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Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
1 · Prerequisites
- Binary Operations, Monoids, Groups and Subgroups
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Countability and Uncountability
- Determinants of Matrices over a Commutative Ring
- Finite Counting, Factorials and Binomial Coefficients
- Foundations of the Real Numbers for Analysis
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Order, Zorn's Lemma, and the Axiom of Choice
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Roots, Rational Powers, and Classical Inequalities
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- The ZFC Axioms and the Basic Set Constructions
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
The page builds on finite-dimensional bases and unique coordinates (Basis of a vector space: a linearly independent spanning subset; and ordered basis: an injective finite list whose image is a basis, A finite list is an ordered basis if and only if every equals for exactly one ; those scalars are the coordinates of in that ordered basis), linear maps and their matrices (Linear map between vector spaces over the same field, Coordinate columns and matrices of linear maps relative to ordered bases), and rank-nullity (Rank-nullity: ). The basis-extension theorem supplies the explicitly Choice-dependent infinite-dimensional separations (Zorn's lemma gives a basis between any linearly independent set and any spanning set containing it: if with independent and , there is a basis of with ), while the finite-dimensional extension theorem avoids that cost where applicable (If and is a linear subspace of , then is finite-dimensional, , and if and only if ). Matrix transpose and determinant laws provide the algebra used for congruence and Schur complements (Transpose is linear and involutive, and , For same-sized finite square matrices over a commutative ring, ).
Dual families lead to the finite and infinite dual-space boundary, the canonical double-dual map, annihilators, and transpose identities. Bilinear forms are identified with maps into the dual; their matrices transform by congruence, while sesquilinear and Hermitian forms receive the corresponding involutive formula. Quadratic forms are defined in every characteristic, with polarization and symmetric diagonalization restricted to characteristic not two. Alternating forms acquire symplectic normal form and even rank. Over the reals, diagonal normalization and intrinsic positive and negative dimensions prove Sylvester's law of inertia; Schur-complement elimination then yields the leading-principal-minor criterion for positive definiteness.
3 · Logical flowchart
4 · Definitions, theorems and proofs
Linear functionals and the algebraic dual
Definition
Let be a vector space over . A linear functional on is a linear map , where is regarded as a vector space over itself. The algebraic dual space of is
with pointwise addition and scalar multiplication. This is the full algebraic dual: no topology, norm, or continuity condition is imposed.
The dual family associated to a Hamel basis , defined by
Definition
Let be a Hamel basis of a vector space . For each , the coordinate functional is defined by
and extended linearly: if the unique finite basis expansion of is , then , with when . Uniqueness of finite basis expansions makes this single-valued, and coordinatewise addition and scalar multiplication make linear. The family is the dual family associated to .
When is finite this family is the usual dual basis. When is infinite it remains a family in , but it need not span the whole algebraic dual.
The dual family of a finite basis is a basis of the dual space, with the same dimension
Statement
If is a basis of a finite-dimensional -vector space , then its dual family is a basis of . Consequently .
Facts & Assumptions
Given: A finite basis of and its dual family.
The dual functionals satisfy (The dual family associated to a Hamel basis , defined by ).
The dimension of a finite-dimensional space is the cardinality of any finite basis (Finite-dimensional vector space, and its dimension ; infinite-dimensional means having no finite basis).
Proof
If , evaluation at and [L1] give for every ; hence the dual family is linearly independent.
For , set . If as in [L2], then , so and the dual family spans .
Steps 1.1 and 1.2 make a basis, and [L3] gives . For , both sums are empty and the unique functional on the zero space is zero, so the same proof applies.
For an infinite Hamel basis, its dual family is linearly independent but does not span the algebraic dual
Statement
Let be an infinite Hamel basis of . Its dual family is linearly independent in but does not span .
Facts & Assumptions
Given: An infinite Hamel basis of and its dual family.
The dual family satisfies for (The dual family associated to a Hamel basis , defined by ).
Linear independence tests only finite linear relations (Linear independence: a finite list is independent when forces every , and a subset is independent when every injective finite list into is independent).
A Hamel basis is a linearly independent spanning set, with span defined through finite linear combinations (Basis of a vector space: a linearly independent spanning subset; and ordered basis: an injective finite list whose image is a basis).
Proof
If a finite relation holds, evaluating it at each gives by [L1]. Thus the dual family is linearly independent by [L2].
By [L3], every vector has a finite basis expansion. It is unique after zero coefficients are discarded, because subtracting two such expansions gives a finite relation in the independent set . Hence is well defined and linear, and for every .
Every finite linear combination of members of the dual family vanishes at all basis vectors outside its finite support. Since is infinite while for every , is not in their span.
The dual family is therefore independent but not spanning, so it is not a Hamel basis of .
Assuming choice, if , some vanishes on and satisfies
Statement
Assume the axiom of choice. If is a linear subspace of and , then there exists such that and .
Facts & Assumptions
Given: The axiom of choice, a subspace , and .
Assuming choice, every linearly independent subset of a vector space extends to a basis (Zorn's lemma gives a basis between any linearly independent set and any spanning set containing it: if with independent and , there is a basis of with ).
A subspace is closed under finite linear combinations (Linear subspace of a vector space).
Elements of are linear maps (Linear functionals and the algebraic dual ).
Proof
By [L1], choose a basis of . The set is linearly independent: a relation with nonzero coefficient of would put in the span of , which is by [L2].
Extend by [L1] to a basis of . Prescribe and for every , then extend by the unique finite basis expansion. This defines a linear functional .
Every element of is a linear combination of elements of , so , while the prescription gives .
The canonical evaluation map given by
Definition
For a vector space , write . The canonical evaluation map into the double dual is
For fixed , evaluation at is linear in , so . The construction uses no basis and is therefore canonical.
Assuming choice, the canonical map is linear and injective
Statement
Assume the axiom of choice. For every vector space , the canonical map is linear and injective.
Facts & Assumptions
Given: The axiom of choice and an -vector space .
The canonical map is defined by for and (The canonical evaluation map given by ).
If , some functional vanishes on and takes value at (Assuming choice, if , some vanishes on and satisfies ).
A linear map is injective if and only if its kernel is trivial (The kernel and image are linear subspaces, and a linear map is injective if and only if its kernel is trivial).
Proof
For , , and , [L1] gives . Equality at every proves that is linear.
If , apply [L2] to to obtain with . Then , so . Hence .
By [L3], step 1.2 makes injective; step 1.1 supplies linearity. The zero space is included, since its unique map has trivial kernel.
Assuming choice, is surjective if and only if is finite-dimensional
Statement
Assume the axiom of choice. The canonical map is surjective if and only if is finite-dimensional.
Facts & Assumptions
Given: The axiom of choice and an -vector space .
The canonical map is linear and injective (Assuming choice, the canonical map is linear and injective).
For a finite basis , its dual family is a basis of (The dual family of a finite basis is a basis of the dual space, with the same dimension).
For an infinite Hamel basis , its coordinate functionals span a proper subspace of (For an infinite Hamel basis, its dual family is linearly independent but does not span the algebraic dual).
Assuming choice, a vector outside a subspace is separated from it by a linear functional (Assuming choice, if , some vanishes on and satisfies ).
Assuming choice, every vector space has a basis (Every vector space has a basis); for an infinite-dimensional such a basis is infinite.
Proof
Suppose has finite basis and let . Put . By [L2], every is , so . Thus and is surjective.
Conversely, suppose is infinite-dimensional. By [L5], choice supplies a basis of , necessarily infinite. Let ; [L3] makes proper, so choose . By [L4] applied inside , choose with and .
If , then for every . All basis coordinates of vanish, so ; then , contradicting . Hence is not in the image and is not surjective.
Step 1.1 proves the forward finite-dimensional case and steps 1.2–2.1 prove its contrapositive. Therefore surjectivity is equivalent to finite dimensionality; [L1] additionally shows the finite-dimensional map is an isomorphism.
The annihilator of and the preannihilator of
Definition
Let be a linear subspace. Its annihilator in the algebraic dual is
For a linear subspace , its preannihilator in is
Both are linear subspaces because all their defining equations are homogeneous and linear. The superscript position records which side of the evaluation pairing is being annihilated.
Assuming choice, ; in finite dimension,
Statement
Assume the axiom of choice. For every subspace ,
If is finite-dimensional, then
Facts & Assumptions
Given: The axiom of choice, an -vector space , and a subspace .
The annihilator consists of the functionals vanishing on , and consists of vectors annihilated by every member of (The annihilator of and the preannihilator of ).
If , some vanishes on and has (Assuming choice, if , some vanishes on and satisfies ).
The dual of a finite-dimensional space has the same dimension (The dual family of a finite basis is a basis of the dual space, with the same dimension).
Rank-nullity gives for a linear map with finite-dimensional domain (Rank-nullity: ).
In finite dimension, a basis of a subspace extends without Choice to a basis of the ambient space (If and is a linear subspace of , then is finite-dimensional, , and if and only if , clause 3).
Proof
Every is killed by every , so [L1] gives . If , [L2] gives with , so . Hence .
Now suppose is finite-dimensional and consider restriction , . Its kernel is by [L1]. It is surjective: extend a basis of to one of by [L5], prescribe any given functional's values on the former basis, and prescribe zero on the added vectors.
Rank-nullity and surjectivity give . Applying [L3] to and , then rearranging, gives .
Step 1.1 proves the double-annihilator identity in arbitrary dimension under Choice, and step 2.1 proves the finite-dimensional formula, including and .
The transpose or algebraic adjoint , , of a linear map
Definition
Let be linear. Its transpose, or algebraic adjoint, is the map
The composite is linear, so it belongs to . This definition is algebraic and does not use an inner product.
Transpose is linear, sends identities to identities, and reverses composition:
Statement
For linear maps , scalars , and ,
Facts & Assumptions
Given: The displayed compatible linear maps and scalars.
The transpose is (The transpose or algebraic adjoint , , of a linear map ).
Composition of linear maps is associative, and identity maps are its identities (Identity maps and composites of linear maps are linear).
Proof
For and , , proving linearity in the map.
For and , , so .
For , [L1] and associativity give , hence .
Equality at every functional and vector proves all three asserted identities.
Assuming choice, and ; in finite dimensions
Statement
Assume the axiom of choice. For a linear map ,
If and are finite-dimensional, then .
Facts & Assumptions
Given: The axiom of choice and a linear map .
The transpose satisfies (The transpose or algebraic adjoint , , of a linear map ).
An annihilator consists exactly of the functionals vanishing on the named subspace (The annihilator of and the preannihilator of ).
In finite dimension, for (Assuming choice, ; in finite dimension, ).
Assuming choice, every independent set extends to a basis (Zorn's lemma gives a basis between any linearly independent set and any spanning set containing it: if with independent and , there is a basis of with ).
Rank-nullity gives when is finite-dimensional (Rank-nullity: ).
Proof
A functional lies in exactly when for every , which by [L1] and [L2] is exactly .
Every vanishes on , so .
Conversely let . Define by . If , then and , so is well defined and linear. Extend a basis of to a basis of using [L4], and extend by value on the added basis vectors to obtain . Then .
Steps 1.2 and 1.3 prove .
If are finite-dimensional, [L3] and step 2.1 give , which equals by [L5].
Steps 1.1, 2.1, and 3.1 give the two identities and the finite-dimensional rank equality, including zero source or target.
In dual bases, the matrix of is the transpose of the matrix of
Statement
Let be linear between finite-dimensional spaces, with ordered bases and . In the dual bases,
Facts & Assumptions
Given: The displayed map, bases, and their dual bases.
The transpose satisfies (The transpose or algebraic adjoint , , of a linear map ).
The dual families of the finite bases are bases of the dual spaces (The dual family of a finite basis is a basis of the dual space, with the same dimension).
The th column of a representing matrix is the coordinate column of the image of the th basis vector (Coordinate columns and matrices of linear maps relative to ordered bases).
The transpose of an matrix has entry equal to the original entry (The transpose of a matrix).
Proof
Write , so [L3] gives and therefore .
The entry of is the coefficient of in the expansion of along the dual basis . Since every satisfies , that coefficient is , which by [L1] equals .
By [L4], step 2.1 says exactly that the matrix of is the transpose of the matrix of . The calculation also covers or , where the matrices are empty rectangles.
Bilinear forms, and symmetric, skew-symmetric, and alternating bilinear forms
Definition
Let be a vector space over . A bilinear form on is a function that is linear in each variable separately.
The form is
- symmetric when for all ;
- skew-symmetric when for all ;
- alternating when for every .
These conditions are kept distinct because their relations depend on the characteristic of .
Alternating forms are skew-symmetric; the converse holds when , while in characteristic alternating forms are symmetric
Statement
Every alternating bilinear form is skew-symmetric. If , every skew-symmetric bilinear form is alternating. If , every alternating bilinear form is symmetric.
Facts & Assumptions
Given: A bilinear form .
Alternating means for all , skew-symmetric means , and symmetric means (Bilinear forms, and symmetric, skew-symmetric, and alternating bilinear forms).
The characteristic is the least positive natural multiple of that is zero, or if none exists (The characteristic of a ring: the least with when one exists, and otherwise); a field has and every nonzero element is invertible (Field).
Proof
If is alternating, bilinearity gives , so and is skew-symmetric.
If is skew-symmetric, then , so . When , [L2] makes nonzero and invertible, giving for every and hence alternation.
If and is alternating, [L2] gives and hence for every . Step 1.1 therefore gives , so is symmetric.
These arguments prove each asserted implication without claiming that every symmetric form in characteristic is alternating.
Bilinear forms on correspond linearly and bijectively to linear maps
Statement
The assignment
is a linear bijection from the vector space of bilinear forms on to .
Facts & Assumptions
Given: An -vector space .
A bilinear form is linear separately in both variables (Bilinear forms, and symmetric, skew-symmetric, and alternating bilinear forms).
The algebraic dual consists of all linear maps (Linear functionals and the algebraic dual ).
Linear maps form a vector space under pointwise addition and scalar multiplication (The space of linear maps with pointwise addition and scalar multiplication).
Proof
For a bilinear , fixing makes a member of by [L1] and [L2], and linearity in makes linear.
Conversely, for , define . Linearity of gives linearity in , and gives linearity in , so is bilinear.
Pointwise, and , so the constructions are inverse. They also preserve addition and scalar multiplication pointwise.
Therefore is a linear bijection. No finite-dimensionality assumption is used.
The matrix, left and right radicals, rank, and nondegeneracy of a bilinear form on a finite-dimensional space
Definition
Let be a bilinear form on an -dimensional vector space , and let be an ordered basis. The matrix of in is
For coordinate columns and , one has .
The left radical and right radical are
The rank of is the rank of the associated map , . The form is nondegenerate when both radicals are zero. In finite dimension this is equivalent to being an isomorphism, and also to being invertible.
A basis change by changes the matrix of a bilinear form from to
Statement
Let be a bilinear form on a finite-dimensional space. If is its matrix in an old basis and the columns of an invertible matrix are the new basis vectors in old coordinates, then its matrix in the new basis is
Matrices related by with invertible are called congruent.
Facts & Assumptions
Given: The form, the two bases, and the change-of-basis matrix described above.
If are coordinate columns, the matrix of satisfies (The matrix, left and right radicals, rank, and nondegeneracy of a bilinear form on a finite-dimensional space).
Transpose reverses products: (Transpose is linear and involutive, and ).
Matrix multiplication is associative and represents the relevant finite sums (Matrix multiplication is associative, unital, distributive, and compatible with scalar multiplication).
Proof
If are the new coordinate columns of , respectively, [L2] makes their old coordinate columns .
By [L1], , using [L3] and [L4].
Since step 2.1 holds for every , the new matrix is . The displayed relation is therefore exactly the equivalence generated by basis changes and is called congruence, not similarity.
Congruent matrices have the same rank; hence rank and nondegeneracy of a bilinear form are basis-independent
Statement
If with invertible, then . Consequently the rank and nondegeneracy of a bilinear form do not depend on the basis used to represent it.
Facts & Assumptions
Given: Congruent matrices with invertible.
Congruence is precisely the matrix relation arising from a basis change for a bilinear form (A basis change by changes the matrix of a bilinear form from to ).
Transpose reverses products and sends an inverse to the inverse transpose (Transpose is linear and involutive, and ).
An invertible linear map is a linear isomorphism and has a two-sided linear inverse (Invertible linear maps, linear isomorphisms, and inverse linear maps). Two finite-dimensional spaces are linearly isomorphic if and only if they have the same dimension (Two finite-dimensional vector spaces over are linearly isomorphic if and only if they have the same dimension).
Proof
Right multiplication by the invertible is precomposition with an isomorphism, so . Left multiplication by maps this image isomorphically to , because [L3] makes invertible.
Therefore the two image spaces have the same dimension, so .
By [L1], matrices of one bilinear form in two bases are congruent. Rank is thus basis-independent, and nondegeneracy is also basis-independent because it is equivalent to invertibility of a representing matrix, which the congruence relation preserves in both directions.
Sesquilinear and Hermitian forms over a field with an involution, using the convention linear in the first variable
Definition
Let be a field with an involution, an automorphism satisfying . A function is sesquilinear, with the convention used here, when it is linear in the first variable and -linear in the second:
It is Hermitian when
for all . When is the identity, sesquilinear forms are bilinear and Hermitian forms are symmetric bilinear forms.
For the linear-first convention, a basis change by sends a sesquilinear matrix to ; Hermitian forms satisfy
Statement
Let be sesquilinear over a field with involution , using the convention linear in the first variable. If its old matrix is and a basis change has matrix , then its new matrix is
where is obtained entrywise. Moreover, is Hermitian if and only if .
Facts & Assumptions
Given: A field involution , a sesquilinear form , and the displayed basis data.
Sesquilinearity is linear in the first variable and -linear in the second; Hermitian symmetry is (Sesquilinear and Hermitian forms over a field with an involution, using the convention linear in the first variable).
Matrix multiplication expands as the corresponding finite row-column sums (Matrix multiplication is associative, unital, distributive, and compatible with scalar multiplication).
Transpose reverses products (Transpose is linear and involutive, and ).
Proof
If are new coordinate columns, their old columns are . Expanding [L1] in an old basis gives .
In a basis , Hermitian symmetry is for every , which is exactly .
Since step 1.1 holds for every , the new matrix is . This includes the identity involution, where it reduces to ordinary congruence.
Conversely, if , the coordinate formula and give for arbitrary coordinate columns, so is Hermitian.
Steps 2.1, 1.2, and 2.2 prove the basis-change formula and both directions of the Hermitian criterion.
A quadratic form in arbitrary characteristic and its polar form
Definition
Let be a vector space over a field . A quadratic form on is a function such that
for all and , and such that its polar form
is bilinear. This definition is valid in every characteristic. In characteristic , the polar form need not determine .
If , quadratic forms and symmetric bilinear forms correspond by and
Statement
Let . The assignments
are inverse bijections between symmetric bilinear forms and quadratic forms.
Facts & Assumptions
Given: A field with and an -vector space .
A quadratic form satisfies and has bilinear polar form (A quadratic form in arbitrary characteristic and its polar form ).
A symmetric bilinear form is bilinear and satisfies (Bilinear forms, and symmetric, skew-symmetric, and alternating bilinear forms).
The characteristic is the least positive natural multiple of that is zero, or if none exists (The characteristic of a ring: the least with when one exists, and otherwise); in a field and every nonzero scalar is invertible (Field).
Proof
Because , [L3] makes the scalar nonzero and hence invertible. If is symmetric bilinear, then and . Thus is a quadratic form.
If is quadratic, [L1] makes bilinear, and its defining formula is symmetric. Hence is symmetric bilinear by [L2] and [L3].
Step 1.1 gives . Conversely, , so .
The two assignments are therefore mutually inverse bijections. The use of identifies precisely where the characteristic hypothesis enters.
Every symmetric bilinear form on a finite-dimensional space over a field of characteristic not has an orthogonal basis
Statement
Let be finite-dimensional over a field of characteristic not . Every symmetric bilinear form on admits a basis whose distinct vectors are pairwise orthogonal for .
Facts & Assumptions
Given: A finite-dimensional -vector space , , and a symmetric bilinear form .
In characteristic not , a symmetric bilinear form is recovered from by (If , quadratic forms and symmetric bilinear forms correspond by and ).
A subspace of a finite-dimensional space is finite-dimensional, and an independent subset extends without Choice to a basis (If and is a linear subspace of , then is finite-dimensional, , and if and only if ).
A basis is a linearly independent spanning set; the zero space has the empty basis (Basis of a vector space: a linearly independent spanning subset; and ordered basis: an injective finite list whose image is a basis).
Proof
If , the empty basis is orthogonal. If , any basis is orthogonal.
Assume , , and the theorem below dimension . By [L1], choose with . Put .
Every has the decomposition , where and . If , then , so . Hence .
Since , this subspace is proper and [L2] gives . The restricted form is symmetric, so the induction hypothesis gives it an orthogonal basis; adjoining gives an orthogonal basis of .
The base cases and induction step prove the theorem, including degenerate forms and the zero space.
Over a field of characteristic not , every symmetric matrix is congruent to a diagonal matrix
Statement
If is symmetric and , then there is an invertible such that is diagonal.
Facts & Assumptions
Given: A symmetric matrix over a field of characteristic not .
The standard coordinate vectors form a basis of (The standard list with and for is an ordered basis of ; hence , and is the zero space with basis and dimension ).
Every symmetric bilinear form in the stated characteristic has an orthogonal basis (Every symmetric bilinear form on a finite-dimensional space over a field of characteristic not has an orthogonal basis).
A basis change by sends a bilinear-form matrix to (A basis change by changes the matrix of a bilinear form from to ).
Proof
In the standard basis [L1], let . Symmetry of makes symmetric.
Choose an orthogonal basis for by [L2], and let have those basis vectors as its columns in standard coordinates. Then is invertible and the matrix of in that basis is diagonal.
By [L3], this diagonal matrix is . When , the empty matrix is already diagonal and the same conclusion holds.
Over a field of characteristic not , every quadratic form has diagonal coordinates
Statement
Let be a quadratic form on an -dimensional vector space over a field of characteristic not . Some basis gives
for scalars , which may include zeros.
Facts & Assumptions
Given: The quadratic form in the stated characteristic.
Polarization gives a symmetric bilinear form satisfying (If , quadratic forms and symmetric bilinear forms correspond by and ).
Every finite-dimensional symmetric bilinear form in characteristic not has an orthogonal basis (Every symmetric bilinear form on a finite-dimensional space over a field of characteristic not has an orthogonal basis).
Proof
Form by [L1] and choose an orthogonal basis by [L2]. Set .
For , bilinearity and orthogonality give ; every cross term vanishes.
This is the required diagonal expression. Zero coefficients are allowed, so degenerate forms and the zero form are included; for the sum is empty.
Every alternating form on a finite-dimensional space has a basis of symplectic pairs followed by a basis of its radical; in particular its rank is even
Statement
Let be an alternating bilinear form on a finite-dimensional vector space . There is a basis
such that , , every other pairing of distinct listed blocks is zero, and is a basis of . Thus the matrix is a direct sum of blocks and an zero block, so is even.
Facts & Assumptions
Given: A finite-dimensional -vector space and an alternating bilinear form .
Alternation means for every (Bilinear forms, and symmetric, skew-symmetric, and alternating bilinear forms), and every alternating form is skew-symmetric (Alternating forms are skew-symmetric; the converse holds when , while in characteristic alternating forms are symmetric).
The radical consists of vectors pairing to zero with every vector, and the rank is the rank of the associated map into the dual (The matrix, left and right radicals, rank, and nondegeneracy of a bilinear form on a finite-dimensional space).
Subspaces of finite-dimensional spaces are finite-dimensional and admit bases (If and is a linear subspace of , then is finite-dimensional, , and if and only if ); a basis is an independent spanning set, with the empty basis for zero space (Basis of a vector space: a linearly independent spanning subset; and ordered basis: an injective finite list whose image is a basis).
Proof
If , the empty basis has the asserted form. If , any basis of works with .
Assume and the result below dimension . Choose with and rescale so ; [L1] gives .
Put and . For every , the vector lies in , so . If , pairing with and gives , hence .
Since , this subspace is proper and [L3] gives . By induction its restricted alternating form has symplectic pairs followed by a basis of its radical. Adjoining gives the displayed basis of ; because is nondegenerate and orthogonal to , the remaining radical is exactly the radical of the whole form.
In that basis the associated map has one invertible rank-two block per pair and is zero on the radical block, so its rank is . This remains valid in characteristic , where .
The base cases and induction step establish the normal form and even-rank conclusion in every finite dimension, including odd-dimensional and degenerate forms.
Positive and negative definiteness, the inertia , rank , and signature of a real symmetric bilinear or quadratic form
Definition
Let be a symmetric bilinear form on a finite-dimensional real vector space, and write . The form is positive definite when for every , and negative definite when for every . The same terminology applies to the associated quadratic form.
Suppose a basis gives a diagonal matrix with positive diagonal entries, negative diagonal entries, and zero entries. Its inertia is the triple , its rank is , and its signature is . Sylvester's law of inertia proves that this triple is independent of the diagonalizing basis, and therefore justifies the notation.
Sylvester's law of inertia: every real symmetric form is congruent to , and is unique
Statement
Every symmetric bilinear form on a finite-dimensional real vector space is congruent to exactly one normal form
Equivalently, the numbers of positive, negative, and zero diagonal entries are independent of the diagonalizing basis.
Facts & Assumptions
Given: A symmetric bilinear form on a finite-dimensional real vector space .
Every real symmetric matrix is congruent to a diagonal matrix (Over a field of characteristic not , every symmetric matrix is congruent to a diagonal matrix).
Positive and negative definiteness and the inertia data have the meanings stated for real symmetric forms (Positive and negative definiteness, the inertia , rank , and signature of a real symmetric bilinear or quadratic form).
The constructed real field has the least-upper-bound property and hence is complete ordered (The Cauchy-sequence reals have the least-upper-bound property), so every positive real has a nonzero positive square root (Square roots exist: a unique with ; the positives are ).
For finite-dimensional subspaces , (The dimension formula: for finite-dimensional linear subspaces and of , the subspaces and are finite-dimensional and ).
A subspace of a finite-dimensional -dimensional space has dimension at most (If and is a linear subspace of , then is finite-dimensional, , and if and only if , clause 1).
Rank-nullity gives the dimension of a kernel as ambient dimension minus rank (Rank-nullity: ).
Proof
By [L1], choose a basis in which the matrix is diagonal, say with positive entries , negative entries , and zero entries. For each nonzero , [L3] supplies ; replacing the corresponding basis vector by times it changes to or . This proves existence of the displayed normal form, including and the empty basis when .
In this normal form, the positive coordinate subspace has dimension and the form is positive definite on it. Let be the span of the negative and zero coordinates, of dimension . If a positive-definite subspace had , [L4] and [L5] applied to would give . A nonzero vector there has form value at most , a contradiction. Thus is the intrinsic maximum dimension of a positive-definite subspace.
Applying step 2.1 to shows that is the intrinsic maximum dimension of a negative-definite subspace. The radical is the kernel of the associated map; in normal form its rank is , so [L6] gives its dimension .
Any congruent normal form represents the same bilinear form and therefore has the same two intrinsic maxima and radical dimension. Hence its triple is the same , proving uniqueness.
Steps 1.1 and 4.1 prove existence and uniqueness for all finite dimensions and for degenerate as well as nondegenerate forms.
Two real symmetric bilinear forms are congruent if and only if they have the same inertia
Statement
Two real symmetric bilinear forms on vector spaces of the same finite dimension are congruent if and only if they have the same inertia .
Facts & Assumptions
Given: Real symmetric bilinear forms and in the same finite dimension.
Sylvester's law gives each form a unique normal form (Sylvester's law of inertia: every real symmetric form is congruent to , and is unique).
A basis change acts on a bilinear-form matrix by congruence (A basis change by changes the matrix of a bilinear form from to ).
Proof
If and are congruent, [L2] says they are two matrix representations of the same form after an invertible coordinate identification. The uniqueness clause of [L1] therefore gives them the same inertia.
Conversely, suppose both have inertia . By [L1], choose bases in which both matrices equal . The linear map sending the first chosen basis to the second is an isomorphism and carries one form to the other, so the forms are congruent; equivalently, compose the two invertible change-of-basis matrices in [L2].
Steps 1.1 and 1.2 prove both directions, including the zero-dimensional and degenerate cases.
For symmetric with invertible, a block-unitriangular congruence gives and factors
Statement
Let
be symmetric over a field, with square diagonal blocks and invertible. Put . Then for
one has , and
where the determinant of a block is interpreted as .
Facts & Assumptions
Given: The displayed symmetric block matrix with invertible; an empty square block has determinant .
A basis change by changes a bilinear-form matrix to (A basis change by changes the matrix of a bilinear form from to ).
For a positive-sized square matrix over a commutative ring, the determinant is the signed sum over permutations of products selecting one entry in each row and column (For , the determinant over a commutative ring by the Leibniz formula, and for a real matrix).
Determinants of positive-sized square matrices over a commutative ring are multiplicative (For same-sized finite square matrices over a commutative ring, ).
A triangular matrix has determinant equal to the product of its diagonal entries (The determinant of a triangular matrix is the product of its diagonal entries).
Block products obey associative and distributive matrix arithmetic (Matrix arithmetic over a commutative ring is associative, unital and distributive, and transpose reverses products).
Proof
If the total size is zero, every block and is empty, both displayed matrix identities are the empty identity, and the determinant formula reads . Otherwise is block upper triangular with identity diagonal blocks, and ; hence it is invertible and [L4] gives .
Since symmetry of makes and therefore , direct multiplication gives .
In positive total size, [L3] and step 1.1 give . In the Leibniz sum [L2] for the block diagonal matrix of step 2.1, every nonzero term preserves both index blocks, so its determinant is , with the stated empty-block convention when one block has size zero. Thus .
The calculation proves both assertions. Zero-sized blocks, zero entries inside , and singular require no cancellation and are all included.
Sylvester's criterion: a real symmetric matrix with is positive definite if and only if all leading principal minors are positive
Statement
Let be symmetric, with , and let be the determinant of its leading principal submatrix. Then is positive definite if and only if
Facts & Assumptions
Given: A real symmetric matrix with .
Schur block elimination gives and when the leading block is invertible (For symmetric with invertible, a block-unitriangular congruence gives and factors ).
Every real symmetric form is congruent to exactly one matrix (Sylvester's law of inertia: every real symmetric form is congruent to , and is unique).
A product of two positive or two negative elements is positive, and multiplication by a positive scalar preserves and reflects strict inequalities (Sign rules for products and monotonicity of multiplication, clauses 1, 3, and 4).
A triangular matrix has determinant equal to the product of its diagonal entries, so (The determinant of a triangular matrix is the product of its diagonal entries).
Determinants are multiplicative (For same-sized finite square matrices over a commutative ring, ).
The determinant of a positive-sized square matrix equals the determinant of its transpose (For every square matrix over a commutative ring, ).
Proof
Suppose is positive definite. Its restriction to the first coordinate subspace is positive definite for every . In the unique normal form of [L2], a negative or zero diagonal entry would give a nonzero vector of nonpositive value, so the normal form is ; choose invertible with . Taking determinants using [L4]–[L6] gives . Since , its square is positive by [L3], so .
For the converse, the case reads with , which is positive definite.
Assume , all , and the converse in size . Write , so , and set . For , apply [L1] to the leading block: , where is the leading block of . Thus [L3] gives .
The induction hypothesis makes positive definite. The congruence in [L1] gives , which is positive definite because and is. Since is invertible, every nonzero vector is for a unique nonzero , so is positive definite as well.
Step 1.1 proves the forward implication. Steps 1.2–2.1 prove the reverse implication for every by induction.
5 · Examples, counterexamples and false statements
None yet.
Sources
Standard references
Recommended treatments; not extraction sources.
- H. Pinkham, Linear Algebra, §6.1
- K. Conrad, Infinite-Dimensional Dual Spaces
- H. Pinkham, Linear Algebra, Chapter 6
- K. Conrad, Infinite-Dimensional Dual Spaces, Theorem 1
- K. Conrad, Infinite-Dimensional Dual Spaces, Corollary 2
- H. Pinkham, Linear Algebra, §6.4
- H. Pinkham, Linear Algebra, §§6.4–6.6
- K. Conrad, Bilinear Forms
- H. Pinkham, Linear Algebra, Chapter 7
- K. Conrad, Bilinear Forms, §4
- H. Pinkham, Linear Algebra, Chapters 6–7
- K. Conrad, Bilinear Forms, §§1 and 4
- H. Pinkham, Linear Algebra, §7.7
- H. Pinkham, Linear Algebra, §7.8
- K. Conrad, Bilinear Forms, §7
- K. Conrad, Bilinear Forms, §5
- K. Conrad, Bilinear Forms, §6
- J. Kuan, Positive Definite Matrices