Inequality involving projectors on a Hilbert space isomorphic to $mathbb{C}^n$












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$begingroup$


Suppose we have Hermitian operators $P_1$ and $P_2$ on Hilbert space $mathbb{H} cong mathbb{C}^n$, such that: $P_1^2=P_1$, $P_2^2=P_2$, ${P_1, P_2} = 0$. Let $x$ be a unit $L_2$-norm vector.



Show that $(x^TP_1x)^2 + (x^TP_2x)^2 leq 1$



I can only see how one can show that the same inequality holds for $RHS=2$. That can be easily seen because of the fact that a projection of a vector is always "shorter" than the vector. But I'm confused about the $RHS=1$ case.



I think I should somehow use the restriction on the anticommutator, but I can't figure that out. It is easy to prove that in this case $P_1+P_2$ is also a projector but I can't see how this helps here.










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$endgroup$












  • $begingroup$
    What is the meaning of ${P_1,P_2}=0. $ ?
    $endgroup$
    – Fred
    Dec 17 '18 at 14:10










  • $begingroup$
    That's notation for an anticommutator, i.e. ${P_1, P_2}=P_1 P_2 + P_2 P_1$
    $endgroup$
    – Aleksandr Berezutskii
    Dec 17 '18 at 14:56


















1












$begingroup$


Suppose we have Hermitian operators $P_1$ and $P_2$ on Hilbert space $mathbb{H} cong mathbb{C}^n$, such that: $P_1^2=P_1$, $P_2^2=P_2$, ${P_1, P_2} = 0$. Let $x$ be a unit $L_2$-norm vector.



Show that $(x^TP_1x)^2 + (x^TP_2x)^2 leq 1$



I can only see how one can show that the same inequality holds for $RHS=2$. That can be easily seen because of the fact that a projection of a vector is always "shorter" than the vector. But I'm confused about the $RHS=1$ case.



I think I should somehow use the restriction on the anticommutator, but I can't figure that out. It is easy to prove that in this case $P_1+P_2$ is also a projector but I can't see how this helps here.










share|cite|improve this question











$endgroup$












  • $begingroup$
    What is the meaning of ${P_1,P_2}=0. $ ?
    $endgroup$
    – Fred
    Dec 17 '18 at 14:10










  • $begingroup$
    That's notation for an anticommutator, i.e. ${P_1, P_2}=P_1 P_2 + P_2 P_1$
    $endgroup$
    – Aleksandr Berezutskii
    Dec 17 '18 at 14:56
















1












1








1





$begingroup$


Suppose we have Hermitian operators $P_1$ and $P_2$ on Hilbert space $mathbb{H} cong mathbb{C}^n$, such that: $P_1^2=P_1$, $P_2^2=P_2$, ${P_1, P_2} = 0$. Let $x$ be a unit $L_2$-norm vector.



Show that $(x^TP_1x)^2 + (x^TP_2x)^2 leq 1$



I can only see how one can show that the same inequality holds for $RHS=2$. That can be easily seen because of the fact that a projection of a vector is always "shorter" than the vector. But I'm confused about the $RHS=1$ case.



I think I should somehow use the restriction on the anticommutator, but I can't figure that out. It is easy to prove that in this case $P_1+P_2$ is also a projector but I can't see how this helps here.










share|cite|improve this question











$endgroup$




Suppose we have Hermitian operators $P_1$ and $P_2$ on Hilbert space $mathbb{H} cong mathbb{C}^n$, such that: $P_1^2=P_1$, $P_2^2=P_2$, ${P_1, P_2} = 0$. Let $x$ be a unit $L_2$-norm vector.



Show that $(x^TP_1x)^2 + (x^TP_2x)^2 leq 1$



I can only see how one can show that the same inequality holds for $RHS=2$. That can be easily seen because of the fact that a projection of a vector is always "shorter" than the vector. But I'm confused about the $RHS=1$ case.



I think I should somehow use the restriction on the anticommutator, but I can't figure that out. It is easy to prove that in this case $P_1+P_2$ is also a projector but I can't see how this helps here.







linear-algebra projection projection-matrices






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edited Dec 17 '18 at 14:18









mechanodroid

27.8k62447




27.8k62447










asked Dec 17 '18 at 14:00









Aleksandr BerezutskiiAleksandr Berezutskii

103




103












  • $begingroup$
    What is the meaning of ${P_1,P_2}=0. $ ?
    $endgroup$
    – Fred
    Dec 17 '18 at 14:10










  • $begingroup$
    That's notation for an anticommutator, i.e. ${P_1, P_2}=P_1 P_2 + P_2 P_1$
    $endgroup$
    – Aleksandr Berezutskii
    Dec 17 '18 at 14:56




















  • $begingroup$
    What is the meaning of ${P_1,P_2}=0. $ ?
    $endgroup$
    – Fred
    Dec 17 '18 at 14:10










  • $begingroup$
    That's notation for an anticommutator, i.e. ${P_1, P_2}=P_1 P_2 + P_2 P_1$
    $endgroup$
    – Aleksandr Berezutskii
    Dec 17 '18 at 14:56


















$begingroup$
What is the meaning of ${P_1,P_2}=0. $ ?
$endgroup$
– Fred
Dec 17 '18 at 14:10




$begingroup$
What is the meaning of ${P_1,P_2}=0. $ ?
$endgroup$
– Fred
Dec 17 '18 at 14:10












$begingroup$
That's notation for an anticommutator, i.e. ${P_1, P_2}=P_1 P_2 + P_2 P_1$
$endgroup$
– Aleksandr Berezutskii
Dec 17 '18 at 14:56






$begingroup$
That's notation for an anticommutator, i.e. ${P_1, P_2}=P_1 P_2 + P_2 P_1$
$endgroup$
– Aleksandr Berezutskii
Dec 17 '18 at 14:56












2 Answers
2






active

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1












$begingroup$

In fact, the correct statement should be$$
x^TP_1x + x^TP_2x leq 1,quadcdots(*).
$$
(But your version is still true as we can see by squaring $(*)$.) This is called Bessel's inequality. To prove this, let
$$
x= P_1x + P_2 x + P_3x,$$

where $P_3 = I-P_1-P_2$. We can see that $P_3$ is also a projection and $P_iP_j = O$ for $ineq j$. Thus, we have
$$
1=x^Tx =sum_{i=1}^3 x^TP_ix +sum_{ineq j}x^TP_iP_jx= sum_{i=1}^3 x^TP_ix geq x^TP_1x + x^TP_2x,
$$
as desired.



$textbf{EDIT:}$ I added short proof that if $P,Q$ are orthogonal projections such that $PQ+QP=0$, then $PQ=QP=0$.



Assume to the contrary that $PQneq 0$. Then there is $v$ such that $v=Qv$ and $PQv=Pvneq 0$. By the assumption that $PQ=-QP$, we have
$$
Pv = -QPv.
$$
This implies that $Q$ has $-1$ as an eigenvalue. This leads to a contradiction.






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$endgroup$





















    0












    $begingroup$

    The condition $P_1P_2 + P_2P_1 = 0$ holds if and only if $P_1$ and $P_2$ project onto orthogonal subspaces. Also it is equivalent to $P_1 + P_2$ being an orthogonal projection.



    Notice that for an orthogonal projection $P$ and $x in Bbb{H}$ we have
    $$|Px|^2 = langle Px,Pxrangle = langle P^*Px,xrangle = langle P^2x,xrangle = langle Px,xrangle$$



    Hence for $x in Bbb{H}$, $|x| = 1$ we have



    begin{align}
    LHS &= langle P_1x,xrangle^2 + langle P_2x,xrangle^2 \
    &= |P_1x|^4 + |P_2x|^4 \
    &le |P_1x|^4 + 2|P_1x|^2|P_2x|^2 + |P_2x|^4 \
    &= (|P_1x|^2+|P_2x|^2)^2
    end{align}



    Since $P_1x perp P_2x$ we have



    $$LHS le (|P_1x|^2+|P_2x|^2)^2 = |P_1x + P_2x|^4 = |(P_1+P_2)x|^4 le |x|^4 = 1$$



    because $P_1 + P_2$ is an orthogonal projection and hence of norm $le 1$.






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      2 Answers
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      2 Answers
      2






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      1












      $begingroup$

      In fact, the correct statement should be$$
      x^TP_1x + x^TP_2x leq 1,quadcdots(*).
      $$
      (But your version is still true as we can see by squaring $(*)$.) This is called Bessel's inequality. To prove this, let
      $$
      x= P_1x + P_2 x + P_3x,$$

      where $P_3 = I-P_1-P_2$. We can see that $P_3$ is also a projection and $P_iP_j = O$ for $ineq j$. Thus, we have
      $$
      1=x^Tx =sum_{i=1}^3 x^TP_ix +sum_{ineq j}x^TP_iP_jx= sum_{i=1}^3 x^TP_ix geq x^TP_1x + x^TP_2x,
      $$
      as desired.



      $textbf{EDIT:}$ I added short proof that if $P,Q$ are orthogonal projections such that $PQ+QP=0$, then $PQ=QP=0$.



      Assume to the contrary that $PQneq 0$. Then there is $v$ such that $v=Qv$ and $PQv=Pvneq 0$. By the assumption that $PQ=-QP$, we have
      $$
      Pv = -QPv.
      $$
      This implies that $Q$ has $-1$ as an eigenvalue. This leads to a contradiction.






      share|cite|improve this answer











      $endgroup$


















        1












        $begingroup$

        In fact, the correct statement should be$$
        x^TP_1x + x^TP_2x leq 1,quadcdots(*).
        $$
        (But your version is still true as we can see by squaring $(*)$.) This is called Bessel's inequality. To prove this, let
        $$
        x= P_1x + P_2 x + P_3x,$$

        where $P_3 = I-P_1-P_2$. We can see that $P_3$ is also a projection and $P_iP_j = O$ for $ineq j$. Thus, we have
        $$
        1=x^Tx =sum_{i=1}^3 x^TP_ix +sum_{ineq j}x^TP_iP_jx= sum_{i=1}^3 x^TP_ix geq x^TP_1x + x^TP_2x,
        $$
        as desired.



        $textbf{EDIT:}$ I added short proof that if $P,Q$ are orthogonal projections such that $PQ+QP=0$, then $PQ=QP=0$.



        Assume to the contrary that $PQneq 0$. Then there is $v$ such that $v=Qv$ and $PQv=Pvneq 0$. By the assumption that $PQ=-QP$, we have
        $$
        Pv = -QPv.
        $$
        This implies that $Q$ has $-1$ as an eigenvalue. This leads to a contradiction.






        share|cite|improve this answer











        $endgroup$
















          1












          1








          1





          $begingroup$

          In fact, the correct statement should be$$
          x^TP_1x + x^TP_2x leq 1,quadcdots(*).
          $$
          (But your version is still true as we can see by squaring $(*)$.) This is called Bessel's inequality. To prove this, let
          $$
          x= P_1x + P_2 x + P_3x,$$

          where $P_3 = I-P_1-P_2$. We can see that $P_3$ is also a projection and $P_iP_j = O$ for $ineq j$. Thus, we have
          $$
          1=x^Tx =sum_{i=1}^3 x^TP_ix +sum_{ineq j}x^TP_iP_jx= sum_{i=1}^3 x^TP_ix geq x^TP_1x + x^TP_2x,
          $$
          as desired.



          $textbf{EDIT:}$ I added short proof that if $P,Q$ are orthogonal projections such that $PQ+QP=0$, then $PQ=QP=0$.



          Assume to the contrary that $PQneq 0$. Then there is $v$ such that $v=Qv$ and $PQv=Pvneq 0$. By the assumption that $PQ=-QP$, we have
          $$
          Pv = -QPv.
          $$
          This implies that $Q$ has $-1$ as an eigenvalue. This leads to a contradiction.






          share|cite|improve this answer











          $endgroup$



          In fact, the correct statement should be$$
          x^TP_1x + x^TP_2x leq 1,quadcdots(*).
          $$
          (But your version is still true as we can see by squaring $(*)$.) This is called Bessel's inequality. To prove this, let
          $$
          x= P_1x + P_2 x + P_3x,$$

          where $P_3 = I-P_1-P_2$. We can see that $P_3$ is also a projection and $P_iP_j = O$ for $ineq j$. Thus, we have
          $$
          1=x^Tx =sum_{i=1}^3 x^TP_ix +sum_{ineq j}x^TP_iP_jx= sum_{i=1}^3 x^TP_ix geq x^TP_1x + x^TP_2x,
          $$
          as desired.



          $textbf{EDIT:}$ I added short proof that if $P,Q$ are orthogonal projections such that $PQ+QP=0$, then $PQ=QP=0$.



          Assume to the contrary that $PQneq 0$. Then there is $v$ such that $v=Qv$ and $PQv=Pvneq 0$. By the assumption that $PQ=-QP$, we have
          $$
          Pv = -QPv.
          $$
          This implies that $Q$ has $-1$ as an eigenvalue. This leads to a contradiction.







          share|cite|improve this answer














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          share|cite|improve this answer








          edited Dec 17 '18 at 15:33

























          answered Dec 17 '18 at 14:19









          SongSong

          14.8k1635




          14.8k1635























              0












              $begingroup$

              The condition $P_1P_2 + P_2P_1 = 0$ holds if and only if $P_1$ and $P_2$ project onto orthogonal subspaces. Also it is equivalent to $P_1 + P_2$ being an orthogonal projection.



              Notice that for an orthogonal projection $P$ and $x in Bbb{H}$ we have
              $$|Px|^2 = langle Px,Pxrangle = langle P^*Px,xrangle = langle P^2x,xrangle = langle Px,xrangle$$



              Hence for $x in Bbb{H}$, $|x| = 1$ we have



              begin{align}
              LHS &= langle P_1x,xrangle^2 + langle P_2x,xrangle^2 \
              &= |P_1x|^4 + |P_2x|^4 \
              &le |P_1x|^4 + 2|P_1x|^2|P_2x|^2 + |P_2x|^4 \
              &= (|P_1x|^2+|P_2x|^2)^2
              end{align}



              Since $P_1x perp P_2x$ we have



              $$LHS le (|P_1x|^2+|P_2x|^2)^2 = |P_1x + P_2x|^4 = |(P_1+P_2)x|^4 le |x|^4 = 1$$



              because $P_1 + P_2$ is an orthogonal projection and hence of norm $le 1$.






              share|cite|improve this answer









              $endgroup$


















                0












                $begingroup$

                The condition $P_1P_2 + P_2P_1 = 0$ holds if and only if $P_1$ and $P_2$ project onto orthogonal subspaces. Also it is equivalent to $P_1 + P_2$ being an orthogonal projection.



                Notice that for an orthogonal projection $P$ and $x in Bbb{H}$ we have
                $$|Px|^2 = langle Px,Pxrangle = langle P^*Px,xrangle = langle P^2x,xrangle = langle Px,xrangle$$



                Hence for $x in Bbb{H}$, $|x| = 1$ we have



                begin{align}
                LHS &= langle P_1x,xrangle^2 + langle P_2x,xrangle^2 \
                &= |P_1x|^4 + |P_2x|^4 \
                &le |P_1x|^4 + 2|P_1x|^2|P_2x|^2 + |P_2x|^4 \
                &= (|P_1x|^2+|P_2x|^2)^2
                end{align}



                Since $P_1x perp P_2x$ we have



                $$LHS le (|P_1x|^2+|P_2x|^2)^2 = |P_1x + P_2x|^4 = |(P_1+P_2)x|^4 le |x|^4 = 1$$



                because $P_1 + P_2$ is an orthogonal projection and hence of norm $le 1$.






                share|cite|improve this answer









                $endgroup$
















                  0












                  0








                  0





                  $begingroup$

                  The condition $P_1P_2 + P_2P_1 = 0$ holds if and only if $P_1$ and $P_2$ project onto orthogonal subspaces. Also it is equivalent to $P_1 + P_2$ being an orthogonal projection.



                  Notice that for an orthogonal projection $P$ and $x in Bbb{H}$ we have
                  $$|Px|^2 = langle Px,Pxrangle = langle P^*Px,xrangle = langle P^2x,xrangle = langle Px,xrangle$$



                  Hence for $x in Bbb{H}$, $|x| = 1$ we have



                  begin{align}
                  LHS &= langle P_1x,xrangle^2 + langle P_2x,xrangle^2 \
                  &= |P_1x|^4 + |P_2x|^4 \
                  &le |P_1x|^4 + 2|P_1x|^2|P_2x|^2 + |P_2x|^4 \
                  &= (|P_1x|^2+|P_2x|^2)^2
                  end{align}



                  Since $P_1x perp P_2x$ we have



                  $$LHS le (|P_1x|^2+|P_2x|^2)^2 = |P_1x + P_2x|^4 = |(P_1+P_2)x|^4 le |x|^4 = 1$$



                  because $P_1 + P_2$ is an orthogonal projection and hence of norm $le 1$.






                  share|cite|improve this answer









                  $endgroup$



                  The condition $P_1P_2 + P_2P_1 = 0$ holds if and only if $P_1$ and $P_2$ project onto orthogonal subspaces. Also it is equivalent to $P_1 + P_2$ being an orthogonal projection.



                  Notice that for an orthogonal projection $P$ and $x in Bbb{H}$ we have
                  $$|Px|^2 = langle Px,Pxrangle = langle P^*Px,xrangle = langle P^2x,xrangle = langle Px,xrangle$$



                  Hence for $x in Bbb{H}$, $|x| = 1$ we have



                  begin{align}
                  LHS &= langle P_1x,xrangle^2 + langle P_2x,xrangle^2 \
                  &= |P_1x|^4 + |P_2x|^4 \
                  &le |P_1x|^4 + 2|P_1x|^2|P_2x|^2 + |P_2x|^4 \
                  &= (|P_1x|^2+|P_2x|^2)^2
                  end{align}



                  Since $P_1x perp P_2x$ we have



                  $$LHS le (|P_1x|^2+|P_2x|^2)^2 = |P_1x + P_2x|^4 = |(P_1+P_2)x|^4 le |x|^4 = 1$$



                  because $P_1 + P_2$ is an orthogonal projection and hence of norm $le 1$.







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                  share|cite|improve this answer



                  share|cite|improve this answer










                  answered Dec 17 '18 at 14:17









                  mechanodroidmechanodroid

                  27.8k62447




                  27.8k62447






























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