Mathematical Methods for Physics and Engineering : A Comprehensive Guide

(lu) #1

MATRICES AND VECTOR SPACES


also. Another, rather more general, expression that is also real is theHermitian


form


H(x)≡x†Ax, (8.112)

whereAis Hermitian (i.e.A†=A) and the components ofxmay now be complex.


It is straightforward to show thatHis real, since


H∗=(HT)∗=x†A†x=x†Ax=H.

With suitable generalisation, the properties of quadratic forms apply also to Her-


mitian forms, but to keep the presentation simple we will restrict our discussion


to quadratic forms.


A special case of a quadratic (Hermitian) form is one for whichQ=xTAx

is greater than zero for all column matricesx. By choosing as the basis the


eigenvectors ofAwe haveQin the form


Q=λ 1 x^21 +λ 2 x^22 +λ 3 x^23.

The requirement thatQ>0 for allxmeans that all the eigenvaluesλiofAmust


be positive. A symmetric (Hermitian) matrixAwith this property is calledpositive


definite.If,instead,Q≥0 for allxthen it is possible that some of the eigenvalues


are zero, andAis calledpositive semi-definite.


8.17.1 The stationary properties of the eigenvectors

Consider a quadratic form, such asQ(x)=〈x|Ax〉, equation (8.105), in a fixed


basis. As the vectorxis varied, through changes in its three componentsx 1 ,x 2


andx 3 , the value of the quantityQalso varies. Because of the homogeneous


form ofQwe may restrict any investigation of these variations to vectors of unit


length (since multiplying any vectorxby any scalarksimply multiplies the value


ofQby a factork^2 ).


Of particular interest are any vectorsxthat make the value of the quadratic

form a maximum or minimum. A necessary, but not sufficient, condition for this


is thatQis stationary with respect to small variations ∆xinx, whilst〈x|x〉is


maintained at a constant value (unity).


In the chosen basis the quadratic form is given byQ=xTAxand, using

Lagrange undetermined multipliers to incorporate the variational constraints, we


are led to seek solutions of


∆[xTAx−λ(xTx−1)] = 0. (8.113)

This may be used directly, together with the fact that (∆xT)Ax=xTA∆x,sinceA


is symmetric, to obtain


Ax=λx (8.114)
Free download pdf