0

Consider the following example first, we have matrix given as,($v\in\mathbb{R}^n$) $$a_{ij}=\delta_{ij}v^4+2v^2v_iv_j$$ Now, define the following projection matrix, $$I^{||}_{ij}=\frac{v_iv_j}{v\cdot v}$$ $$I^{\perp}_{ij}=\delta_{ij}-I^{||}_{ij}$$ Then we can rewrite the matrix as: $$a_{ij}=v^4I^{\perp}_{ij}+3v^4I^{||}_{ij}$$ Thus the inverse can be written down as, (assuming the required conditions) $$a^{-1}_{ij}=\frac{1}{v^4}I^{\perp}_{ij}+\frac{1}{3v^4}I^{||}_{ij}$$

My problem is the following: Suppose we now have matrix elements like this: $$a_{ij}=\delta_{ij}(v^4+u^4)+2v^2v_iv_j+2u^2 u_iu_j+2u\cdot v(u_iv_j+v_iu_j)$$

Is there any way to find proper projection matrices?

1 Answers1

2

Relating the answer to the simpler problem

Let $I$ denote the identity matrix. Taking $v$ to be a column-vector, your first matrix can be written in the form $$ A = \|v\|^4 I + 2\|v\|^2vv^T. $$ This is a rank-1 perturbation of a scalar matrix, so its determinant, inverse, eigenvalues, and eigenvectors can all be easily found. In particular, the eigenvalues of $A$ are given by $\|v\|^4$ and $3\|v\|^4$.

The projection matrices $I^{\perp}$ and $I^\|$ are the spectral projections of the symmetric matrix $A$, i.e. the orthogonal projections on to the eigenspaces of $A$ associated with the respective eigenvalues. Your expressions for $A$ and $A^{-1}$ arise as a consequence of this fact.

Note that $I^\perp$ and $I^\|$ are also the spectral projections associated with the rank-1 matrix $A - \|v\|^4 I = 2\|v\|^2 vv^T$.


Justification of approach

The second matrix that you have written is $$ B = (\|u\|^4 + \|v\|^4)I + 2 \|v\|^2 vv^T + 2\|u\|^2 uu^T + 2u^Tv(uv^T + v^Tu). \tag{1} $$ To begin, we consider the matrix $M = B - (\|u\|^4 + \|v\|^4)I$, $$ M = 2 \|v\|^2 vv^T + 2\|u\|^2 uu^T + 2u^Tv(uv^T + v^Tu). $$ We can write $M$ in the form $$ M = 2[vv^Tvv^T + vv^Tuu^T + uu^Tvv^T + uu^Tuu^T]\\ = 2(vv^T + uu^T)^2. $$ Assuming that $u,v$ are linearly indepednent, both $(vv^T + uu^T)$ and hence $M$ will be rank-2 matrices, making $B$ a rank-2 perturbation of the identity matrix. The eigenvectors of $M$ will be the same as those of $B$.

For the remainder of this answer, I will assume that $u,v$ are linearly independent.

In order to find the eigenvectors of $M$, we begin by noting that for any vector $w \in \operatorname{span}(\{u,v\})^\perp$, we have $Mv = 0$. Because $M$ is symmetric, it follows that the remaining eigenvectors can be found within the invariant subspace $\operatorname{span}(\{u,v\})$. To that end, we set up the equation $$ (M - \lambda I)(c_1 u + c_2 v) = 0 \iff\\ (M - \lambda I)\pmatrix{u & v}\pmatrix{c_1\\c_2} = 0 \iff\\ \pmatrix{u & v}^T(M - \lambda I)\pmatrix{u & v}\pmatrix{c_1\\c_2} = 0 $$ Let $Q$ denote the matrix $Q = [u \ \ v]$, and $c = (c_1,c_2)^T$. Because $u,v$ are linearly independent, $Q^TQ$ is invertible. We can write the above as $$ Q^T(M - \lambda I)Q c = 0 \iff\\ (Q^TMQ - \lambda (Q^TQ)I)c = 0 \iff\\ (Q^TQ)^{-1}(Q^TMQ - \lambda (Q^TQ)I)c = 0 \iff\\ [(Q^TQ)^{-1}Q^TMQ - \lambda I] c = 0. $$ Thus, the vectors $c$ corresponding to eigenvectors of $M$ will themselves be the eigenvectors of the $2 \times 2$ matrix $(Q^TQ)^{-1}Q^TMQ$. Once you have the two eigenvectors $y^{(1)},y^{(2)}$ of $M$ corresponding to the non-zero eigenvalues $\lambda_1,\lambda_2$, if we take $I^{\|}_1,I^{\|}_2$ to be the spectral projections $$ I^{\|}_1 = \frac{y^{(1)}{y^{(1)T}}}{\|y^{(1)}\|^2}, \quad I^{\|}_2 = \frac{y^{(2)}{y^{(2)T}}}{\|y^{(2)}\|^2} $$ and $I^\perp = I - I^\|_1 - I^\|_2$, then it follows that $$ M = 0 I^\perp + \lambda_1 I^\|_1 + \lambda_2 I^\|_2, $$ so that $B = (\|u\|^4 + \|v\|^4)I + M$ is given by $$ B = (\|u\|^4 + \|v\|^4) I^\perp + (\|u\|^4 + \|v\|^4 + \lambda_1) I^\|_1 + (\|u\|^4 + \|v\|^4 + \lambda_2)I^\|_2. $$


Step by step procedure

In light of the above, we can obtain a decomposition in terms of the "proper matrices" as follows: suppose that we are given vectors $u,v$ (associated with the matrix $B$ from Equation (1)). Denote $M = B - (\|u\|^4 + \|v\|^4)I$, where $I$ is the identity matrix. Denote $Q = [u\ \ v]$.

  1. Compute the $2 \times 2$ matrix $P = (Q^TQ)^{-1}Q^TMQ$
  2. Find eigenvalue/eigenvector pairs $\lambda_1, x^{(1)}$ and $\lambda_2, x^{(2)}$ of $P$
  3. Obtain associated eigenvectors of $B$, $y^{(i)} = x^{(i)}_1 u + x^{(i)}_2v$ for $i = 1,2$.
  4. Compute the spectral projection matrices, $$ I^{\|}_1 = \frac{y^{(1)}{y^{(1)T}}}{\|y^{(1)}\|^2}, \quad I^{\|}_2 = \frac{y^{(2)}{y^{(2)T}}}{\|y^{(2)}\|^2}, \quad I^\perp = I - I^\|_1 - I^\|_2. $$
  5. The matrix $B$ can be decomposed as follows: $$ B = (\|u\|^4 + \|v\|^4) I^\perp + (\|u\|^4 + \|v\|^4 + \lambda_1) I^\|_1 + (\|u\|^4 + \|v\|^4 + \lambda_2)I^\|_2. $$

Explicit expression for the eigenvalues

We find that $M = 2(QQ^T)^2$. It follows that $$ (Q^TQ)^{-1}Q^TMQ = \\ 2(Q^TQ)^{-1}Q^T(QQ^TQQ^T)Q = \\ 2(Q^TQ)^{-1}(Q^TQ)(Q^TQQ^TQ) = \\ 2(Q^TQ)^2. $$ It follows that the desired eigenvalues are the squares of the eigenvalues of $Q^TQ$ multiplied by $2$ and that the eigenvectors are equal to the eigenvectors of $Q^TQ$. We find that $$ Q^TQ = \pmatrix{ u^Tu & u^Tv\\ v^Tu & v^Tv} = \pmatrix{\|u\|^2 & u^Tv\\ u^Tv & \|v\|^2}. $$ With the quadratic formula, we find that the eigenvalues are given by $$ \lambda_1 = \frac 12 \left(\|u\|^2 + \|v\|^2 + \sqrt{(\|u\|^2 + \|v\|^2)^2 - 4[\|u\|^2\|v\|^2 - (u^Tv)^2]}\right)^2\\ \lambda_2 = \frac 12 \left(\|u\|^2 + \|v\|^2 - \sqrt{(\|u\|^2 + \|v\|^2)^2 - 4[\|u\|^2\|v\|^2 - (u^Tv)^2]}\right)^2, $$ which simplifies further to $$ \lambda_1 = \frac 12 \left(\|u\|^2 + \|v\|^2 + \sqrt{(\|u\|^2 - \|v\|^2)^2 + 4(u^Tv)^2}\right)^2\\ \lambda_2 = \frac 12 \left(\|u\|^2 + \|v\|^2 - \sqrt{(\|u\|^2 - \|v\|^2)^2 + 4(u^Tv)^2}\right)^2. $$ In the case where $u^Tv \neq 0$, the associated eigenvectors can be written as $$ x^{(i)} = \pmatrix{u^Tv \\ \sqrt{\lambda_i/2} - \|u\|^2}, \qquad i =1,2. $$

Ben Grossmann
  • 225,327