Citation |

- Permanent Link:
- http://digital.auraria.edu/AA00003399/00001
## Material Information- Title:
- Angles between infinite-dimensional subspaces
- Creator:
- Jujunashvili, Abram
- Place of Publication:
- Denver, Colo.
- Publisher:
- University of Colorado Denver
- Publication Date:
- 2005
- Language:
- English
- Physical Description:
- viii, 170 leaves : ; 28 cm
## Thesis/Dissertation Information- Degree:
- Doctorate ( Doctor of Philosophy)
- Degree Grantor:
- University of Colorado Denver
- Degree Divisions:
- Department of Mathematical and Statistical Sciences, CU Denver
- Degree Disciplines:
- Applied Mathematics
- Committee Chair:
- Knyazev, Andrew
- Committee Members:
- Mandel, Jan
Franca, Leopoldo Lodwick, Weldon Manteuffel, Thomas
## Subjects- Subjects / Keywords:
- Angles (Geometry) ( lcsh )
Algebraic spaces ( lcsh ) Dimensional analysis ( lcsh ) Algebraic spaces ( fast ) Angles (Geometry) ( fast ) Dimensional analysis ( fast ) - Genre:
- bibliography ( marcgt )
theses ( marcgt ) non-fiction ( marcgt )
## Notes- Bibliography:
- Includes bibliographical references (leaves 164-170).
- General Note:
- Department of Mathematical and Statistical Sciences
- Statement of Responsibility:
- by Abram Jujunashvili.
## Record Information- Source Institution:
- |University of Colorado Denver
- Holding Location:
- |Auraria Library
- Rights Management:
- All applicable rights reserved by the source institution and holding location.
- Resource Identifier:
- 66462518 ( OCLC )
ocm66462518 - Classification:
- LD1193.L622 2005d J84 ( lcc )
## Auraria Membership |

Full Text |

ANGLES BETWEEN INFINITE-DIMENSIONAL SUBSPACES
by Abram Jujunashvili M.S., Tbilisi State University, Tbilisi, Georgia, 1978 Ph.D., Optimization, Georgian Academy of Sciences, Tbilisi, 1984 A thesis submitted to the University of Colorado at Denver in partial fulfillment of the requirements for the degree of Doctor of Philosophy Applied Mathematics This thesis for the Doctor of Philosophy degree by Abram Jujunashvili has been approved by Andrew Knyazev Weldon Lodwick Date Jujunashvili, Abram (Ph.D., Applied Mathematics) Angles Between Infinite-Dimensional Subspaces Thesis directed by Professor Andrew Knyazev ABSTRACT In this dissertation, we introduce angles between infinite dimensional sub- spaces in two different ways: The first definition is based on spectra of product of orthogonal projectors and may result, e.g., in a set of angles that fills a whole closed interval. The second definition is based on so-called s-numbers or Courant-Fischer numbers of operators and results in a finite number of angles or in a monotonically nondecreasing or nonincreasing countably infinite sequence of angles. We call the second kind of angles the discrete angles. Such angles appear in the literature, e.g., on functional canonical analysis in statistics. For both definitions of angles we: investigate the basic properties of the angles and establish the relationships between different sets of angles; introduce the concepts of principal vectors, principal subspaces and prin- cipal invariant subspaces and investigate their properties; Many of our definitions appear to be new in the infinite dimensional con- text. Several properties, e.g., the relationships between the principal invariant subspaces and principal spectral decompositions are novel. m I We investigate the changes in the angles with the change in the subspaces and prove: estimates for an absolute error of cosines/sines (squared) of angles between subspaces using the gap between the changed subspaces; majorization results for the absolute value of the difference of the cosines/sines (squared) for the discrete angles. These estimates generalize known results in the finite dimensional case. We investigate a deep connection of the concept of angles between subspaces with the Rayleigh-Ritz method, using a classical result of extending a selfadjoint nonnegative contraction to an orthogonal projector. We obtain the estimates of a proximity of the Ritz values with the changed trial subspace. We show how the angles between subspaces can be used to analyze conver- gence of iterative methods for solving linear systems originated from domain decomposition methods. We propose a new application of the angles between subspaces for microarray data analysis. This abstract accurately represents the content of the candidates thesis. I recommend its publication. Signed Andrew Knyazev IV DEDICATION To David, Irakli and Nino. ACKNOWLEDGMENT This thesis would not have been possible without the generous support of my advisor, Professor Andrew Knyazev. I am indebted to Professor Merico Argentati for many discussions, sugges- tions and helpful comments on the draft of thesis. I am also indebted to Dr Marina Kniazeva for her help and contributing to Chapter 8. I thank Ilya Lashuk for helpful comments and discussions. CONTENTS 1. Introduction........................................................... 1 1.1 Overview and Motivation ............................................. 1 1.2 Notation............................................................. 7 2. Angles Between Subspaces.............................................. 10 2.1 Preliminaries....................................................... 10 2.2 Five Parts of the Space............................................. 14 2.3 Isometries Between Subspaces........................................ 20 2.4 Definitions and Properties of the Angles............................ 24 2.5 Angles Between the Subspaces in Generic Position.................... 34 2.6 Principal Vectors.................................................. 38 2.7 Principal Subspaces................................................. 47 2.8 Principal Invariant Subspaces....................................... 57 2.9 Principal Spectral Decompositions .................................. 64 3. Discrete Angles Between Subspaces.................................. 71 3.1 Definition and Basic Properties of s-Numbers........................ 71 3.2 Discrete Angles Between Subspaces................................... 76 3.3 Principal Vectors, Principal Subspaces and Principal Invariant Sub- spaces Corresponding to the Discrete Angles......................... 82 4. Estimates for Angles Between Subspaces.............................. 85 4.1 Perturbation Bound for the Spectrum of an Absolute Value of a linear Operator........................................................... 85 vii 4.2 Estimate for Proximity of The Angles.......................... 87 5. Estimates for Discrete Angles Between Subspaces................. 89 5.1 Some Properties of s-Numbers that Are Useful in Obtaining Estimates 89 5.2 Estimates of Absolute Error of Sines and Cosines.............. 91 5.3 Majorization for Discrete Angles Between Subspaces ................ 95 6. Estimates for Proximity of Ritz Values.......................... 112 6.1 The Basic Estimate........................................... 112 6.2 Estimates for Proximity of Sets of Ritz Values............... 114 6.3 Estimates for Proximity of Ritz Values in Discrete case...... 118 7. Using the Angles Between Subspaces for Analysis of the Convergence of the Domain Decomposition Algorithms............................ 124 7.1 Domain Decomposition Algorithms and the Related Error Propaga- tion Equations ................................................. 124 7.2 The Convergence of Conjugate Gradient Method for the Equations Corresponding to Domain Decomposition Algorithm ............... 128 8. Application of Angles Between Subspaces in Microarray Data Analysis 137 8.1 Basics of Canonical Correlation Analysis and Microarray Data Analysis 137 8.2 Affymetrix Data Analysis Algorithms.......................... 139 8.3 Matlab Software for the Analysis of Affymetrix Data.......... 142 8.4 Using Angles Between Subspaces in Affymetrix Data Analysis . . . 148 Appendix A. Description of the used data and materials...................... 150 B. Matlab Microarray Analysis Script ................................ 155 References............................................................ 164 viii 1. Introduction 1.1 Overview and Motivation In this dissertation we focus on the following fields of research: 1) definition and properties of angles between infinite dimensional subspaces; 2) estimates for the proximity of the angles between different pairs of subspaces; 3) estimates for proximity of Ritz values of a given selfadjoint operator, corresponding to different trial subspaces; 4) angles between subspaces in analysis of convergence of domain decomposition methods; 5) Matlab software implementation for us- ing the angles between subspaces in microarray data analysis. The framework for this research embodies spectral theory of bounded selfadjoint operators in Hilbert space (infinite or finite dimensional), the Rayleigh-Ritz procedure and majorization theory. The concept of principal angles between subspaces is one of the classical mathematical ideas with many applications [40]. In functional analysis, the sine of the largest principal angle, called the gap, bounds the perturbation of a closed linear operator by measuring the change in its graph. The smallest nontrivial principal angle between two subspaces determines if the sum of the subspaces is closed. In numerical analysis, principal angles appear naturally to estimate the approximability of eigenspaces. In statistics, the cosines of principal angles are called canonical correlations and have applications in information retrieval and data visualization. Principal angles are very well studied in the literature, however, mostly in the finite dimensional case. Mainly the largest and smallest angles have been studied in the infinite dimensional case. 1 In Chapter 2 we define and analyze the angles between subspaces based on the spectra of corresponding operators. We investigate the basic properties of the angles, principal vectors, principal (invariant) subspaces and principal spectral decompositions. We also investigate the relationships between principal invariant subspaces given by isometries. In Section 2.2, we consider a known decomposition [24] of a Hilbert space into an orthogonal sum of five subspaces determined by all possible intersections of two given subspaces and their orthogonal complements. Then, we introduce the corresponding decompositions of the orthogonal projectors onto the given subspaces and investigate spectral properties of relevant operators. In Section 2.3, we study two important mappings the isometries of Sz.-Nagy [62] and of Kato [37], Davis and Kahan [12]. We investigate polar decompositions of products of orthoprojectors and these isometries. In Section 2.4, we define the angles from one subspace to another and the angles between subspaces. We investigate the properties of the (sets of) angles, such as the relationships connecting the angles between the subspaces and their orthogonal complements. The idea of definition of angles between infinite dimensional subspaces using the operator spectral theory appears in [26]. In Section 2.5, we observe that the projections of the initial subspaces onto fifth part are in generic position. This fact allows us to conclude that the zero and right angles may not correspond to the point spectra of the appropriate op- erators, which automatically satisfies assumptions of several propositions, given in Section 2.4. 2 In Section 2.6, we define the principal vectors and investigate their main properties. The cases are investgated where the properties of principal vectors are similar to those in the finite dimensional case. Using a pair of principal vectors of given subspaces, the pairs of principal vectors are constructed for different pairs of subspaces. Special attention is paid to the cases, where a zero or a right angle corresponds to the point spectra of the appropriate operators. In Section 2.7, we generalize the definition of a pair of principal vectors to a pair of principal subspaces. We show that the set of angles between prin- cipal subspaces consists of one point. We prove that the principal subspaces, corresponding to the non-right angle, have the equal dimensions. We connect principal subspaces for the given pair of subspaces with principal subspaces for their orthogonal complements. In Section 2.8, we generalize the definition of a pair of principal subspaces to a pair of principal invariant subspaces. Given a pair of principal invariant sub- spaces of T and Q, we construct principal invariant subspaces for other pairs of subspaces, such as !F and JrL and Q, and Q1. We investigate the ques- tion of uniqueness of principal invariant subspaces. We show that the isometries given in Section 2.3 map one subspace of a given pair of principal invariant sub- spaces onto another, and vice versa. We find a connection between orthogonal projectors onto the principal invariant subspaces. In Section 2.9, we define and investigate principal spectral decompositions. We show how the isometries introduced in Section 2.3 link the spectral families of two products of projectors. In Chapter 3, we introduce discrete angles between subspaces and investigate 3 their properties. We give different definitions of discrete angles and show their equivalence. We investigate discrete angles between several pairs of subspaces and relationships between the largest and smallest discrete angles. In Section 3.1, we describe s-numbers and their basic properties, using [22]. We show that this definition is equivalent to the Courant-Fisher max-min prin- ciple. We study the s-numbers of relevant operators. In Section 3.2, we give two equivalent definitions of discrete angles between subspaces: a recursive definition and a definition based on s-numbers of the products of orthoprojectors. Such definitions appear in the literature, e.g., on functional canonical analysis in statistics [28]. We investigate the discrete angles between different pairs of subspaces. In Section 3.3, similar to the general case, we define the principal vectors, principal (invariant) subspaces and discuss their properties. The subset of dis- crete angles is given, for which all properties of the principal vectors and prin- cipal subspaces from Sections 2.6 and 2.7 also hold for discrete angles. For a pair of subspaces a necessary condition is derived such that the pair is a pair of principal invariant subspaces. In Chapter 4, we obtain estimates for proximity of angles. In Section 4.1, we obtain an estimate for the distance between the spectra of absolute values of operators. This estimate alows us to obtain an estimate for the proximity of the sines and cosines of angles between subspaces. In Section 4.2, we estimate a proximity of squared cosines of angles from one subspace to another. In Chapter 5, we obtain estimates for discrete angles between subspaces. We estimate the maximal difference between the cosines, and next we obtain 4 different results on the weak majorization of the angles. In Section 5.1, we remind the reader of the known properties of s-numbers that are useful in the sequel. In the next two sections we generalize some results from [40] and [42]. In Section 5.2, we estimate an absolute error of cosines/sines of the discrete angles between two pairs of subspaces. One subspace is fixed in both pairs, and the second one changes. We estimate these quantities by the gap (aperture) between the inital and changed subspace. We consider the case, where both subspaces of the initial pair are changed and we obtain an estimate, using both gaps. In Section 5.3, we generalize the well-known Lidskii-Mirsky-Wielandt the- orem for matrices to the case of the Courant-Fischer numbers from the top of bounded selfadjoint operators. We prove a majorization result for the absolute value of the difference of s-numbers by s-numbers of the difference. We prove that the absolute value of the difference of the cosines/sines (squared) of the discrete angles between subspaces is weakly majorized by the sines of the angles between the changed subspaces. The results about majorization of sines/cosines (squared) are generalizations of corresponding results of [40], and their proofs are also similar. In Chapter 6, we investigate a connection between the concept of angles between subspaces and the Rayleigh-Ritz method, based on a result of extending a selfadjoint nonnegative contraction to an orthogonal projector. We generalize finite dimensional estimates for a proximity of the sets of Ritz values with the changed trial subspace to the infinite dimensional case. 5 In Section 6.1, we generalize Theorem 1 [41] to Hilbert spaces. This result provides an estimate of the proximity of Rayleigh quotients by the sine of angle between the vectors. In Section 6.2, we obtain a bound on the Hausdorff distance between the Ritz values. This result has been presented at the 12th ILAS Conference, Regina, Saskatchewan, Canada, June 26-29, 2005 (see [3]). In Section 6.3, we prove a majorization result of the proximity of discrete Ritz values by the sines of angles between trial subspaces. We use the technique of extension selfadjoint nonnegative contraction to the orthogonal projector [40]. The results of this section are direct generalizations of the corresponding results [40] to infinite dimensional case and the proofs also are similar. In Chapter 7, we use angles between subspaces to analyze the convergence of iterative methods for solving linear sytems originated from the domain de- composition method. We show that in the one dimensional case, the spectra of the error propagation operators consist of two or three points, which leads to the finite convergence of the conjugate gradient method. We construct the pairs of principal vectors (functions). In Chapter 8, we discuss the canonical correlations and Affymetrix algo- rithms for microarray data analysis. We briefly describe the canonical corre- lation analysis and microarray technology in Section 8.1. In Section 8.2, we descuss the algorithms that are used in Affymetrix software. In Section 8.3, we describe our Matlab code that performs single-array and comparison analysis for Affymetrix data. Finally, we use of angles between subspaces to analyze the Affymetrix data in Section 8.4. 6 1.2 Notation H B(H) R u,v T,Q (u, V) N! m PL Pr Â£(D Sp(r) Â£C(T) dist(Si, S2) eP(f,G) Hilbert space. Banach algebra of bounded linear operators on H. Vector space of real n-tuples. Lower case Roman letters denote vectors. Upper Roman letters denote operators. Calligraphic letters denote subspaces of 7i. Hilbert space inner product. Norm of vector in H. Norm of operator, acting on H. Orthogonal complement of the subspace T. Orthogonal projector onto the subspace T. Spectrum of the operator T. Point spectrum of the operator T. Continuous spectrum of the operator T. Hausdorff distance between the sets Si and S2. One-directional, non-symmetric angles from P to Q. Angles between P and Q. Angles that correspond to eigenvalues. Direct sum of subspaces or operators. 7 0 Intersection of the first subspace with orthogonal complement of the second one. gap{f, Q) The gap, aperture between the subspaces T and Q. st(T) s-numbers of the operator T. \T\ Absolute value of an operator. S)(T) The domain of an operator T. ftt(T) The null-space of an operator T. X(T) The range of an operator T. E( A) The spectral family of an operator. *icn The Courant-Fischer numbers from the top of the operator T. Aim The Courant-Fischer numbers from the bottom of the operator T. eime) The set of smallest discrete angles between subspaces T and Q. elm, s) The set of largest discrete angles between subspaces T and Q. S(A) The sequence of non-increasingly ordered s-numbers of bounded operator A. T - A^(.A) The set of the discrete Ritz values from the top of the operator A. A^(A) The set of the discrete Ritz values from the bottom of the operator A. Hq(Q) The Sobolev space with zero trace. PM The Perfect Match probe. MM The MisMatch probe. 9 2. Angles Between Subspaces In this chapter, we define and analyze the angles between subspaces using the spectra of corresponding operators. We investigate the basic properties of angles, principal vectors, principal (invariant) subspaces and principal spectral decompositions. 2.1 Preliminaries Let H be a (real or complex) Hilbert space, T and Q be its proper nontrivial subspaces. A subspace is defined as a closed linear manifold. Let P? and Pg be the orthogonal projectors onto T and Q, respectively. We denote by 13(H) the Banach space of bounded linear operators defined on H with a norm ||T|| = sup ||Tu||. uH MM For T G B(H) we define |T| = (T*T)1/2, using the positive square root. T\u denotes the restriction of the operator T to its invariant subspace U. E(T) and Sp(T) denote the spectrum and point spectrum of the operator T, respectively. Ep(T) is defined as (see, e.g., [16], Definition 1, p. 902) the set of numbers A in Â£(T), for which XI T is not one-to-one, where / denotes the identity. In other words, Ep(T) consists of eigenvalues (of finite or infinite multiplicity). 2)(T) denotes the domain, 91(T) denotes the null space, and 9K(T) denotes the range of the operator T. Let us mention that we do not use a Hilbert space dimension (see, e.g., Definition 4.15, p. 17, [10]) in this dissertation. We distinguish only the finite and infinite dimensions. If q is finite number and T is infinite 10 dimensional, then we have min{g, dim.?7} = q and max{g, dim P} = dim,?7. Also, if p dim.?7 = oo and q = dim Q = oo, then p < q holds. Some useful properties of orthogonal projectors on a Hilbert space H that we need are the following (see, e.g., [13], Lemmas 4-7): p2 = p = p* . The product of two projectors P? and Pg is also a projector if and only if Pjr and Pg commute, i.e., if P?Pg PqPf- In this case PfPg = P?ng'i Two subspaces P and Q are orthogonal if and only if P?Pg = 0; PjrPg = Pjr if and only if P C Q . If we represent the space TC as a direct sum of the mutually orthogonal subspaces H = P P^, then evidently PjrP^PgPjr = P^PgPyrPT = 0 and the block representation of the operator P^PgPjr will be PjrPgPf = ( PtPq\t 0^ V o o 7 Consequently we consider only the restrictions of the operators P^PgPj: and PgPjrPg to the subspaces P and Q that are equal to the operators PfPglf and PqPf lei respectively. The following known [44] lemma introduces the spectra of operators that play the central roles later in definitions of angles between subspaces. We provide the most interesting parts of the proof of [44] for better exposition. 11 Lemma 2.1 (Lemma 2.4, [44]) Fr orthogonal projectors P;r and Pg we have 1. Z(PrPg) = 'E{PrPgPr) C[0,1]; S. 2(Pjr-Pg)c[-l,l]; 3. If A 7^ 0, 1, then A E(/y Pg) if and only if 1 A2 G T,(P?-Pg). Proof: 1. For any complex A, the block form of XI P?Pg with respect to to the decomposition H = IF is (PAM PrPgPr)Pr ~PrPg(I Pjf XI PpPg = , \ o Mi-PA ) which implies that Y,(PjrPg) = T,(P^Pg\jr) U {0}. From the equation XI PjrPgPjr = Pf(XI PjrPgPj^Pyr + A (I ~ Pjr) We Conclude that E(PyrPgP^) = T,{P^Pg\r) U {0}, and E(P?Pg) = 'L(PjrPgPjr) follows. 2. This assertion follows from the identity (see, e.g., [2], p. 70) \\Pr PgII = ma^llP^I!, ||PSP^||}. 3. It is enough to note that, for any complex A, [(A 1)/ + Pjr] [XI (Pjr ~ P*)][(A + 1)7 Pg] = [(A 1)(A/ + Pg) + PrPg][{X + 1)7 Pg] = (A 1)(A + 1)(A7 + Pg) + (A + l)PFPg (A 1)(A + 1)PC PFPg = A[(A2 1)7 + PpPg}. 12 For subspaces T and Q of Tt let us define the quantities cq{T, Q) and c(lF, Q) by (see, e.g., [13]) co{F,G) = sup{|(u,v)| | M < l,v G \\v\\ < 1}, (2.1) and c{T,G) = sup{|(u,u)| | u g Fv\ {F^G)1-, |M| < 1, vegnifng)1, H < i}, (2.2) which are called in [13] the cosines of the minimal angle and angle, respec- tively between subspaces T, g. It follows directly from the definitions of c(jF, g) and Q) that c(F,G) conditions for closeness of the range of product of two bounded linear operators in terms of these quantities. Theorem 2.2 ([13], Theorem 22). Let A and B be bounded linear operators on Tt with closed ranges 93(^4) = 93(^4) and 93(5) = 93(5). Then the following statements are equivalent: 1. AB has closed range; 2. c0(93(5),93(A) n [91(4) n 93(5)]x) < 1; 3. c(93(5),93(A)) < 1. 13 2.2 Five Parts of the Space In this section we consider the decomposition of a Hilbert space into an orthogonal sum of five subspaces. Then, based on the corresponding decom- positions of the orthogonal projectors onto the considered subspaces, spectral properties of some relevant operators are investigated. It is known (see, e.g., [11], [24], [65]) that, given subspaces F and Q, the space H can be represented as an orthogonal sum of the subspaces 27100 = jrnÂ£, 9jt01 = Fngx, 97i10 = jf1 ng, = g1 (2.4) and the rest 271, where 27t = 9710 97ti (2.5) with 971o F (971oo 971oi), rnix = ^x(mt10fm11), (2.6) so that, we can write H = 97toofWoi9711o97lu(97to971i). (2.7) Remark 2.3 If we define 9% = g (97Ioo 971io), ^1 = gL (SOToi min) and mV mi'0 rni[, then in general, 971q ^ 9710 and mi\ ^ 971!, but it follows from (2.7) that 971' = 971. Definition 2.4 ([11], [24]). We say that a pair of subspaces IF and g are in generic position if the four intersections 97loo,371oi)lio o-nd 971n, defined by (2.4), are trivial, i.e. consist of the zero element only. 14 Remark 2.5 It follows directly from Definition 2-4 that the subspaces IF and Q are in generic position if and only if any of the pairs F and Gx, or FL and G, or F1 and G1 is in generic position. Lemma 2.6 Let F and Q be the subspaces ofH, and a subspace Tl, defined by (2.5), (2.6), be non-trivial. Then PmF and PmG, as the subspaces ofTl, are in generic position. Proof: Let us first mention that PmF = 9Jl0 = F 0 (3Jt00 9Jt01), PmF1- = Tli = Fx (HJlio 9Jtn), PmG = TV0, and PmGx = where 2K(, = Se(mtoomt10), 2rt'1 = 0-Le(2rtOi9Jt11). (2.8) Next, we see that Tl0 X Tl\, Tlo 97li = and 9JIq X Tt[, Tl'Q Tl'i Tl. If we assume that any pair of these four subspaces has a nontrivial intersection, then it evidently is a subspace of one of the four subspaces 97loo, SDToi, 9Jtio or 27tn. This contradiction shows that all intersections are trivial, and consequently, PmF and PmG are in generic position (with respect to SPT). The following theorem characterizes the projectors onto subspaces that are in generic position. Theorem 2.7 ([24])- If F and G are subspaces in generic position in a Hilbert space TL, with respective orthogonal projectors P? and Pg, then there exists a Hilbert space TL, and there exist positive selfadjoint commuting contractions S and C on TL, with S2 + C2 = 1 and T(S) = T(C) = {0}, such that PT and Pg 15 are unitarily equivalent to respectively. (l 0 1 0 and f c2 cs \cs S') (2.9) Using Theorem 2.7 it is proved (see [65]) that the projectors P? and Pg admit the following representation corresponding to the decomposition (2.4), (2.7): where / PF = //00 / 0 0 0 Pe = /0/0W* ^ c2 cs^ yCS S2 j W, w = I 0 0 w (2.10) W : 9Jli > StTlo is an unitary operator and S = y/PpPg 1^, C = \fPrPg\vno- The representations (2.10) show that all five parts of the space H are invari- ant for both operators Pjr, Pg and also for all operators, which are represented as polynomials of these two operators. Moreover, we can see, for instance, from the first equality of (2.10) that 9710o and -DDToi are the eigenspaces of the operator Pjf corresponding to the eigenvalue 1 and 97ti0,9Jln are the eigenspaces of the same operator, corresponding to the eigenvalue 0. 16 Lemma 2.8 The four operators Pjr, Pg, Pp and Pg commute if and only if the spectra E(PjrPg), E(PjrPg.L), E(PjrPg) and T,(PjrPg) are the subsets of {0}U{1}. Proof: Assume that P? and Pg commute (which means that all four projectors commute). Then PpPg = Pj7 net PfPg^ P^ngi Pr-Pg = P^ngt PfPq = Pr-rg- In its turn, these equalities give then that all of the sets E(P^Pg), E(PjrPg), E(Pjrj_Pg) and E(PFPex) are the subsets of {0} U {1}. Assume now that all four spectra are subsets of {0}U{1} but PfPg PgPr- In this case 371 = {0}, and we can represent the space H as Tt = 9Jtoo 91toi 3Hio 37ln. In this case it can be easily checked that PjrPgU = PgPfU = U for Vu G SDToo and PjrPgU = PgPyrU = 0 for Vu G 9Jl0i Tio 971 n since this equality holds separately for all three subspaces, that is for Vu 97loi; Vu G 9ftio, Vu G 97tn- Lemma 2.9 The operators P^Pglm, PpPg^lm, P^Pg\m, and PjrPgx\on are positive selfadjoint contractions. Proof: Direct calculations using (2.10) show that the operator block represen- tations of the operators considered here are: / C2 0 P?Pg |an \ 0 0 PrPg^lm 0 0 (2.11) 17 and PpPg\m 0 0 0 W*S2W Pf-lPq- |an 0 0 0 W*C2W (2.12) Since S2 and consequently, also C2 I S2 are positive selfadjoint contractions, and W is unitary operator, these representations show that all four considered operators are positive selfadjoint contractions. Similarly, the operators PgP?|gjt, PgPr\m, PgP?\m, and PgP?j-|ot are also self-adjoint positive contractions. Lemma 2.10 The point spectra of the restrictions of operators P^PgPjr and PjrPgPjr to the sub space 9710 and the restrictions of the operators P:FPgP:F, and Pjr Pgi. Pjtl to the subspace 9711, respectively do not contain ones and zeros, that is 0,1 ^ Hp{PjrPglajib), 0,1^ T,p(PjrPg\m0) and 0,1^ Hp(PjrPg 0,1 ^ T,p(P:FxPg\tm1). Proof: Using (2.11) and (2.12), we have P?Pg|ajib = C2 and P^Pq^i = S2. But then, if we assume that 1 G T,p(PyrPg\ 1 is an eigenvalue of S, then 0 is an eigenvalue of C, and vice versa. Based on the last fact, we see also that if 0 G Ep(PjrPg|gji0), or 1 G Ep(PFi.Pe|OTl), then 91(C) ^ {0}. These contradictions to the properties of the operators S and C, given in Theorem 2.7, show that the assertion is proved. Corollary 2.11 The point spectra of the restrictions of operators PgP?Pg and PgPpA-Pg to the subspace 971q and the restrictions of the operators Pg PpPg^ and Pgj.Ppi.Pgi. to the subspace 971 j, respectively do not contain ones and zeros, 18 that is 0,1 ^ Y.v{PgPj0,1^ H^PgPjr/m/), 0,1 ^ T,p(PgPyrl^) and 0,1 ^ Ep(PgPFx|an'). Remark 2.12 (see Remark 4-^7, P ^28, [37]). The five parts are unstable with respect to perturbations of T and/or Q and thus cannot be used in the perturbation analysis. The following lemma contains simple but useful facts about the first four parts of the space. All assertions assume that corresponding subspaces Too, toi, bo and In defined by (2.4) are nontrivial. Lemma 2.13 The following assertions are true: The subspace l00 is an eigenspace of the operators PjrPg\-F and PgP^\g, corresponding to the eigenvalue one, and is an eigenspace of the operators P?Pg\?r and PgPp\g, corresponding to the zero eigenvalue; The subspace T01 is an eigenspace of the operators PjrPg |jr and Pg Pp\g, corresponding to the eigenvalue one, and is an eigenspace of the operators PpPg\jr and Pg^Pjr/gr, corresponding to the zero eigenvalue; The subspace T10 is an eigenspace of the operators P:FPg\-F and PgP?-\g, corresponding to an eigenvalue one, and is an eigenspace of the operators and PgPjr\g, corresponding to the zero eigenvalue; The subspace In is an eigenspace of the operators PjrPg ^ and PgPfx\g, corresponding to the eigenvalue one, and is an eigenspace of the operators P?Pg\jr. and PgP?-\g, corresponding to the zero eigen- value. 19 2.3 Isometries Between Subspaces In this section we study two important mappings the isometries of Sz.-Nagy [62] and of Kato [37], Davis and Kahan [12]. The second mapping is the unitary version of the first one and is called a direct rotation. It maps the subspaces T and TL onto the subspaces Q and G1, respectively. We assume that the inequality IIPr -Pell < 1 (2.13) holds. As we can see below (Lemma 2.36), this property is equivalent to a property that a set of angles between T and Q does not contain a right angle. The Sz.-Nagys partial isometry [62] for a given subspaces T and Q is defined by following equality W = PgA-1/2Pf, (2.14) where A = I P? + PtPqPt = A*. (2.15) It follows from the assumption (2.13) that \\Py:(Pg Pjf)-P.f|| < 1 holds, and consequently A = I + PAPg ~ Pr)Pr > (1 IIPt~ Pg\\)I > 0- Thus A~XP exists and is positive, bounded and selfadjoint. Furthermore, Pjr commutes with A and, consequently with A-1/2 too. Based on these facts we get [62] that W*W = Pjr, WW* = Pg. (2.16) 20 The relations (2.16) imply that IT is a partial isometry (see, e.g., [73], p.85): its restriction to the subspace T is an isometry, that is it leaves an inner product of the elements of T unchanged, and WuL = 0, for Vir1 E T . The mapping, constructed by Kato [37], Davis and Kahan [12], is a unitary mapping, which coincides with the mapping given by (2.14) on w = [PgPr + (I Pg)(I Pr)](I i!)-1/2, (2.17) where R = (Pjr Pg)2. It is easy to show that the factors in the right-hand side of W commute. Further, WW* = (/ R)~l^2{I R)(I i?)-1/2 = I, (see [58]) so W is unitary. Now let us explore the relations between the partial isometries in the polar decomposition of operators and (partial) isometries considered above. Definition 2.14 (Definition 3.10, p. 242, [10]). A partial isometry is an oper- ator W E B(H) such thatfor'iu E ^(TT)1, ||Wu|| = ||u||. The subspace Vl(W) is called the initial space of W and the subspace 9t(lT) is called the final space ofW. The following fact is well known: Lemma 2.15 (Theorem 3.11, p. 242, [10]). If T E B(H), then there is a partial isometry W with yt(T) as its initial space and 91(T) as its final space such that T = IT|T|. Moreover, if T = UQ, where Q > 0 and U is partial isometry with 01(17) = 91(Â£?), then Q = |T| and U = W. Theorem 2.16 For both choices ofW = W and W = W, where W and W are defined by (2.14) and (2.17), respectively PgP? = W\PgPjr\ holds. 21 Proof: Denote B = P^Pg. Then B* = PgPr, BB* = P^PgP^r and B*B = PgPfPg. If we denote S = (BB*)1/2, then considering the polar decomposition (see [73], [37]), B* can be represented in the following form B* = WS (for B we have B = SW*), where W is a partial isometry with initial domain P and final domain Q. Note also that B*B = WSSW* = W(BB*)W*. First let us consider the case W = W, where W is defined by (2.14). We have: WS = PgA-X'2PTyJPTPgPT = PgP?A~ll^PTPgPf. (2.18) But the last multiplier in (2.18) is zero on PL and A~~1/2 = (PjrPgPjr)~1'2 on P. This means that WS = PgPp = B*. From this last equality we conclude that the partial isometry used in the polar decomposition is the same as Sz-Nagys partial isometry, given by (2.14), which maps isometrically T onto Q. In the case of W = W, where W is given by the relations (2.17) we have: WS = (PgPr + (I- Pg)(I PrW ~ R)-1/2VPrPgPr. (2.19) But analogous to the above arguments we see that WSu1- = 0 for u1 P1. Next, I R = PyrPgPj: on T, and we conclude from the equality (2.19) that WS = PgPjr = B*. And again, we see that the isometry used in the polar decomposition can be given by (2.17). Let us now consider a question of the unitarily equivalence of the operators PfPgPr and PgPjrPg. Theorem 2.17 ([43])- Let T and Q be subspaces of H. Then there exists a unitary operator W G B(T4) such that PTPgPT = W*PgPTPgW. (2.20) 22 Proof: Denote T = PgPjr, then T* P^Pg. Using Lemma 2.15 and the fact that 91(T)J~ = 91(T*), we conclude that there exists a partial isometry U : Wt*) -* WT), such that T = U^PTPgPT holds. It is known (see, e.g., Theorem 1, p. 126, [54]) that a partial isometry U has a unitary extension if and only if ((P))1 and (91(U))-L are isomorphic (Definition 5.1, p. 19, [10]). Since D(P) = 91(T*) and 91(Â£/) = 91(T), we conclude that for existence of the unitary extension of U it is necessary and sufficient 91 (T*) and 91 (T) to be isomorphic. This means, that 91 (P^Pg) and 91 (PgPyr) should be isomorphic. Using the decompositions (2.10), we have 91 (PyrPg) = 97loi 9Hio Win 91(PjrPg|in), 91 (PgPj?) = 9Jl0i 9Hio Win yt(PgPr\fm)- These relations show that to prove that 91 (PjrPg?) and 91(PgP^), it suffices to show that ^{P^Pglm) and ^l{PgPr\m) are isomorphic, which follows from Theorem 1, [24]. Finally, we conclude that there exists a unitary extension of U. Denote it by W and we have PgPT = Wy/PrPgPr, P?Pg = y/PfPgPfW*. Multiplying these equalities we obtain PgPjrPg = WPTPgPTW\ which is equivalent to (2.20), since W is unitary. 23 2.4 Definitions and Properties of the Angles In this section, we define the angles from one subspace to another one, and angles between subspaces. Next, we investigate the properties of the (sets of) angles, such as the relationships connecting the angles between the subspaces and and their orthogonal complements. The idea of definition of angles between infinite dimensional subspaces using the operator spectral theory appears in [26]. Definition 2.18 A set Q{F, G) = {8 0 = arccos(a), is called the set of angles from the Definition 2.19 A set (F, G) = e{F, G) n e(G, F) (2.22) is called the set of angles between the subspaces F and G Remark 2.20 In general Q(F,G) ^ {G,F), that is the set-valued function Q(F, G) is non-symmetric, but &(F,G) is a symmetric function. Definition 2.21 QP(F,G) = {0 0(F, G) ' cos2(0) is an eigenvalue of P?Pg\r}- Definition 2.22 9P{F,G) = %{F,G) n &P(G,F). The following technical lemma describes a relationship between the spectra of operators PjrPg\jr and P?Pg.\?. subspace IF to the subspace G 24 Lemma 2.23 If a2 G T,(PjrPg\r) then /P 1 a2 G E(PjrPg\jr) and vice versa, that is if p? G T,(PjrPg |jr) then a2 = 1 p2 G E(PjrPg|:F)- Proof: The proof immediately follows from the equality -fV-Pg|;F + P^Pg-t-lr = PrW = I\f, and the spectral mapping theorem (see, e.g., [77], Corollary 1, p. 227), which states that if / is a complex-valued function, holomorphic in some neighborhood of E(P), then E(/(T)) = /(Â£(T)). In our case f(T) =I-T. m Using definition 2.21 in Lemma 2.23 we can interpret this result in terms of the angles. Theorem 2.24 Q(P,Q) = f 0(P,&X). Interchanging the subspaces gives Q(Q,P) = f Q(G,IP1)- Using Theorem 2.24 we can introduce equivalent definition of the angles using the sines. Definition 2.25 The set e(F,G) = {6 : 0 = arcsin(/i), p>0 p2 G E(P^Pg|^)} C [0, |] (2.23) is called the set of angles from the subspace T to the subspace Q. Theorem 2.26 e(5,^)\{f} = 8(^,5) \{I}. (2.24) Proof: The assertion is a particular case of a more general fact: if A, B G B(H), then non-zero elements of the spectra of operators AB and BA are the same (see, 25 e.g., [64], Chapter 10, Exercise 2, or [10], Exercise 7, p. 199). Here A = PjrPg and B = PgP?. Let us investigate where the non-symmetry of (P, Q) comes from. Using decompositions (2.10) for the projectors P? and Pg corresponding to the five parts of the space H, we get: P?Pq\r -^OToo Ojmoi PpPg Ian, PqPtIg -^9%o Oartio PgP?Ian- (2.25) Next, using Theorem 7.28, p. 208, [73], which states that if T B(7H) is selfadjoint and M is its invariant subspace, then the restrictions TM, TM are selfadjoint and E(T) = T,(TM) U H(TM), we have E(PJrPe|:r) = T,(Im00) U E(0OToi)UE(P^Pe|OT) and E(Pg;P^r|g;) = E(7aHo0)UE(Oot10)^^{PgP^M- These two equalities show that both sets of angles 0(P, Q) and (^, JP) simultaneously contain or do not contain the zero angle, but with the right angle the situation is different. Namely, because of the difference in the second terms of the right- hand sides, one of these sets may contain a right angle, when the other one does not. As we can see, there are eight, in general different sets of non-symmetric angles for a given pair of subspaces. Let us investigate the relationships between them. It is sufficient to get these relationships, for instance between 0(P, Q) and the other seven sets. The relationships between arbitrary pairs of sets of angles can be easily gotten from these seven relations by interchanging the subspaces. Two of these seven equalities are already given in Theorem 2.24 and Theorem 2.26. We consider first the angles from one subspace to another since they reveal 26 finer details. We give here all seven relations for completeness. For symmetric angles we obtain analogous results later in this section. Corollary 2.27 The following relations hold for any pair of subspaces T and Q of hi: i. e(F,g) = z-e(r,g1); e(e.j-) \{f} = e(^,e) \{f}; s. &(r\g) \({0}u {Â§ = f {B(r,g) \({o}u{Â§})},- l e(Tx,gx) \({o} u{?}) = e(r,g) \({o} u {Â§}),- s. e(e,^-L)\{o} = f-{e(^,e)\{f}},- 6. 0(gL,r) \ {Â§} = f {(^.s) \ {o}},' 7. Q(gx,rx) \ {o} = e(r,g) \ {o}. Proof: The first two assertions axe already proven. To prove the other equalities, we use these two relations. 3. &(r\s) \ ({o} u {f}) = 0(5,^) \ ({0} u {Â§ = {f e(g,r)} \ ({0} U {f}) = {f {0(e, F) \ {|}}} \ {|} = {f Q(F, 5)} \ ({0} U{f = f-{0(JF,5)\({O}U{Â§})} 4. Using the previous equality, we get 0iJ-L ,GX) \ ({0} U {|}) = {| e(F, 5X)} \ ({0} U {f}) = Q(F, g) \ ({0} U {f}); 5. Q(g,Fx) \ {0} = {f 0(5, J-)} \ {0} = f {0(5, .70 \ {f}} = f - {^,e)\{f}}; 27 e. e(s,jr)\{|} = e(Jr,e1)\{|} = {f-e(^,s)}\{f} = f-{e(^,s)\ {o}}; 7. 0(S^)\{O} = {f Q(Q^,T)} \ {0} = i-{e(^,gl)\{|}} = {| (?, e1)} \ {o} = e(r, g) \ {o}. Remark 2.28 Let us explain why only one of all the relationships between the two sets of angles does not require elimination of the zero or right angles. As we have seen in Theorem 2.24, this pair is 6(3, Q) and Q(J-, Qx) (analogously, Q(G,P) and 0(^,^r-L)y). The key to the answer is the fact that the operators, corresponding to these sets of angles, have the same eigenspaces outside of the fifth part of the space Tt. These eigenspaces, as is shown in Lemma 2.13, are QJloo and 97toi They are the eigenspaces of the operator PpPg\jr, corresponding to the eigenvalues 1 and 0, respectively, and the eigenspaces of the operator P?Pg |jr, corresponding to the eigenvalues 0 and 1, respectively. The eigenspaces of other pairs do not match, which causes a possible difference between the spectra. To illustrate the results of Theorem 2.24 and Corollary 2.27, consider the following example, which is similar to that considered in [42]. Let TL be a real Euclidean space R6, T be a subspace of dimension 4, spanned by the columns of a matrix [J4,0]T 6 and Q be the three dimensional subspace, spanned by the columns of a matrix [Di,D2]t where Di and D2 are diagonal matrices, whose diagonal elements are 1 /1 + df and di/yj 1 + df i = 1,2,3, d\ = 0, and d2, are non-zero real numbers. Then it can be easily seen that the following equalities hold: cos(0(J-, Â£)) = {!; 1/y/T+~df; 1/VT+df; 0}; 28 sin((P, Q1')) {1; \j yj\ + dj; 1/y/l + d0}; sin(0(Px, Q)) = {l/i/l + d\] 1/v/l + df}; cos(0(^r-L,^-L)) = {l/y/TTdf; l/y/l + d%}] cos(0(Â£,P)) = {1; 1/x/TTdf; l/y/\ +^}; sin(0(S,Px)) = {i/>/rTdf; i/\A + ^; 0}; sin(0(^-L.^')) = {1; l/v/l + df; l/-y/l + dl}; cos(0(^1,^-L)) = {1/\/l + d\\ l/y/l+(%\ 0}. Corollary 2.29 0(P,0) \ {|} = 0(P,0) \ {f} = 0(0, P) \ {f}. Lemma 2.30 Let P and Q be subspaces of H, and subspace DJI, be defined by (2.5), (2.6), be non-trivial. Then 0(P, Â£?)\({0}U{|}) = 0(P*nP, P Proof: Using (2.25), we have ^P^Pg]?) = E'US(PjrPg|an) and Y>(PgPp\g) = E" U E(PgrPjr|gjt)) where E',E" C {0;1}. But then we get cos(0(P, G)) = E' D Ew D E(7^rPg)oji) 0 E(P The following lemma describes a trivial case, when the projectors P? and Pg commute. Lemma 2.31 If P?Pg PgPf then all sets of angles 0(P, (/), 0(P,G1), 0(PX,0), (P1,*?1), 0(0,P), (0,PX), 0(0X,P), 0(0X,PX) are subsets of the set {0; |}, that is the only the possible angles between the subspaces P, Q, Px and Q1- are the zero and right angles. 29 Proof: If Pyr and Pg commute, then also all polynomials in Py and Pg com- mute, particularly all four projectors Py, Pg, Py and Pg commute. But then (see, e.g., [2], p. 65, Theorem 1) we have PyPg = Pyng, P^Pg = Pfng, PyPg = Pyrrg, PyPg = Pyng. Then the assertion follows from the fact that the spectrum of orthogonal projector consists of two points zero and one. Let us now consider the relationships between the quantities defined by (2.1), (2.2) and angles, defined in the current section. Lemma 2.32 c0(P,G) = sup{cos(0(^',^))}, (2.26) and c(F,G) = sup { cos (e(P,G) \ {0})}. (2.27) Proof: We have using Theorem 5.35, p.120, [73] about definition of a bounded linear operator by bilinear form: Co(P, G) = sup sup |(lt,u)| = sup sup \(PyU,PgV)\ = ueT veg uen ven IW|=i M=i llll=i IN=i sup sup \{u, PyPgV) \ = ||PjrPjj|| = sup { cos (9(.F, Q))}. uen ven ||u||=l ||v||=l For c{T,G) we have: c{T,G)= sup sup |(tt,v)| = ueTv\imgp vegnirng^ ||u||=l IM|=1 SUp SUp \{PyU,Pgv)\ = SUp SUp \(u, PyPgv)\. uenofxttoo venovRoo uensvoioo venoffioo Nl=i Ml=i IM!=i IN=i 30 Using the decompositions (2.10), we have PpPg =/000 PpPg (2.28) where I and 0 are the identity and zero operators on the corresponding subspaces of H. (2.28) shows that excluding the subspace 9Jl0o from a domain of the supremum excludes 1 from the spectrum of P?Pg and we obtain (2.27). Let us denote by gap(P,Q) a gap (aperture) between subspaces P and Q (see, e.g., [2], [22], [37]) which is defined by gap(F,Q) = ||Pr Ps\\ max{||P?Psi||, ||P9P,||}. (2.29) Theorem 2.33 Let P and Q be subspaces of the Hilbert space Tt. Then min{min{cos2(0(.F, Â£?))}, min{cos2(0(Â£, P))}} = 1 (gap(P,Q))2. Proof: Let us consider both norms in the right-hand side of (2.29) separately. We have using Corollary 2.27: \\PyrPg\\2 = sup \\PfPgxu\\2 = sup {PfPgxU, PjrPgxu) = uÂ£H l|u||=l IMI=1 sup (PgP?Pgu,u) = ||PgxP^|e|| = max{cos2((61,P))} = ueH M=1 max{sin2((Â£?,P))} = 1 min{cos2(0(Â£?,p))}. (2.30) We obtain similarly \\PgPr\\2 = max{cos2(0(P, Â£?))} = 1 min{cos2(0(P, Q))}. (2.31) Equalities (2.30), (2.31) lead to the assertion. 31 Remark 2.34 Corollary 2.29 describes only the relationship between non-right angles from T to Q and from Q to IF. What can we say about the light angles? There are several possibilities: neither 6(F,G) nor Q(G,F) contain a right angle. In this case B(F,G) = B(F,g) = B(G,F); one of the sets of angles contains a right angle as an isolated point, but the other one does not; both of them contain a right angle; in this case the multiplicities of the right angle can be different. The following Theorem gives the relationships between the sets of angles between different pairs of subspaces. Theorem 2.35 For any subspaces F and G of H the following equalities Q) \ ({0} u {^}) = {Â£ b(f,g)} \ ({0} u {Â£, (2.32) Q(F,g) \ {0} = Q{FX,GX) \ {0} (2.33) and e(F, <3X) \ {0} = b(fx, G) \ {0} (2.34) hold. Proof: We have using Theorem 2.24 (F,G) \ ({0} u {|}) = B(F,G) \m u {^}) = {\ C^)} \ ({0} u{^) = - b(f,gx)} \ ({0} u {Â£}). 32 Using the seventh equality of Corollary 2.27 twice first for T and Q, next for Q and J-, and intersecting them gives (2.33). Interchanging Q and Q1- in (2.33) gives (2.34). If T and Q are proper subspaces of H then evidently 0 G 'E(PjrPg), but at the same time 0(.F, Q) may not contain |. Consequently, using Lemma 2.1, we can write Â£(PrPg) = cos2((^, g)) U {0}. (2.35) Let us mention that we can also prove equality (2.33) using the following theorem, which describes the relationship between the spectra of the product and difference of two orthogonal projectors. Lemma 2.36 ([57], Theorem 1. See also [44], Lemma 2-4)- For any pair of orthogonal projectors P? and Pg on Tt the spectrum of the product PpPg lies in the interval [0,1] and S(PS-P^)\({-1}U{0}U{1}) = {(1-<72)1/2 : <72 Â£ E(P^PS)\({0}U{1})}. (2.36) Using Lemma 2.36 and equation (2.35) the following theorem and corollary are proven: Theorem 2.37 Â£(P^ Pg) \ ({1} U {0} U {1}) = sin(0(^r, Q)) \ ({1} U {0}U{1}). The multiplicity of an eigenvalue 1 in T,(Pg P?) is equal to dimQJtio, multiplicity of an eigenvalue 1 is equal to dimQJtoi, and multiplicity of an eigenvalue 0 is equal to dim 97l0o + dim 9Jtu, where 9ft0o> QJtoi, and Wlu are defined by (2.4). 33 Proof: (2.36) is proven in [57]. To obtain the results about the multiplicity of eigenvalues 1, 1 and 0, it suffices to make use the decomposition of these projectors in five parts, given by (2.10). Corollary 2.38 X((Pr Pg)2) \ ({0} U {1}) = sin2(0(.P, Q)) \ ({0} U {1}). In many applications, such as domain decomposition algorithms, existence of the information about the distribution of spectrum of the sum of projectors is important. The results about spectra of sums of projectors can be found e.g., in [7] (See also [72], Theorem, p. 298). Using Corollary 4.9, p. 86, [7], we can formulate the following result in terms of the angles between subspaces. Theorem 2.39 For any nontrivial pair of orthogonal projectors Pp and Pg on 7i the spectrum of the sum P'? + Pg with possible exception of point 0 lies in the interval [1 ||P^-Pg||, 1 + ||P^Pg||] and + Pg) \ ({0} u {1}) = {1 cos(0(P, 0))} \ ({0} U {1}). (2.37) 2.5 Angles Between the Subspaces in Generic Position The main observation for subspaces in the fifth part is that the projections of initial subspaces onto the fifth part are in generic position. This fact allows us to conclude that the zero and right angles can not belong to the set of angles between these new subspaces (and also to the set of angles from one subspace to another one) as isolated angles. This simplifies the assumptions of several propositions given above in this chapter. Lemma 2.40 Let the subspaces T and Q be in generic position. Then 1 ^ Ttp(P^Pg\^) and 0 ^ T,p(P^Pg\^). 34 Proof: Assume first that 1 Â£ Tv{P^Pg\jr). Then we have PjrPg\jru = u for some unit u Â£ T. From the last equality we conclude that u Â£ Q, since otherwise we would have \\Pgu\\ < ||it|| = 1, and consequently 1 = ||it|| = \\P^Pgu\\ < ||P^w|| < 1. This means that u Â£ Q, and consequently T tl G ^ {0}. But this contradicts our assumption about the generic position, that is 1 ^ Ep(PjrPg\:F). Now assume that second assertion does not hold. Then we have PpPg\fU = 0 for some nonzero u Â£ T. Next, if Pgu = 0, then T D Q1- ^ {0}. If Pgu ^ 0, denote v = Pgu Â£ Q and we get P^v = 0. But this means that Jn G1 {0}. The contradiction in both cases shows that 0 ^ Ep(PjrPg|jr). Corollary 2.41 If the subspaces T and Q are in generic position, then 0 ^ Op(f,G) and | Â£ Op(P,G)- Proof: It sufficies to mention that the definitions of the generic position and angles between subspaces are symmetric with respect to the subspaces. Theorem 2.42 Let a subspace SOT defined by (2.5) and (2.6) be non-trivial. Then WS)\({o}u{^}) = ep(PmF,pmg). (2.38) Proof: By Lemma 2.30, ep(P, G) \ ep(Pmf, PmG) c {0; |}. (2.39) But, following Lemma 2.10, the set of angles 0p(Pgjt-P) PmG) does not contain zero or right angles. Consequently, (2.38) follows from (2.39). The following theorem gives the sufficient conditions for two subspaces to be in generic position and describes additional relationships between different 35 sets of angles. Theorem 2.43 The subspaces T and Q ofTi are in generic position if and only Proof: Let 0, | ^ QP(iF, g) U Qp(g,lF). If we assume that F and g are not in generic position, then some of the four subspaces 97I00, 9DToi, 9Kio, SDTn given by (2.4) is nontrivial. Then we have zero (or right) angle in above given set(s) of angles. This is a contradiction to the assumptions of the theorem, and we conclude that T and g are in generic position. Assume now that T and g are in generic position. If 0 G 0p(^r, g)UBp(g, J-) then the subspace 37l00 is nontrivial, which contradicts the assumptions. If | G p(f, g)UQp(g,iF) then one of the subspaces 9Jloi> 9ftio is nontrivial, which also contradicts the assumptions. The absence of the zero and right angles in the set 0(J-,g) U Q(g,iF) is only a sufficient condition for two subspaces J- and g to be in generic position. But, evidently it is not a necessary condition. If T and Q are in generic position, then no set of angles, contains zero or right angle as the element of 0p, but these angles may belong to the set of continuous angles, which we define now. Definition 2.44 Qc{T,g) = 0(JF, g) \ Qp(T,g). Let us call c(Jr, (?) the set of continuous angles from the subspace T to the subspace g. Remark 2.45 This definition of the continuous angles is based on the definition of the continuous spectrum of self adjoint operator (see, e.g., [16], Definition 1, 36 p. 902). Let us mention also that since the spectrum of a selfadjoint operator con- sists only of the eigenvalues and continuous spectrum (the residual spectrum of selfadjoint operator is void), by Definition 2.21 and Definition 2.44 we have defined all possible angles from the subspace T to the subspace Q. Theorem 2.46 Let 0 = 0 or 6 = f. If 0 Â£ QC(!F,G), then: 1. 0 belongs also to the sets QC(G,F) and QC(G,J7); 2. | 0 belongs to the sets QC{!F,GL), QC{IFL,Q), Qc(G,3r'L) and 0C(^1, IF). Proof: Since 0 6 0C(P> Q) and 0 is not an eigenvalue, there exists a sequence {0*}^ C Q(P,G) \ ({0} U {f}) such that limi_>oo0j = 0. But then, from Theorem 2.24 and Corollary 2.27 it follows that is a subset of all three sets, listed in Assertion 1, and {f 9i}\ is a subset of all four sets, listed in Assertion 2. It suffices only to mention that all sets of angles, considered here, are com- pact sets. Prom Theorem 2.43 and Theorem 2.46 we obtain the following Corollary 2.47 If the subspaces J- and G are in generic position, then = X(PgPr\g), and 0(Jr,G) = e(G,F). 37 Remark 2.48 Using Theorem 2.f3 and Theorem 2-46, we conclude that if the subspaces F and G are in generic position, then the assertions of Theorem 2.26, Corollary 2.27, Corollary 2.29, Lemma 2.30, Theorem 2.35 hold without exclud- ing the zero and right angles, and the assertions of Lemma 2.36, Theorem 2.37, Corollary 2.38, Theorem 2.39 hold without excluding {0}, {1}. Let us now consider the relationships between the quantities defined by (2.1), (2.2) and angles, defined in the previus section in the case, when F and Q are in generic position. Corollary 2.49 (of Lemma 2.32 ). If F and Q are in generic position, then c0(F, G) = c(F, G) = sup { cos (G(F, G))} (2.40) Proof: It suffices to mention that 9Hoo = {0} since IF and Q are in generic position, where 97l0o is defined by (2.4). 2.6 Principal Vectors In this section, we define the principal vectors and investigate their main properties. Several cases are investgated, when the properties of principal vec- tors are similar to those of principal vectors in the finite dimensional case. Based on a given pair of principal vectors, the pairs of principal vectors are given for different pairs of subspaces. Special attention is paid to the cases, when the zero or right angle is present as an isolated angle. Definition 2.50 Normalized vectors u = u(6) F and v = v(6) e G form a pair of principal vectors for subspaces F and G corresponding to the angle 0 Â£ Q(F, G), if the equalities PjrV = cos(0)u, PgU cos {0)v (2.41) 38 hold. Definition 2.51 Assume 8 Â£ Qp(lF, G) \ {f}- Then, the multiplicity o/cos2(#) as an eigenvalue of the operator P^Pg\r, is called the multiplicity of an angle 6. The following auxiliary lemma shows the correctness of last definition and is useful in the rest of this section. Lemma 2.52 If u Â£ IF is an eigenvector of an operator Pj?Pg\jr corresponding to the eigenvalue cos2 (8), 8 7^ f, then v = Pgu Â£ Q is an eigenvector of an operator PgPj?\g corresponding to the same eigenvalue. The multiplicities of cos2(8), as an eigenvalue of the operators Pj?Pg\jr and PgP^\g} are the same. Proof: First let us notice that P?Pg\r is a nonnegative operator, PfPgW > d, since P?PgPf = (PgP^YPgP^, and so is PgP?\g > 0. By the lemma assumption we have Pgu ^ 0 and PrPg\fU = cos 2(8)u. (2.42) Then we have: (PqPAg)Pqu = Pg(P?Pg\Fu) = cos 2(8)Pgu. (2.43) It is easy to show that the converse' relation is also true: if v Â£ Q is an eigenvector of an operator PgPjr\g, corresponding to a non-zero eigenvalue, then Pf v Â£ IF is an eigenvector of the operator Pj^Pg|^, corresponding to the same eigenvalue. To show that the multiplicities of cos2 (8) > 0 as an eigenvalue of oper- ators P?Pg\p and PgP?\g are the same, it suffices to mention the following: 39 if u',u" G T form a pair of orthonormal eigenvectors of an operator PjrPg\jr, corresponding to cos2(0), then Pgu1 / cos(6) and Pgu"/cos(6) form a pair of or- thonormal eigenvectors of PgPp\g corresponding to the same eigenvalue and vice versa. This means that there is a one-to-one correspondence between the orthonormal sytems of eigenvectors of P^Pg]? and PgPj?\g corresponding to the given eigenvalue i.e. the multiplicities are the same. Remark 2.53 The equlity of multiplicities of the nonzero eigenvalues of the operators P?Pg\? and PgP?\g can also be deduced from Theorem 2.17. Lemma 2.54 Ifu T and v Q form a pair of principal vectors for subspaces T and Q corresponding to the angle 6 G S(1F,Q), then (u,v) = cos(8). Proof: Using Definition 2.50 we have (u.v) = (Pjru,v) = (u, Pjrv) = (u,cos(0)u) = cos($), (2.44) since u is normalized. Lemma 2.55 IfuEp and v G Q form a pair of principal vectors for subspaces T and Q corresponding to the angle 6 G Q(P,Q), then u and v are the eigen- vectors of the operators P?Pg\p and PgP?\g, respectively, corresponding to the eigenvalue cos2(0). Proof: Since the assertion is symmetric with respect to u and v, let us prove it only for u. We have: PjrPg\jrU = Pf(PgU) = COS (9)PfV = COS 2(#)u. 40 Theorem 2.56 Let 9 Â£ (J7, Q) \ {|} and u Â£ T be an eigenvector of the operator PjrPg\jr, corresponding to the eigenvalue cos2(9), ||u|| = 1. Then there exists a unique eigenvector v Â£ Q, ||i>|| = 1, of the operator PgPjr\s, correspond- ing to the same eigenvalue, such that u and v form a pair of principal vectors, corresponding to the angle 6. Proof: Let v = (l/a)Pgu, where a = cos(9). Then v Â£ Q, by Lemma 2.6 v 7^ 0 and v is an eigenvector of PgP?\g, corresponding to the same eigenvalue a2. We have P?v = Pr((l/a)Pgu) = (l/a)PjrPgPjru = cru. Thus Pgu av and P^v = ou, that is both of the equalities (2.41) hold. Also ||t>||2 = (v,v) = (1 /o)(v,Pgu) = (l/o)(Pgv,u) = (u,it) = 1. This means that u and v form a pair of principal vectors corresponding to the angle 9. Now let us show that v is unique. If there exist two different vectors V\ and v2 which with u form two diferent pairs of principal vectors, then we have Pgu = av\ and Pgu = av2. Subtracting these last two equalities we get er(iq v2) = 0. But a ^ 0 by the assumptions of theorem. Consequently vx = v2. It follows from Lemma 2.55 and Theorem 2.56 that Theorem 2.57 There exists a pair of principal vectors for subspaces T and Q corresponding to a given angle 9 Â£ (.T7, Â£)\{f} if and only if 9 Â£ &P(F, f?)\{f } Remark 2.58 If 9 Â£ p(^7, G) \ {f} is an angle of multiplicity one, then the subspaces span{u} and span{v}, corresponding to 9 are unique. If 9 Â£ 41 Qp{F,G) \ {f} *s multiple (of finite or infinite multiplicity) angle, then we have more then one pair of principal vectors, but each principal vector is defined cor- responding to the other vector uniquely. Remark 2.59 If 9 in Theorem 2.56 then the vector v may not be unique. Assume for example, Ti = R3, T span{u} and Q = span{vi,V2}, where u = (1,0,0)T, Vi = (0,1, Of and v^ = (0,0,1)T. Then we have P?v\ = 0 u and P?v2 = 0 u. Lemma 2.60 Let 9,(p G Qp{P,G) \ {f}, and u(9),u( be corresponding principal vectors. Then, if 9
u{(f>), v(9) and v( )) = coa( |