10.4 The orthogonal group

Recall that an isomorphism of vector spaces \(V\) and \(W\) is a bijective linear map \(f : V \to W.\) In the case where both \(V\) and \(W\) are equipped with an inner product, we may ask that \(f\) preserves the inner products in the following sense:

Definition 10.32 • Orthogonal transformation

Let \((V,\langle\cdot{,}\cdot\rangle)\) and \((W,\langle\!\langle\cdot{,}\cdot\rangle\!\rangle)\) be Euclidean spaces. An isomorphism \(f : V \to W\) is called an orthogonal transformation if \[\langle u,v\rangle=\langle\!\langle f(u),f(v)\rangle\!\rangle\] for all \(u,v \in V.\)

Recall that in a Euclidean space \((V,\langle\cdot{,}\cdot\rangle)\) both the notion of angle between two vectors (Definition 10.9) and the notion of distance between two vectors (Definition 10.7) only depends on the inner product \(\langle\cdot{,}\cdot\rangle.\) Orthogonal transformations thus preserve both angles between vectors and distances between vectors.

We can also consider the set of orthogonal transformations from a Euclidean space to itself:

Definition 10.33 • Orthogonal group & orthogonal matrices

  • Let \((V,\langle\cdot{,}\cdot\rangle)\) be a Euclidean space. The set of orthogonal transformations from \((V,\langle\cdot{,}\cdot\rangle)\) to itself is called the orthogonal group of \((V,\langle\cdot{,}\cdot\rangle)\) and denoted by \(\mathrm{O}(V,\langle\cdot{,}\cdot\rangle).\)

  • A matrix \(\mathbf{R}\in M_{n,n}(\mathbb{R})\) is called orthogonal if \(f_\mathbf{R}: \mathbb{R}^n \to \mathbb{R}^n\) is an orthogonal transformation of \((\mathbb{R}^n,\langle\cdot{,}\cdot\rangle),\) where \(\langle\cdot{,}\cdot\rangle\) denotes the standard scalar product of \(\mathbb{R}^n.\) The set of orthogonal \(n\times n\)-matrices is denoted by \(\mathrm{O}(n)\) and called the orthogonal group.

The use of the term group in the above definition is indeed justified:

Proposition 10.34 Let \((V,\langle\cdot{,}\cdot\rangle)\) be a Euclidean space. Then the set \(\mathrm{O}(V,\langle\cdot{,}\cdot\rangle)\) is a group in the sense of Definition 8.4 when the group operation is taken to be the composition of mappings. In particular, \(\mathrm{O}(n)\) is a group when the group operation is taken to be matrix multiplication.

Proof. Let \(G=\mathrm{O}(V,\langle\cdot{,}\cdot\rangle).\) As the group identity element we take \(e_G=\mathrm{Id}_V,\) where \(\mathrm{Id}_V\) denotes the identity mapping on \(V,\) so that \(\mathrm{Id}(v)=v\) for all \(v \in V.\) Clearly \(\mathrm{Id}_V \in G\) and \(f\circ \mathrm{Id}_V=\mathrm{Id}_V\circ f=f\) for all \(f \in G.\) Likewise, if \(f \in G,\) then the inverse mapping \(f^{-1}\) is an element of \(G\) as well. Indeed, for all \(u,v \in V\) we obtain \[\begin{aligned} \langle u,v\rangle&=\langle \mathrm{Id}_V(u),\mathrm{Id}_V(v)\rangle=\langle (f\circ f^{-1})(u),(f\circ f^{-1})(v)\rangle=\langle f(f^{-1}(u)),f(f^{-1}(v))\rangle\\ &=\langle f^{-1}(u),f^{-1}(v)\rangle, \end{aligned}\] where we use that \(f \in G.\) Therefore, for all \(f \in G\) there exists a group element \(b,\) namely \(f^{-1}\) such that \(f\circ b=b\circ f=e_G=\mathrm{Id}_V.\) Since the composition of mappings is associative, it follows that \(\mathrm{O}(V,\langle\cdot{,}\cdot\rangle)\) is a group with respect to the composition of mappings.

The second claim follows since for matrices \(\mathbf{A},\mathbf{B}\in M_{n,n}(\mathbb{R}),\) we have \(f_\mathbf{A}\circ f_\mathbf{B}=f_{\mathbf{A}\mathbf{B}},\) where \(\mathbf{A}\mathbf{B}\) denotes the matrix multiplication of \(\mathbf{A}\) and \(\mathbf{B},\) see Theorem 2.21.
Lemma 10.35

For all \(n \in \mathbb{N}\) we have \[\mathrm{O}(n)=\left\{\mathbf{R}\in M_{n,n}(\mathbb{R}) | \mathbf{R}^T\mathbf{R}=\mathbf{1}_{n}\right\}=\left\{\mathbf{R}\in \mathrm{GL}(n,\mathbb{R}) | \mathbf{R}^T=\mathbf{R}^{-1}\right\}.\]

Proof. By definition, \(\mathbf{R}\in M_{n,n}(\mathbb{R})\) is an element of \(\mathrm{O}(n)\) if and only if \[\langle \vec{x},\vec{y}\rangle=\vec{x}^T\vec{y}=\langle \vec{x},\vec{y}\rangle_{\mathbf{1}_{n}}=\langle \mathbf{R}\vec{x},\mathbf{R}\vec{y}\rangle=(\mathbf{R}\vec{x})^T\mathbf{R}\vec{y}=\vec{x}^T\mathbf{R}^T\mathbf{R}\vec{y}=\langle\vec{x},\vec{y}\rangle_{\mathbf{R}^T\mathbf{R}}\] for all vectors \(\vec{x},\vec{y} \in \mathbb{R}^n.\) From the exercises we known that this condition is equivalent to \(\mathbf{R}^T\mathbf{R}=\mathbf{1}_{n},\) as claimed.

In order to show the second equality sign in the lemma, recall that \(\mathrm{GL}(n,\mathbb{R})\) consists of the matrices \(\mathbf{A}\in M_{n,n}(\mathbb{R})\) that are invertible. If \(\mathbf{R}\in \mathrm{GL}(n,\mathbb{R})\) satisfies \(\mathbf{R}^{-1}=\mathbf{R}^T,\) then \(\mathbf{R}^T\mathbf{R}=\mathbf{R}^{-1}\mathbf{R}=\mathbf{1}_{n}\) hence we have \[\left\{\mathbf{R}\in \mathrm{GL}(n,\mathbb{R}) | \mathbf{R}^T=\mathbf{R}^{-1}\right\} \subset \left\{\mathbf{R}\in M_{n,n}(\mathbb{R}) | \mathbf{R}^T\mathbf{R}=\mathbf{1}_{n}\right\}.\] The converse inclusion of sets follows from the observation that a matrix \(\mathbf{R}\in \mathrm{O}(n)\) satisfies \(\det \mathbf{R}=\pm 1.\) Indeed, the product rule for the determinant Proposition 5.21 gives \[\det(\mathbf{R}^T\mathbf{R})=\det(\mathbf{R}^T)\det(\mathbf{R})=(\det(\mathbf{R}))^2=\det(\mathbf{1}_{n})=1,\] where we also use that \(\det(\mathbf{A}^T)=\det(\mathbf{A})\) for all \(\mathbf{A}\in M_{n,n}(\mathbb{R}).\) Since \(\det \mathbf{R}=\pm 1,\) the matrix \(\mathbf{R}\) is invertible and hence \(\mathbf{R}^T\mathbf{R}=\mathbf{1}_{n}\) implies that \(\mathbf{R}^T=\mathbf{R}^{-1}.\)

The orthogonal transformations in a finite dimensional Euclidean space \((V,\langle\cdot{,}\cdot\rangle)\) can similarly be characterised in terms of their matrix representation with respect to an orthonormal basis:

Proposition 10.36

Let \(n \in \mathbb{N}\) and \((V,\langle\cdot{,}\cdot\rangle)\) be an \(n\)-dimensional Euclidean space equipped with an orthonormal ordered basis \(\mathbf{b}.\) Then an endomorphism \(f : V \to V\) is an orthogonal transformation if and only if its matrix representation \(\mathbf{R}=\mathbf{M}(f,\mathbf{b},\mathbf{b})\) with respect to \(\mathbf{b}\) is an orthogonal matrix.

Proof. By definition an endomorphism \(f :V \to V\) is an orthogonal transformation of \((V,\langle\cdot{,}\cdot\rangle)\) if and only if \(\langle u,v\rangle=\langle f(u),f(v)\rangle\) for all vectors \(u,v \in V.\) Writing \(\vec{x}=\boldsymbol{\beta}(u),\) \(\vec{y}=\boldsymbol{\beta}(v)\) and \(\mathbf{R}=\mathbf{M}(f,\mathbf{b},\mathbf{b}),\) this gives \[\begin{aligned} \langle u,v\rangle&=\vec{x}^T\mathbf{M}(\langle\cdot{,}\cdot\rangle,\mathbf{b})\vec{y}=\langle \vec{x},\vec{y}\rangle_{\mathbf{1}_{n}}=\langle f(u),f(v)\rangle\\ &=(\boldsymbol{\beta}(f(u)))^T\boldsymbol{\beta}(f(v))=(\mathbf{R}\vec{x})^T\mathbf{R}\vec{y}=\vec{x}^T\mathbf{R}^T\mathbf{R}\vec{y}=\langle \vec{x},\vec{y}\rangle_{\mathbf{R}^T\mathbf{R}}, \end{aligned}\] where we use that \(\mathbf{M}(\langle\cdot{,}\cdot\rangle,\mathbf{b})=\mathbf{1}_{n},\) Proposition 9.6 and Proposition 3.97. Since every vector \(\vec{x} \in \mathbb{R}^n\) can be written as \(\vec{x}=\boldsymbol{\beta}(u)\) for some vector \(u \in V,\) the claim follows as in the proof of Lemma 10.35.
Corollary 10.37

Let \(n \in \mathbb{N}\) and \((V,\langle\cdot{,}\cdot\rangle)\) be an \(n\)-dimensional Euclidean space equipped with an orthonormal ordered basis \(\mathbf{b}.\) Then an ordered basis \(\mathbf{b}^{\prime}\) of \(V\) is orthonormal with respect to \(\langle\cdot{,}\cdot\rangle\) if and only if the change of basis matrix \(\mathbf{C}(\mathbf{b}^{\prime},\mathbf{b})\) is orthogonal.

Proof. Write \(\mathbf{b}=(v_1,\ldots,v_n),\) \(\mathbf{b}^{\prime}=(v^{\prime}_1,\ldots,v^{\prime}_n)\) and let \(\boldsymbol{\beta},\boldsymbol{\beta}^{\prime}\) denote the corresponding linear coordinate systems. Consider the endomorphism \(g=(\boldsymbol{\beta}^{\prime})^{-1}\circ \boldsymbol{\beta}: V \to V\) satisfying \(\mathbf{M}(g,\mathbf{b},\mathbf{b})=\mathbf{C}(\mathbf{b}^{\prime},\mathbf{b}).\) Using Proposition 10.36 it is sufficient to show that \(g\) is orthogonal if and only if \(\mathbf{b}^{\prime}\) is orthonormal. By definition, \(g\) satisfies \(g(v_i)=v^{\prime}_i\) for all \(1\leqslant i\leqslant n.\) Suppose the endomorphism \(g\) is orthogonal, then \[\langle v^{\prime}_i,v^{\prime}_j\rangle=\langle g(v_i),g(v_j)\rangle=\langle v_i,v_j\rangle=\delta_{ij},\] where the last equality uses that \(\mathbf{b}\) is orthonormal. We conclude that \(\mathbf{b}^{\prime}\) is orthonormal as well. Conversely, suppose that \(\mathbf{b}^{\prime}\) is orthonormal. Let \(u,v \in V\) and write \(u=\sum_{i=1}^ns_i v_i\) and \(v=\sum_{j=1}^n t_j v_j\) for scalars \(s_i,t_i,\) \(i=1,\ldots,n.\) Then, using the bilinearity of \(\langle\cdot{,}\cdot\rangle,\) we compute \[\begin{aligned} \langle g(u),g(v)\rangle&=\Big\langle g\Big(\sum_{i=1}^ns_i v_i\Big),g\Big(\sum_{j=1}^n t_j v_j\Big)\Big\rangle=\sum_{i=1}^n\sum_{j=1}^ns_it_j\langle g(v_i),g(v_j)\rangle\\ &=\sum_{i=1}^n\sum_{j=1}^ns_it_j\langle v^{\prime}_i,v^{\prime}_j\rangle=\sum_{i=1}^n\sum_{j=1}^ns_it_j\delta_{ij}=\sum_{i=1}^n\sum_{j=1}^ns_it_j\langle v_i,v_j\rangle\\ &=\Big\langle \sum_{i=1}^ns_i v_i,\sum_{j=1}^nt_j v_j\Big\rangle=\langle u,v\rangle, \end{aligned}\] so that \(g\) is orthogonal.
Example 10.38

A matrix \(\mathbf{A}\in M_{n,n}(\mathbb{R})\) is orthogonal if and only if its column vectors form an orthonormal basis of \(\mathbb{R}^n\) with respect to the standard scalar product \(\langle\cdot{,}\cdot\rangle.\) To this end let \(\hat{\Omega} : (\mathbb{R}^n)^n \to M_{n,n}(\mathbb{K})\) denote the map which forms an \(n\times n\) matrix from \(n\) column vectors of length \(n.\) That is, \(\hat{\Omega}\) satisfies \[[\hat{\Omega}(\vec{a}_1,\ldots,\vec{a}_n)]_{ij}=[\vec{a}_j]_{i}\] for all \(1\leqslant i,j\leqslant n\) and where \([\vec{a}_j]_{i}\) denotes the \(i\)-th entry of the vector \(\vec{a}_j.\) Then, by the definition of matrix multiplication, we have for all \(1\leqslant i,j\leqslant n\) \[\begin{aligned} [\hat{\Omega}(\vec{a}_1,\ldots,\vec{a}_n)^T\hat{\Omega}(\vec{a}_1,\ldots,\vec{a}_n)]_{ij}&=\sum_{k=1}^n[\hat{\Omega}(\vec{a}_1\ldots,\vec{a}_n)^T]_{ik}[\hat{\Omega}(\vec{a}_1\ldots,\vec{a}_n)]_{kj}\\ &=\sum_{k=1}^n[\hat{\Omega}(\vec{a}_1\ldots,\vec{a}_n)]_{ki}[\hat{\Omega}(\vec{a}_1\ldots,\vec{a}_n)]_{kj}\\ &=\sum_{k=1}^n [\vec{a}_i]_k[\vec{a}_j]_k=\langle\vec{a}_i,\vec{a}_j\rangle_{\mathbf{1}_{n}}=\delta_{ij}, \end{aligned}\] as claimed.

The reader is invited to check that a corresponding statement also holds for the rows of an orthogonal matrix.

Example 10.39 • Permutation matrices

Let \(n \in \mathbb{N}\) and \(\sigma \in S_n\) be a permutation. Recall that for \(1\leqslant i\leqslant n,\) the \(i\)-th column of the permutation matrix \(\mathbf{P}_{\sigma}\) of \(\sigma\) is given by \(\vec{e}_{\sigma(i)},\) where \(\mathbf{e}=(\vec{e}_1,\ldots,\vec{e}_n)\) denotes the standard ordered basis of \(\mathbb{R}^n.\) Therefore, the columns of a permutation matrix form an ordered orthonormal basis of \(\mathbb{R}^n\) and hence permutation matrices are orthogonal by the previous remark.

Example 10.40 • Reflection along a hyperplane

A plane in \(\mathbb{R}^3\) is a subspace \(U\) of dimension \(2=3-1.\) More generally, a hyperplane in an \(n\)-dimensional vector space \(V\) is a subspace \(U\) of dimension \(n-1.\)

We can reflect a vector orthogonally along a plane in \(\mathbb{E}^3,\) see Figure 10.5. This map generalises to hyperplanes as follows: Let \((V,\langle\cdot{,}\cdot\rangle)\) be a finite dimensional Euclidean space and \(U\subset V\) a hyperplane. Then the orthogonal reflection along \(U\) is the map \(r_U : V \to V\) defined by the rule \[r_U(v)=v-2(v-\Pi^{\perp}_U(v))=2\Pi^{\perp}_U(v)-v\] for all \(v \in V.\) This mapping is indeed an orthogonal transformation. To see this consider an orthonormal basis \(\{u_1,\ldots,u_{n-1}\}\) of \(U.\) By Corollary 10.23 we can extend this to an orthonormal basis \(\{u_1,\ldots,u_{n-1},u_{n}\}\) of \(V.\) Notice that \(\dim U^{\perp}=1\) and that \(U^{\perp}=\operatorname{span}\{u_n\}.\) For \(v \in V\) we write \(v=\sum_{i=1}^n s_iu_i\) for unique real numbers \(s_i,\) \(1\leqslant i\leqslant n.\) Then we obtain \[\begin{aligned} r_U(v)+v&=2\Pi^{\perp}_{U}\left(\sum_{i=1}^n s_i u_i\right)=2\sum_{j=1}^{n-1}\Big\langle u_j,\sum_{i=1}^n s_i u_i\Big\rangle u_j\\ &=2\sum_{i=1}^{n}\left(\sum_{j=1}^{n}s_i\langle u_j,u_i\rangle u_j-s_i\langle u_{n},u_i\rangle u_n\right)\\ &=2\sum_{i=1}^ns_iu_i-2\Big\langle u_n,\sum_{i=1}^n s_i u_i\Big\rangle u_n=2v-2\langle u_n,v\rangle u_n, \end{aligned}\] where we use (10.2). Writing \(u_n=e,\) we conclude that for the orthogonal reflection along a hyperplane \(U\subset V\) we have the formula \[r_U(v)=v-2\langle e,v\rangle e,\] where the vector \(e \in V\) satisfies \(\langle e,e\rangle=1\) and \(U^{\perp}=\operatorname{span}\{e\}.\)

We can now verify that \(r_U\) is an orthogonal transformation. For all vectors \(u,v \in V\) we have \[\begin{aligned} \langle r_U(u),r_U(v)\rangle&=\langle u-2\langle e,u\rangle e,\langle v-2\langle e,v\rangle e\rangle\\ &=\langle u,v\rangle-2\langle u,e\rangle\langle e,v\rangle-2\langle e,u\rangle \langle e,v\rangle+4\langle e,u\rangle\langle e,v\rangle \langle e,e\rangle\\ &=\langle u,v\rangle, \end{aligned}\] where we use that \(\langle\cdot{,}\cdot\rangle\) is bilinear, symmetric and that \(\langle e,e\rangle=1.\) We conclude that \(r_U\) is an orthogonal transformation.

Finally, observe that with respect to the ordered basis \(\mathbf{b}=(u_1,\ldots,u_{n-1},u_n)\) of \(V\) we have \[\mathbf{M}(r_U,\mathbf{b},\mathbf{b})=\begin{pmatrix} \mathbf{1}_{n-1} & \\ & -1 \end{pmatrix}.\] Indeed, since \(u_{i} \in U\) for all \(1\leqslant i\leqslant n-1,\) we obtain \(r_U(u_i)=2\Pi^{\perp}_U(u_i)-u_i=2u_i-u_i=u_i.\) Furthermore, \(r_U(u_n)=u_n-2\langle u_n,u_n\rangle u_n=-u_n,\) as claimed. We conclude that \(\det r_U=-1.\)

Figure 10.5: Orthogonal reflection along the plane \(U\) in \(\mathbb{E}^3.\)
Definition 10.41 • Special orthogonal group & special orthogonal matrices

  • Let \((V,\langle\cdot{,}\cdot\rangle)\) be a Euclidean space. The subset of \(\mathrm{O}(V,\langle\cdot{,}\cdot\rangle)\) consisting of endomorphisms whose determinant is \(1\) is called the special orthogonal group of \((V,\langle\cdot{,}\cdot\rangle)\) and is denoted by \(\mathrm{SO}(V,\langle\cdot{,}\cdot\rangle).\)

  • A matrix \(\mathbf{R}\in M_{n,n}(\mathbb{R})\) is called special orthogonal if \(\mathbf{R}\in \mathrm{O}(n)\) and \(\det \mathbf{R}=1.\) The set of special orthogonal \(n\times n\)-matrices is denoted by \(\mathrm{SO}(n)\) and called the special orthogonal group.

Example 10.42

(The group \(\mathrm{O}(2)\)). Recall from the exercises that if a matrix \(\mathbf{R}\in M_{2,2}(\mathbb{R})\) satisfies \(\mathbf{R}^T\mathbf{R}=\mathbf{1}_{2},\) then it is either of the form \[\begin{pmatrix} a & -b \\ b & a \end{pmatrix} \qquad \text{or} \qquad \begin{pmatrix} a & b \\ b & -a \end{pmatrix}\] for some real numbers \(a,b.\) The condition \(\mathbf{R}^T\mathbf{R}=\mathbf{1}_{2}\) implies that \(a^2+b^2=1,\) hence we can write \(a=\cos \alpha\) and \(b=\sin\alpha\) for some \(\alpha \in \mathbb{R}.\) In the second case we have \(\det \mathbf{R}=-a^2-b^2=-1,\) thus \[\mathrm{SO}(2)=\left\{\mathbf{R}_{\alpha}=\begin{pmatrix} \cos \alpha & -\sin \alpha \\ \sin \alpha & \cos \alpha \end{pmatrix} | \alpha \in \mathbb{R}\right\}.\] Recall also that the mapping \(f_{\mathbf{R}_{\alpha}} : \mathbb{R}^2 \to \mathbb{R}^2\) is the counter-clockwise rotation around \(0_{\mathbb{R}^2}\) by the angle \(\alpha.\) In the second case we obtain \[\begin{pmatrix} \cos \alpha & \sin \alpha \\ \sin\alpha & -\cos\alpha\end{pmatrix}=\begin{pmatrix} \cos \alpha & -\sin \alpha \\ \sin \alpha & \cos \alpha \end{pmatrix}\begin{pmatrix} 1 & 0 \\ 0 & -1 \end{pmatrix}.\] The matrix \[\begin{pmatrix} 1 & 0 \\ 0 & -1 \end{pmatrix}\] is the matrix representation of the orthogonal reflection along the \(x\)-axis in \(\mathbb{E}^2\) with respect to the standard ordered basis \(\mathbf{e}\) of \(\mathbb{R}^2.\) We thus obtain a complete picture of all orthogonal transformations of \(\mathbb{E}^2.\) An orthogonal transformation of \(\mathbb{E}^2\) is either a special orthogonal transformation in which case it is a rotation around \(0_{\mathbb{R}^2}\) or else a composition of the orthogonal reflection along the \(x\)-axis and a rotation around \(0_{\mathbb{R}^2}.\)

We will discuss the structure of \(\mathrm{O}(n)\) for \(n>2\) below.

10.5 The adjoint mapping

In this section we discuss what one might consider to be the nicest endomorphisms of a Euclidean space \((V,\langle\cdot{,}\cdot\rangle),\) the so-called self-adjoint endomorphisms. Such endomorphisms are not only diagonalisable, but the basis of eigenvectors can be chosen to consist of orthonormal vectors with respect to \(\langle\cdot{,}\cdot\rangle.\)

Lemma 10.43

Let \((V,\langle\cdot{,}\cdot\rangle)\) and \((W,\langle\!\langle\cdot{,}\cdot\rangle\!\rangle)\) be finite dimensional Euclidean spaces and \(\mathbf{b}=(v_1,\ldots,v_n)\) an orthonormal basis of \((V,\langle\cdot{,}\cdot\rangle)\) and \(\mathbf{c}=(w_1,\ldots,w_m)\) an orthonormal basis of \((W,\langle\!\langle\cdot{,}\cdot\rangle\!\rangle).\) Then the matrix representation of a linear map \(f : V \to W\) satisfies \[[\mathbf{M}(f,\mathbf{b},\mathbf{c})]_{ij}=\langle\!\langle f(v_j),w_i\rangle\!\rangle\] for all \(1\leqslant i \leqslant m\) and for all \(1\leqslant j \leqslant n.\)

Proof. By definition, we have for all \(1\leqslant j \leqslant n\) \[f(v_j)=\sum_{k=1}^m\, [\mathbf{M}(f,\mathbf{b},\mathbf{c})]_{kj}w_{k}.\] Hence for all \(1\leqslant i\leqslant m,\) we obtain \[\begin{aligned} \langle\!\langle f(v_j),w_i\rangle\!\rangle&=\Big\langle\!\!\Big\langle \sum_{k=1}^m\, [\mathbf{M}(f,\mathbf{b},\mathbf{c})]_{kj}w_{k},w_i\Big\rangle\!\!\Big\rangle=\sum_{k=1}^m\, [\mathbf{M}(f,\mathbf{b},\mathbf{c})]_{kj}\,\langle\!\langle w_k,w_i\rangle\!\rangle\\ &=\sum_{k=1}^m [\mathbf{M}(f,\mathbf{b},\mathbf{c})]_{kj}\delta_{ki}=[\mathbf{M}(f,\mathbf{b},\mathbf{c})]_{ij}, \end{aligned}\] as claimed.

Proposition 10.44

Let \((V,\langle\cdot{,}\cdot\rangle)\) and \((W,\langle\!\langle\cdot{,}\cdot\rangle\!\rangle)\) be finite dimensional Euclidean spaces and \(f : V \to W\) a linear map. Then there exists a unique linear map \(f^* : W \to V\) such that \[\langle\!\langle f(v),w\rangle\!\rangle=\langle v,f^*(w)\rangle\] for all \(v \in V\) and \(w \in W.\)

Proof. Let \(\mathbf{b}=(v_1,\ldots,v_n)\) be an orthonormal basis of \((V,\langle\cdot{,}\cdot\rangle)\) and \(\mathbf{c}=(w_1,\ldots,w_m)\) be an orthonormal basis of \((W,\langle\!\langle\cdot{,}\cdot\rangle\!\rangle).\) Let \(f^* : W \to V\) be the unique linear map such that \[\mathbf{M}(f^*,\mathbf{c},\mathbf{b})=\mathbf{M}(f,\mathbf{b},\mathbf{c})^T.\] Since \(\langle\cdot{,}\cdot\rangle\) and \(\langle\!\langle\cdot{,}\cdot\rangle\!\rangle\) are both bilinear it suffices to show that \[\langle\!\langle f(v_j),w_i\rangle\!\rangle=\langle v_j,f^*(w_i)\rangle\] for all \(1\leqslant j\leqslant n\) and all \(1\leqslant i\leqslant m.\) By the previous lemma we have for all \(1\leqslant j\leqslant n\) and all \(1\leqslant i\leqslant m\) \[\langle\!\langle f(v_j),w_i\rangle\!\rangle=[\mathbf{M}(f,\mathbf{b},\mathbf{c})]_{ij}=[\mathbf{M}(f^*,\mathbf{c},\mathbf{b})]_{ji}=\langle f^*(w_i),v_j\rangle=\langle v_j,f^*(w_i)\rangle.\] This shows that \(f^* : W \to V\) exists. Let \(g : W\to V\) be another linear map such that \[\langle\!\langle f(v),w\rangle\!\rangle=\langle v,g(w)\rangle\] for all \(v \in V\) and \(w \in W.\) Then we have for all \(v\in V\) and \(w \in W\) \[\begin{aligned} \langle v,f^*(w)-g(w)\rangle=\langle v,f^*(w)\rangle-\langle v,g(w)\rangle =\langle\!\langle f(v),w\rangle\!\rangle-\langle\!\langle f(v),w\rangle\!\rangle=0. \end{aligned}\] This shows that for all \(w \in W\) the vector \(f^*(w)-g(w) \in V\) is orthogonal to all vectors of \(V.\) Since \(\langle\cdot{,}\cdot\rangle\) is non-degenerate this implies that \(f^*(w)-g(w)=0_V,\) that is, \(f^*(w)=g(w)\) for all \(w \in W\) and hence \(f^*=g.\)

Linear maps for which \(f=f^*\) are of particular importance:

Definition 10.45 • Adjoint mapping, self-adjoint mappings and normal mappings

  • Let \((V,\langle\cdot{,}\cdot\rangle)\) and \((W,\langle\!\langle\cdot{,}\cdot\rangle\!\rangle)\) be finite dimensional Euclidean spaces and \(f : V \to W\) a linear map. The unique mapping \(f^* : W \to V\) guaranteed to exist by Proposition 10.44 is called the adjoint mapping of \(f.\)
  • An endomorphism \(f : V\to V\) of a Euclidean space \((V,\langle\cdot{,}\cdot\rangle)\) is called self-adjoint if \(f=f^*\) and normal if \(f\circ f^*=f^*\circ f.\)

Example 10.46

  1. The proof of Proposition 10.44 implies that an endomorphism \(f : V \to V\) of a finite dimensional Euclidean space \((V,\langle\cdot{,}\cdot\rangle)\) is self-adjoint if and only if its matrix representation with respect to an orthonormal basis \(\mathbf{b}\) of \(V\) is symmetric. In particular, in \(\mathbb{R}^n\) equipped with the standard scalar product, a mapping \(f_\mathbf{A}: \mathbb{R}^n \to \mathbb{R}^n\) for \(\mathbf{A}\in M_{n,n}(\mathbb{R})\) is self-adjoint if and only if \(\mathbf{A}\) is symmetric.
  2. Let \((V,\langle\cdot{,}\cdot\rangle)\) be a finite dimensional Euclidean space and \(f : V \to V\) an orthogonal transformation. Then \(f\) is normal. Indeed, using that \(f\) is orthogonal, we obtain for all \(u,v \in V\) \[\langle f^{-1}(u),v\rangle=\langle f(f^{-1}(u)),f(v)\rangle=\langle u,f(v)\rangle\] so that the adjoint mapping of an orthogonal transformation is its inverse mapping, \(f^*=f^{-1}.\) It follows that \(f\circ f^{*}=f\circ f^{-1}=\mathrm{Id}_V=f^{-1}\circ f=f^*\circ f\) so that \(f\) is normal.

Exercises

Exercise 10.47 Verify that \(\mathrm{SO}(V,\langle\cdot{,}\cdot\rangle)\) is a subgroup of \(\mathrm{O}(V,\langle\cdot{,}\cdot\rangle)\) in the sense of Definition 8.8. In particular, \(\mathrm{SO}(V,\langle\cdot{,}\cdot\rangle)\) is indeed a group and hence so is \(\mathrm{SO}(n).\)

Solution

According to Definition 8.8, we need to show that for all \(f,g\in \mathrm{SO}(V,\langle\cdot{,}\cdot\rangle)\) we have \(f\circ g\in\mathrm{SO}(V,\langle\cdot{,}\cdot\rangle)\) and \(f^{-1}\in\mathrm{SO}(V,\langle\cdot{,}\cdot\rangle).\) We use Proposition 6.21 to compute \(\det(f\circ g) = \det(f)\det(g) = 1 \cdot 1 = 1\) and conclude that \(f\circ g\in\mathrm{SO}(V,\langle\cdot{,}\cdot\rangle).\) Since \(1 = \det(\mathrm{Id}_V) = \det(f\circ f^{-1})=\det(f)\det(f^{-1}) = 1 \cdot \det(f^{-1}),\) we conclude that \(\det(f^{-1})=1\) and hence \(f^{-1}\in\mathrm{SO}(V,\langle\cdot{,}\cdot\rangle).\)

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