal S}_{k-1}}\min_{0\neq v\bot E}R_{A}(v)$ +\end_inset + +. +\end_layout + +\begin_deeper +\begin_layout Standard +Análogo. \end_layout \end_deeper @@ -1442,6 +1846,13 @@ Entonces, para \end_layout \begin_layout Standard +\begin_inset Newpage pagebreak +\end_inset + + +\end_layout + +\begin_layout Standard Sea \begin_inset Formula $A:=(a_{ij})_{ij}\in{\cal M}_{n}(\mathbb{C})$ \end_inset @@ -1922,16 +2333,63 @@ Toda norma matricial cumple . -\begin_inset Note Note -status open +\series bold +Demostración: +\series default + Sabemos que +\begin_inset Formula $\rho(B)\leq\Vert B\Vert$ +\end_inset -\begin_layout Plain Layout -a1[26] -\end_layout +, y como +\begin_inset Formula $\rho(B)=\rho(B^{k})^{1/k}$ +\end_inset +, queda +\begin_inset Formula $\rho(B)\leq\Vert B^{k}\Vert^{1/k}$ \end_inset + para todo +\begin_inset Formula $k$ +\end_inset +. + Fijado ahora +\begin_inset Formula $\varepsilon>0$ +\end_inset + +, sea +\begin_inset Formula $B_{\varepsilon}:=\frac{B}{\rho(B)+\varepsilon}$ +\end_inset + +, se tiene +\begin_inset Formula $\rho(B_{\varepsilon})<1$ +\end_inset + +, por lo que +\begin_inset Formula $\lim_{k}B_{\varepsilon}^{k}=0$ +\end_inset + + y existe +\begin_inset Formula $k_{0}$ +\end_inset + + tal que, para +\begin_inset Formula $k\geq k_{0}$ +\end_inset + +, +\begin_inset Formula $B_{\varepsilon}^{k}\leq1$ +\end_inset + +, pero entonces +\begin_inset Formula $\Vert B_{\varepsilon}^{k}\Vert=\frac{\Vert B^{k}\Vert}{(\rho(B)+\varepsilon)^{k}}\leq1$ +\end_inset + + y +\begin_inset Formula $\Vert B^{k}\Vert^{1/k}\leq\rho(B)+\varepsilon$ +\end_inset + +. \end_layout \begin_layout Section @@ -2237,16 +2695,107 @@ Sean \end_inset -\begin_inset Note Note -status open - -\begin_layout Plain Layout -a1[31] \end_layout +\begin_layout Standard + +\series bold +Demostración: +\series default + Sea +\begin_inset Formula $\lambda\neq\lambda_{1},\dots,\lambda_{n}$ +\end_inset + +, +\begin_inset Formula $D-\lambda I$ +\end_inset + + es invertible con inversa +\begin_inset Formula $\text{diag}(\frac{1}{\lambda_{1}-\lambda},\dots,\frac{1}{\lambda_{n}-\lambda})$ +\end_inset + +. + Si +\begin_inset Formula $\lambda$ +\end_inset + + es valor propio de +\begin_inset Formula $A+\Delta A$ +\end_inset + +, +\begin_inset Formula $A+\Delta A-\lambda I$ +\end_inset + + no debe tener inversa, por lo que tampoco debe tener inversa +\begin_inset Formula $P^{-1}(A+\Delta A-\lambda I)P=P^{-1}AP-P^{-1}\lambda IP+P^{-1}\Delta AP=D-\lambda I+P^{-1}\Delta AP=(D-\lambda I)(I+(D-\lambda I)^{-1}P^{-1}\Delta AP)=:(D-\lambda I)(I+B)$ +\end_inset + +, con lo que +\begin_inset Formula $I+B$ +\end_inset + + no debe ser invertible. + Ahora bien, si +\begin_inset Formula $\Vert B\Vert<1$ \end_inset +, +\begin_inset Formula +\begin{multline*} +(I+B)\sum_{k=0}^{n}(-1)^{k}B^{k}=\sum_{k=0}^{n}(-1)^{k}(B^{k}+B^{k+1})=\sum_{k=0}^{n}(-1)^{k}B^{k}+\sum_{k=1}^{n+1}(-1)^{k-1}B^{n}=\\ +=\sum_{k=0}^{n}(-1)^{k}B^{k}-\sum_{k=1}^{n+1}(-1)^{k}B^{k}=B^{0}+(-1)^{n}B^{n+1}=I+(-1)^{n}B^{n+1}, +\end{multline*} + +\end_inset + + pero +\begin_inset Formula $\lim_{n}B^{n+1}=0$ +\end_inset + +, luego +\begin_inset Formula +\[ +(I+B)\sum_{k=0}^{\infty}(-1)^{k}B^{k}=\lim_{n}(I+(-1)^{n}B^{n+1})=I +\] + +\end_inset + y +\begin_inset Formula $\sum_{k=0}^{\infty}(-1)^{k}B^{k}$ +\end_inset + + es la inversa de +\begin_inset Formula $I+B$ +\end_inset + +. + Por tanto +\begin_inset Formula $\Vert B\Vert\geq1$ +\end_inset + +, luego +\begin_inset Formula $1\leq\Vert(D-\lambda I)^{-1}P^{-1}\Delta AP\Vert\leq\Vert(D-\lambda I)^{-1}\Vert\Vert P^{-1}\Vert\Vert\Delta A\Vert\Vert P\Vert=\Vert(D-\lambda I)^{-1}\Vert\Vert\Delta A\Vert\text{cond}(P)$ +\end_inset + +, y como +\begin_inset Formula +\[ +\Vert(D-\lambda I)^{-1}\Vert=\max_{k}\left|\frac{1}{\lambda_{k}-\lambda}\right|=\frac{1}{\min_{k}|\lambda_{k}-\lambda|}, +\] + +\end_inset + + queda +\begin_inset Formula $1\leq\frac{\Vert\Delta A\Vert\text{cond}(P)}{\min_{k}|\lambda_{k}-\lambda|}$ +\end_inset + + y por tanto +\begin_inset Formula $\min_{k}|\lambda_{k}-\lambda|\leq\Vert\Delta A\Vert\text{cond}(P)$ +\end_inset + +. + \end_layout \end_body |
