TheoremBase

The Doubling Form on the Product of a Real Hilbert Space with Itself

The bilinear form sending a pair of points of the product to the inner product of their differences is a bounded symmetric bilinear form of norm at most two, and the corresponding multiple of the squared distance between coordinates is of class C2C^2 with explicit gradient and Hessian.

Statement

In the setting of Real Hilbert Spaces: Standing Notation and Background, let HH be a real Hilbert space with inner product ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle and norm ∣⋅∣|\cdot|, and let H×HH\times H be its product with itself, which is a real inner product space with norm ∣⋅∣|\cdot| and distance dd by Properties of the Product of Two Real Inner Product Spaces (i) and a real Hilbert space by Properties of the Product of Two Real Inner Product Spaces (vi). Let α∈R\alpha\in\mathbb{R}. For bb in the set Sym(H×H)\mathrm{Sym}(H\times H) of bounded symmetric bilinear forms on H×HH\times H, with norm ∥⋅∥\lVert\cdot\rVert, the operator represented by bb is written TbT_{b}. The classes C2(W)C^{2}(W), the gradient and the Hessian are as defined there. Then the following hold.

1. (The doubling form) The map bb assigning to each pair of elements (x1,x2)(x_{1},x_{2}) and (y1,y2)(y_{1},y_{2}) of H×HH\times H the real number

b((x1,x2),(y1,y2))=⟨x1−x2, y1−y2⟩b\bigl((x_{1},x_{2}),(y_{1},y_{2})\bigr)=\langle x_{1}-x_{2},\,y_{1}-y_{2}\rangle

belongs to Sym(H×H)\mathrm{Sym}(H\times H) and satisfies ∥b∥≤2\lVert b\rVert\le 2, and

Tb(x1,x2)=(x1−x2, x2−x1)for every (x1,x2)∈H×H.T_{b}(x_{1},x_{2})=(x_{1}-x_{2},\,x_{2}-x_{1})\qquad\text{for every }(x_{1},x_{2})\in H\times H .

Moreover b((x1,x2),(x1,x2))=∣x1−x2∣2b\bigl((x_{1},x_{2}),(x_{1},x_{2})\bigr)=|x_{1}-x_{2}|^{2}.

2. (The squared distance between the coordinates) Let q:H×H→Rq:H\times H\to\mathbb{R} be given by

q(x1,x2)=α2 ∣x1−x2∣2.q(x_{1},x_{2})=\tfrac{\alpha}{2}\,|x_{1}-x_{2}|^{2}.

Then q∈C2(H×H)q\in C^{2}(H\times H) and, for every (x1,x2)∈H×H(x_{1},x_{2})\in H\times H,

Dq(x1,x2)=α (x1−x2, x2−x1),D2q(x1,x2)=α b.Dq(x_{1},x_{2})=\alpha\,(x_{1}-x_{2},\,x_{2}-x_{1}), \qquad D^{2}q(x_{1},x_{2})=\alpha\,b .

3. (Restriction to an open subset) Let W⊆H×HW\subseteq H\times H be open in (H×H,d)(H\times H,d). Then the restriction of qq to WW belongs to C2(W)C^{2}(W), with the gradient and Hessian given in claim 2 at every point of WW.

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