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单词 ProofOfWielandtHoffmanTheorem
释义

proof of Wielandt-Hoffman theorem


Since both A and B are normal, they can be diagonalized by unitary transformationsMathworldPlanetmath:

A=VCVandB=WDW,

where C and D are diagonalMathworldPlanetmath, V and W are unitary, and ()denotes the conjugate transposeMathworldPlanetmath. The Frobenius matrix norm is defined by the quadratic form AF2=tr[AA] and is invariantunder unitary transformations, hence

A-BF2=VCV-WDWF2=CF2+DF2-2Retr[CUDU],

where U=WV. The matrix U is also unitary, let its matrix elementsbe given by (U)ij=uij. Unitarity implies that the matrix withelements |uij|2 has its row and column sums equal to 1, in other words,it is doubly stochastic.

The diagonal elements Cii=ai are eigenvaluesMathworldPlanetmathPlanetmathPlanetmathPlanetmath of A andDii=bi are those of B. Writing out the Frobenius normMathworldPlanetmath explicitly,we get

A-BF2=i(|ai|2+|bi|2)-2Reija¯i|uij|2bji(|ai|2+|bi|2)-2minSReija¯isijbj,

where the minimum is taken over all doubly stochastic matrices S, whoseelements are (S)ij=sij. By the Birkoff-von Neumann theorem, doublystochastic matrices form a closed convex (http://planetmath.org/ConvexSet) polyhedronMathworldPlanetmathwith permutation matricesMathworldPlanetmath at the vertices. The expressionija¯isijbj is a linear functionalMathworldPlanetmath on this polyhedron,hence its minimum is achieved at one of the vertices, that is when Sis a permutation matrix.

If S represents the permutation σ, its action can be written asjsijbj=bσ(i). Finally, we can write the lastinequalityMathworldPlanetmath as

A-BF2i(|ai|2+|bσ(i)|2)-2minσReija¯ibσ(i)=minσ|ai-bσ(i)|2,

which is exactly the statement of the Wielandt-Hoffman theorem.

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更新时间:2025/5/4 8:28:04