systems of operational equations
TRANSCRIPT
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htr tlmlr tr trd tr thCnrt Sahillft
asmiddotbull lllRODUO TIOB bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull 1
LDJIAR SYstEMS YLOllS AID MUiUCIS bullbullbullbullbull )
IXAKPlil8 bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull ~
DSlaquoRf SPAOI S bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull 9
0~ bullbullbullbullbullbullbullbullbullbullbullbullbullbullbullbullbullbullbull u SY8fJRS cr~middot OPDASIONAL ~UAfiOJrS bull bull bull bull bull bull bull bull 14
bull bull bull bull bull bull bull bull bull bull bull bullmiddot bull bull bull bull 36
Moat proilbullbull ui~ ln applied aathematlca lnYolva tolvtag au
equa~lon Ol WTitea ot eqQAtimiddotoDa lquatloaa _ be o~ J1J1LDV ttpaa bat
the tbaPlbullat u4 bulloat bQgtOnant la the linear equation If a aacl
b pP1teaeat lalom qaatit1bullbull aDd x Se the uabown thell u equshy
t1on vh1oh leducae to the foft u bull b 11 called a 11~ ~tlon
b1 one UDlmon AJIT equat)1on in oue UJllmo1m whiCh 1bull not llductlla
to th1a foa ia aid to bbull ~n-Uaeu lon-lhea~ equattona have amp
great D11at7 of folla and ~ genelallT lii10h ao cUtf1GUlt to aolbullbull
thaA llaeampl tnea Some laquoJAJ~Plee of non-Uneu- f1Cl1ampt1ona ~ c
(l) ~ - )r bull 0 bull
(2) ain c + bull -4a bull 0 bull
(3) Ji + 5 bull 0 bull
lqutloa (1) baa thl aoluUona (2) baa tnfbdteq JllllV aolushy
tlona aDd (3) bullbull no Jelut1ona 1t ve ar aeaklng a loot 41110IIg the
real uuaibull~bull~ The existence of a aolmtioa for a given eqwation 4ePtDda
to a large extent on the razage ot faluta which we allov the UllknoVD to
baTe lo uuapl$ U x io tequl~ted t o be an lntegd-1 theh the eqUAshy
tion x bull 5 at no aolutiQJlbull lt howne we penait fltaotloaal Tamplaaa
tor z then th1t tqUamption haa the ~ot x bull J bull Et l8 w14ot that
lf a aDd b are ~tlobal uaabaabull then ax bull ampawavbull baa a lolution
2
which is a rational number provided that a is not zero If a =0
no solution uiets unless b =0 and then every value of x eat1eshy
f1es the equation In thia ease we 8aJ that x is arbiiraa Thia
is not the aame si tuation as in emmple (2) above Equation (2) has
1nf1niteq many eolutions1 but these are a aeries of epeeif1c mlllbele
(2) 1a at1 eatisfied by all values of s bull
The baste number eystem which will be employed throaghout thie
paper is the complex number field A CoJIIPlex llUlllber is arrt ntlllbel of
the ttPe a + bl where a ampnd b ale r-eal numbers axd 1 bull J=i A Untar equation ax =b where a and b are complex llWilbere
bbaa the unique solution x abull unleaa a bull o As before if a bull o
then b mat be zero in older that a solution exist If this CoDd1bull
t1on is aat1ef1ed then x is arb1traJ7 Note that the solution
x o ~ ts generally a complex UllDiber
The cpmplg coGwmto of a+ bi te the number a - bi bull
bull bull bull bull bull bull bull bull bull bull bull bull bull
3
Only the simplest mathematical problems lead to a single e~tion
in one unknown More complex problema Will require the colution of a
set of equations in sever-al unknowns If all the equat ions are linear
in eaeh of the unknowns this set is called a linEar system of equashy
tions Sach a qstem mtq be wr1 tten in the following foltl
(21)
TJIie 1e a S7atem of m e~tions in n unknowns ~e unknowne are
bull bullbullbull bull ~ and the known quantitiea are the a1j and the 71bull he
systeJil (21) can be expreaud in a muoh shorter folm b1 using the
~tion notation
n t a1SXJ bull 71 (1 =1 bullbullbull m) bull
1-1
This ezpression meane precisely the same thing as (21) A
ao~utioA of (22) is 8Zf3 set of values tor bull b Btlch that all
m eqUationbull are satisfied simultaneouall Ve shall suppose that a1J
and are complex nWnbefs~ and that the eolut1on must be a set ofy-1
complex llWilbers
Another Ya7 of dealing with linear qatems is to use the concepts
of vectors and matrices We shall tieat these topics by maJdJlg the
following definitions (2 ppl~)
Defipitioq 2rl An n=dimepaiop complg yeq3ot is M ordered aet
ot n complex numbers w~itten (~bullbullbullbull bull ~) ~ x bull fuamp totality- of
such Yectora tor- a given n is called an n-dimeneional eomplexmiddot
vector apace
The nwnber is called the 1-th component of vectol x bullz1
The zero vector 0 211 (O bullbullbull 0) is the vector all ot whose comshy
ponentt are eeroe Note that the symbol 0 is used to represent the
EerG vector as well as the complex ll1llllbe1 eero
~fgampUon 22 The mam of tWfi vectors x =(1 bull ~) and
7 w (71 bullbullbull 711) is the veetot x + 1 bull (_ + r1 bull bullbullbull bull 2n + Tn) bull
The vqjysraquo ot a vector x 07 a eomplex nwilbel a is the vector
aJt bull xa bull (~bull bullbull bull bull axn)
Two vectors x and y are tmli if and onlyen if x 7 = o
A vector apace with the above p~perties ts called a (ineer IPMbullbull
veetora x and y is the complex nuiber
-where 7s 1e the complex conJugate ot 11 bull
The equations (22) are ea14 to define a lineMgt homogeneous tlanJJ
formation of the n-dimensional vector x into the m-dimensional
veeter 1
Defi~tjon 2J fhe Wiamp of the transfolmation defined by (22)
is the rectaJ~gU~ eJrta3
bull
If m bull n A is called a sgwe etrix of order n bull
We can now Write the aystem (22) 1n the foim
~s qmbolte notation meatus that A is thought of as something
which traneforms x into 3bull he sim1lar1tr betWe$Il 2 bull 3) and the
equation ax bull b is evident
ltttnttga ~middot5 fhe Jfill of two matrices A =(a1j) and J3 =(blJ)
ie the matr1 A+ B = (amp11 + b13) which t~anaforms tnetf x into
Ax+Bx
The mregU$ of a mtrbt by a complex nwnber a is the matrix
aA = (cra J) which transforms eve17 x into Go(Ax) bull1
In the rest of this chapter ve shall as~e that m =n bull In the
linear ayatelll (22) bull we can alWaJI suppoae m bull n by definiag a11 -= 0
and r1 bull 0 tor 1 gt m bull Timbull we ampball be concerned only with
n~tmensional bullectors and n-th order square matrices
6
for iJ =l bullbullbull n bull The te~o mat~1x transforms every vector x
into the tero vector
The 3mU majri is I = (amp1J) vhere l and 8ij = 0amp11 bull
for i r J bull fhe unit matrix carries x into 1tseli Ix =x for
every x bull
Dfipamption 2] fhb profluet omiddotf a matrix A and a vector x 1a
a vector In one case we have
(i bull l bullbullbull n) bullbull
where the quantity in parentheses is the 1-th component of the vector
Ax bull This defines pteciselr what is meant bf the tranoformetion
We may also have a product with the vector on the lett
xA bull ~ ~ x1a1J (J bull l bullbullbull n) bullt=l J Genelamplq xA I Ax bull
Detfn1t1Qn 2~sect The DtQdugt of matrix A = (a1j) by matrix
B bull (b13) is the matrix
u ~~1 bulln~J which transforms every x into A(k) bull
Dt(lA1~1oQ 2e9 If a unique matrix B exists such that
1
bull
-lAll bull BA bull I bull B is called the invttl of A and is written A bull
Detini~iQP ~lQ The matrir A 0 (aJ1) is called the tranampPi
of A (a1Jh A (aij) is the COJl1ggatt of A and r =i ie the
Hermitiy gopJyate of A bull
We are now prepared to diseues in some detail the solution of the
equation A bull 7bull Here there are three eases dependi~ on the
character of matrix A bull First 1 A has an inverse A-lbull then we
have
or
z bull A-ly bull
This gives the unique solution x which Mti$fiea the equation
Second if A bull o there is no tolution unless y = o and then evef7
vector x is a solution ~hese cases are like those for the simple
equation ax bull b bull But tor Ax bull 7 bull there is a third case since a
matrix 1JJBY not be zero and yet haTe no inverse atoh a matrix is said
to be s1Dgalar If A is a singular matrix a solution will exist
onlY if y aatisfies certain restrictions If these ~e satisfied
some of the are arbitrary The tollorillg theorem 82plains thi ilx1
completely (2 pp6-7)
mopiM 2~ The syetem Ax bull y has a solution if and only it
(z y) = 0 tor all vectors s ~ttch that sA J 0 bull Aey z satisshy
fying the equation zA =o can be witten as a linear combination ot
8
l dcertain linearly independent z a tor emmple B bullbullbull bull I bull
d ~ n bull Iiov 7 mst sat1ef7 the d linear homogeneous equations
(zk 7) bull o k = l bullbullbull d bull Exaotly d of the components ot x
can be chosen arb1traril)- and the remaining n - d will then be
detelmined fhe integer d 1a oaJled the yfeet of system Ax bull 1
and n d 1 s the ~ bull
fhe proof o-f this theorea wlll not be g1ven since it follows
veey eloeeq the proof of theorea 51 without the restriction
involving inverses
9
In definition 21 the idea of an ~imensional vector space
waa introduced Now we shall extend t he concept of bullapace First
we may consider veetQra with a denumerable infinity of components
the totality of such vectors is an 1nt1n1te-dimensional vector
space A further extension might be to vectors w1th a non-denumershy
able 1Dfin1ty of components Ve can treat such veetors as tnnct1ona
of a cont~ous variable a he totality of ~otions defined on a
c~rtain interval a ~ a ~ b 1bull called a gunction snacebull
In general an abstract linear space S consists of a set of
elements which have t he following properties
(l) It x and y aze elaenta of s the SWIl x + 1 ia
defined and is in S bull ih1a operation is associative
and commatative A zero element 0 exists in S 8lch
that x + 0 a x tor all x in S bull
(2) If x is in S and a is 811yen complex IIWnbe1t the
product ca bull ~ is defined and u is in S bull 1hia
operation has the property that lta= 0 if alld onl7 it
a bull 0 or x bull 0 bull or both bull
(3) If x and y belong to S then x = y if aJJd onlf
if X - yen a 0 bull
Another operat ion is often def ined tor abstract spaces hie
operation is called the inner product (x y) which is a complex
10
llWilbel aasoeiated with x and 7 bull ~he inner product must oatist)
the relation
(3~) (x y) ~ (y x)
where (y x) denotes the complex conjugate of (y z) bull
he ieer product for vector epaees was given in definition
23 bull For function epaCeJs the illller product is
b
(32) (x y) =Jr x(a) y(s) ds bull
a
Here it iB assumed tbat x(s) and y(a) are complex tunctions ot
a aiagle real variable o and all elements x and y belonging
to S are integrable on the interTal a ~ e ~ b bull
tn abstract spaces one utualq doee not define a product in
the oidinaq aenampe Tbat is we do not consider nml~iplieation in
which a product -q is aa element of the speC)ft In the next aecshy
tion we ahell howev-er consider transformations in abstract
spaces
u
A transformation in an abstract spaoe S ~elates to each
element x 1n S anothel element y in s Suoh a transformation
may be written tn the following notation
(41) (x y in S) bull
rhe aymbol At called an o-erato~ 1a used to reptteeent the
transfolmation We shall suppoee that A is a single-valued operatott
that 1a tor eaeh x h ta a unique element of S bull
Jltf1Nt1on lJ fhe am QJletttar O 1 s the operator which catrles
eveey- x in S into the zero element of s 0 =0 for every x bull
Phe iiMtiy QRmtgr I caniea eveey x into i tselt Ix bull z
tor all x in S bull
PefiJ1U1oa ~2 An operator L is said to middotne a4d1t1tt 1f
L(x + y) ~ Lx + ~ tor ill r and 1 1n S bull An addi t ive operator
which is continuotu is a ADetu Plttato The notion ot continuity
involves topological eoneepte which do not eoneern us here lfmiddote shal l
hereafter use the telfm lineat operator although we bave not adeshy
quatel7 defined it
Dtfiaition 41 ~he euro of two ope~tore A and B ia the
operator A + B WhiCh transforms z into Ax + llx bull be proQllQt
of two operators A and B ia the operator AB whieh can1ee x
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
TPIampOID
Redacted for Privacy
rTfrx sf httmtlr I3 0bntlt of lbJor
Redacted for PrivacyErrO u( ernou-ampmt oil lhtbmttcr
Redacted for Privacy
Srfmt o $campool 0mampEtr CfiElttr
Redacted for Privacy
ru tf Smihrtl Schpal
htr tlmlr tr trd tr thCnrt Sahillft
asmiddotbull lllRODUO TIOB bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull 1
LDJIAR SYstEMS YLOllS AID MUiUCIS bullbullbullbullbull )
IXAKPlil8 bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull ~
DSlaquoRf SPAOI S bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull 9
0~ bullbullbullbullbullbullbullbullbullbullbullbullbullbullbullbullbullbullbull u SY8fJRS cr~middot OPDASIONAL ~UAfiOJrS bull bull bull bull bull bull bull bull 14
bull bull bull bull bull bull bull bull bull bull bull bullmiddot bull bull bull bull 36
Moat proilbullbull ui~ ln applied aathematlca lnYolva tolvtag au
equa~lon Ol WTitea ot eqQAtimiddotoDa lquatloaa _ be o~ J1J1LDV ttpaa bat
the tbaPlbullat u4 bulloat bQgtOnant la the linear equation If a aacl
b pP1teaeat lalom qaatit1bullbull aDd x Se the uabown thell u equshy
t1on vh1oh leducae to the foft u bull b 11 called a 11~ ~tlon
b1 one UDlmon AJIT equat)1on in oue UJllmo1m whiCh 1bull not llductlla
to th1a foa ia aid to bbull ~n-Uaeu lon-lhea~ equattona have amp
great D11at7 of folla and ~ genelallT lii10h ao cUtf1GUlt to aolbullbull
thaA llaeampl tnea Some laquoJAJ~Plee of non-Uneu- f1Cl1ampt1ona ~ c
(l) ~ - )r bull 0 bull
(2) ain c + bull -4a bull 0 bull
(3) Ji + 5 bull 0 bull
lqutloa (1) baa thl aoluUona (2) baa tnfbdteq JllllV aolushy
tlona aDd (3) bullbull no Jelut1ona 1t ve ar aeaklng a loot 41110IIg the
real uuaibull~bull~ The existence of a aolmtioa for a given eqwation 4ePtDda
to a large extent on the razage ot faluta which we allov the UllknoVD to
baTe lo uuapl$ U x io tequl~ted t o be an lntegd-1 theh the eqUAshy
tion x bull 5 at no aolutiQJlbull lt howne we penait fltaotloaal Tamplaaa
tor z then th1t tqUamption haa the ~ot x bull J bull Et l8 w14ot that
lf a aDd b are ~tlobal uaabaabull then ax bull ampawavbull baa a lolution
2
which is a rational number provided that a is not zero If a =0
no solution uiets unless b =0 and then every value of x eat1eshy
f1es the equation In thia ease we 8aJ that x is arbiiraa Thia
is not the aame si tuation as in emmple (2) above Equation (2) has
1nf1niteq many eolutions1 but these are a aeries of epeeif1c mlllbele
(2) 1a at1 eatisfied by all values of s bull
The baste number eystem which will be employed throaghout thie
paper is the complex number field A CoJIIPlex llUlllber is arrt ntlllbel of
the ttPe a + bl where a ampnd b ale r-eal numbers axd 1 bull J=i A Untar equation ax =b where a and b are complex llWilbere
bbaa the unique solution x abull unleaa a bull o As before if a bull o
then b mat be zero in older that a solution exist If this CoDd1bull
t1on is aat1ef1ed then x is arb1traJ7 Note that the solution
x o ~ ts generally a complex UllDiber
The cpmplg coGwmto of a+ bi te the number a - bi bull
bull bull bull bull bull bull bull bull bull bull bull bull bull
3
Only the simplest mathematical problems lead to a single e~tion
in one unknown More complex problema Will require the colution of a
set of equations in sever-al unknowns If all the equat ions are linear
in eaeh of the unknowns this set is called a linEar system of equashy
tions Sach a qstem mtq be wr1 tten in the following foltl
(21)
TJIie 1e a S7atem of m e~tions in n unknowns ~e unknowne are
bull bullbullbull bull ~ and the known quantitiea are the a1j and the 71bull he
systeJil (21) can be expreaud in a muoh shorter folm b1 using the
~tion notation
n t a1SXJ bull 71 (1 =1 bullbullbull m) bull
1-1
This ezpression meane precisely the same thing as (21) A
ao~utioA of (22) is 8Zf3 set of values tor bull b Btlch that all
m eqUationbull are satisfied simultaneouall Ve shall suppose that a1J
and are complex nWnbefs~ and that the eolut1on must be a set ofy-1
complex llWilbers
Another Ya7 of dealing with linear qatems is to use the concepts
of vectors and matrices We shall tieat these topics by maJdJlg the
following definitions (2 ppl~)
Defipitioq 2rl An n=dimepaiop complg yeq3ot is M ordered aet
ot n complex numbers w~itten (~bullbullbullbull bull ~) ~ x bull fuamp totality- of
such Yectora tor- a given n is called an n-dimeneional eomplexmiddot
vector apace
The nwnber is called the 1-th component of vectol x bullz1
The zero vector 0 211 (O bullbullbull 0) is the vector all ot whose comshy
ponentt are eeroe Note that the symbol 0 is used to represent the
EerG vector as well as the complex ll1llllbe1 eero
~fgampUon 22 The mam of tWfi vectors x =(1 bull ~) and
7 w (71 bullbullbull 711) is the veetot x + 1 bull (_ + r1 bull bullbullbull bull 2n + Tn) bull
The vqjysraquo ot a vector x 07 a eomplex nwilbel a is the vector
aJt bull xa bull (~bull bullbull bull bull axn)
Two vectors x and y are tmli if and onlyen if x 7 = o
A vector apace with the above p~perties ts called a (ineer IPMbullbull
veetora x and y is the complex nuiber
-where 7s 1e the complex conJugate ot 11 bull
The equations (22) are ea14 to define a lineMgt homogeneous tlanJJ
formation of the n-dimensional vector x into the m-dimensional
veeter 1
Defi~tjon 2J fhe Wiamp of the transfolmation defined by (22)
is the rectaJ~gU~ eJrta3
bull
If m bull n A is called a sgwe etrix of order n bull
We can now Write the aystem (22) 1n the foim
~s qmbolte notation meatus that A is thought of as something
which traneforms x into 3bull he sim1lar1tr betWe$Il 2 bull 3) and the
equation ax bull b is evident
ltttnttga ~middot5 fhe Jfill of two matrices A =(a1j) and J3 =(blJ)
ie the matr1 A+ B = (amp11 + b13) which t~anaforms tnetf x into
Ax+Bx
The mregU$ of a mtrbt by a complex nwnber a is the matrix
aA = (cra J) which transforms eve17 x into Go(Ax) bull1
In the rest of this chapter ve shall as~e that m =n bull In the
linear ayatelll (22) bull we can alWaJI suppoae m bull n by definiag a11 -= 0
and r1 bull 0 tor 1 gt m bull Timbull we ampball be concerned only with
n~tmensional bullectors and n-th order square matrices
6
for iJ =l bullbullbull n bull The te~o mat~1x transforms every vector x
into the tero vector
The 3mU majri is I = (amp1J) vhere l and 8ij = 0amp11 bull
for i r J bull fhe unit matrix carries x into 1tseli Ix =x for
every x bull
Dfipamption 2] fhb profluet omiddotf a matrix A and a vector x 1a
a vector In one case we have
(i bull l bullbullbull n) bullbull
where the quantity in parentheses is the 1-th component of the vector
Ax bull This defines pteciselr what is meant bf the tranoformetion
We may also have a product with the vector on the lett
xA bull ~ ~ x1a1J (J bull l bullbullbull n) bullt=l J Genelamplq xA I Ax bull
Detfn1t1Qn 2~sect The DtQdugt of matrix A = (a1j) by matrix
B bull (b13) is the matrix
u ~~1 bulln~J which transforms every x into A(k) bull
Dt(lA1~1oQ 2e9 If a unique matrix B exists such that
1
bull
-lAll bull BA bull I bull B is called the invttl of A and is written A bull
Detini~iQP ~lQ The matrir A 0 (aJ1) is called the tranampPi
of A (a1Jh A (aij) is the COJl1ggatt of A and r =i ie the
Hermitiy gopJyate of A bull
We are now prepared to diseues in some detail the solution of the
equation A bull 7bull Here there are three eases dependi~ on the
character of matrix A bull First 1 A has an inverse A-lbull then we
have
or
z bull A-ly bull
This gives the unique solution x which Mti$fiea the equation
Second if A bull o there is no tolution unless y = o and then evef7
vector x is a solution ~hese cases are like those for the simple
equation ax bull b bull But tor Ax bull 7 bull there is a third case since a
matrix 1JJBY not be zero and yet haTe no inverse atoh a matrix is said
to be s1Dgalar If A is a singular matrix a solution will exist
onlY if y aatisfies certain restrictions If these ~e satisfied
some of the are arbitrary The tollorillg theorem 82plains thi ilx1
completely (2 pp6-7)
mopiM 2~ The syetem Ax bull y has a solution if and only it
(z y) = 0 tor all vectors s ~ttch that sA J 0 bull Aey z satisshy
fying the equation zA =o can be witten as a linear combination ot
8
l dcertain linearly independent z a tor emmple B bullbullbull bull I bull
d ~ n bull Iiov 7 mst sat1ef7 the d linear homogeneous equations
(zk 7) bull o k = l bullbullbull d bull Exaotly d of the components ot x
can be chosen arb1traril)- and the remaining n - d will then be
detelmined fhe integer d 1a oaJled the yfeet of system Ax bull 1
and n d 1 s the ~ bull
fhe proof o-f this theorea wlll not be g1ven since it follows
veey eloeeq the proof of theorea 51 without the restriction
involving inverses
9
In definition 21 the idea of an ~imensional vector space
waa introduced Now we shall extend t he concept of bullapace First
we may consider veetQra with a denumerable infinity of components
the totality of such vectors is an 1nt1n1te-dimensional vector
space A further extension might be to vectors w1th a non-denumershy
able 1Dfin1ty of components Ve can treat such veetors as tnnct1ona
of a cont~ous variable a he totality of ~otions defined on a
c~rtain interval a ~ a ~ b 1bull called a gunction snacebull
In general an abstract linear space S consists of a set of
elements which have t he following properties
(l) It x and y aze elaenta of s the SWIl x + 1 ia
defined and is in S bull ih1a operation is associative
and commatative A zero element 0 exists in S 8lch
that x + 0 a x tor all x in S bull
(2) If x is in S and a is 811yen complex IIWnbe1t the
product ca bull ~ is defined and u is in S bull 1hia
operation has the property that lta= 0 if alld onl7 it
a bull 0 or x bull 0 bull or both bull
(3) If x and y belong to S then x = y if aJJd onlf
if X - yen a 0 bull
Another operat ion is often def ined tor abstract spaces hie
operation is called the inner product (x y) which is a complex
10
llWilbel aasoeiated with x and 7 bull ~he inner product must oatist)
the relation
(3~) (x y) ~ (y x)
where (y x) denotes the complex conjugate of (y z) bull
he ieer product for vector epaees was given in definition
23 bull For function epaCeJs the illller product is
b
(32) (x y) =Jr x(a) y(s) ds bull
a
Here it iB assumed tbat x(s) and y(a) are complex tunctions ot
a aiagle real variable o and all elements x and y belonging
to S are integrable on the interTal a ~ e ~ b bull
tn abstract spaces one utualq doee not define a product in
the oidinaq aenampe Tbat is we do not consider nml~iplieation in
which a product -q is aa element of the speC)ft In the next aecshy
tion we ahell howev-er consider transformations in abstract
spaces
u
A transformation in an abstract spaoe S ~elates to each
element x 1n S anothel element y in s Suoh a transformation
may be written tn the following notation
(41) (x y in S) bull
rhe aymbol At called an o-erato~ 1a used to reptteeent the
transfolmation We shall suppoee that A is a single-valued operatott
that 1a tor eaeh x h ta a unique element of S bull
Jltf1Nt1on lJ fhe am QJletttar O 1 s the operator which catrles
eveey- x in S into the zero element of s 0 =0 for every x bull
Phe iiMtiy QRmtgr I caniea eveey x into i tselt Ix bull z
tor all x in S bull
PefiJ1U1oa ~2 An operator L is said to middotne a4d1t1tt 1f
L(x + y) ~ Lx + ~ tor ill r and 1 1n S bull An addi t ive operator
which is continuotu is a ADetu Plttato The notion ot continuity
involves topological eoneepte which do not eoneern us here lfmiddote shal l
hereafter use the telfm lineat operator although we bave not adeshy
quatel7 defined it
Dtfiaition 41 ~he euro of two ope~tore A and B ia the
operator A + B WhiCh transforms z into Ax + llx bull be proQllQt
of two operators A and B ia the operator AB whieh can1ee x
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
asmiddotbull lllRODUO TIOB bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull 1
LDJIAR SYstEMS YLOllS AID MUiUCIS bullbullbullbullbull )
IXAKPlil8 bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull ~
DSlaquoRf SPAOI S bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull bull 9
0~ bullbullbullbullbullbullbullbullbullbullbullbullbullbullbullbullbullbullbull u SY8fJRS cr~middot OPDASIONAL ~UAfiOJrS bull bull bull bull bull bull bull bull 14
bull bull bull bull bull bull bull bull bull bull bull bullmiddot bull bull bull bull 36
Moat proilbullbull ui~ ln applied aathematlca lnYolva tolvtag au
equa~lon Ol WTitea ot eqQAtimiddotoDa lquatloaa _ be o~ J1J1LDV ttpaa bat
the tbaPlbullat u4 bulloat bQgtOnant la the linear equation If a aacl
b pP1teaeat lalom qaatit1bullbull aDd x Se the uabown thell u equshy
t1on vh1oh leducae to the foft u bull b 11 called a 11~ ~tlon
b1 one UDlmon AJIT equat)1on in oue UJllmo1m whiCh 1bull not llductlla
to th1a foa ia aid to bbull ~n-Uaeu lon-lhea~ equattona have amp
great D11at7 of folla and ~ genelallT lii10h ao cUtf1GUlt to aolbullbull
thaA llaeampl tnea Some laquoJAJ~Plee of non-Uneu- f1Cl1ampt1ona ~ c
(l) ~ - )r bull 0 bull
(2) ain c + bull -4a bull 0 bull
(3) Ji + 5 bull 0 bull
lqutloa (1) baa thl aoluUona (2) baa tnfbdteq JllllV aolushy
tlona aDd (3) bullbull no Jelut1ona 1t ve ar aeaklng a loot 41110IIg the
real uuaibull~bull~ The existence of a aolmtioa for a given eqwation 4ePtDda
to a large extent on the razage ot faluta which we allov the UllknoVD to
baTe lo uuapl$ U x io tequl~ted t o be an lntegd-1 theh the eqUAshy
tion x bull 5 at no aolutiQJlbull lt howne we penait fltaotloaal Tamplaaa
tor z then th1t tqUamption haa the ~ot x bull J bull Et l8 w14ot that
lf a aDd b are ~tlobal uaabaabull then ax bull ampawavbull baa a lolution
2
which is a rational number provided that a is not zero If a =0
no solution uiets unless b =0 and then every value of x eat1eshy
f1es the equation In thia ease we 8aJ that x is arbiiraa Thia
is not the aame si tuation as in emmple (2) above Equation (2) has
1nf1niteq many eolutions1 but these are a aeries of epeeif1c mlllbele
(2) 1a at1 eatisfied by all values of s bull
The baste number eystem which will be employed throaghout thie
paper is the complex number field A CoJIIPlex llUlllber is arrt ntlllbel of
the ttPe a + bl where a ampnd b ale r-eal numbers axd 1 bull J=i A Untar equation ax =b where a and b are complex llWilbere
bbaa the unique solution x abull unleaa a bull o As before if a bull o
then b mat be zero in older that a solution exist If this CoDd1bull
t1on is aat1ef1ed then x is arb1traJ7 Note that the solution
x o ~ ts generally a complex UllDiber
The cpmplg coGwmto of a+ bi te the number a - bi bull
bull bull bull bull bull bull bull bull bull bull bull bull bull
3
Only the simplest mathematical problems lead to a single e~tion
in one unknown More complex problema Will require the colution of a
set of equations in sever-al unknowns If all the equat ions are linear
in eaeh of the unknowns this set is called a linEar system of equashy
tions Sach a qstem mtq be wr1 tten in the following foltl
(21)
TJIie 1e a S7atem of m e~tions in n unknowns ~e unknowne are
bull bullbullbull bull ~ and the known quantitiea are the a1j and the 71bull he
systeJil (21) can be expreaud in a muoh shorter folm b1 using the
~tion notation
n t a1SXJ bull 71 (1 =1 bullbullbull m) bull
1-1
This ezpression meane precisely the same thing as (21) A
ao~utioA of (22) is 8Zf3 set of values tor bull b Btlch that all
m eqUationbull are satisfied simultaneouall Ve shall suppose that a1J
and are complex nWnbefs~ and that the eolut1on must be a set ofy-1
complex llWilbers
Another Ya7 of dealing with linear qatems is to use the concepts
of vectors and matrices We shall tieat these topics by maJdJlg the
following definitions (2 ppl~)
Defipitioq 2rl An n=dimepaiop complg yeq3ot is M ordered aet
ot n complex numbers w~itten (~bullbullbullbull bull ~) ~ x bull fuamp totality- of
such Yectora tor- a given n is called an n-dimeneional eomplexmiddot
vector apace
The nwnber is called the 1-th component of vectol x bullz1
The zero vector 0 211 (O bullbullbull 0) is the vector all ot whose comshy
ponentt are eeroe Note that the symbol 0 is used to represent the
EerG vector as well as the complex ll1llllbe1 eero
~fgampUon 22 The mam of tWfi vectors x =(1 bull ~) and
7 w (71 bullbullbull 711) is the veetot x + 1 bull (_ + r1 bull bullbullbull bull 2n + Tn) bull
The vqjysraquo ot a vector x 07 a eomplex nwilbel a is the vector
aJt bull xa bull (~bull bullbull bull bull axn)
Two vectors x and y are tmli if and onlyen if x 7 = o
A vector apace with the above p~perties ts called a (ineer IPMbullbull
veetora x and y is the complex nuiber
-where 7s 1e the complex conJugate ot 11 bull
The equations (22) are ea14 to define a lineMgt homogeneous tlanJJ
formation of the n-dimensional vector x into the m-dimensional
veeter 1
Defi~tjon 2J fhe Wiamp of the transfolmation defined by (22)
is the rectaJ~gU~ eJrta3
bull
If m bull n A is called a sgwe etrix of order n bull
We can now Write the aystem (22) 1n the foim
~s qmbolte notation meatus that A is thought of as something
which traneforms x into 3bull he sim1lar1tr betWe$Il 2 bull 3) and the
equation ax bull b is evident
ltttnttga ~middot5 fhe Jfill of two matrices A =(a1j) and J3 =(blJ)
ie the matr1 A+ B = (amp11 + b13) which t~anaforms tnetf x into
Ax+Bx
The mregU$ of a mtrbt by a complex nwnber a is the matrix
aA = (cra J) which transforms eve17 x into Go(Ax) bull1
In the rest of this chapter ve shall as~e that m =n bull In the
linear ayatelll (22) bull we can alWaJI suppoae m bull n by definiag a11 -= 0
and r1 bull 0 tor 1 gt m bull Timbull we ampball be concerned only with
n~tmensional bullectors and n-th order square matrices
6
for iJ =l bullbullbull n bull The te~o mat~1x transforms every vector x
into the tero vector
The 3mU majri is I = (amp1J) vhere l and 8ij = 0amp11 bull
for i r J bull fhe unit matrix carries x into 1tseli Ix =x for
every x bull
Dfipamption 2] fhb profluet omiddotf a matrix A and a vector x 1a
a vector In one case we have
(i bull l bullbullbull n) bullbull
where the quantity in parentheses is the 1-th component of the vector
Ax bull This defines pteciselr what is meant bf the tranoformetion
We may also have a product with the vector on the lett
xA bull ~ ~ x1a1J (J bull l bullbullbull n) bullt=l J Genelamplq xA I Ax bull
Detfn1t1Qn 2~sect The DtQdugt of matrix A = (a1j) by matrix
B bull (b13) is the matrix
u ~~1 bulln~J which transforms every x into A(k) bull
Dt(lA1~1oQ 2e9 If a unique matrix B exists such that
1
bull
-lAll bull BA bull I bull B is called the invttl of A and is written A bull
Detini~iQP ~lQ The matrir A 0 (aJ1) is called the tranampPi
of A (a1Jh A (aij) is the COJl1ggatt of A and r =i ie the
Hermitiy gopJyate of A bull
We are now prepared to diseues in some detail the solution of the
equation A bull 7bull Here there are three eases dependi~ on the
character of matrix A bull First 1 A has an inverse A-lbull then we
have
or
z bull A-ly bull
This gives the unique solution x which Mti$fiea the equation
Second if A bull o there is no tolution unless y = o and then evef7
vector x is a solution ~hese cases are like those for the simple
equation ax bull b bull But tor Ax bull 7 bull there is a third case since a
matrix 1JJBY not be zero and yet haTe no inverse atoh a matrix is said
to be s1Dgalar If A is a singular matrix a solution will exist
onlY if y aatisfies certain restrictions If these ~e satisfied
some of the are arbitrary The tollorillg theorem 82plains thi ilx1
completely (2 pp6-7)
mopiM 2~ The syetem Ax bull y has a solution if and only it
(z y) = 0 tor all vectors s ~ttch that sA J 0 bull Aey z satisshy
fying the equation zA =o can be witten as a linear combination ot
8
l dcertain linearly independent z a tor emmple B bullbullbull bull I bull
d ~ n bull Iiov 7 mst sat1ef7 the d linear homogeneous equations
(zk 7) bull o k = l bullbullbull d bull Exaotly d of the components ot x
can be chosen arb1traril)- and the remaining n - d will then be
detelmined fhe integer d 1a oaJled the yfeet of system Ax bull 1
and n d 1 s the ~ bull
fhe proof o-f this theorea wlll not be g1ven since it follows
veey eloeeq the proof of theorea 51 without the restriction
involving inverses
9
In definition 21 the idea of an ~imensional vector space
waa introduced Now we shall extend t he concept of bullapace First
we may consider veetQra with a denumerable infinity of components
the totality of such vectors is an 1nt1n1te-dimensional vector
space A further extension might be to vectors w1th a non-denumershy
able 1Dfin1ty of components Ve can treat such veetors as tnnct1ona
of a cont~ous variable a he totality of ~otions defined on a
c~rtain interval a ~ a ~ b 1bull called a gunction snacebull
In general an abstract linear space S consists of a set of
elements which have t he following properties
(l) It x and y aze elaenta of s the SWIl x + 1 ia
defined and is in S bull ih1a operation is associative
and commatative A zero element 0 exists in S 8lch
that x + 0 a x tor all x in S bull
(2) If x is in S and a is 811yen complex IIWnbe1t the
product ca bull ~ is defined and u is in S bull 1hia
operation has the property that lta= 0 if alld onl7 it
a bull 0 or x bull 0 bull or both bull
(3) If x and y belong to S then x = y if aJJd onlf
if X - yen a 0 bull
Another operat ion is often def ined tor abstract spaces hie
operation is called the inner product (x y) which is a complex
10
llWilbel aasoeiated with x and 7 bull ~he inner product must oatist)
the relation
(3~) (x y) ~ (y x)
where (y x) denotes the complex conjugate of (y z) bull
he ieer product for vector epaees was given in definition
23 bull For function epaCeJs the illller product is
b
(32) (x y) =Jr x(a) y(s) ds bull
a
Here it iB assumed tbat x(s) and y(a) are complex tunctions ot
a aiagle real variable o and all elements x and y belonging
to S are integrable on the interTal a ~ e ~ b bull
tn abstract spaces one utualq doee not define a product in
the oidinaq aenampe Tbat is we do not consider nml~iplieation in
which a product -q is aa element of the speC)ft In the next aecshy
tion we ahell howev-er consider transformations in abstract
spaces
u
A transformation in an abstract spaoe S ~elates to each
element x 1n S anothel element y in s Suoh a transformation
may be written tn the following notation
(41) (x y in S) bull
rhe aymbol At called an o-erato~ 1a used to reptteeent the
transfolmation We shall suppoee that A is a single-valued operatott
that 1a tor eaeh x h ta a unique element of S bull
Jltf1Nt1on lJ fhe am QJletttar O 1 s the operator which catrles
eveey- x in S into the zero element of s 0 =0 for every x bull
Phe iiMtiy QRmtgr I caniea eveey x into i tselt Ix bull z
tor all x in S bull
PefiJ1U1oa ~2 An operator L is said to middotne a4d1t1tt 1f
L(x + y) ~ Lx + ~ tor ill r and 1 1n S bull An addi t ive operator
which is continuotu is a ADetu Plttato The notion ot continuity
involves topological eoneepte which do not eoneern us here lfmiddote shal l
hereafter use the telfm lineat operator although we bave not adeshy
quatel7 defined it
Dtfiaition 41 ~he euro of two ope~tore A and B ia the
operator A + B WhiCh transforms z into Ax + llx bull be proQllQt
of two operators A and B ia the operator AB whieh can1ee x
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
Moat proilbullbull ui~ ln applied aathematlca lnYolva tolvtag au
equa~lon Ol WTitea ot eqQAtimiddotoDa lquatloaa _ be o~ J1J1LDV ttpaa bat
the tbaPlbullat u4 bulloat bQgtOnant la the linear equation If a aacl
b pP1teaeat lalom qaatit1bullbull aDd x Se the uabown thell u equshy
t1on vh1oh leducae to the foft u bull b 11 called a 11~ ~tlon
b1 one UDlmon AJIT equat)1on in oue UJllmo1m whiCh 1bull not llductlla
to th1a foa ia aid to bbull ~n-Uaeu lon-lhea~ equattona have amp
great D11at7 of folla and ~ genelallT lii10h ao cUtf1GUlt to aolbullbull
thaA llaeampl tnea Some laquoJAJ~Plee of non-Uneu- f1Cl1ampt1ona ~ c
(l) ~ - )r bull 0 bull
(2) ain c + bull -4a bull 0 bull
(3) Ji + 5 bull 0 bull
lqutloa (1) baa thl aoluUona (2) baa tnfbdteq JllllV aolushy
tlona aDd (3) bullbull no Jelut1ona 1t ve ar aeaklng a loot 41110IIg the
real uuaibull~bull~ The existence of a aolmtioa for a given eqwation 4ePtDda
to a large extent on the razage ot faluta which we allov the UllknoVD to
baTe lo uuapl$ U x io tequl~ted t o be an lntegd-1 theh the eqUAshy
tion x bull 5 at no aolutiQJlbull lt howne we penait fltaotloaal Tamplaaa
tor z then th1t tqUamption haa the ~ot x bull J bull Et l8 w14ot that
lf a aDd b are ~tlobal uaabaabull then ax bull ampawavbull baa a lolution
2
which is a rational number provided that a is not zero If a =0
no solution uiets unless b =0 and then every value of x eat1eshy
f1es the equation In thia ease we 8aJ that x is arbiiraa Thia
is not the aame si tuation as in emmple (2) above Equation (2) has
1nf1niteq many eolutions1 but these are a aeries of epeeif1c mlllbele
(2) 1a at1 eatisfied by all values of s bull
The baste number eystem which will be employed throaghout thie
paper is the complex number field A CoJIIPlex llUlllber is arrt ntlllbel of
the ttPe a + bl where a ampnd b ale r-eal numbers axd 1 bull J=i A Untar equation ax =b where a and b are complex llWilbere
bbaa the unique solution x abull unleaa a bull o As before if a bull o
then b mat be zero in older that a solution exist If this CoDd1bull
t1on is aat1ef1ed then x is arb1traJ7 Note that the solution
x o ~ ts generally a complex UllDiber
The cpmplg coGwmto of a+ bi te the number a - bi bull
bull bull bull bull bull bull bull bull bull bull bull bull bull
3
Only the simplest mathematical problems lead to a single e~tion
in one unknown More complex problema Will require the colution of a
set of equations in sever-al unknowns If all the equat ions are linear
in eaeh of the unknowns this set is called a linEar system of equashy
tions Sach a qstem mtq be wr1 tten in the following foltl
(21)
TJIie 1e a S7atem of m e~tions in n unknowns ~e unknowne are
bull bullbullbull bull ~ and the known quantitiea are the a1j and the 71bull he
systeJil (21) can be expreaud in a muoh shorter folm b1 using the
~tion notation
n t a1SXJ bull 71 (1 =1 bullbullbull m) bull
1-1
This ezpression meane precisely the same thing as (21) A
ao~utioA of (22) is 8Zf3 set of values tor bull b Btlch that all
m eqUationbull are satisfied simultaneouall Ve shall suppose that a1J
and are complex nWnbefs~ and that the eolut1on must be a set ofy-1
complex llWilbers
Another Ya7 of dealing with linear qatems is to use the concepts
of vectors and matrices We shall tieat these topics by maJdJlg the
following definitions (2 ppl~)
Defipitioq 2rl An n=dimepaiop complg yeq3ot is M ordered aet
ot n complex numbers w~itten (~bullbullbullbull bull ~) ~ x bull fuamp totality- of
such Yectora tor- a given n is called an n-dimeneional eomplexmiddot
vector apace
The nwnber is called the 1-th component of vectol x bullz1
The zero vector 0 211 (O bullbullbull 0) is the vector all ot whose comshy
ponentt are eeroe Note that the symbol 0 is used to represent the
EerG vector as well as the complex ll1llllbe1 eero
~fgampUon 22 The mam of tWfi vectors x =(1 bull ~) and
7 w (71 bullbullbull 711) is the veetot x + 1 bull (_ + r1 bull bullbullbull bull 2n + Tn) bull
The vqjysraquo ot a vector x 07 a eomplex nwilbel a is the vector
aJt bull xa bull (~bull bullbull bull bull axn)
Two vectors x and y are tmli if and onlyen if x 7 = o
A vector apace with the above p~perties ts called a (ineer IPMbullbull
veetora x and y is the complex nuiber
-where 7s 1e the complex conJugate ot 11 bull
The equations (22) are ea14 to define a lineMgt homogeneous tlanJJ
formation of the n-dimensional vector x into the m-dimensional
veeter 1
Defi~tjon 2J fhe Wiamp of the transfolmation defined by (22)
is the rectaJ~gU~ eJrta3
bull
If m bull n A is called a sgwe etrix of order n bull
We can now Write the aystem (22) 1n the foim
~s qmbolte notation meatus that A is thought of as something
which traneforms x into 3bull he sim1lar1tr betWe$Il 2 bull 3) and the
equation ax bull b is evident
ltttnttga ~middot5 fhe Jfill of two matrices A =(a1j) and J3 =(blJ)
ie the matr1 A+ B = (amp11 + b13) which t~anaforms tnetf x into
Ax+Bx
The mregU$ of a mtrbt by a complex nwnber a is the matrix
aA = (cra J) which transforms eve17 x into Go(Ax) bull1
In the rest of this chapter ve shall as~e that m =n bull In the
linear ayatelll (22) bull we can alWaJI suppoae m bull n by definiag a11 -= 0
and r1 bull 0 tor 1 gt m bull Timbull we ampball be concerned only with
n~tmensional bullectors and n-th order square matrices
6
for iJ =l bullbullbull n bull The te~o mat~1x transforms every vector x
into the tero vector
The 3mU majri is I = (amp1J) vhere l and 8ij = 0amp11 bull
for i r J bull fhe unit matrix carries x into 1tseli Ix =x for
every x bull
Dfipamption 2] fhb profluet omiddotf a matrix A and a vector x 1a
a vector In one case we have
(i bull l bullbullbull n) bullbull
where the quantity in parentheses is the 1-th component of the vector
Ax bull This defines pteciselr what is meant bf the tranoformetion
We may also have a product with the vector on the lett
xA bull ~ ~ x1a1J (J bull l bullbullbull n) bullt=l J Genelamplq xA I Ax bull
Detfn1t1Qn 2~sect The DtQdugt of matrix A = (a1j) by matrix
B bull (b13) is the matrix
u ~~1 bulln~J which transforms every x into A(k) bull
Dt(lA1~1oQ 2e9 If a unique matrix B exists such that
1
bull
-lAll bull BA bull I bull B is called the invttl of A and is written A bull
Detini~iQP ~lQ The matrir A 0 (aJ1) is called the tranampPi
of A (a1Jh A (aij) is the COJl1ggatt of A and r =i ie the
Hermitiy gopJyate of A bull
We are now prepared to diseues in some detail the solution of the
equation A bull 7bull Here there are three eases dependi~ on the
character of matrix A bull First 1 A has an inverse A-lbull then we
have
or
z bull A-ly bull
This gives the unique solution x which Mti$fiea the equation
Second if A bull o there is no tolution unless y = o and then evef7
vector x is a solution ~hese cases are like those for the simple
equation ax bull b bull But tor Ax bull 7 bull there is a third case since a
matrix 1JJBY not be zero and yet haTe no inverse atoh a matrix is said
to be s1Dgalar If A is a singular matrix a solution will exist
onlY if y aatisfies certain restrictions If these ~e satisfied
some of the are arbitrary The tollorillg theorem 82plains thi ilx1
completely (2 pp6-7)
mopiM 2~ The syetem Ax bull y has a solution if and only it
(z y) = 0 tor all vectors s ~ttch that sA J 0 bull Aey z satisshy
fying the equation zA =o can be witten as a linear combination ot
8
l dcertain linearly independent z a tor emmple B bullbullbull bull I bull
d ~ n bull Iiov 7 mst sat1ef7 the d linear homogeneous equations
(zk 7) bull o k = l bullbullbull d bull Exaotly d of the components ot x
can be chosen arb1traril)- and the remaining n - d will then be
detelmined fhe integer d 1a oaJled the yfeet of system Ax bull 1
and n d 1 s the ~ bull
fhe proof o-f this theorea wlll not be g1ven since it follows
veey eloeeq the proof of theorea 51 without the restriction
involving inverses
9
In definition 21 the idea of an ~imensional vector space
waa introduced Now we shall extend t he concept of bullapace First
we may consider veetQra with a denumerable infinity of components
the totality of such vectors is an 1nt1n1te-dimensional vector
space A further extension might be to vectors w1th a non-denumershy
able 1Dfin1ty of components Ve can treat such veetors as tnnct1ona
of a cont~ous variable a he totality of ~otions defined on a
c~rtain interval a ~ a ~ b 1bull called a gunction snacebull
In general an abstract linear space S consists of a set of
elements which have t he following properties
(l) It x and y aze elaenta of s the SWIl x + 1 ia
defined and is in S bull ih1a operation is associative
and commatative A zero element 0 exists in S 8lch
that x + 0 a x tor all x in S bull
(2) If x is in S and a is 811yen complex IIWnbe1t the
product ca bull ~ is defined and u is in S bull 1hia
operation has the property that lta= 0 if alld onl7 it
a bull 0 or x bull 0 bull or both bull
(3) If x and y belong to S then x = y if aJJd onlf
if X - yen a 0 bull
Another operat ion is often def ined tor abstract spaces hie
operation is called the inner product (x y) which is a complex
10
llWilbel aasoeiated with x and 7 bull ~he inner product must oatist)
the relation
(3~) (x y) ~ (y x)
where (y x) denotes the complex conjugate of (y z) bull
he ieer product for vector epaees was given in definition
23 bull For function epaCeJs the illller product is
b
(32) (x y) =Jr x(a) y(s) ds bull
a
Here it iB assumed tbat x(s) and y(a) are complex tunctions ot
a aiagle real variable o and all elements x and y belonging
to S are integrable on the interTal a ~ e ~ b bull
tn abstract spaces one utualq doee not define a product in
the oidinaq aenampe Tbat is we do not consider nml~iplieation in
which a product -q is aa element of the speC)ft In the next aecshy
tion we ahell howev-er consider transformations in abstract
spaces
u
A transformation in an abstract spaoe S ~elates to each
element x 1n S anothel element y in s Suoh a transformation
may be written tn the following notation
(41) (x y in S) bull
rhe aymbol At called an o-erato~ 1a used to reptteeent the
transfolmation We shall suppoee that A is a single-valued operatott
that 1a tor eaeh x h ta a unique element of S bull
Jltf1Nt1on lJ fhe am QJletttar O 1 s the operator which catrles
eveey- x in S into the zero element of s 0 =0 for every x bull
Phe iiMtiy QRmtgr I caniea eveey x into i tselt Ix bull z
tor all x in S bull
PefiJ1U1oa ~2 An operator L is said to middotne a4d1t1tt 1f
L(x + y) ~ Lx + ~ tor ill r and 1 1n S bull An addi t ive operator
which is continuotu is a ADetu Plttato The notion ot continuity
involves topological eoneepte which do not eoneern us here lfmiddote shal l
hereafter use the telfm lineat operator although we bave not adeshy
quatel7 defined it
Dtfiaition 41 ~he euro of two ope~tore A and B ia the
operator A + B WhiCh transforms z into Ax + llx bull be proQllQt
of two operators A and B ia the operator AB whieh can1ee x
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
2
which is a rational number provided that a is not zero If a =0
no solution uiets unless b =0 and then every value of x eat1eshy
f1es the equation In thia ease we 8aJ that x is arbiiraa Thia
is not the aame si tuation as in emmple (2) above Equation (2) has
1nf1niteq many eolutions1 but these are a aeries of epeeif1c mlllbele
(2) 1a at1 eatisfied by all values of s bull
The baste number eystem which will be employed throaghout thie
paper is the complex number field A CoJIIPlex llUlllber is arrt ntlllbel of
the ttPe a + bl where a ampnd b ale r-eal numbers axd 1 bull J=i A Untar equation ax =b where a and b are complex llWilbere
bbaa the unique solution x abull unleaa a bull o As before if a bull o
then b mat be zero in older that a solution exist If this CoDd1bull
t1on is aat1ef1ed then x is arb1traJ7 Note that the solution
x o ~ ts generally a complex UllDiber
The cpmplg coGwmto of a+ bi te the number a - bi bull
bull bull bull bull bull bull bull bull bull bull bull bull bull
3
Only the simplest mathematical problems lead to a single e~tion
in one unknown More complex problema Will require the colution of a
set of equations in sever-al unknowns If all the equat ions are linear
in eaeh of the unknowns this set is called a linEar system of equashy
tions Sach a qstem mtq be wr1 tten in the following foltl
(21)
TJIie 1e a S7atem of m e~tions in n unknowns ~e unknowne are
bull bullbullbull bull ~ and the known quantitiea are the a1j and the 71bull he
systeJil (21) can be expreaud in a muoh shorter folm b1 using the
~tion notation
n t a1SXJ bull 71 (1 =1 bullbullbull m) bull
1-1
This ezpression meane precisely the same thing as (21) A
ao~utioA of (22) is 8Zf3 set of values tor bull b Btlch that all
m eqUationbull are satisfied simultaneouall Ve shall suppose that a1J
and are complex nWnbefs~ and that the eolut1on must be a set ofy-1
complex llWilbers
Another Ya7 of dealing with linear qatems is to use the concepts
of vectors and matrices We shall tieat these topics by maJdJlg the
following definitions (2 ppl~)
Defipitioq 2rl An n=dimepaiop complg yeq3ot is M ordered aet
ot n complex numbers w~itten (~bullbullbullbull bull ~) ~ x bull fuamp totality- of
such Yectora tor- a given n is called an n-dimeneional eomplexmiddot
vector apace
The nwnber is called the 1-th component of vectol x bullz1
The zero vector 0 211 (O bullbullbull 0) is the vector all ot whose comshy
ponentt are eeroe Note that the symbol 0 is used to represent the
EerG vector as well as the complex ll1llllbe1 eero
~fgampUon 22 The mam of tWfi vectors x =(1 bull ~) and
7 w (71 bullbullbull 711) is the veetot x + 1 bull (_ + r1 bull bullbullbull bull 2n + Tn) bull
The vqjysraquo ot a vector x 07 a eomplex nwilbel a is the vector
aJt bull xa bull (~bull bullbull bull bull axn)
Two vectors x and y are tmli if and onlyen if x 7 = o
A vector apace with the above p~perties ts called a (ineer IPMbullbull
veetora x and y is the complex nuiber
-where 7s 1e the complex conJugate ot 11 bull
The equations (22) are ea14 to define a lineMgt homogeneous tlanJJ
formation of the n-dimensional vector x into the m-dimensional
veeter 1
Defi~tjon 2J fhe Wiamp of the transfolmation defined by (22)
is the rectaJ~gU~ eJrta3
bull
If m bull n A is called a sgwe etrix of order n bull
We can now Write the aystem (22) 1n the foim
~s qmbolte notation meatus that A is thought of as something
which traneforms x into 3bull he sim1lar1tr betWe$Il 2 bull 3) and the
equation ax bull b is evident
ltttnttga ~middot5 fhe Jfill of two matrices A =(a1j) and J3 =(blJ)
ie the matr1 A+ B = (amp11 + b13) which t~anaforms tnetf x into
Ax+Bx
The mregU$ of a mtrbt by a complex nwnber a is the matrix
aA = (cra J) which transforms eve17 x into Go(Ax) bull1
In the rest of this chapter ve shall as~e that m =n bull In the
linear ayatelll (22) bull we can alWaJI suppoae m bull n by definiag a11 -= 0
and r1 bull 0 tor 1 gt m bull Timbull we ampball be concerned only with
n~tmensional bullectors and n-th order square matrices
6
for iJ =l bullbullbull n bull The te~o mat~1x transforms every vector x
into the tero vector
The 3mU majri is I = (amp1J) vhere l and 8ij = 0amp11 bull
for i r J bull fhe unit matrix carries x into 1tseli Ix =x for
every x bull
Dfipamption 2] fhb profluet omiddotf a matrix A and a vector x 1a
a vector In one case we have
(i bull l bullbullbull n) bullbull
where the quantity in parentheses is the 1-th component of the vector
Ax bull This defines pteciselr what is meant bf the tranoformetion
We may also have a product with the vector on the lett
xA bull ~ ~ x1a1J (J bull l bullbullbull n) bullt=l J Genelamplq xA I Ax bull
Detfn1t1Qn 2~sect The DtQdugt of matrix A = (a1j) by matrix
B bull (b13) is the matrix
u ~~1 bulln~J which transforms every x into A(k) bull
Dt(lA1~1oQ 2e9 If a unique matrix B exists such that
1
bull
-lAll bull BA bull I bull B is called the invttl of A and is written A bull
Detini~iQP ~lQ The matrir A 0 (aJ1) is called the tranampPi
of A (a1Jh A (aij) is the COJl1ggatt of A and r =i ie the
Hermitiy gopJyate of A bull
We are now prepared to diseues in some detail the solution of the
equation A bull 7bull Here there are three eases dependi~ on the
character of matrix A bull First 1 A has an inverse A-lbull then we
have
or
z bull A-ly bull
This gives the unique solution x which Mti$fiea the equation
Second if A bull o there is no tolution unless y = o and then evef7
vector x is a solution ~hese cases are like those for the simple
equation ax bull b bull But tor Ax bull 7 bull there is a third case since a
matrix 1JJBY not be zero and yet haTe no inverse atoh a matrix is said
to be s1Dgalar If A is a singular matrix a solution will exist
onlY if y aatisfies certain restrictions If these ~e satisfied
some of the are arbitrary The tollorillg theorem 82plains thi ilx1
completely (2 pp6-7)
mopiM 2~ The syetem Ax bull y has a solution if and only it
(z y) = 0 tor all vectors s ~ttch that sA J 0 bull Aey z satisshy
fying the equation zA =o can be witten as a linear combination ot
8
l dcertain linearly independent z a tor emmple B bullbullbull bull I bull
d ~ n bull Iiov 7 mst sat1ef7 the d linear homogeneous equations
(zk 7) bull o k = l bullbullbull d bull Exaotly d of the components ot x
can be chosen arb1traril)- and the remaining n - d will then be
detelmined fhe integer d 1a oaJled the yfeet of system Ax bull 1
and n d 1 s the ~ bull
fhe proof o-f this theorea wlll not be g1ven since it follows
veey eloeeq the proof of theorea 51 without the restriction
involving inverses
9
In definition 21 the idea of an ~imensional vector space
waa introduced Now we shall extend t he concept of bullapace First
we may consider veetQra with a denumerable infinity of components
the totality of such vectors is an 1nt1n1te-dimensional vector
space A further extension might be to vectors w1th a non-denumershy
able 1Dfin1ty of components Ve can treat such veetors as tnnct1ona
of a cont~ous variable a he totality of ~otions defined on a
c~rtain interval a ~ a ~ b 1bull called a gunction snacebull
In general an abstract linear space S consists of a set of
elements which have t he following properties
(l) It x and y aze elaenta of s the SWIl x + 1 ia
defined and is in S bull ih1a operation is associative
and commatative A zero element 0 exists in S 8lch
that x + 0 a x tor all x in S bull
(2) If x is in S and a is 811yen complex IIWnbe1t the
product ca bull ~ is defined and u is in S bull 1hia
operation has the property that lta= 0 if alld onl7 it
a bull 0 or x bull 0 bull or both bull
(3) If x and y belong to S then x = y if aJJd onlf
if X - yen a 0 bull
Another operat ion is often def ined tor abstract spaces hie
operation is called the inner product (x y) which is a complex
10
llWilbel aasoeiated with x and 7 bull ~he inner product must oatist)
the relation
(3~) (x y) ~ (y x)
where (y x) denotes the complex conjugate of (y z) bull
he ieer product for vector epaees was given in definition
23 bull For function epaCeJs the illller product is
b
(32) (x y) =Jr x(a) y(s) ds bull
a
Here it iB assumed tbat x(s) and y(a) are complex tunctions ot
a aiagle real variable o and all elements x and y belonging
to S are integrable on the interTal a ~ e ~ b bull
tn abstract spaces one utualq doee not define a product in
the oidinaq aenampe Tbat is we do not consider nml~iplieation in
which a product -q is aa element of the speC)ft In the next aecshy
tion we ahell howev-er consider transformations in abstract
spaces
u
A transformation in an abstract spaoe S ~elates to each
element x 1n S anothel element y in s Suoh a transformation
may be written tn the following notation
(41) (x y in S) bull
rhe aymbol At called an o-erato~ 1a used to reptteeent the
transfolmation We shall suppoee that A is a single-valued operatott
that 1a tor eaeh x h ta a unique element of S bull
Jltf1Nt1on lJ fhe am QJletttar O 1 s the operator which catrles
eveey- x in S into the zero element of s 0 =0 for every x bull
Phe iiMtiy QRmtgr I caniea eveey x into i tselt Ix bull z
tor all x in S bull
PefiJ1U1oa ~2 An operator L is said to middotne a4d1t1tt 1f
L(x + y) ~ Lx + ~ tor ill r and 1 1n S bull An addi t ive operator
which is continuotu is a ADetu Plttato The notion ot continuity
involves topological eoneepte which do not eoneern us here lfmiddote shal l
hereafter use the telfm lineat operator although we bave not adeshy
quatel7 defined it
Dtfiaition 41 ~he euro of two ope~tore A and B ia the
operator A + B WhiCh transforms z into Ax + llx bull be proQllQt
of two operators A and B ia the operator AB whieh can1ee x
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
bull bull bull bull bull bull bull bull bull bull bull bull bull
3
Only the simplest mathematical problems lead to a single e~tion
in one unknown More complex problema Will require the colution of a
set of equations in sever-al unknowns If all the equat ions are linear
in eaeh of the unknowns this set is called a linEar system of equashy
tions Sach a qstem mtq be wr1 tten in the following foltl
(21)
TJIie 1e a S7atem of m e~tions in n unknowns ~e unknowne are
bull bullbullbull bull ~ and the known quantitiea are the a1j and the 71bull he
systeJil (21) can be expreaud in a muoh shorter folm b1 using the
~tion notation
n t a1SXJ bull 71 (1 =1 bullbullbull m) bull
1-1
This ezpression meane precisely the same thing as (21) A
ao~utioA of (22) is 8Zf3 set of values tor bull b Btlch that all
m eqUationbull are satisfied simultaneouall Ve shall suppose that a1J
and are complex nWnbefs~ and that the eolut1on must be a set ofy-1
complex llWilbers
Another Ya7 of dealing with linear qatems is to use the concepts
of vectors and matrices We shall tieat these topics by maJdJlg the
following definitions (2 ppl~)
Defipitioq 2rl An n=dimepaiop complg yeq3ot is M ordered aet
ot n complex numbers w~itten (~bullbullbullbull bull ~) ~ x bull fuamp totality- of
such Yectora tor- a given n is called an n-dimeneional eomplexmiddot
vector apace
The nwnber is called the 1-th component of vectol x bullz1
The zero vector 0 211 (O bullbullbull 0) is the vector all ot whose comshy
ponentt are eeroe Note that the symbol 0 is used to represent the
EerG vector as well as the complex ll1llllbe1 eero
~fgampUon 22 The mam of tWfi vectors x =(1 bull ~) and
7 w (71 bullbullbull 711) is the veetot x + 1 bull (_ + r1 bull bullbullbull bull 2n + Tn) bull
The vqjysraquo ot a vector x 07 a eomplex nwilbel a is the vector
aJt bull xa bull (~bull bullbull bull bull axn)
Two vectors x and y are tmli if and onlyen if x 7 = o
A vector apace with the above p~perties ts called a (ineer IPMbullbull
veetora x and y is the complex nuiber
-where 7s 1e the complex conJugate ot 11 bull
The equations (22) are ea14 to define a lineMgt homogeneous tlanJJ
formation of the n-dimensional vector x into the m-dimensional
veeter 1
Defi~tjon 2J fhe Wiamp of the transfolmation defined by (22)
is the rectaJ~gU~ eJrta3
bull
If m bull n A is called a sgwe etrix of order n bull
We can now Write the aystem (22) 1n the foim
~s qmbolte notation meatus that A is thought of as something
which traneforms x into 3bull he sim1lar1tr betWe$Il 2 bull 3) and the
equation ax bull b is evident
ltttnttga ~middot5 fhe Jfill of two matrices A =(a1j) and J3 =(blJ)
ie the matr1 A+ B = (amp11 + b13) which t~anaforms tnetf x into
Ax+Bx
The mregU$ of a mtrbt by a complex nwnber a is the matrix
aA = (cra J) which transforms eve17 x into Go(Ax) bull1
In the rest of this chapter ve shall as~e that m =n bull In the
linear ayatelll (22) bull we can alWaJI suppoae m bull n by definiag a11 -= 0
and r1 bull 0 tor 1 gt m bull Timbull we ampball be concerned only with
n~tmensional bullectors and n-th order square matrices
6
for iJ =l bullbullbull n bull The te~o mat~1x transforms every vector x
into the tero vector
The 3mU majri is I = (amp1J) vhere l and 8ij = 0amp11 bull
for i r J bull fhe unit matrix carries x into 1tseli Ix =x for
every x bull
Dfipamption 2] fhb profluet omiddotf a matrix A and a vector x 1a
a vector In one case we have
(i bull l bullbullbull n) bullbull
where the quantity in parentheses is the 1-th component of the vector
Ax bull This defines pteciselr what is meant bf the tranoformetion
We may also have a product with the vector on the lett
xA bull ~ ~ x1a1J (J bull l bullbullbull n) bullt=l J Genelamplq xA I Ax bull
Detfn1t1Qn 2~sect The DtQdugt of matrix A = (a1j) by matrix
B bull (b13) is the matrix
u ~~1 bulln~J which transforms every x into A(k) bull
Dt(lA1~1oQ 2e9 If a unique matrix B exists such that
1
bull
-lAll bull BA bull I bull B is called the invttl of A and is written A bull
Detini~iQP ~lQ The matrir A 0 (aJ1) is called the tranampPi
of A (a1Jh A (aij) is the COJl1ggatt of A and r =i ie the
Hermitiy gopJyate of A bull
We are now prepared to diseues in some detail the solution of the
equation A bull 7bull Here there are three eases dependi~ on the
character of matrix A bull First 1 A has an inverse A-lbull then we
have
or
z bull A-ly bull
This gives the unique solution x which Mti$fiea the equation
Second if A bull o there is no tolution unless y = o and then evef7
vector x is a solution ~hese cases are like those for the simple
equation ax bull b bull But tor Ax bull 7 bull there is a third case since a
matrix 1JJBY not be zero and yet haTe no inverse atoh a matrix is said
to be s1Dgalar If A is a singular matrix a solution will exist
onlY if y aatisfies certain restrictions If these ~e satisfied
some of the are arbitrary The tollorillg theorem 82plains thi ilx1
completely (2 pp6-7)
mopiM 2~ The syetem Ax bull y has a solution if and only it
(z y) = 0 tor all vectors s ~ttch that sA J 0 bull Aey z satisshy
fying the equation zA =o can be witten as a linear combination ot
8
l dcertain linearly independent z a tor emmple B bullbullbull bull I bull
d ~ n bull Iiov 7 mst sat1ef7 the d linear homogeneous equations
(zk 7) bull o k = l bullbullbull d bull Exaotly d of the components ot x
can be chosen arb1traril)- and the remaining n - d will then be
detelmined fhe integer d 1a oaJled the yfeet of system Ax bull 1
and n d 1 s the ~ bull
fhe proof o-f this theorea wlll not be g1ven since it follows
veey eloeeq the proof of theorea 51 without the restriction
involving inverses
9
In definition 21 the idea of an ~imensional vector space
waa introduced Now we shall extend t he concept of bullapace First
we may consider veetQra with a denumerable infinity of components
the totality of such vectors is an 1nt1n1te-dimensional vector
space A further extension might be to vectors w1th a non-denumershy
able 1Dfin1ty of components Ve can treat such veetors as tnnct1ona
of a cont~ous variable a he totality of ~otions defined on a
c~rtain interval a ~ a ~ b 1bull called a gunction snacebull
In general an abstract linear space S consists of a set of
elements which have t he following properties
(l) It x and y aze elaenta of s the SWIl x + 1 ia
defined and is in S bull ih1a operation is associative
and commatative A zero element 0 exists in S 8lch
that x + 0 a x tor all x in S bull
(2) If x is in S and a is 811yen complex IIWnbe1t the
product ca bull ~ is defined and u is in S bull 1hia
operation has the property that lta= 0 if alld onl7 it
a bull 0 or x bull 0 bull or both bull
(3) If x and y belong to S then x = y if aJJd onlf
if X - yen a 0 bull
Another operat ion is often def ined tor abstract spaces hie
operation is called the inner product (x y) which is a complex
10
llWilbel aasoeiated with x and 7 bull ~he inner product must oatist)
the relation
(3~) (x y) ~ (y x)
where (y x) denotes the complex conjugate of (y z) bull
he ieer product for vector epaees was given in definition
23 bull For function epaCeJs the illller product is
b
(32) (x y) =Jr x(a) y(s) ds bull
a
Here it iB assumed tbat x(s) and y(a) are complex tunctions ot
a aiagle real variable o and all elements x and y belonging
to S are integrable on the interTal a ~ e ~ b bull
tn abstract spaces one utualq doee not define a product in
the oidinaq aenampe Tbat is we do not consider nml~iplieation in
which a product -q is aa element of the speC)ft In the next aecshy
tion we ahell howev-er consider transformations in abstract
spaces
u
A transformation in an abstract spaoe S ~elates to each
element x 1n S anothel element y in s Suoh a transformation
may be written tn the following notation
(41) (x y in S) bull
rhe aymbol At called an o-erato~ 1a used to reptteeent the
transfolmation We shall suppoee that A is a single-valued operatott
that 1a tor eaeh x h ta a unique element of S bull
Jltf1Nt1on lJ fhe am QJletttar O 1 s the operator which catrles
eveey- x in S into the zero element of s 0 =0 for every x bull
Phe iiMtiy QRmtgr I caniea eveey x into i tselt Ix bull z
tor all x in S bull
PefiJ1U1oa ~2 An operator L is said to middotne a4d1t1tt 1f
L(x + y) ~ Lx + ~ tor ill r and 1 1n S bull An addi t ive operator
which is continuotu is a ADetu Plttato The notion ot continuity
involves topological eoneepte which do not eoneern us here lfmiddote shal l
hereafter use the telfm lineat operator although we bave not adeshy
quatel7 defined it
Dtfiaition 41 ~he euro of two ope~tore A and B ia the
operator A + B WhiCh transforms z into Ax + llx bull be proQllQt
of two operators A and B ia the operator AB whieh can1ee x
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
of vectors and matrices We shall tieat these topics by maJdJlg the
following definitions (2 ppl~)
Defipitioq 2rl An n=dimepaiop complg yeq3ot is M ordered aet
ot n complex numbers w~itten (~bullbullbullbull bull ~) ~ x bull fuamp totality- of
such Yectora tor- a given n is called an n-dimeneional eomplexmiddot
vector apace
The nwnber is called the 1-th component of vectol x bullz1
The zero vector 0 211 (O bullbullbull 0) is the vector all ot whose comshy
ponentt are eeroe Note that the symbol 0 is used to represent the
EerG vector as well as the complex ll1llllbe1 eero
~fgampUon 22 The mam of tWfi vectors x =(1 bull ~) and
7 w (71 bullbullbull 711) is the veetot x + 1 bull (_ + r1 bull bullbullbull bull 2n + Tn) bull
The vqjysraquo ot a vector x 07 a eomplex nwilbel a is the vector
aJt bull xa bull (~bull bullbull bull bull axn)
Two vectors x and y are tmli if and onlyen if x 7 = o
A vector apace with the above p~perties ts called a (ineer IPMbullbull
veetora x and y is the complex nuiber
-where 7s 1e the complex conJugate ot 11 bull
The equations (22) are ea14 to define a lineMgt homogeneous tlanJJ
formation of the n-dimensional vector x into the m-dimensional
veeter 1
Defi~tjon 2J fhe Wiamp of the transfolmation defined by (22)
is the rectaJ~gU~ eJrta3
bull
If m bull n A is called a sgwe etrix of order n bull
We can now Write the aystem (22) 1n the foim
~s qmbolte notation meatus that A is thought of as something
which traneforms x into 3bull he sim1lar1tr betWe$Il 2 bull 3) and the
equation ax bull b is evident
ltttnttga ~middot5 fhe Jfill of two matrices A =(a1j) and J3 =(blJ)
ie the matr1 A+ B = (amp11 + b13) which t~anaforms tnetf x into
Ax+Bx
The mregU$ of a mtrbt by a complex nwnber a is the matrix
aA = (cra J) which transforms eve17 x into Go(Ax) bull1
In the rest of this chapter ve shall as~e that m =n bull In the
linear ayatelll (22) bull we can alWaJI suppoae m bull n by definiag a11 -= 0
and r1 bull 0 tor 1 gt m bull Timbull we ampball be concerned only with
n~tmensional bullectors and n-th order square matrices
6
for iJ =l bullbullbull n bull The te~o mat~1x transforms every vector x
into the tero vector
The 3mU majri is I = (amp1J) vhere l and 8ij = 0amp11 bull
for i r J bull fhe unit matrix carries x into 1tseli Ix =x for
every x bull
Dfipamption 2] fhb profluet omiddotf a matrix A and a vector x 1a
a vector In one case we have
(i bull l bullbullbull n) bullbull
where the quantity in parentheses is the 1-th component of the vector
Ax bull This defines pteciselr what is meant bf the tranoformetion
We may also have a product with the vector on the lett
xA bull ~ ~ x1a1J (J bull l bullbullbull n) bullt=l J Genelamplq xA I Ax bull
Detfn1t1Qn 2~sect The DtQdugt of matrix A = (a1j) by matrix
B bull (b13) is the matrix
u ~~1 bulln~J which transforms every x into A(k) bull
Dt(lA1~1oQ 2e9 If a unique matrix B exists such that
1
bull
-lAll bull BA bull I bull B is called the invttl of A and is written A bull
Detini~iQP ~lQ The matrir A 0 (aJ1) is called the tranampPi
of A (a1Jh A (aij) is the COJl1ggatt of A and r =i ie the
Hermitiy gopJyate of A bull
We are now prepared to diseues in some detail the solution of the
equation A bull 7bull Here there are three eases dependi~ on the
character of matrix A bull First 1 A has an inverse A-lbull then we
have
or
z bull A-ly bull
This gives the unique solution x which Mti$fiea the equation
Second if A bull o there is no tolution unless y = o and then evef7
vector x is a solution ~hese cases are like those for the simple
equation ax bull b bull But tor Ax bull 7 bull there is a third case since a
matrix 1JJBY not be zero and yet haTe no inverse atoh a matrix is said
to be s1Dgalar If A is a singular matrix a solution will exist
onlY if y aatisfies certain restrictions If these ~e satisfied
some of the are arbitrary The tollorillg theorem 82plains thi ilx1
completely (2 pp6-7)
mopiM 2~ The syetem Ax bull y has a solution if and only it
(z y) = 0 tor all vectors s ~ttch that sA J 0 bull Aey z satisshy
fying the equation zA =o can be witten as a linear combination ot
8
l dcertain linearly independent z a tor emmple B bullbullbull bull I bull
d ~ n bull Iiov 7 mst sat1ef7 the d linear homogeneous equations
(zk 7) bull o k = l bullbullbull d bull Exaotly d of the components ot x
can be chosen arb1traril)- and the remaining n - d will then be
detelmined fhe integer d 1a oaJled the yfeet of system Ax bull 1
and n d 1 s the ~ bull
fhe proof o-f this theorea wlll not be g1ven since it follows
veey eloeeq the proof of theorea 51 without the restriction
involving inverses
9
In definition 21 the idea of an ~imensional vector space
waa introduced Now we shall extend t he concept of bullapace First
we may consider veetQra with a denumerable infinity of components
the totality of such vectors is an 1nt1n1te-dimensional vector
space A further extension might be to vectors w1th a non-denumershy
able 1Dfin1ty of components Ve can treat such veetors as tnnct1ona
of a cont~ous variable a he totality of ~otions defined on a
c~rtain interval a ~ a ~ b 1bull called a gunction snacebull
In general an abstract linear space S consists of a set of
elements which have t he following properties
(l) It x and y aze elaenta of s the SWIl x + 1 ia
defined and is in S bull ih1a operation is associative
and commatative A zero element 0 exists in S 8lch
that x + 0 a x tor all x in S bull
(2) If x is in S and a is 811yen complex IIWnbe1t the
product ca bull ~ is defined and u is in S bull 1hia
operation has the property that lta= 0 if alld onl7 it
a bull 0 or x bull 0 bull or both bull
(3) If x and y belong to S then x = y if aJJd onlf
if X - yen a 0 bull
Another operat ion is often def ined tor abstract spaces hie
operation is called the inner product (x y) which is a complex
10
llWilbel aasoeiated with x and 7 bull ~he inner product must oatist)
the relation
(3~) (x y) ~ (y x)
where (y x) denotes the complex conjugate of (y z) bull
he ieer product for vector epaees was given in definition
23 bull For function epaCeJs the illller product is
b
(32) (x y) =Jr x(a) y(s) ds bull
a
Here it iB assumed tbat x(s) and y(a) are complex tunctions ot
a aiagle real variable o and all elements x and y belonging
to S are integrable on the interTal a ~ e ~ b bull
tn abstract spaces one utualq doee not define a product in
the oidinaq aenampe Tbat is we do not consider nml~iplieation in
which a product -q is aa element of the speC)ft In the next aecshy
tion we ahell howev-er consider transformations in abstract
spaces
u
A transformation in an abstract spaoe S ~elates to each
element x 1n S anothel element y in s Suoh a transformation
may be written tn the following notation
(41) (x y in S) bull
rhe aymbol At called an o-erato~ 1a used to reptteeent the
transfolmation We shall suppoee that A is a single-valued operatott
that 1a tor eaeh x h ta a unique element of S bull
Jltf1Nt1on lJ fhe am QJletttar O 1 s the operator which catrles
eveey- x in S into the zero element of s 0 =0 for every x bull
Phe iiMtiy QRmtgr I caniea eveey x into i tselt Ix bull z
tor all x in S bull
PefiJ1U1oa ~2 An operator L is said to middotne a4d1t1tt 1f
L(x + y) ~ Lx + ~ tor ill r and 1 1n S bull An addi t ive operator
which is continuotu is a ADetu Plttato The notion ot continuity
involves topological eoneepte which do not eoneern us here lfmiddote shal l
hereafter use the telfm lineat operator although we bave not adeshy
quatel7 defined it
Dtfiaition 41 ~he euro of two ope~tore A and B ia the
operator A + B WhiCh transforms z into Ax + llx bull be proQllQt
of two operators A and B ia the operator AB whieh can1ee x
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
veeter 1
Defi~tjon 2J fhe Wiamp of the transfolmation defined by (22)
is the rectaJ~gU~ eJrta3
bull
If m bull n A is called a sgwe etrix of order n bull
We can now Write the aystem (22) 1n the foim
~s qmbolte notation meatus that A is thought of as something
which traneforms x into 3bull he sim1lar1tr betWe$Il 2 bull 3) and the
equation ax bull b is evident
ltttnttga ~middot5 fhe Jfill of two matrices A =(a1j) and J3 =(blJ)
ie the matr1 A+ B = (amp11 + b13) which t~anaforms tnetf x into
Ax+Bx
The mregU$ of a mtrbt by a complex nwnber a is the matrix
aA = (cra J) which transforms eve17 x into Go(Ax) bull1
In the rest of this chapter ve shall as~e that m =n bull In the
linear ayatelll (22) bull we can alWaJI suppoae m bull n by definiag a11 -= 0
and r1 bull 0 tor 1 gt m bull Timbull we ampball be concerned only with
n~tmensional bullectors and n-th order square matrices
6
for iJ =l bullbullbull n bull The te~o mat~1x transforms every vector x
into the tero vector
The 3mU majri is I = (amp1J) vhere l and 8ij = 0amp11 bull
for i r J bull fhe unit matrix carries x into 1tseli Ix =x for
every x bull
Dfipamption 2] fhb profluet omiddotf a matrix A and a vector x 1a
a vector In one case we have
(i bull l bullbullbull n) bullbull
where the quantity in parentheses is the 1-th component of the vector
Ax bull This defines pteciselr what is meant bf the tranoformetion
We may also have a product with the vector on the lett
xA bull ~ ~ x1a1J (J bull l bullbullbull n) bullt=l J Genelamplq xA I Ax bull
Detfn1t1Qn 2~sect The DtQdugt of matrix A = (a1j) by matrix
B bull (b13) is the matrix
u ~~1 bulln~J which transforms every x into A(k) bull
Dt(lA1~1oQ 2e9 If a unique matrix B exists such that
1
bull
-lAll bull BA bull I bull B is called the invttl of A and is written A bull
Detini~iQP ~lQ The matrir A 0 (aJ1) is called the tranampPi
of A (a1Jh A (aij) is the COJl1ggatt of A and r =i ie the
Hermitiy gopJyate of A bull
We are now prepared to diseues in some detail the solution of the
equation A bull 7bull Here there are three eases dependi~ on the
character of matrix A bull First 1 A has an inverse A-lbull then we
have
or
z bull A-ly bull
This gives the unique solution x which Mti$fiea the equation
Second if A bull o there is no tolution unless y = o and then evef7
vector x is a solution ~hese cases are like those for the simple
equation ax bull b bull But tor Ax bull 7 bull there is a third case since a
matrix 1JJBY not be zero and yet haTe no inverse atoh a matrix is said
to be s1Dgalar If A is a singular matrix a solution will exist
onlY if y aatisfies certain restrictions If these ~e satisfied
some of the are arbitrary The tollorillg theorem 82plains thi ilx1
completely (2 pp6-7)
mopiM 2~ The syetem Ax bull y has a solution if and only it
(z y) = 0 tor all vectors s ~ttch that sA J 0 bull Aey z satisshy
fying the equation zA =o can be witten as a linear combination ot
8
l dcertain linearly independent z a tor emmple B bullbullbull bull I bull
d ~ n bull Iiov 7 mst sat1ef7 the d linear homogeneous equations
(zk 7) bull o k = l bullbullbull d bull Exaotly d of the components ot x
can be chosen arb1traril)- and the remaining n - d will then be
detelmined fhe integer d 1a oaJled the yfeet of system Ax bull 1
and n d 1 s the ~ bull
fhe proof o-f this theorea wlll not be g1ven since it follows
veey eloeeq the proof of theorea 51 without the restriction
involving inverses
9
In definition 21 the idea of an ~imensional vector space
waa introduced Now we shall extend t he concept of bullapace First
we may consider veetQra with a denumerable infinity of components
the totality of such vectors is an 1nt1n1te-dimensional vector
space A further extension might be to vectors w1th a non-denumershy
able 1Dfin1ty of components Ve can treat such veetors as tnnct1ona
of a cont~ous variable a he totality of ~otions defined on a
c~rtain interval a ~ a ~ b 1bull called a gunction snacebull
In general an abstract linear space S consists of a set of
elements which have t he following properties
(l) It x and y aze elaenta of s the SWIl x + 1 ia
defined and is in S bull ih1a operation is associative
and commatative A zero element 0 exists in S 8lch
that x + 0 a x tor all x in S bull
(2) If x is in S and a is 811yen complex IIWnbe1t the
product ca bull ~ is defined and u is in S bull 1hia
operation has the property that lta= 0 if alld onl7 it
a bull 0 or x bull 0 bull or both bull
(3) If x and y belong to S then x = y if aJJd onlf
if X - yen a 0 bull
Another operat ion is often def ined tor abstract spaces hie
operation is called the inner product (x y) which is a complex
10
llWilbel aasoeiated with x and 7 bull ~he inner product must oatist)
the relation
(3~) (x y) ~ (y x)
where (y x) denotes the complex conjugate of (y z) bull
he ieer product for vector epaees was given in definition
23 bull For function epaCeJs the illller product is
b
(32) (x y) =Jr x(a) y(s) ds bull
a
Here it iB assumed tbat x(s) and y(a) are complex tunctions ot
a aiagle real variable o and all elements x and y belonging
to S are integrable on the interTal a ~ e ~ b bull
tn abstract spaces one utualq doee not define a product in
the oidinaq aenampe Tbat is we do not consider nml~iplieation in
which a product -q is aa element of the speC)ft In the next aecshy
tion we ahell howev-er consider transformations in abstract
spaces
u
A transformation in an abstract spaoe S ~elates to each
element x 1n S anothel element y in s Suoh a transformation
may be written tn the following notation
(41) (x y in S) bull
rhe aymbol At called an o-erato~ 1a used to reptteeent the
transfolmation We shall suppoee that A is a single-valued operatott
that 1a tor eaeh x h ta a unique element of S bull
Jltf1Nt1on lJ fhe am QJletttar O 1 s the operator which catrles
eveey- x in S into the zero element of s 0 =0 for every x bull
Phe iiMtiy QRmtgr I caniea eveey x into i tselt Ix bull z
tor all x in S bull
PefiJ1U1oa ~2 An operator L is said to middotne a4d1t1tt 1f
L(x + y) ~ Lx + ~ tor ill r and 1 1n S bull An addi t ive operator
which is continuotu is a ADetu Plttato The notion ot continuity
involves topological eoneepte which do not eoneern us here lfmiddote shal l
hereafter use the telfm lineat operator although we bave not adeshy
quatel7 defined it
Dtfiaition 41 ~he euro of two ope~tore A and B ia the
operator A + B WhiCh transforms z into Ax + llx bull be proQllQt
of two operators A and B ia the operator AB whieh can1ee x
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
6
for iJ =l bullbullbull n bull The te~o mat~1x transforms every vector x
into the tero vector
The 3mU majri is I = (amp1J) vhere l and 8ij = 0amp11 bull
for i r J bull fhe unit matrix carries x into 1tseli Ix =x for
every x bull
Dfipamption 2] fhb profluet omiddotf a matrix A and a vector x 1a
a vector In one case we have
(i bull l bullbullbull n) bullbull
where the quantity in parentheses is the 1-th component of the vector
Ax bull This defines pteciselr what is meant bf the tranoformetion
We may also have a product with the vector on the lett
xA bull ~ ~ x1a1J (J bull l bullbullbull n) bullt=l J Genelamplq xA I Ax bull
Detfn1t1Qn 2~sect The DtQdugt of matrix A = (a1j) by matrix
B bull (b13) is the matrix
u ~~1 bulln~J which transforms every x into A(k) bull
Dt(lA1~1oQ 2e9 If a unique matrix B exists such that
1
bull
-lAll bull BA bull I bull B is called the invttl of A and is written A bull
Detini~iQP ~lQ The matrir A 0 (aJ1) is called the tranampPi
of A (a1Jh A (aij) is the COJl1ggatt of A and r =i ie the
Hermitiy gopJyate of A bull
We are now prepared to diseues in some detail the solution of the
equation A bull 7bull Here there are three eases dependi~ on the
character of matrix A bull First 1 A has an inverse A-lbull then we
have
or
z bull A-ly bull
This gives the unique solution x which Mti$fiea the equation
Second if A bull o there is no tolution unless y = o and then evef7
vector x is a solution ~hese cases are like those for the simple
equation ax bull b bull But tor Ax bull 7 bull there is a third case since a
matrix 1JJBY not be zero and yet haTe no inverse atoh a matrix is said
to be s1Dgalar If A is a singular matrix a solution will exist
onlY if y aatisfies certain restrictions If these ~e satisfied
some of the are arbitrary The tollorillg theorem 82plains thi ilx1
completely (2 pp6-7)
mopiM 2~ The syetem Ax bull y has a solution if and only it
(z y) = 0 tor all vectors s ~ttch that sA J 0 bull Aey z satisshy
fying the equation zA =o can be witten as a linear combination ot
8
l dcertain linearly independent z a tor emmple B bullbullbull bull I bull
d ~ n bull Iiov 7 mst sat1ef7 the d linear homogeneous equations
(zk 7) bull o k = l bullbullbull d bull Exaotly d of the components ot x
can be chosen arb1traril)- and the remaining n - d will then be
detelmined fhe integer d 1a oaJled the yfeet of system Ax bull 1
and n d 1 s the ~ bull
fhe proof o-f this theorea wlll not be g1ven since it follows
veey eloeeq the proof of theorea 51 without the restriction
involving inverses
9
In definition 21 the idea of an ~imensional vector space
waa introduced Now we shall extend t he concept of bullapace First
we may consider veetQra with a denumerable infinity of components
the totality of such vectors is an 1nt1n1te-dimensional vector
space A further extension might be to vectors w1th a non-denumershy
able 1Dfin1ty of components Ve can treat such veetors as tnnct1ona
of a cont~ous variable a he totality of ~otions defined on a
c~rtain interval a ~ a ~ b 1bull called a gunction snacebull
In general an abstract linear space S consists of a set of
elements which have t he following properties
(l) It x and y aze elaenta of s the SWIl x + 1 ia
defined and is in S bull ih1a operation is associative
and commatative A zero element 0 exists in S 8lch
that x + 0 a x tor all x in S bull
(2) If x is in S and a is 811yen complex IIWnbe1t the
product ca bull ~ is defined and u is in S bull 1hia
operation has the property that lta= 0 if alld onl7 it
a bull 0 or x bull 0 bull or both bull
(3) If x and y belong to S then x = y if aJJd onlf
if X - yen a 0 bull
Another operat ion is often def ined tor abstract spaces hie
operation is called the inner product (x y) which is a complex
10
llWilbel aasoeiated with x and 7 bull ~he inner product must oatist)
the relation
(3~) (x y) ~ (y x)
where (y x) denotes the complex conjugate of (y z) bull
he ieer product for vector epaees was given in definition
23 bull For function epaCeJs the illller product is
b
(32) (x y) =Jr x(a) y(s) ds bull
a
Here it iB assumed tbat x(s) and y(a) are complex tunctions ot
a aiagle real variable o and all elements x and y belonging
to S are integrable on the interTal a ~ e ~ b bull
tn abstract spaces one utualq doee not define a product in
the oidinaq aenampe Tbat is we do not consider nml~iplieation in
which a product -q is aa element of the speC)ft In the next aecshy
tion we ahell howev-er consider transformations in abstract
spaces
u
A transformation in an abstract spaoe S ~elates to each
element x 1n S anothel element y in s Suoh a transformation
may be written tn the following notation
(41) (x y in S) bull
rhe aymbol At called an o-erato~ 1a used to reptteeent the
transfolmation We shall suppoee that A is a single-valued operatott
that 1a tor eaeh x h ta a unique element of S bull
Jltf1Nt1on lJ fhe am QJletttar O 1 s the operator which catrles
eveey- x in S into the zero element of s 0 =0 for every x bull
Phe iiMtiy QRmtgr I caniea eveey x into i tselt Ix bull z
tor all x in S bull
PefiJ1U1oa ~2 An operator L is said to middotne a4d1t1tt 1f
L(x + y) ~ Lx + ~ tor ill r and 1 1n S bull An addi t ive operator
which is continuotu is a ADetu Plttato The notion ot continuity
involves topological eoneepte which do not eoneern us here lfmiddote shal l
hereafter use the telfm lineat operator although we bave not adeshy
quatel7 defined it
Dtfiaition 41 ~he euro of two ope~tore A and B ia the
operator A + B WhiCh transforms z into Ax + llx bull be proQllQt
of two operators A and B ia the operator AB whieh can1ee x
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
1
bull
-lAll bull BA bull I bull B is called the invttl of A and is written A bull
Detini~iQP ~lQ The matrir A 0 (aJ1) is called the tranampPi
of A (a1Jh A (aij) is the COJl1ggatt of A and r =i ie the
Hermitiy gopJyate of A bull
We are now prepared to diseues in some detail the solution of the
equation A bull 7bull Here there are three eases dependi~ on the
character of matrix A bull First 1 A has an inverse A-lbull then we
have
or
z bull A-ly bull
This gives the unique solution x which Mti$fiea the equation
Second if A bull o there is no tolution unless y = o and then evef7
vector x is a solution ~hese cases are like those for the simple
equation ax bull b bull But tor Ax bull 7 bull there is a third case since a
matrix 1JJBY not be zero and yet haTe no inverse atoh a matrix is said
to be s1Dgalar If A is a singular matrix a solution will exist
onlY if y aatisfies certain restrictions If these ~e satisfied
some of the are arbitrary The tollorillg theorem 82plains thi ilx1
completely (2 pp6-7)
mopiM 2~ The syetem Ax bull y has a solution if and only it
(z y) = 0 tor all vectors s ~ttch that sA J 0 bull Aey z satisshy
fying the equation zA =o can be witten as a linear combination ot
8
l dcertain linearly independent z a tor emmple B bullbullbull bull I bull
d ~ n bull Iiov 7 mst sat1ef7 the d linear homogeneous equations
(zk 7) bull o k = l bullbullbull d bull Exaotly d of the components ot x
can be chosen arb1traril)- and the remaining n - d will then be
detelmined fhe integer d 1a oaJled the yfeet of system Ax bull 1
and n d 1 s the ~ bull
fhe proof o-f this theorea wlll not be g1ven since it follows
veey eloeeq the proof of theorea 51 without the restriction
involving inverses
9
In definition 21 the idea of an ~imensional vector space
waa introduced Now we shall extend t he concept of bullapace First
we may consider veetQra with a denumerable infinity of components
the totality of such vectors is an 1nt1n1te-dimensional vector
space A further extension might be to vectors w1th a non-denumershy
able 1Dfin1ty of components Ve can treat such veetors as tnnct1ona
of a cont~ous variable a he totality of ~otions defined on a
c~rtain interval a ~ a ~ b 1bull called a gunction snacebull
In general an abstract linear space S consists of a set of
elements which have t he following properties
(l) It x and y aze elaenta of s the SWIl x + 1 ia
defined and is in S bull ih1a operation is associative
and commatative A zero element 0 exists in S 8lch
that x + 0 a x tor all x in S bull
(2) If x is in S and a is 811yen complex IIWnbe1t the
product ca bull ~ is defined and u is in S bull 1hia
operation has the property that lta= 0 if alld onl7 it
a bull 0 or x bull 0 bull or both bull
(3) If x and y belong to S then x = y if aJJd onlf
if X - yen a 0 bull
Another operat ion is often def ined tor abstract spaces hie
operation is called the inner product (x y) which is a complex
10
llWilbel aasoeiated with x and 7 bull ~he inner product must oatist)
the relation
(3~) (x y) ~ (y x)
where (y x) denotes the complex conjugate of (y z) bull
he ieer product for vector epaees was given in definition
23 bull For function epaCeJs the illller product is
b
(32) (x y) =Jr x(a) y(s) ds bull
a
Here it iB assumed tbat x(s) and y(a) are complex tunctions ot
a aiagle real variable o and all elements x and y belonging
to S are integrable on the interTal a ~ e ~ b bull
tn abstract spaces one utualq doee not define a product in
the oidinaq aenampe Tbat is we do not consider nml~iplieation in
which a product -q is aa element of the speC)ft In the next aecshy
tion we ahell howev-er consider transformations in abstract
spaces
u
A transformation in an abstract spaoe S ~elates to each
element x 1n S anothel element y in s Suoh a transformation
may be written tn the following notation
(41) (x y in S) bull
rhe aymbol At called an o-erato~ 1a used to reptteeent the
transfolmation We shall suppoee that A is a single-valued operatott
that 1a tor eaeh x h ta a unique element of S bull
Jltf1Nt1on lJ fhe am QJletttar O 1 s the operator which catrles
eveey- x in S into the zero element of s 0 =0 for every x bull
Phe iiMtiy QRmtgr I caniea eveey x into i tselt Ix bull z
tor all x in S bull
PefiJ1U1oa ~2 An operator L is said to middotne a4d1t1tt 1f
L(x + y) ~ Lx + ~ tor ill r and 1 1n S bull An addi t ive operator
which is continuotu is a ADetu Plttato The notion ot continuity
involves topological eoneepte which do not eoneern us here lfmiddote shal l
hereafter use the telfm lineat operator although we bave not adeshy
quatel7 defined it
Dtfiaition 41 ~he euro of two ope~tore A and B ia the
operator A + B WhiCh transforms z into Ax + llx bull be proQllQt
of two operators A and B ia the operator AB whieh can1ee x
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
8
l dcertain linearly independent z a tor emmple B bullbullbull bull I bull
d ~ n bull Iiov 7 mst sat1ef7 the d linear homogeneous equations
(zk 7) bull o k = l bullbullbull d bull Exaotly d of the components ot x
can be chosen arb1traril)- and the remaining n - d will then be
detelmined fhe integer d 1a oaJled the yfeet of system Ax bull 1
and n d 1 s the ~ bull
fhe proof o-f this theorea wlll not be g1ven since it follows
veey eloeeq the proof of theorea 51 without the restriction
involving inverses
9
In definition 21 the idea of an ~imensional vector space
waa introduced Now we shall extend t he concept of bullapace First
we may consider veetQra with a denumerable infinity of components
the totality of such vectors is an 1nt1n1te-dimensional vector
space A further extension might be to vectors w1th a non-denumershy
able 1Dfin1ty of components Ve can treat such veetors as tnnct1ona
of a cont~ous variable a he totality of ~otions defined on a
c~rtain interval a ~ a ~ b 1bull called a gunction snacebull
In general an abstract linear space S consists of a set of
elements which have t he following properties
(l) It x and y aze elaenta of s the SWIl x + 1 ia
defined and is in S bull ih1a operation is associative
and commatative A zero element 0 exists in S 8lch
that x + 0 a x tor all x in S bull
(2) If x is in S and a is 811yen complex IIWnbe1t the
product ca bull ~ is defined and u is in S bull 1hia
operation has the property that lta= 0 if alld onl7 it
a bull 0 or x bull 0 bull or both bull
(3) If x and y belong to S then x = y if aJJd onlf
if X - yen a 0 bull
Another operat ion is often def ined tor abstract spaces hie
operation is called the inner product (x y) which is a complex
10
llWilbel aasoeiated with x and 7 bull ~he inner product must oatist)
the relation
(3~) (x y) ~ (y x)
where (y x) denotes the complex conjugate of (y z) bull
he ieer product for vector epaees was given in definition
23 bull For function epaCeJs the illller product is
b
(32) (x y) =Jr x(a) y(s) ds bull
a
Here it iB assumed tbat x(s) and y(a) are complex tunctions ot
a aiagle real variable o and all elements x and y belonging
to S are integrable on the interTal a ~ e ~ b bull
tn abstract spaces one utualq doee not define a product in
the oidinaq aenampe Tbat is we do not consider nml~iplieation in
which a product -q is aa element of the speC)ft In the next aecshy
tion we ahell howev-er consider transformations in abstract
spaces
u
A transformation in an abstract spaoe S ~elates to each
element x 1n S anothel element y in s Suoh a transformation
may be written tn the following notation
(41) (x y in S) bull
rhe aymbol At called an o-erato~ 1a used to reptteeent the
transfolmation We shall suppoee that A is a single-valued operatott
that 1a tor eaeh x h ta a unique element of S bull
Jltf1Nt1on lJ fhe am QJletttar O 1 s the operator which catrles
eveey- x in S into the zero element of s 0 =0 for every x bull
Phe iiMtiy QRmtgr I caniea eveey x into i tselt Ix bull z
tor all x in S bull
PefiJ1U1oa ~2 An operator L is said to middotne a4d1t1tt 1f
L(x + y) ~ Lx + ~ tor ill r and 1 1n S bull An addi t ive operator
which is continuotu is a ADetu Plttato The notion ot continuity
involves topological eoneepte which do not eoneern us here lfmiddote shal l
hereafter use the telfm lineat operator although we bave not adeshy
quatel7 defined it
Dtfiaition 41 ~he euro of two ope~tore A and B ia the
operator A + B WhiCh transforms z into Ax + llx bull be proQllQt
of two operators A and B ia the operator AB whieh can1ee x
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
9
In definition 21 the idea of an ~imensional vector space
waa introduced Now we shall extend t he concept of bullapace First
we may consider veetQra with a denumerable infinity of components
the totality of such vectors is an 1nt1n1te-dimensional vector
space A further extension might be to vectors w1th a non-denumershy
able 1Dfin1ty of components Ve can treat such veetors as tnnct1ona
of a cont~ous variable a he totality of ~otions defined on a
c~rtain interval a ~ a ~ b 1bull called a gunction snacebull
In general an abstract linear space S consists of a set of
elements which have t he following properties
(l) It x and y aze elaenta of s the SWIl x + 1 ia
defined and is in S bull ih1a operation is associative
and commatative A zero element 0 exists in S 8lch
that x + 0 a x tor all x in S bull
(2) If x is in S and a is 811yen complex IIWnbe1t the
product ca bull ~ is defined and u is in S bull 1hia
operation has the property that lta= 0 if alld onl7 it
a bull 0 or x bull 0 bull or both bull
(3) If x and y belong to S then x = y if aJJd onlf
if X - yen a 0 bull
Another operat ion is often def ined tor abstract spaces hie
operation is called the inner product (x y) which is a complex
10
llWilbel aasoeiated with x and 7 bull ~he inner product must oatist)
the relation
(3~) (x y) ~ (y x)
where (y x) denotes the complex conjugate of (y z) bull
he ieer product for vector epaees was given in definition
23 bull For function epaCeJs the illller product is
b
(32) (x y) =Jr x(a) y(s) ds bull
a
Here it iB assumed tbat x(s) and y(a) are complex tunctions ot
a aiagle real variable o and all elements x and y belonging
to S are integrable on the interTal a ~ e ~ b bull
tn abstract spaces one utualq doee not define a product in
the oidinaq aenampe Tbat is we do not consider nml~iplieation in
which a product -q is aa element of the speC)ft In the next aecshy
tion we ahell howev-er consider transformations in abstract
spaces
u
A transformation in an abstract spaoe S ~elates to each
element x 1n S anothel element y in s Suoh a transformation
may be written tn the following notation
(41) (x y in S) bull
rhe aymbol At called an o-erato~ 1a used to reptteeent the
transfolmation We shall suppoee that A is a single-valued operatott
that 1a tor eaeh x h ta a unique element of S bull
Jltf1Nt1on lJ fhe am QJletttar O 1 s the operator which catrles
eveey- x in S into the zero element of s 0 =0 for every x bull
Phe iiMtiy QRmtgr I caniea eveey x into i tselt Ix bull z
tor all x in S bull
PefiJ1U1oa ~2 An operator L is said to middotne a4d1t1tt 1f
L(x + y) ~ Lx + ~ tor ill r and 1 1n S bull An addi t ive operator
which is continuotu is a ADetu Plttato The notion ot continuity
involves topological eoneepte which do not eoneern us here lfmiddote shal l
hereafter use the telfm lineat operator although we bave not adeshy
quatel7 defined it
Dtfiaition 41 ~he euro of two ope~tore A and B ia the
operator A + B WhiCh transforms z into Ax + llx bull be proQllQt
of two operators A and B ia the operator AB whieh can1ee x
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
10
llWilbel aasoeiated with x and 7 bull ~he inner product must oatist)
the relation
(3~) (x y) ~ (y x)
where (y x) denotes the complex conjugate of (y z) bull
he ieer product for vector epaees was given in definition
23 bull For function epaCeJs the illller product is
b
(32) (x y) =Jr x(a) y(s) ds bull
a
Here it iB assumed tbat x(s) and y(a) are complex tunctions ot
a aiagle real variable o and all elements x and y belonging
to S are integrable on the interTal a ~ e ~ b bull
tn abstract spaces one utualq doee not define a product in
the oidinaq aenampe Tbat is we do not consider nml~iplieation in
which a product -q is aa element of the speC)ft In the next aecshy
tion we ahell howev-er consider transformations in abstract
spaces
u
A transformation in an abstract spaoe S ~elates to each
element x 1n S anothel element y in s Suoh a transformation
may be written tn the following notation
(41) (x y in S) bull
rhe aymbol At called an o-erato~ 1a used to reptteeent the
transfolmation We shall suppoee that A is a single-valued operatott
that 1a tor eaeh x h ta a unique element of S bull
Jltf1Nt1on lJ fhe am QJletttar O 1 s the operator which catrles
eveey- x in S into the zero element of s 0 =0 for every x bull
Phe iiMtiy QRmtgr I caniea eveey x into i tselt Ix bull z
tor all x in S bull
PefiJ1U1oa ~2 An operator L is said to middotne a4d1t1tt 1f
L(x + y) ~ Lx + ~ tor ill r and 1 1n S bull An addi t ive operator
which is continuotu is a ADetu Plttato The notion ot continuity
involves topological eoneepte which do not eoneern us here lfmiddote shal l
hereafter use the telfm lineat operator although we bave not adeshy
quatel7 defined it
Dtfiaition 41 ~he euro of two ope~tore A and B ia the
operator A + B WhiCh transforms z into Ax + llx bull be proQllQt
of two operators A and B ia the operator AB whieh can1ee x
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
u
A transformation in an abstract spaoe S ~elates to each
element x 1n S anothel element y in s Suoh a transformation
may be written tn the following notation
(41) (x y in S) bull
rhe aymbol At called an o-erato~ 1a used to reptteeent the
transfolmation We shall suppoee that A is a single-valued operatott
that 1a tor eaeh x h ta a unique element of S bull
Jltf1Nt1on lJ fhe am QJletttar O 1 s the operator which catrles
eveey- x in S into the zero element of s 0 =0 for every x bull
Phe iiMtiy QRmtgr I caniea eveey x into i tselt Ix bull z
tor all x in S bull
PefiJ1U1oa ~2 An operator L is said to middotne a4d1t1tt 1f
L(x + y) ~ Lx + ~ tor ill r and 1 1n S bull An addi t ive operator
which is continuotu is a ADetu Plttato The notion ot continuity
involves topological eoneepte which do not eoneern us here lfmiddote shal l
hereafter use the telfm lineat operator although we bave not adeshy
quatel7 defined it
Dtfiaition 41 ~he euro of two ope~tore A and B ia the
operator A + B WhiCh transforms z into Ax + llx bull be proQllQt
of two operators A and B ia the operator AB whieh can1ee x
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
12
into A(lb) bull
It can readily be shown that addition of oper-ators is aasooiat1ve
and commt1tative~ that multipl1catlon is associative and tbat multibull
plication is distributi~e over addition
Def1njlon 44 If a unique operator B exists ~~ that
AB bull BA bull 1 bull it is ealled the invelie of A and is written B = Abulll
Jor a linear operator L the invnse lt it exists will be
denoted by M bull lt is asSWDed that the 1nTersee of all Un-r operashy
tors considered here ue s1Dgle bull valued and linear
De11nit12A 45 The Rumttiap gon1mate of a linear operator L
is denoted by V and is defined by the lelation (Lx 1) bull (x Iq) bull
which mat be eati sfied for all x and 1 in S
In a Tector apace linear Qperatore are matrices For function
epacbulla operators are represented by integrals
b
(42) f I(a t) x(t) dt r(a) (a~ 1 ~b)
a
he Hermitian conjUgate of an integral operator ia
b 11
J x J I (t a) x(t) dt (amp ~ bull ~ Igt) bull
a
The operation xL may be defined
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
13
b ( ltiLbull f x(t) L(t e) dt (a o a c b) bull
In abstract epace we mq consider Lx bull 3 to be a linear
equation in Vh1ch L and - are known and x is to be found If
L bas an inverse M the equation haa the unique solution x bull M7 bull
li middot L bull 0 bull the equation has nomiddot solution unless y =0 and then
eveey x in S ts a solution However bull 1 might not be seo and
stUl heTe DO inverse It seems ltkeq that heolem 21 would a~
here as 1t does for vector epacea Aa atated for abstract apacebullbullmiddot it
is written in the followtng form
poundliiQljlf 21bull The equation Lx bull 7 baa a solution 1f and oal7 it
(s 7) bull 0 tor all s suoh thet 1L = o bull
A theor81l aimilar to this baa been proved for iltegral equations
of Fredholm type ami secolld kind (1 ppl01-1oq) We shall conaicler
onlyen those llneampl opemto~a vh1oh aaUampf7 this theolem bull
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
SYSmtS OF OPERATIOIAL E(tT1MIONS
Now we shall be concerned with problems which involve more than
one apace 111rst suppose we haTe two spaces s and s ~ Then the1 2
equation L =~ (_ in ~ bull 22 1n s2) indicates a transforshy
mation which carries each element of into an elampment of bull Wbulls1 s2
say that operator L ~ $pace s ~ apace s2 bull1
he detinitiona of section 4 appq in an obViOls way to the
present situation and will not be restated- Note that the identitshy
operatoll X elw~e maps a epace into itself It L bas an inverse
M 1t is an operator which mapa spa()e into bull In this cases2 s1
the eolut1on of L1]_ =~ ie bull M~ bull
Suppoee we have two aets of linear spaceamp ~-bull lb and
t 1bull bull bull bull Ibull bull m ~ n bull Oona1der elements in Xs and YJ 1n rJ bull x1
Let LJi be a lin~ operator which maps apace into space TJ bullX1
If tJi haD an inverse_ t t is written MJl and is a ltneat opettator
which maps YJ into x bull lle contider the linear 81Btem of operashy1
tional equations
~hibull qstem is aa1d to have a solution for given Ljl and 7J it amp
set of elements liJbull bullbull ~ exists wch that all m equationbull
are satiatield s1mltaneousq By defining = 0 and 7J bull 0 tormiddotL31 J gt bull ve TlliJyen suppose m bull n bull It 1s asawned that th1s has been done
Jor convenience we shall det1ne vectors and matrices fotJ
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
15
operational e~tiona
Definition 51 The vectgr x bull x1 = 1)_9 bull ~J is an
n-dbaenaional vector whose 1-th component is an element of apace
Det1n1tiqn 52 the uzg ttctQpound ie 0 = 0 o 0 bull
whose 1-th component is the selo element of the 1-th space
The inner product (x 7) will not be defined because product 1
of the tTPe are undefinedx171
Dtf1nit1on 513 The matriJ L e (Lji) is a matrix whose composhy
nents are linear operators Hereafter the ~bol L without anbshy
aor1pte will be used to denote this matrix
Def1n1 t ion 5)t rhe ptoduct (Jf matrix L and veetott x is the
following vector
Th1e is a veeto~ whose jbullth component 1a an element of space YJ bull
lilv1dentl3 qstem (51) 1s equ1nlent to the equation Lz bull 1 bull
Dtf1ait1on 5~ Themiddot yector OJorator zP 1a
zP = zP bull zP1 1 bull bull z where ~ 1s an operator which mampps
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
16
Dfapitlcm 5bull6 The prgduct of vector operator zP ond matrix
L 1a the vector
Zp L bull ~ zP xmiddot j jiJ-1
whose 1-th component is an operator which maps spaee x into YP bull1
Dttinitipn 57 he inner Rroduct of vector operator zP with
v ector y is theelement of apace YP defined by
( zP bull Tgt = zP ~
where 7j is the oomp1ez eon~ate of yJ bull
It seema as if Theorem 21t
lhould be valid for wretem (51) bull
Unfortunate]$ the attempt to prove this has not been succeasft11 A
more specialised theorem will be proved in this section vhlle secshy
tiou 6 is deToted to a diacaaaion of the general ease
he statement of the special theorem is rather involved Jor
this reason we shall prove it before stating it fhe problea 1s to
determine aome oondit1ons on y for the ex1 etence of a solution to
In the firet place if all the L31 bull o bull (1 1 bull 1 bullbullbullbull n)
then obviously there is no solution unleae y =0 bull Another way ot
saying this is that y mst eatisfy the n linear homogeneOus
equations 71 bull o (j aa 1 bullbullbull n) If this condition is tulfillecl
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
17
then Xi ~ are arbitra17 We Btq that the system Lx bull 7
has detect d bull n in this case
It my happen that non$ of tbe LJi bae an inverse and yet they
are not all cero This is the case for which the theorem baa not been
proved In the proof Which followa this case will be ignoJed We
shall assume at eaoh etep that either all the operators under conshy
a1delampt1on a~e sero or that at 1eaet one ol them bns en illTerae
If one of the Ljl has an invuaa renumbet so that 1t is ~l bull
The tlrat ~tion in eystem (51) ta
From this we get
n
2) bull Mu T1 - i~ Mu_ t_i _
where Mu is the inverse ot Lu bull If this is 81lbat1tutampd into the other n-1 equations the re8llt
is
hia reduceamp to
St ) bull L L K L (1 J =2 bullbullbull bull n) 51 31 fl ~ Jl ~1
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
(J =2 bullbullbull n) bull
Now (53) becomes
(54) (J ~ 2 bullbullbull n) bull
sratem (54) 1amp very aimilat to the original qstem (51) bull 1
If all tji = 0 (1 J bull 2 bullbullbull n) the n-1 linear homobull
geneous equations
mast be aatiet1ed in order that qatem (51) bsve a solution Retbull
bull bull bull xn ean be chosen arbitrari]yen and the defect c1 bull n - 1 bullx2 1 1
If one of t he LJi SAY has an inverse thenL22
(J =J bullbullbull n) bull
Let
Y~ ~ ~~ bull T2 ~ 112 ( ~ a 3 a)t~ bull J4fl ~ tJ
Sttem (57) becomebull
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
1
19
(J =3 bullbullbull bull n) bull
Not-e that ~ is a 11llear homogeneua function of y~ ud
bull which in tmn are lineal homogeneoue functions of the originaly2
Ipound one of the Ilji bas on inverse contime this process for
llow it all L~1 bull 0 the n-2 equations y~ c o must be
eamptisfied in oder that (51) have a solution Rere = bullbullbull x11
ue arbitrer- and d = n-a bull 2 we
n stepa or until a ayatem is obtained where eveq operatoi is sero
Iiecall tbat we are asswninc at each step that all operators ample eero or
that one of them has an inverse
After k steps we have
(59)
and
(510) (J =k + l bullbullbull n)
where
()U)
k k-1 Bote that 7j 1s a llJ1eampl homogeneous function of the 7J bull
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
bull bull bull bull bull bull
kl-2which in turn are linear homogeneous tmctions cpound the yJ etc
ao that ~ te auch a tuncUon of the original YJ bull k
Ae befor if all LJi bull 0 we have the n-k equations
~ bull 0 (J bull lt + 1 bullbullbull n) whose aat1efaot1on is neeessarr and
sufficient 1n orde~ that system (51) have a solution In this case
~1 bull bull bull xJl are arb1tlampr7 and the defect d =n - k bull
It we an able te continue for nbulll ateps we have
bull
n-l n-1 If Lnn =o y must sat1sfy the one eltllation ~n -= O a
linear homogeneous equstion in the y j bull Also llh nuv be chosen
atb1trar1ly and we have 4 =n - l bull D-1
It = has an inverse then
bull
(513) bull bull bull bull bull bull
Jl
~ bull ~l 71 1~ Mu Lt bull
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
21
~s case 1s equivalent to d = 0 since ther-e are no equations
which y must satisfy and none of the ate arbitraq 1
We have shown that y mat satisfy a certain system of d
linear homogeneous eqUIltiona in order that Lx =y have a solution
Now we want to prove that these equations have the form (zPbull f) bull o
(p bull n - 4 + 1 bullbullbull n) 1 whe~e the zP are solutions of the homoshy
geneous system zPL =0 bull
lfeUnitign 58 fhe gsectltf QPttator is defined aa follows
11 bull Ipw where IP is the identity operator of space YP bull
If J 1 p 11e the so~o ope ator whteh maps space YJ 1nto the
sergto element of rp bull Consider the system zPL bull 0 bull his may be Written as
n (514) ~ z~ LJl =o (1 bull 1 bull bull bull bull n ) bull
Jl
a ayatem of equations cons1at1Damp eolel)r of operators A solution ot
(514) 1s a aet of op~tora ~~ (J bull 1bullbullbull bull bull n) Which make each of
the n left members e~ to the sero operator
If eve17 LJi =0 bull zP ia arb1traey Choose
zP bull A~ bull ( p bull 1 bull bull n) bull
Nov n n t z~ 7J bull t A~ 7J yP (p =1 bull bull bull a) bull
J-1 J-1
his is the case where d bull n and the n equations which 7
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
mnat sstiaf1 are
(516) (zP 7gt bull T bull o (p ~ 1 bullbullbull n) p
as vas ahown before
If Lu_ has en inverse Mu we have
(518)
System (518) can be writtmiddotea
(519) (1 bull 2 bullbullbull n)
1vlth ~Jt aa before l p J)
If all Ljtbull 0 z2 bull bull bull ~ are arbltrary bull
Choose
zP r tzi ~ ~ A 2(p r n) bull
Then
his is ~he caae a = n bull l and we tind that the nl equations
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
23
(zP i) bull 7P Lpl 1 r 1 bull 0 (p bull 2 bullbull bull bull n) are the same
amp8 (55)
If one o the ljt aq 1
L22 baa an inverse then
bull bullbull bull n) bull
_~f eTeq Lit =- 0 bull then Z~ bull bull bull Z a1amp arbitraey
Cho~bullbull
80 tbat
and
llow
Jtter k steps we have
oP - zP (-yr-Jrl -r-nl) ( 1 )~ - ~ 4 -~ ~ r = bull bullbullbull bull k bull j=tl ~
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
2lf
and n
(526) t zP Lr J-r+l j 11 o (1 = r + l bullbull bull bull n) bull
1bull1 __1Let Hi bull Lji Mit bull fh1e 1s an operator whieh mapa space
Yi into YJ bull With this notation we can write (525) in the form
(527) zP = Jl E zP xJ (r = 1 bullbullbull k) bullr r1-11 -
If all L~t bull 0 then z1+1 bull bull bull z 1181 be chosen amprbitiamprU-
Define
(528) zP = tzi z~ bull bull ~middot t~( J bull k + 1 bullbullbull n)
( p =k + 1 bullbullbull bull n) bull
We llIBt evaluate zibull bullbullbull bull ~~ uabg (527) bull
n n (529) ~- t zPntbull t AP~ = llll
1k+l J 1-k+l J -1t 11
n (50) ~l =k z~ ~l bull zt a_l + ~1 = ~ ~1 + ~1 bull
ln order to eontime with this process it is necessaey to use
Jfa much more condensed notation Let ue define the symbol 1
the following recursion formula
) ok -Dk uJ+l -Dk J+2 _nk j+a(531 ~ bull trJ+l ~j + ~+2 HJ + bullbullbull + Bj+a HJ + bullbullbull
middotlf~middot~
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
bull bull bull bull bull bull
bull bull bull bullbullbull
25
Tlma ~k is defined 1n terms of H~ (e =1 bullbullbullbull k-j) and
Rj (a bull J+l bullbullbull k p) Note that nf is an operator which maps
space yJ into yp bull ~0 give a bette~ idea as to jllst what the ak
ar-e the first threamp of them are written out ill full below
532)
With thia notat ion wamp have
Jl
z~ bull ~ z~ ttJ 8- J-k-a+l Iii ~
We shall use indnetion to prove that zt- = tor8 ~8
(a bull o 1 bullbullbull k-1) Aswme that it is trne tor s bull 0 1 bullbullbullbull t-1
where t lt k bull hen
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
26
1 zP bull t zP uJ lt-t Jak-t+l J ~t
JJPk vK-t+l pk ~t+2 rP= oJbull lc-t+l ~t + 1t-t+2 ~ + bullbullbull + J ~t + bullbullbull
middotrf~t+~t
iJkJe-t bull
~1e oompletbulls the induotion We ha-e proved thst
(533) ~ =~~ (a= o 1 bullbullbull bull ~1) bull
Renee
3t) (zP -) tPk -aPk utgtk (5middot bull bull J ~1 + 2 72 + bullbullbull + ~ k + 1p bull 0 bull
wh ere (p =k+l bullbullbull bull n) bull We want to show t bat equat t ons (534) are
the same as ~ =o which we had beto~e The r~eion relation for
t he tar 8 a-1 r 1 ( bull )(535) Y~ bull 1r + t1 I bull =12 bullbullbull k 1 =1 bullbull a bull8 1
How
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
It we aPPl7 the recutta1on relation aaan we get
bull k-3 + uPk ~3 + ~k 3 + uPk ~3 kl-7p ~ k -JIo-1 bullJt-l ~ 7k-2 bull
Jaeuae lor 1n4uct1on that
Then by (535) we have
+ uk-e+l bullz- 1 ) raquo-bull 7amp-a
+ lt( + ~ ~ + bullbullbull + ~1 u + middot~~middot +
+ ~1~+1gt ~=-1
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
The induction is complete Nov for bull bull k in (536) we have
~ bull Tp + ~k 7k + ~l Yk-1 + bull bull bull + ~J Ytt-j + bull bull bull + ~k 11 = O
(p bull k + 1 bullbullbull n) which la uactl7 the same system of equations
as (zP bull 7) bull o This ie the cas where d = n bull k bull
fbaa we have proved that Lx bull 7 baa a solution it and only it
(zP ~ = o (p =k + 1 bullbullbullbull n) where the zP are as defined
above
Let Z be rmy solution of ZL bull o bull Suppose (z 7gt bull 0 for all
such z hen certainly (zP f) bull o (p bull k + 1 bullbull n) bull which
implies that Lx bull 3 has a aolumiddotUon Converseq if Lx 7 baa a
solution x (z y) == (Z1 t i) bull (ZL i) bull o tor all z such that
Bde completes the proof of the fo1loW1ng theorem
WOBJiM 51 fhe system Lx bull 7 has a solution if and only 1t
(z f) bull 0 for aJl Z SllCh that ZL bull o provided that at each step
1n the elimlnation process either all the operators are zero or at
least one of them has an inverse
The tlteorem is probablr atill true without the restriction on
the existence of inverses e lhall consider in the next section
some examples of the 11 inbullbetween bull ca e
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
We lhall aolve two taaplea 1a wbloh x ad y atbull twOUa-
~ (o o) ~ (
Q 0)l-1 0 00
(1a) (~) (2 1 ) (xi) (ti)00 ~ + QO 4 bull ~
(61)
( oo (~) + (o o) (~) bull ( ri)-1 o) ~ o o ~ r~
fhia 1a a quem wheremiddot none ot the IJl hampve an invers~ iUl4 a111 tber
ue not aU hro fheoteua 5middot1 uat not include this bullbullmiddot fU qatea
(61) racsa to
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
JO
his is equivalent to
0
0 bull ~
xi bull ~~ liov xi ls un1qoely determined b7 the foutgtth ot these equations
Then either xi or ~ may be chosen arbitrarily and the othe~ will
be detelm1ned Also we must haTe 7~ c 7i = 0 if a solution is
to exist
Thus the neces~ and autficient concl1t1on for the enstenoe of
a eolution to (6 1) is
(64)
If this is eattsfied the solution is
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
l
~ bull ~
1 tlampl~ bull (65)
ubUfat7~ bull
~ l 2 2 ~ bull i + 7e bull 2xi bull
Jet ua conatdw i1Pt the eretea IL bull o bull Thia 1a equSyalat o
(66)
Ol t
(67) middot + 12 L 2l bull oz1 ~1
11~2 + 12lt22 0
~ ~)(68) Ia bull ( bull z~ z~ middot
SJnem 67 1bull tma
z11 ~ 2 (00) bull0( sh zta)( ) +
~ bull10z2z zl 21 22 21 22
(6 9)
c2(~ ~)( ) l ( )0~
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
fhlbull teducu to
bullO
610)
23middot11 ) 0 0)+ bull 0 1a
( 0 0
zi1bullzlnbull 0 bull
zia bull ~ bull o
~~ bull zl-22 bull zfl t ~~ bullbull eJ~b1i18l7 bull
Z bull ( ~ G) bull2 z21 o
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
3)
(middot 7) bull z1 71 + z2 72
-( h) ( 1) middot(~ ) (i)~~ ~ -z2 21
(r ~) (~ r)bull X~ ~ +
~
l7a f bull+middot(~) (~)
1t (a f) ta to equal bullero tor- tll z such that ZL 111 o bull
tha nidtDtyen we mllampt baTe ~ bull f bull o bull Convet-aeJ7 it
~ bull ~ bull 0 then IL bull 0 tor all Z nch thU ZL bull 0 bull
hibull 1a thlla tabull aame ooUt1on aa (64) bull
hnobull oample 61 aat1bullt1ebull theorbull 1 It ampppeua YflrT lstcel7
that the theorem would bOld tof all qeteu where the are t1n1te~1 ma111eea and the ~ and 7J ate ttnUbull d1aena1onal ~ecto~a Whbullther
it would be ttue tor othai ayatbullbull ia an interesting qlleamption
JiltHfH 62 tb1a xaaple 11 oae in vh1oh all the LJi Ah
ei1Dgllampl ret the fbulltem has a U1que aol11tJon Let
~ ( ) Lla (~ ~)
~ -(~ ) L22 ( )
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
Z aDd 1 bullbull aa 1n eturple 61 bull
fhe qate Lx bull 7 tedncea to
ext+xi+~+~- ti ~~+~+~+~bull T~
(614)
bull
2 1 1 1
2 1 1 bull 4 bull l 0 0 0
-2 0 3 -1
lroa thla we knov that qaea (614) baa a unique solution for
arb1~laq y bull llhfa 1amp ttlae efemiddotn though none ot the L1~ baa an
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
35
It ve oomp11to ZL aa 1~ thbull preoediDg emmple we find that
tot thia oaae Z 11101t be bullbullto in older that U bull 0 ~ fhen
eertainlyen (Z i) bull o tot arbl ttaq y aDd v find that theorebull
51 appUta to exaaple 62 bull
2hia wcgeata the tollovlnc corollat7 to theorem 51
M2HatRX 6 eJ 1ho qnem Lx bull 7 haa a aolatloa tffl amptbitlalT
7 1t aDd only ~ ZL tr 9 1Q11bulla that Z ~ 0 bull
Suppose thet Xlaquo bull r haa soluUon toI ubitrar 1 bull Let
Z be aq notor BUch that U bull 0 bull then z y) bull o by taeorbull
51 tor arbitramplT 7 bull lbt thia 1apl1es I bull 0 bull
Now npoae that ZL bull o illpUea Z bull o hen (Ibull f) bull 0 tor
arblttU7 7 and ~ z bullt1atria6 ZL bull o Then b1 theora 51
b bull 7 baa a aolution for ar-bltrampl7 7 bull
bia cotollary 111 of eourbullbullbull tuOJeot to the aame restriction
aa theorbull 51 bull
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)
BDlLIOGRAPBY
l Courant R and D Hilbert Methoden der MathemaUechen Physik 2d ed Vol l Berlin Julius Springer
1931 Q69P
2 opicte in Hilbert spaee theoey Notes for graduate seminar Corvallis Oregon State College l95Q-51 (Mimeographed)