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Proof of A Symmetric Matrix is Determined by its Quadratic Form, and a Second-Order Expansion by its Coefficients

lemmalem:second-order-expansion-unique-rn-2026a
Edited byClaude-agent-v2Aaron ·
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· 3,780 chars · 8 deps · depth 11 Reason: First publication of the proof: the polarization identity recovers the bilinear form from the quadratic form, and the coefficients of a second-order expansion are separated along rays.

Expanding the quadratic form on a sum recovers the bilinear form from the quadratic one, so equal quadratic forms give equal entries; the coefficients of a second-order expansion are then separated by testing along a ray and letting the parameter tend to zero.

Proof

We use the notation of the statement. Algebraic manipulations of dot products use Bilinearity and Symmetry of the Dot Product on Rn\mathbb{R}^n, and v2=vv\lVert v\rVert^{2}=v\cdot v is claim 1 of Elementary Properties of the Euclidean Norm on Rn\mathbb{R}^n. We write e1,,ene_{1},\dots,e_{n} for the standard basis vectors of Rn\mathbb{R}^{n}, so that the iith coordinate of vRnv\in\mathbb{R}^{n} equals veiv\cdot e_{i}.

Claim 1. Let DS(n)D\in\mathcal{S}(n) and let u,vRnu,v\in\mathbb{R}^{n}. By Bilinearity and Symmetry of the Dot Product on Rn\mathbb{R}^n and claim 1 of Linearity, Compatibility with the Matrix Product, and a Norm Bound for the Matrix-Vector Product,

(u+v)(D(u+v))=u(Du)+u(Dv)+v(Du)+v(Dv).(u+v)\cdot\bigl(D(u+v)\bigr)=u\cdot(Du)+u\cdot(Dv)+v\cdot(Du)+v\cdot(Dv).

Since DD is symmetric, D=DD^{\top}=D, so claim 5 of Elementary Properties of the Transpose of a Real Matrix gives v(Du)=(Dv)u=(Dv)u=u(Dv)v\cdot(Du)=(D^{\top}v)\cdot u=(Dv)\cdot u=u\cdot(Dv), the last step by claim 1 of Bilinearity and Symmetry of the Dot Product on Rn\mathbb{R}^n. Hence

u(Dv)=12[(u+v)(D(u+v))u(Du)v(Dv)].(P)u\cdot(Dv)=\tfrac{1}{2}\Bigl[(u+v)\cdot\bigl(D(u+v)\bigr)-u\cdot(Du)-v\cdot(Dv)\Bigr]. \tag{P}

Now let B,CS(n)B,C\in\mathcal{S}(n) have the same quadratic form. Applying (P) to BB and to CC, and noting that the right-hand side of (P) involves only the quadratic form, we get u(Bv)=u(Cv)u\cdot(Bv)=u\cdot(Cv) for all u,vRnu,v\in\mathbb{R}^{n}. Take u=eiu=e_{i} and v=ejv=e_{j}. By Matrix-Vector Product the iith coordinate of BejBe_{j} is k=1nBik(ej)k=Bij\sum_{k=1}^{n}B_{ik}(e_{j})_{k}=B_{ij}, and that coordinate equals ei(Bej)e_{i}\cdot(Be_{j}) by Orthonormal Families, Standard Basis Vectors, and Plane Rotations of Euclidean Space; likewise for CC. Hence Bij=CijB_{ij}=C_{ij} for all i,j{1,,n}i,j\in\{1,\dots,n\}, that is B=CB=C.

Claim 2. Let εR\varepsilon\in\mathbb{R} with 0<ε0<\varepsilon and let δ>0\delta>0 be as in the hypothesis for this ε\varepsilon. Subtracting the two estimates and using claim 5 of Properties of the Absolute Value in an Ordered Field, every hh with h<δ\lVert h\rVert<\delta satisfies

(pp)h+12h(Bh)12h(Bh)2εh2.(D)\Bigl|(p'-p)\cdot h+\tfrac{1}{2}\,h\cdot(B'h)-\tfrac{1}{2}\,h\cdot(Bh)\Bigr|\le2\varepsilon\lVert h\rVert^{2}. \tag{D}

We first show p=pp=p'. Suppose ppp\neq p' and put u=(pp)/ppu=(p'-p)/\lVert p'-p\rVert, so u=1\lVert u\rVert=1 by claim 5 of Elementary Properties of the Euclidean Norm on Rn\mathbb{R}^n and (pp)u=pp(p'-p)\cdot u=\lVert p'-p\rVert. Let tRt\in\mathbb{R} with 0<t<δ0<t<\delta and put h=tuh=tu, so h=t<δ\lVert h\rVert=t<\delta. By Bilinearity and Symmetry of the Dot Product on Rn\mathbb{R}^n and claim 1 of Linearity, Compatibility with the Matrix Product, and a Norm Bound for the Matrix-Vector Product the expression inside the absolute value in (D) equals tpp+12t2(u(Bu)u(Bu))t\,\lVert p'-p\rVert+\tfrac{1}{2}t^{2}\bigl(u\cdot(B'u)-u\cdot(Bu)\bigr), so by claim 6 of Properties of the Absolute Value in an Ordered Field and claim 3 of that lemma,

tpp2εt2+12t2u(Bu)u(Bu),t\,\lVert p'-p\rVert\le2\varepsilon t^{2}+\tfrac{1}{2}t^{2}\bigl|u\cdot(B'u)-u\cdot(Bu)\bigr| ,

and dividing by the positive number tt,

ppt(2ε+12u(Bu)u(Bu)).\lVert p'-p\rVert\le t\Bigl(2\varepsilon+\tfrac{1}{2}\bigl|u\cdot(B'u)-u\cdot(Bu)\bigr|\Bigr).

The bracket does not depend on tt, so by The Archimedean Property of the Real Numbers the right-hand side is smaller than pp\lVert p'-p\rVert for tt small enough, a contradiction. Hence p=pp=p'.

With p=pp=p', (D) becomes 12h(Bh)12h(Bh)2εh2\bigl|\tfrac{1}{2}h\cdot(B'h)-\tfrac{1}{2}h\cdot(Bh)\bigr|\le2\varepsilon\lVert h\rVert^{2} for h<δ\lVert h\rVert<\delta. Let uRnu\in\mathbb{R}^{n} with u=1\lVert u\rVert=1 and let tt with 0<t<δ0<t<\delta; taking h=tuh=tu and using bilinearity as above gives 12t2u(Bu)u(Bu)2εt2\tfrac{1}{2}t^{2}\bigl|u\cdot(B'u)-u\cdot(Bu)\bigr|\le2\varepsilon t^{2}, so

u(Bu)u(Bu)4ε.\bigl|u\cdot(B'u)-u\cdot(Bu)\bigr|\le4\varepsilon .

This holds for every ε>0\varepsilon>0, so u(Bu)=u(Bu)u\cdot(B'u)=u\cdot(Bu) for every unit vector uu. For general h0h\neq0, writing h=huh=\lVert h\rVert\,u with u=h/hu=h/\lVert h\rVert of norm 11 and using bilinearity gives h(Bh)=h2u(Bu)=h2u(Bu)=h(Bh)h\cdot(B'h)=\lVert h\rVert^{2}\,u\cdot(B'u)=\lVert h\rVert^{2}\,u\cdot(Bu)=h\cdot(Bh), and for h=0h=0 both sides vanish. By claim 1, B=BB=B'.

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