2

I recently have come across the concept of the Gramian. For some set of vectors $\{v_1,\dots v_n\}\subset\mathbb{C}^m$, $n\leq m$, we have that $$ \operatorname{Vol}(v_1,\dots,v_n)=\sqrt{\det A} $$ where $A_{ij}=v_i\cdot v_j$. The value $\det A$ is then given the name of "the Gramian," and can be used to generalize volumes in higher dimensional spaces.

I wanted to prove that this is the case for myself. The proof for when $n=m$ is rather trivial. We can write that if $B_i=v_i$, then $A=B^\dagger B$, which means that $\det A=\det B^\dagger\det B=(\det B)^2$, and it is well known that $\det B=\det(v_1,\dots,v_m)=\operatorname{Vol}(v_1,\dots,v_n)$.

Where I start to struggle is for when $n<m$. Does anyone have any hints on how to proceed?

  • What do you want to prove? that this volume is equal to the Lebesgue measure of the pave of sides $v_i$? – julio_es_sui_glace Jun 26 '23 at 20:51
  • When $m<n$ you will find that your matrix $V^T V$ has rank <$m$ so it will be $0$, which is coherent since its pave is not full-dimensional, hence it has $0$ for Lebesgue measure. – julio_es_sui_glace Jun 26 '23 at 20:55
  • Now that I think about it, I don't really know what I'm trying to prove. I guess it would be nice for it to agree with the Lebesgue measure. I guess I could also take the Gramian to define the volume of the n-dimensional polytope. Now I think about it more, this may not be the best question, lol. – Joshua G-F Jun 26 '23 at 20:56
  • When $n<m$, that is not necessarily true. The matrix is $n\times n$, not $m \times m$. For example, if the set of vectors is ${e_1,e_2}\subset\mathbb{C}^3$ and such that $e_i$ is the $i$-th standard basis vector, $\det A=1$, which makes sense because the area of the parallelogram spanned by the set is 1. – Joshua G-F Jun 26 '23 at 21:00
  • no if you embed it in a plane its volume will be $1$, but right now you consider the lebesgue measure in dimension $3$, so it's $0$, and $\det A=0$ your matrix is of rank $2$ but of size $3$ from what I got, but if the matrix is $n\times n$ then what you said applies, you just need to restrict to a lower dimensional space (beware of the distortion) – julio_es_sui_glace Jun 26 '23 at 21:03
  • No, that determinant is not $0$. $A\in M^{2\times2}$, not $M^{3\times 3}$. $A_{ij}=e_i\cdot e_j$ for $i,j\in{1,2}$, and you can evaluate that to be $1$. I agree that the Lebesgue measure in dimension $3$ would be $0$, but this determinant is not. – Joshua G-F Jun 26 '23 at 21:05
  • Ok I got what you wanted to prove, if you want I know how to do it but I think you can do it: Just consider the linear map from $\span(v_i)$ to $\mathbb{R}^n$ and change variables, if you compute the lebesgue measure of you're pave in this subspace, you will exactly find the volume you were looking for – julio_es_sui_glace Jun 26 '23 at 21:08
  • @JulesBesson Hmm, where is the term "pave" from? – coiso Jun 26 '23 at 21:13
  • I don't know I translated "pavé" from French I did not want to search sorry, I'm thinking, how to define an induced lebesgue measure on a subspace? – julio_es_sui_glace Jun 26 '23 at 21:14
  • @JulesBesson Is there any way to can add a little bit more detail? – Joshua G-F Jun 26 '23 at 21:18
  • That was a real interrogation, I don't know, I just realized that maybe I haven't seen such a definition yet, or I don't remember haha – julio_es_sui_glace Jun 26 '23 at 21:22
  • Ok Done it! :) I had to think a bit – julio_es_sui_glace Jun 26 '23 at 21:43
  • Relevant answer: https://math.stackexchange.com/a/982191/73934 – rych Jun 27 '23 at 11:11

2 Answers2

1

First I would say this, we have $V = (v_1,\dots,v_n)$ of size $m\times n$. Assume the $v_i$ are free I can have a weak equivalent of the polar decomposition: there exists $S \in S_n^{++}(\mathbb{R})$ and $U$ of size $m \times n$ right orthogonal, i.e $$U^TU = I_n $$ And $$V = US$$ For this just consider $S = \sqrt{V^TV}$ the only square root symmetric definite positive, and $U =V S^{-1}$. Since $U$ is right orthogonal, its restriction on $F = \text{Span}(v_i)_i$ will preserve the induced lebesgue measure.

Why? It turns out that we could extend $U$ to $F^\bot$ in $\tilde{U} \in O_m(\mathbb{R})$ and $\tilde{U}$ would send $F$ to $\mathbb{R}^n \times \{0_{m-n}\}$, on which an induced lebesgue measure is well defined.

So if we set $$P = [0,v_1] \times \cdots \times [0,v_n]\subset F$$ $$Q = [0,1]^n \subset \mathbb{R}^n$$ With the change of variable defined by $V$ which sends $F$ on $\mathbb{R}^n$ we would have $$\lambda_F (P) = |\det S| \lambda_{\mathbb{R}^n} (Q) = \det S = \sqrt{\det V^T V} = \text{Vol} (v_i)_i$$

1

I came up with a different solution, using just elementary calculus results. Suppose that we have a (not necessarily orthonormal) basis $\{v_1,\dots,v_n\}$ for $\mathbb{R}^n$. We will design an orthogonal basis $\{b_1,\dots,b_n\}$ from this basis by using a recursive process akin to the Gram-Schmidt process.

Let $b_i\in\operatorname{Span}\{v_1,\dots,v_{i-1}\}^\perp\cap\operatorname{Span}\{v_1,\dots,v_i\}$. In other words, there exists $\beta_1,\dots,\beta_i\in\mathbb{R}$ such that $$ b_i=\sum_{j=1}^i\beta_jv_j $$ Note we can write the following system of $(i-1)$ equations: $$ \begin{pmatrix} \sum_{j=1}^i\beta_j(v_j\cdot v_1)\\ \vdots\\ \sum_{j=1}^i\beta_j(v_j\cdot v_{i-1}) \end{pmatrix}= \begin{pmatrix} 0\\\vdots\\0 \end{pmatrix} $$ Now, if we add just one more (trivial) equation, $\beta_i=\beta_i$, then we can write a system of $i$ equations with $i$ unknowns: $$ \begin{pmatrix} v_1\cdot v_1&\dots&v_i\cdot v_1\\ \vdots&\ddots&\vdots\\ v_1\cdot v_{i-1}&\dots&v_i\cdot v_{i-1}\\ 0&\dots&1 \end{pmatrix} \begin{pmatrix} \beta_1\\\vdots\\\beta_i \end{pmatrix} = \begin{pmatrix} 0\\\vdots\\0\\\beta_i \end{pmatrix} $$ Let the matrix be the matrix $B$, and using Cramer's rule, we can claim $$ \det(B)\beta_j=\left\vert \begin{matrix} v_1\cdot v_1&\dots&v_{j-1}\cdot v_1&0&v_{j+1}\cdot v_1&\dots&v_i\cdot v_1\\ \vdots&\ddots&\vdots&\vdots&\vdots&\ddots&\vdots\\ v_1\cdot v_{i-1}&\dots&v_{j-1}\cdot v_{i-1}&0&v_{j+1}\cdot v_{i-1}&\dots&v_i\cdot v_{i-1}\\ 0&\dots&0&\beta_i&0&\dots&1 \end{matrix} \right\vert $$ Notice that we can simplify this a bit to obtain $$ \det(B)\beta_j=\left\vert \begin{matrix} v_1\cdot v_1&\dots&v_{j-1}\cdot v_1&0&v_{j+1}\cdot v_1&\dots&v_i\cdot v_1\\ \vdots&\ddots&\vdots&\vdots&\vdots&\ddots&\vdots\\ v_1\cdot v_{i-1}&\dots&v_{j-1}\cdot v_{i-1}&0&v_{j+1}\cdot v_{i-1}&\dots&v_i\cdot v_{i-1}\\ 0&\dots&0&1&0&\dots&1 \end{matrix} \right\vert\beta_i $$ If $\det(B)=\beta_i$, it is easy to confirm that $$ \beta_j=(-1)^{i+j}\det(v_k\cdot v_l),~k\in\{1,\dots,i-1\},~l\in\{1,\dots,i\}\setminus\{j\} $$ It is easy to then confirm that we can now say $$ b_i=\sum_{j=1}^i(-1)^{i+j}\det(v_k\cdot v_l) $$ where $k$ and $l$ are indexed by the same $k$ and $l$ as above. So, we can abuse a bit of notation and write $$ b_i=\left\vert \begin{matrix} v_1\cdot v_1&\dots&v_i\cdot v_1\\ \vdots&\ddots&\vdots\\ v_1\cdot v_{i-1}&\dots&v_i\cdot v_{i-1}\\ v_1&\dots&v_i \end{matrix} \right\vert $$ And, it follows that $\{b_1,\dots,b_n\}$ is an orthonormal basis for $\mathbb{R}^n$.

Now, we will use the fact that $$ \int_{[0,1]^n}d^nx=(1)^n=1 $$ to find $$ \operatorname{Vol}(v_1,\dots,v_n)\equiv\int_{[0,v_1]\times\dots\times[0,v_n]}\prod_{i=1}^nd(x\cdot v_i) $$ Let $e_i=b_i/\left\vert b_i\right\vert$, where $\{b_1,\dots,b_n\}$ is the orthogonal basis found using the process used before. Notice that $$ d^nk=\prod_{i=1}^nd(k\cdot e_i) $$ This is true because $\{e_i\}$ is related to all other orthonormal bases by linear plane isometries, which all have Jacobian of $1$. So, by simple rescaling, we get $$ d^nk=\prod_{i=1}^n\frac{d(k\cdot b_i)}{\left\vert b_i\right\vert} $$ We can write that $$ b_i^2= \left\vert \begin{matrix} v_1\cdot v_1&\dots&v_i\cdot v_1\\ \vdots&\ddots&\vdots\\ v_1\cdot v_{i-1}&\dots&v_i\cdot v_{i-1}\\ b_i\cdot v_1&\dots&b_i\cdot v_i \end{matrix} \right\vert $$ Because by construction, $b_i\in\operatorname{Span}(v_1,\dots,v_{i-1})^\perp$, $b_i\cdot v_j=0$ for $j<i$. Now, notice that $$ b_i\cdot v_i= \left\vert \begin{matrix} v_1\cdot v_1&\dots&v_i\cdot v_1\\ \vdots&\ddots&\vdots\\ v_1\cdot v_{i-1}&\dots&v_i\cdot v_{i-1}\\ v_i\cdot v_1&\dots&v_i\cdot v_i \end{matrix} \right\vert $$ Or, in other words, $b_i=G(v_1,\dots,v_i)$, where $G$ is the Gramian. This means $$ b_i^2= \left\vert \begin{matrix} v_1\cdot v_1&\dots&v_i\cdot v_1\\ \vdots&\ddots&\vdots\\ v_1\cdot v_{i-1}&\dots&v_i\cdot v_{i-1}\\ 0&\dots&G(v_1,\dots,v_i) \end{matrix} \right\vert $$ Or, in other words, $$ b_i^2= G(v_1,\dots,v_i)G(v_1,\dots,v_{i-1}) $$ I will now define $G_i\equiv G(v_1,\dots,v_i)$. This means that $$ d^nk=\prod_{i=1}^n\frac{d(k\cdot b_i)}{\sqrt{G_{i-1}G_i}} $$ Notice that by reordering this product, we can simply write $$ d^nk=\sqrt{\frac{G_0}{G_n}}\prod_{i=1}^n\frac{d(k\cdot b_i)}{\sqrt{G_{i-1}^2}}=G_n^{-1/2}\prod_{i=1}^nd(k\cdot b_i) $$ Now, notice that $$ \frac{\partial(k\cdot b_i)}{\partial(k\cdot v_j)}=0 $$ if $j>i$ because then $k\cdot b_i$ is independent of $k\cdot v_j$. This means that our Jacobian matrix is upper triangular. So, this means that the Jacobian determinant is just going to be $$ \det(J)=\prod_{i=1}^n\frac{\partial(k\cdot b_i)}{\partial(k\cdot v_i)} $$ Notice that $k\cdot b_i=(k\cdot v_i)G_{i-1}+C$, where $C$ is a function that does not depend on $k\cdot v_i$, so we can simply write $$ \det(J)=\prod_{i=1}^nG_{i-1} $$ So, we can finally write that $$ d^nk=G_n^{-1/2}\prod_{i=1}^n\frac{G_{i-1}}{G_{i-1}}d(v_i\cdot k) $$ Or, in other words, $$ \int_{[0,1]^n}d^nk=G^{-1/2}\int_{[0,v_1]\times\dots\times[0,v_n]}\prod_{i=1}^nd(v_i\cdot k) $$ And, finally, $$ \operatorname{Vol}(v_1,\dots,v_n)=G(v_1,\dots,v_n)^{1/2} $$ I know the proof can be made shorter, but this was what was most intuitive for me!

  • The “elementary calculus result” have hidden linear algebra, in particular the variable change theorem which uses the polar decomposition, this is essentially the same idea we had but with different realizations. – julio_es_sui_glace Jun 29 '23 at 11:27
  • 1
    I see what you're saying! I'll be honest, my math skills aren't the strongest yet, so I didn't fully understand that part first time around, but now that I am looking more into it, it seems that instead of going through the whole ordeal of finding an orthonormal basis, you simply used a theorem that basically said the one you wanted exists. – Joshua G-F Jun 30 '23 at 15:55
  • Yes but maybe this was badly written: what I meant was we had the same idea but your execution is different and mostly impressive, I would have lost my way in your computations :) – julio_es_sui_glace Jun 30 '23 at 16:42