Jacobi Operator
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A Jacobi operator, also known as Jacobi matrix, is a symmetric
linear operator In mathematics, and more specifically in linear algebra, a linear map (also called a linear mapping, linear transformation, vector space homomorphism, or in some contexts linear function) is a mapping V \to W between two vector spaces that pr ...
acting on
sequence In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is cal ...
s which is given by an infinite
tridiagonal matrix In linear algebra, a tridiagonal matrix is a band matrix that has nonzero elements only on the main diagonal, the subdiagonal/lower diagonal (the first diagonal below this), and the supradiagonal/upper diagonal (the first diagonal above the main ...
. It is commonly used to specify systems of orthonormal polynomials over a finite, positive
Borel measure In mathematics, specifically in measure theory, a Borel measure on a topological space is a measure that is defined on all open sets (and thus on all Borel sets). Some authors require additional restrictions on the measure, as described below. ...
. This operator is named after Carl Gustav Jacob Jacobi. The name derives from a theorem from Jacobi, dating to 1848, stating that every
symmetric matrix In linear algebra, a symmetric matrix is a square matrix that is equal to its transpose. Formally, Because equal matrices have equal dimensions, only square matrices can be symmetric. The entries of a symmetric matrix are symmetric with ...
over a
principal ideal domain In mathematics, a principal ideal domain, or PID, is an integral domain (that is, a non-zero commutative ring without nonzero zero divisors) in which every ideal is principal (that is, is formed by the multiples of a single element). Some author ...
is congruent to a tridiagonal matrix.


Self-adjoint Jacobi operators

The most important case is the one of self-adjoint Jacobi operators acting on the
Hilbert space In mathematics, a Hilbert space is a real number, real or complex number, complex inner product space that is also a complete metric space with respect to the metric induced by the inner product. It generalizes the notion of Euclidean space. The ...
of square summable sequences over the
positive integers In mathematics, the natural numbers are the numbers 0, 1, 2, 3, and so on, possibly excluding 0. Some start counting with 0, defining the natural numbers as the non-negative integers , while others start with 1, defining them as the positiv ...
\ell^2(\mathbb). In this case it is given by :Jf_0 = a_0 f_1 + b_0 f_0, \quad Jf_n = a_n f_ + b_n f_n + a_ f_, \quad n>0, where the coefficients are assumed to satisfy :a_n >0, \quad b_n \in \mathbb. The operator will be bounded if and only if the coefficients are bounded. There are close connections with the theory of
orthogonal polynomials In mathematics, an orthogonal polynomial sequence is a family of polynomials such that any two different polynomials in the sequence are orthogonal In mathematics, orthogonality (mathematics), orthogonality is the generalization of the geom ...
. In fact, the solution p_n(x) of the
recurrence relation In mathematics, a recurrence relation is an equation according to which the nth term of a sequence of numbers is equal to some combination of the previous terms. Often, only k previous terms of the sequence appear in the equation, for a parameter ...
: J\, p_n(x) = x\, p_n(x), \qquad p_0(x)=1 \text p_ (x)=0, is a polynomial of degree ''n'' and these polynomials are
orthonormal In linear algebra, two vectors in an inner product space are orthonormal if they are orthogonal unit vectors. A unit vector means that the vector has a length of 1, which is also known as normalized. Orthogonal means that the vectors are all perpe ...
with respect to the
spectral measure In mathematics, particularly in functional analysis, a projection-valued measure, or spectral measure, is a function defined on certain subsets of a fixed set and whose values are self-adjoint projections on a fixed Hilbert space. A projection-va ...
corresponding to the first basis vector \delta_. This recurrence relation is also commonly written as :xp_n(x)=a_p_(x) + b_n p_n(x) + a_np_(x)


Applications

It arises in many areas of mathematics and physics. The case ''a''(''n'') = 1 is known as the discrete one-dimensional Schrödinger operator. It also arises in: * The Lax pair of the Toda lattice. * The three-term recurrence relationship of
orthogonal polynomials In mathematics, an orthogonal polynomial sequence is a family of polynomials such that any two different polynomials in the sequence are orthogonal In mathematics, orthogonality (mathematics), orthogonality is the generalization of the geom ...
, orthogonal over a positive and finite
Borel measure In mathematics, specifically in measure theory, a Borel measure on a topological space is a measure that is defined on all open sets (and thus on all Borel sets). Some authors require additional restrictions on the measure, as described below. ...
. * Algorithms devised to calculate Gaussian quadrature rules, derived from systems of orthogonal polynomials.


Generalizations

When one considers Bergman space, namely the space of square-integrable holomorphic functions over some domain, then, under general circumstances, one can give that space a basis of orthogonal polynomials, the Bergman polynomials. In this case, the analog of the tridiagonal Jacobi operator is a Hessenberg operator – an infinite-dimensional
Hessenberg matrix In linear algebra, a Hessenberg matrix is a special kind of square matrix, one that is "almost" triangular. To be exact, an upper Hessenberg matrix has zero entries below the first subdiagonal, and a lower Hessenberg matrix has zero entries above ...
. The system of orthogonal polynomials is given by :zp_n(z)=\sum_^ D_ p_k(z) and p_0(z)=1. Here, ''D'' is the Hessenberg operator that generalizes the tridiagonal Jacobi operator ''J'' for this situation. Note that ''D'' is the right-
shift operator In mathematics, and in particular functional analysis, the shift operator, also known as the translation operator, is an operator that takes a function to its translation . In time series analysis, the shift operator is called the '' lag opera ...
on the Bergman space: that is, it is given by : fz) = zf(z) The zeros of the Bergman polynomial p_n(z) correspond to the
eigenvalue In linear algebra, an eigenvector ( ) or characteristic vector is a vector that has its direction unchanged (or reversed) by a given linear transformation. More precisely, an eigenvector \mathbf v of a linear transformation T is scaled by a ...
s of the principal n\times n submatrix of ''D''. That is, The Bergman polynomials are the
characteristic polynomial In linear algebra, the characteristic polynomial of a square matrix is a polynomial which is invariant under matrix similarity and has the eigenvalues as roots. It has the determinant and the trace of the matrix among its coefficients. The ...
s for the principal submatrices of the shift operator.


See also

*
Hankel matrix In linear algebra, a Hankel matrix (or catalecticant matrix), named after Hermann Hankel, is a rectangular matrix in which each ascending skew-diagonal from left to right is constant. For example, \qquad\begin a & b & c & d & e \\ b & c & d & e & ...


References

*


External links

* {{DEFAULTSORT:Jacobi Operator Operator theory Hilbert spaces Recurrence relations