H ANS A. K ELLER
H ERMINIA O CHSENIUS A.
A spectral theorem for matrices over fields of power series
Annales mathématiques Blaise Pascal, tome 2, n
o1 (1995), p. 169-179
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A SPECTRAL THEOREM FOR MATRICES
OVER FIELDS OF POWER SERIES
Hans A. Keller and Herminia Ochsenius A.
Abstract. Let K = I~’ =
R((tl, ... , tm))
be a field of formal power series in one orseveral variables with real coefficients. We prove that every
symmetric
square matrix A EMatn(K)
can bediagonalized by
means of anorthogonal
matrix U EMatn(K).
Ourproof
is based on a recursive construction and prepares the way foreffectively computing
the transition matrix U
(and
therefore theeigenvalues
of A and theirmultiplicities).
Theresult carries over to certain Henselian fields of power series in
infinitely
many variables.1991 Mathematics
subject classification: I~~I25,
15A99Introduction. The most
prominent
result in thetheory
of real orcomplex
matrices isthe
Spectral
Theorem which says that everysymmetric [resp. hermitian]
square matrixcan be
put
intodiagonal
formby
means of anorthogonal [resp.
aunitary]
matrix. The far-reaching applications
of this result and itsgeneralization
to bounded linearoperators
on infinite-dimensional Hilbert spaces have beenintensively
studied.However,
little is known aboutanalogous decompositions
of matrices with entries in moregeneral
fields. Diarra[2]
showed that
symmetric
matrices over fields ofp-adic
numbers cannot bediagonalized
ingeneral.
In turn, Adkins[1] proved
a theorem ondiagonalization
of matrices with entries in discrete hermitianrings.
In the
present
paper we consider fields ~i’ =R((tl, ... , tm))
of formal power series inone or several variables with real coefficients. Our main result states that over these fields K every
symmetric
matrix can beorthogonally diagonalized.
We shall show that this result even carries over to fields ofgeneralized
power series ininfinitely
many variables.In the classical case of a real
symmetrix
matrix A thediagonalization
is obtainedby computing
the characteristicpolynomial
of A andusing
the fact that thequadratic
extension C = is
algebraically
closed. In thepresent
case this way ofreasoning
fails.
For,
our fields K =R((tl,
... ,tm))
are too far frombeing algebraically closed;
infact these fields admit finite extensions of any
degree.
Our method ofproof
combines twoideas and can be outlined as follows.
First,
write K =R((tl, ... , tm)) _ Ko((t))
wheret = tm and
Ko
=R((tl, ... , t,~_~ )).
The field K =Ko((t))
iscomplete
withrespect
to anon-archimedian,
discrete valuation. This allows us torepresent
agiven symmetric
matrixA with entries in K as a
convergent
power series A =Ao
+ +A2 . t2
+ ... withcoefficients
Ak
in a smaller matrixring. Secondly,
we shall set up a recursive construction thatproduces
anorthogonal
transition matrix U ={/o
+Ui . t
+U2 . t2
+ ... such thatUtrAU
isdecomposed
into two blocks of smaller size. Theproof
is then finishedby
aneasy induction.
It is a remarkable feature of this
proof
that it does not involve thespectrum. Indeed,
the
eigenvalues
of A are obtained at the end as aby-product.
Thus theproof
ispotentially
a tool to
study
arithmeticalproperties
of fields of power series.We should like to mention that the paper has grown out of studies in the
theory
oforthomodular spaces. These are,
by definition,
vector spaces E endowed with a hermitean form $ such that theProjection
Theorem holds for(E, ~~ :
everyorthogonally
closedlinear
subspace U
C E is a direct summand of the whole space. Classicalexamples
arethe Hilbert spaces over R or C and for a
long
time there were no others.Then,
in1980,
numerous
non-classical,
infinite-dimensional orthomodular spaces were discovered.They
are constructed over certain
non-archimedian, complete fields;
the valuations inquestion
are of infinite rank. These new spaces carry a natural non-archimedian norm, so there is a notion of "bounded linear
operator".
The centralquestion
is whether abounded, selfadjoint
linearoperator
T : E - Ealways
admits anorthogonal decomposition derived
from its
spectrum. By using
thetechnique
of reduction modulo residual spaces the task ofdecomposing
an infinite-dimensionaloperator
T : E --> E is seen to beclosely
relatedto the
problem
ofdecomposing
finite matrices over fields of power series(or
of rationalfunctions).
For details we refer to[3]
and[4].
1. Fields of power series. Given any field
Ko
withchar(K0) ~ 2
we let K =Ko((t))
be the field of formal power series in the indeterminate t with coefficients in
Ko,
and welet 03C6 :
K ~ Z be the usualexponential
valuation. Thus for atypical
a =aiti in K
we have =
min~i
EZ a= ~ 0}
if a~ 0,
= oo if a = 0. The valued field(h’,~)
is henselian
(cf. [4]).
To cp therecorresponds
a valuationring R :_ {a E h ( ~(a) > 0}
with maximal ideal J =
(o
Eh ~ ~(a)
>0}.
The residue field~~
:=R/J
isisomorphic
tothus there is a canonical
epimorphism
7r from K ontoIio.
yVe shall need the
following
fact.Lemma 1. K is a
purely
transcendental extensionof K0.
Proof :
Suppose
that 3 E K isalgebraic
overKo.
We have to show that ~9 EKo.
Letp(X )
=a;X
E be the irreduciblepolynomial
of ~9. Thenao + +
a2~2
+ ... + = 0.There are at least two indices 0 i
j
m such that~(a=~9’)
= for otherwise the terms on the lefthand side couldn’t cancel. Since = = 0 it follows that03C6(03B8i)
= hence03C6(03B8)
= 0. Thus 19 E R.Applying
now theepimorphism
03C0 : R -Ko
to the above
equality
andnoticing
that = ai for all i we obtain ao +a103C0(03B8)
+a2~(’~)z
+... + =0,
i.e.~t(~9)
EKo
is a root of thepolynomial p(X).
Sincep(X)
is irreducible this is
possible only
when m = 1. We conclude that 3 EKo,
as claimed.2. Matrices over fields of power series. We consider the
ring M atn(K)
of all square matrices of size n x n with entries in Kalong
with thesubring Matn(K0) consisting
of allmatrices with entries in the subfield
Ko
C K. We shall denote the matrices inMatn(K) by A, B, ... U ...
and those inMatn(K0) by A, B, ... , U ....
The unit matrix isalways
denoted
by
f.A matrix A E
Matn(K)
is calledorthogonal
if itstranspose
A* isequal
to the inverse,A-~,
i.e. if A*A= ,A,r4* = I,
We say that A isdiagonal
if all entries outside the maindiagonal
are0,
moregenerally,
we say that A is(r,
n -r )- blockdiagonal
if it has theshape
A = [B 0]
where B and C are square matrices of size r x r and
(n - r)
x(n - r) respectively.
Our
computations
later on willrely
on arepresentation
of the elements A EMatn(K)
as a formal power series with coefficients in the
(non-commutative) subring Matn(K0).
Put:=
n}
and assume, for sake of
simplicity,
that = 0. Then eachentry
a~a can beexpressed
as
= +
a(1)ij
t +a(2)ijt2
+...+a(m)ij
t .1....For m =
0,1, ...
we collect the coefficients in a matrix a(m)11 ... a(m)1nAm := : ; ~ Matn(K0).
(m) (m)
anl
...a(m)nn
Then we can express A in the form
A = A0 + A1 . t + A2 . t2 + ... + Am . tm + ....
This is the
representation
mentioned above.3. The main result. Our purpose is to prove
Theorem 1: : Let K =
K0((t))
and n > 1. Thefollowing
conditions areequivalent:
(a) Every symmetric
matrix A EMatn(Ko)
can bediagonalized by
meansof
anorthogonal matrix U E Matn(K0).
(b ) Every symmetric
matrix A EMatn(K)
can bediagonalized by
meansof
anorthogonal
matrix U E
Matn(K).
The
proof
will be divided into severalsteps.
Webegin
with the easypart.
Proof of
theimplication (b)
~(a): Suppose
that A inMatn(K0)
issymmetric. By hypothesis (b)
there exists anorthogonal
matrix U EMatn(K)
such that03BB11
... 0D := U*AU = : :
0 ...
03BBnn
Here the
diagonal
entries.Àii
are theeigenvalues
of thematrix A,
thatis,
the roots of the characteristicpolynomial
=det(X .
1-A).
Since the coefficients ofpA(X ) belong
to
K0,
the arealgebraic
overKo. By
Lemma 1 we conclude that03BB11,..., 03BBnn
EKo.
Consider an
eigenvalue ai=
and let m ; be itsalgebraic multiplicity.
Thena=i
isrepeated
m; times in D and
consequently
has rank n - m~ over K. But the matrix A -
Àii’
I is inMatn(Ko),
so its rank overKo
is the same as its rank over K as can be
easily
seenby applying
the Gaussianalgorithm.
Consequently 03BBii
hasgeometric multiplicity
mi. . Thus for eacheigenvalue
of A thealgebraic
and the
geometric multiplicity
coincide. This entails that there exists anorthogonal
matrixU in
Matn(K0)
such that U*A U isdiagonal,
as asserted.The substantial
part
is the converseimplication
to which we now turn.4. Proof of the
implication (a)
==~(b).
In this section we assumethroughout
thatKo
is a coefficient fieldsatisfying
condition(a).
Let there begiven
asymmetric
matrix,A ~
0 inMatn(K).
4.1.
Multiplying
Aby
a suitable power of t we may assume that = 0. Then Acan be
expressed
as a power seriesA =
Ao
+ . t + + ... +Am . t m
+ .... , .Notice that all the
Am’s
aresymmetric.
We first reduce thegeneral
case to thespecial
onein which the initial coefficient matrix
Ao
of A satisfies the condition(1) Ao
isdiagonal
but not amultiple
of the unit matrix I.In
fact,
if all theAm’s (m
=0, I, ...)
aremultiples
of I then so is A and there isnothing
toprove. Otherwise let m :=
min{k ENol Ak
is not amultiple
ofI}.
ThenAk tk
=a . I for some A E K. Put
/
m-iB
~:=t-m.(,A-~ll)=t-m. B
k=0/ =Am+.4m+l.t+...
Since
Am
issymmetric
thereexists, by (a),
anorthogonal
matrix V EMatn(K0)
such thatD :=
V*Am
V isdiagonal.
Now look atC := V* B V =
( V*Am V)
+(V*Am+1 V)
. t +v)
.t2
+ ...The
expansion
of C starts with a coefhcient matrixCo
=V *Am V
that isdiagonal
but nota
multiple
of I.Moreover,
if we succeed infinding
anorthogonal
matrix U EMatn(K)
which
diagonalizes
C then V . U willprovide
adiagonalization
of B and therefore also of Hence we may assume from the start that the initial coefficient of A satisfies(1).
We should like to
point
out that it isonly
in the abovepreliminary step
where thehypothesis (a)
isactually
needed.However,
the condition(a)
canhardly
bereplaced by
an
assumption
on the initial matrixAo
because it will be usedrepeatedly
in the inductiveargument
at the end(see
section4.6).
4.2. The idea is to construct
recursively
anorthogonal
transition matrixthat
diagonalizes
A. Whentrying
to do so it turns out that the recursivecomputation
ofUo, tll, U2, ...
can be carried outprovided
thediagonal
entries ofAo
arepairwise
different.However,
when somediagonal
entries ofAo
arerepeated
there arise serious troubles. Theunderlying geometric
reason for these obstacles in that in the second case thegiven
matrixA may have
multiple eigenvalues
andconsequently
U is notuniquely
determinedby
A.The way out of the difficulties is as follows: we shall not
attempt
toput
thegiven
matrix Ainto
diagonal
form at once, but we will firstdecompose
A into blocks the sizes of which aredetermined
by
themultiplicities ocurring
inAo.The
clue isgiven by
thefollowing
result.Lemma 2: : Let A =
Ao
+Ai . t
+ ... +Am . tm
+ ... EMatn(K)
besymmetric.
Assumethat
Ao satisfies (1).
Then there ezist aninteger
r with 1 r n -1along
with anorthogonal
matrix U EMatn(K)
such that U*AU is(r,
n -r)..blockdiagonal.
The
proof
will be divided into severalsteps
and will cover the next three subsections.4.3. Write
a11 ... 0
.. o
0 ... ann :Since
Ao
is not amultiple
of I themultiplicity
r of all isstrictly
less than n. Afterconjugating by
somepermutation
matrix we may assume thata,, = a11 for 1 z r, a11 for r +
1 ~
z~
n.The
multiplicity
r is the number r referred to in the statement of Lemma 2.4.4. We shall construct
recursively
matrices inMatn(K)
such thatsatisfies both
U*U =
I,
and
U* AU is
(r,
n -r)-blockdiagonal.
The first task is to express the above two conditions in terms of the
Uk’s. Multiplying
outthe series U = U0 + U1 . t + U2 . t2 + ... and U* = U*0 + U*1 . t + U*2 . t2 + ... we find
U= U? .tk+...
i+j=k
Hence the condition that U*U = I is satisfied if and
only
if(2) Uo Uo
=I
and for
all k >
1 we have(3) L U*i Uj =
0.i+j=k
Next, multiplication
of the series forU*,
A and Uyields
where
(4) vo
:=Uo Ao Uo, Yk
=U*iAjUh.
i+j+h=k
It follows that U* AU is
(r, n-r) -blockdiagonal
if andonly
all the matricesYk (k
=0, ~, ...)
given by (4)
are(r,
n -r) -blockdiagonal.
4.5. We start the recursive construction
by putting Uo
:= I.Then
(2)
issatisfied,
and the matrixVo given by (4)
istrivially blockdiagonal
sinceAo
isdiagonal.
Assume that we have
already
constructedUo, ... , Um-1
such that(3)
holds for 1k m - 1 and
Vk
isblock-diagonal
for 0 k rn -1. Consider then(3)
with k = m.Since
Uo
= I we can rewrite this condition as+
Um
+~ Ut U,
= o.i+j=m j ~m
Now
Sm
:=T
issymmetric.
Hence(3)
holds if andonly
ifUm
has theshape
ym, j ~m
(5)
where
Qm
is anyantisymmetric
matrix. SinceSm
is determinedby
the matricesUo,..., Um- already constructed,
the task is to chooseQm
in such a way that theresulting
matrixVm given by (4)
isblock-diagonal.
Separating
in(4)
the two summandscorresponding
to(i, j, h)
=(m, 0 , 0)
and(i, j, h)
=(0,0, m)
we obtainVm = U*m A0 + A0Um + 03A3 U*iAjUh.
i ~m,A #m
Substituting (5)
into the aboveexpression
we obtain(6) Vm = -QmA0 + A0Qm + Tm
where
Tm = -1 2(Sm A0 + A0 Sm)+ U*i AjUh.
Since
Sm
and all theAk’s
aresymmetric
it follows thatTm
issymmetric.
Notice thatTm
is
expressed
in terms of matricesalready
determined.Write
v11 v1n q11 ... q1n t11 ... t1n
Vm = , Qm = , Tm =
.vn1 ... vnn qn1 ... tn1 ... tnn
Computing
the matrixproducts
in(6)
andtaking
into account thata11 ... 0
A0 = :
0 ... ann is
diagonal
we findvij = -qijajj + aiiqij +
tij
= ’-q=? -at=)
+tiJ
for all 1
i, j
n. Consider now apair (i, j )
outside theblocks,
i.e. either i E{ 1, ... , r~
and j
E{r + 1, ... , n} and j E {!,...,r}.
Then a ii~
a j jby
definitionof r
(cf.
section4.3.)
Thus if weput
qij=tij ajj-aii
then v;; =
0,
asrequired.
Notice also that qij = for thesepairs (i, j ).
Ifi, j
areboth in
{I, ... , r}
or both in{r
+1,..., n}
then we choose qijarbitrarily
but such thatqij = -q j; .
The matrix
Qm
thus obtained isantisymmetric. Moreover,
if weput Um :== 2014? Sm
+Qm
then the matrixVm given by (4)
is(r, n-r)-blockdiagonal.
Thiscompletes
the recursiveconstruction.
By
construction the matrix U =Uo
+U1 . t
+!72 ’ t2
+ ... isorthogonal
and U* AU isblock-diagonal.
Theproof
of Lemma 2 iscomplete.
4.6. We can now finish the
proof
of Theorem 1by
an easy induction on the size n.The case n = 1 is
trivial,
so assume n > 1. Let there begiven
asymmetric
matrix Ain
Matn(K)
with initial coefficientAo satisfying (1). By
Lemma 2 there exists a naturalnumber r n and an
orthogonal
matrix U inMatn( K)
such thatU*AU=
A1
00
A2
where
A1
EM atr(K), ,A2
EMatn-r(K). Clearly At
and,A2
aresymmetric. By induction,
there exist
orthogonal
matricesVl
EMat,.(h’)
andV2
EMatn-r(K)
such thatV*1A1 vl and V; A2 V2
arediagonal.
Put01
°W :=
0 V2.
Then U W is
orthogonal,
and* o
0
V*2A2V2
is
diagonal.
Theproof
iscomplete.
5.
Applications.
The classicalSpectral
Theorem(for
finitedimensions)
states that ev-ery
symmetric
matrix can beorthogonally diagonalized
over the field R of reals.Applying
Theorem 1
repeatedly
we deduce thefollowing
result.Theorem 2: Let m > 0 and let
K :=
R.((t1 ... ,tm)) = R((t1))((t2)) ... ((tm))
be the
field of formal
power series in m indeterminates with realcoefficients.
Then everysymmetric
matrix can beorthogonally diagonalized
over K .Proof:.
By
induction on m. The case m = 0 is the classical one, and the inductionstep
isjust
theassertion "(a)
=~(b)"
of Thm. 1.Corollary:
Let :=R((t1,
...,tm)).
.If
the matrix A EMatn(K)
issymmetric
then itscharacteristic
polynomial
=
det(X
~ I -A)
E K~XJ decomposes
into linearfactors
over K.The above
Spectral
Theorem can even begeneralized
to fields of power series ininfinitely
many variables as we shall now show. We start with a direct sumof
infinitely
manycopies
of the group ofintegers.
r is anabelian,
additive group undercomponentwise operations.
We order rantilexicographically.
Next we form the field
K :=
R((r))
of
generalized
power series withexponents
in r and real coefficients. K can be describedas the field of all
functions ~ :
r --~ R for which thesupport
:=
min{03B3
E0393|03BE(03B3) ~ 0}
is well-ordered. The
operations
in K are the obvious ones:(ç
+~)(03B3)
=03BE(03B3)
+~(03B3)
and(~ ’ . r~)(~) :_ I~~+~’= ~(~) ’ ~ r~(d~).
There is a natural valuation03C6 : h’ -+ r U
{~}, given by 03C6(03BE)
:=min supp(g).
The valued field
(K, 03C6)
iscomplete
andhenselian;
for details we refer to[5]
or[6].
Now we can state
Theorem 3: Over the
field
K :=R((F))
every(finite) symmetric
matrix can beorthog- onally diagonalized.
Outline of the
proof
For m =0,1,2,...
we define thesubgroup A~
C rby
m times
The
0394m’s
are isolated(or convex) subgroups
of r. To each0394m
therecorresponds
avaluation
ring Rm
:={~
6~!~) ~ ~
for some !A~}
with maximal idealJm
:={03BE
E > 03B4 for all 03B4 ~ 0394m) and residue fieldm
:=Rm/ Jm.
It isreadily
verifiedthat
R((~i)...~m)).
Inparticular,
each residue field~
can be considered as asubfield of
7~
moreover there is a canonicalepimorphism Rm
-~R((~i~.. ~m)) .
Now let there be
given
asymmetric
matrix a11 ... 03B11nA =
03B1n1 ... 03B1nn~ Matn(K).
We may suppose that 0 for all
tj,
thusRm
for m =0,1,2,....
For eachm ~ N0
we form the reduced matrix03C0m(03B111)
... 03C0m(03B11a)Âm := 03C0m(A) =
03C0m(03B1n1) ...03C0m(03B1nn).
Applying
Theorem 2 weobtain,
for each mNo,
anorthogonal
matrixÛm
CMatn(m)
GMatn(K)
such thatÛ*mÂmÛm
isdiagonal.
The
point
is to show that theorthogonal
matrices~~
can be chosen in such a way that(7)
03C0m(ûm+1) =Ûm.
If all the
eigenvalues
of thegiven
matrix A aresimple
then(7)
isautomatically
satisfiedas is shown
by
a routine verification. In the case where A hasmultiple eigenvalues
thenthe
orthogonal
matrices~/~
are notunique
and one has to choose a suitable basis in eacheigenspace.
Since K is
complete
weeasily
deduce from(7)
that the sequencem~N0 converges in the valuation
topology
to some matrix Uby continuity
we conclude that U isorthogonal
and U* AU isdiagonal.
Thiscompletes
theproof.
Acknowledgement.
The authors have beenpartially supported by FONDECYT, Proyecto
No. 1930513.
References.
[1]
W.A.Adkins,
Normal Matrices over Hermitian Discrete ValuationRings,
Linear Al-gebra
and itsApplications
157(1991), 165-174.
[2]
B.Diarra, Remarque
sur les matricesorthogonales (resp. symétriques)
àcoefficients p-adiques,
Ann. Sci.Univ. BlaisePascal,
Ser.Math.,
Fasc. 26(1990),
31-50.[3]
H. Gross and U.M.Künzi,
On a Classof
OrthomodularQuadratic Spaces, L’Enseignement Mathématique,
31(1985), 187-212.
[4]
H. Keller and H.Ochsenius, Algebras of
BoundedOperators
on Non-classical Ortho- modularSpaces,
Int. Journal of Theor.Physics,
Vol.33,
No. 1(1994), 1-11.
[5]
P.Ribenboim,
Théorie desValuations,
Les Presses de l’Université deMontreal,
1964.[6]
O.F.G.Schilling,
TheTheory of Valuations,
Amer. Math. Soc.Surveys, Providence,
1950.
Hans A. Keller Technikum
Luzem,
CH-6048Horw,
Switzerland.Herminia Ochsenius A.
Facultad de
Matematicas,
Universidad Catolica de
Chile,
Casilla306,
Correo22,
Santiago
de Chile ’Chile.