You are on page 1of 7

NH THC CA MA TRN HILBERT Hn+1 (0, 1)

Tm tt ni dung
Ma trn Hilbert Hn+1 (0, 1) ng vai tr quan trng trong bi ton
xp x hm i vi 2-chun. Trong bi vit hm nay ta s nu r ng
hng xy dng v cch nh thc ca ma trn Hilbert.

nh ngha 1. Cho V l mt khng gian vector. Khi , V c gi l


khng gian vector Euclide nu cho
1. Quy tc

.|.

:VV
(X, Y )

R
X|Y

c gi l tch v hng ca hai vector X v Y .


2. Quy tc tha mn bn yu cu:
X|Y = Y |X ; X, Y V.
X + Y |Z = X|Z + Y |Z ; X, Y, Z V.
X|Y = X|Y = X|Y ; X, Y V, R.
X|X 0, X V v X|X = 0 khi v ch khi X = 0V .

V d 1. Khng gian cc vector t do hc hnh hc s cp l mt khng


gian vector Euclide vi tch v hng thng thng

u |
v = |
u | |
v | cos (
u,
v)
V d 2. Gi s V l khng gian vector n chiu v (X1 , X2 , . . . , Xn ) l mt
c s ca n. C th nh ngha mt tch v hng trn V nh sau: Nu
n
n
n

X=
xi Xi v Y =
yi Xi th ta t X|Y =
xi yi .
i=1

i=1

i=1

Ni ring, nu V = Rn (hoc V = Rn ) v (e1 , e2 , . . . , en ) l mt c s


chnh tc ca n th tch v hng ca hai vector X = (x1 , x2 , . . . , xn ) v
n

Y = (y1 , y2 , . . . , yn ) c nh ngha X|Y =


xi yi v c gi l tch v
i=1

hng chnh tc trn Rn .


Nhn xt rng theo cch ny th mi c s ca V xc nh mt tch v
hng trn V. Hai tch v hng xc nh bi hai c s khc nhau th khc
nhau.
V d 3. Trong khng gian vector C[a, b] xt nh x
.|. : C [a, b] C [a, b] R
(f, g)

7 f |g =

b
a

f (t) g (t) dt

Ta thy nh x .|. tha mn c bn yu cu ca nh ngha nn n l


mt tch v hng trn C[a, b].

nh ngha 2. Gi s V l mt khng gian vector Euclide vi tch v


hng .|.. Khi
, di (hay chun) ca
vector X, k hiu X, l s
thc khng m X|X, ngha l X = X|X.

nh l 1. (Bt ng thc Cauchy-Schwarz). Gi s V l mt khng


gian vector Euclide vi tch v hng .|.. Khi , vi mi X, Y V ta
2
2
2
lun c X|Y X Y . ng thc xy ra khi v ch khi Y = X
vi R.

Chng minh. Nu X = 0V hoc Y = 0V th hin nhin


2

X|Y X Y .
Ta gi s X, Y = 0V . Khi , vi mi R ta c

X + Y |X + Y 0; X, Y V, R
2
2
X 2 + 2 X|Y + Y 0; X, Y V, R

bt ng thc trn ng vi mi R th
2

= X|Y X Y 0.
ng thc xy ra khi v ch khi X + Y = 0V hay Y = X.

V d 4. Trong khng gian Rn vi tch v hng chnh tc, bt ng thc


Cauchy-Schwarz c dng
v

v
u n
n
n

u

u
u

t
2
xi t
yi2
xi yi



i=1

i=1

i=1

vi xi , yi R; i = 1, n.
V d 5. Trong khng gian C[a, b] vi tch v hng c nh ngha trong
V d 3, bt ng thc Cauchy-Schwarz c dng
v
b
v
u b

u
b
u
u

u
f (x) g (x)dx t f 2 (x) dxu
t g 2 (x) dx.




a

nh l 2. Gi s V l mt khng gian vector Euclide vi tch v hng


.|.. H vector P = (X1 , X2 , . . . , Xn ) cha trong V. Khi


X1 |X1 X1 |X2 . . . X1 |Xn


X2 |X1 X2 |X2 . . . X2 |Xn


G (X1 , X2 , . . . , Xn ) =
0
..
..
..
..


.
.
.
.


Xn |X1 Xn |X2 . . . Xn |Xn
v ng thc G (X1 , X2 , . . . , Xn ) = 0 xy ra khi v ch khi P l h ph
thuc tuyn tnh. nh thc G (X1 , X2 , . . . , Xn ) c gi l nh thc
Gram.
Chng minh. Nu h P ph thuc tuyn tnh th tn ti cc s thc i , i =
1, n khng ng thi bng 0 sao cho
1 X1 + 2 X2 + + n Xn = 0V ,
ta suy ra
Xi |1 X1 + 2 X2 + . . . + n Xn = Xi |0V = 0, i = 1, n
1 Xi |X1 + 2 Xi |X2 + . . . + n Xi |Xn = 0
Cc ng thc trn gip ta chng t h phng trnh GX = On1 vi G =
(Xi |Xj )i,j=1,n c nghim khng tm thng (c th hn h phng trnh
c nghim (1 , 2 , . . . , n )), suy ra
det G = G(X1 , X2 , . . . , Xn ) = 0.
Tip theo, gi s h P c lp tuyn tnh, ta s chng minh bng qui np
bt ng thc
G(X1 , X2 , . . . , Xn ) > 0.
(1)
Vi n = 1; n = 2, bng cch s dng nh ngha tch v hng v bt ng
thc Cauchy-Schwarz ta c ngay (1). Gi s bt ng thc ng vi mi
n < k. Ta s chng minh (1) ng vi n = k. Xt vector


X1 |X1
X1 |X2
...
X1 |Xk1
X1

X2 |X1
X2 |X2
...
X2 |Xk1
X2



.
.
.
..
..
..
..
..
Y =

.
.


Xk1 |X1 Xk1 |X2 . . . Xk1 |Xk1 Xk1


Xk |X1
Xk |X2
...
Xk |Xk1
Xk
R rng Y l mt t hp tuyn tnh ca h (X1 , X2 , . . . , Xk ) v
Y = 1 X1 + 2 X2 + + k Xk
trong k = G(X1 , X2 , . . . , Xk1 ) > 0. Vi i = 1, k 1 ta c

X1 |X1
X1 |X2
...
X1 |Xk1
X1 |Xi

X2 |X1
X
|X

.
.
.
X
|X

X2 |Xi
2
2
2
k1


..
..
..
..
..
Y |Xi =
.
.
.
.
.

Xk1 |X1 Xk1 |X2 . . . Xk1 |Xk1 Xk1 |Xi

Xk |X1
Xk |X2
...
Xk |Xk1
Xk |Xi
3







= 0.



v c ct i v ct k ging nhau. Ta suy ra


Y |Y = 1 X1 + 2 X2 + + k Xk |Y = k Xk |Y .
M Xk |Y = G(X1 , X2 , . . . , Xk ) nn
G(X1 , X2 , . . . , Xk ) =

1
Y |Y > 0.
G(X1 , X2 , . . . , Xk1 )


Bt ng thc c chng minh.

nh l 3. Gi s V l mt khng gian vector Euclide


vi tch v hng

.|.. nh x . : V R+ xc nh bi X = X|X tha mn cc


tnh cht sau y:
X = || X ; X V, R.
X = 0 X = 0V .
X + Y X + Y ; X, Y V. ng thc xy ra khi v ch khi
tn ti s 0 sao cho X = Y hoc Y = X.

Vic chng minh nh l 3 rt n gin nn xin dnh cho bn c.

nh ngha 3. (2-chun): Chun ca khng gian vector Euclide C[a, b]


i vi tch v hng c xy dng trong V d 3, k hiu .2 , c gi
l 2-chun.

T nh ngha 3 ta nhn c
v
u b
u
u
2
f 2 = t |f (x)| dx, f C [a, b] .
a

Mt trong nhng bi ton quan trng ca gii tch s l cho trc hm


f C[a, b], xc nh a thc P n (n l tp tt c cc a thc c bc
khng vt qu n) sao cho
f P 2 = min f Pn 2 .
Pn n

Ta s chng minh a thc P nh th l tn ti v duy nht. Tht vy, gi

s Pn (x) = a0 + a1 x + a2 x2 + + an xn , xt hm
2

(a0 , a1 , . . . , an ) = f Pn 2 =
=
=

b
a
b

[f (x) Pn (x)] dx

a
2

[f (x) (a0 + a1 x + + an xn )] dx
f 2 (x) dx 2

a
2

= f 2 2

i=0

ai

b
a

ai f |Ni +

i=0

xi f (x) dx +

ai aj

xi+j dx

i,j=0,n

ai aj Ni |Nj

i,j=0,n

trong Ni (x) = xi . Ta cn xc nh b (a0 , a1 , . . . , an ) hm t gi tr


nh nht. Khi , P (x) = a0 + a1 x + + an xn s l a thc cn tm. Ta xt
h phng trnh

N0 |Ni ai = N0 |f

=
0

i=0
a0

= 0

N1 |Ni ai = N1 |f
a1
i=0

..

..

.
.

=0
Nn |Ni ai = Nn |f
an
i=0

(2)

H phng trnh (2) c ma trn h s

N0 |N0 N0 |N1
N1 |N0 N1 |N1

Hn+1 (a, b) =
..
..

.
.

...
...
..
.

N0 |Nn
N1 |Nn
..
.

Nn |N0 Nn |N1

...

Nn |Nn

V h vector (N0 , N1 , . . . , Nn ) c lp tuyn tnh trong khng gian vector


C[a, b] nn theo nh l 2 ta c det Hn+1 (a, b) > 0, suy ra h phng trnh
(2) c nghim duy nht l b (a0 , a1 , . . . , an ). Ma trn Hessian ca hm ti
im (a0 , a1 , . . . , an ) c dng

Hess () (a0 , a1 , . . . , an )

2
2 a0
2
a1 a0
..
.

2
a0 a1
2
2 a1
..
.

...
...
..

.
2
2
...
an a0 an a1
N0 |N0 N0 |N1 . . .
N1 |N0 N1 |N1 . . .
..
..
..
.
.
.
Nn |N0 Nn |N1 . . .

2
a0 an
2
a1 an
..
.

2
2 an
N0 |Nn
N1 |Nn
..
.

Nn |Nn

Tip tc p dng nh l 2 ln na ta c det Hi > 0, i = 1, n + 1 vi

N0 |N0
N0 |N1 . . . N0 |Ni1
N1 |N0
N1 |N1 . . . N1 |Ni1

Hi =

..
..
..
..

.
.
.
.
Ni1 |N0 Ni1 |N1

...

Ni1 |Ni1

(ma trn Hi l cc ma trn con chnh ca ma trn Hess () (a0 , a1 , . . . , an )).


Do , hm t gi tr nh nht ti duy nht b (a0 , a1 , . . . , an ).
Ta chng minh s tn ti duy nht b (a0 , a1 , . . . , an ) tha yu cu
bi nhng cha a ra cng thc c th xc nh cc gi tr ca b
ny. thc hin yu cu ny ta cn phi tnh c nh thc ca ma trn
Hn+1 (a, b).
nh x : [0, 1] [a, b] xc nh bi cng thc (t) = a + (b a) t l mt
song nh v kh vi lin tc trong on [0, 1]. Vi mi hm f C[a, b] ta xt
hm h(t) = f (a + (b a)t) vi t [0, 1]. R rng h C[0, 1] nn bi ton xp
x hm f c thay bng xp x hm h. Chnh v th ta ch cn tnh Hn+1 (0, 1).

nh l 4. Ta lun c
det Hn+1 (0, 1) =

n!!4
(2n + 1)!!

(3)

trong k!! = 1!2! . . . k!.

Chng minh. Trc ht ta cn xc nh Hn+1 (0, 1)

1
1
1 n
1dx
xdx
.
.
.
x dx

0
0
0
1
1 2
1 n+1

xdx
x dx
...
x
dx

Hn+1 (0, 1) =
0
0
0

..
..
..
..

.
.
.
1
1 n+1
1 2n
n
x dx
x
dx . . .
x dx
0
0
0

1
1
1
...

1
2
n+1

1
1
1

...

2
3
n+2
=

..
..
..

..

.
.
.
.

1
1
1
...
n+1 n+2
2n + 1

Ta s chng minh ng thc (3) bng phng php qui np.


0!!4
. Vy, ng thc (3) ng
Vi n = 0 ta c det H1 (0, 1) = 1 =
(2 0 + 1)!!
vi n = 0.
(k 1)!!4
Gi s vi n = k 1 ta c det Hn+1 (0, 1) = det Hk (0, 1) =
.
(2k 1)!!
6

Ta s chng minh det Hk+1 (0, 1) =

k!!4
. Tht vy,
(2k + 1)!!

1
1
1
...
2
1
1
2
...
3

..
.
..
..
det Hk+1 (0, 1) = .
.
1
1

.
.
.
k
k+1
1
1
.
.
.
k+1
k+2

k
k

2(k+2)
1(k+1)
k1
k1
2(k+1)
3(k+2)
d1 d1 dk+1
..
..
======
.
.
d2 d2 dk+1
1
1
k(k+1)
..
(k+1)(k+2)

.
1
1
dk dk dk+1
k+1

k+2

1
k
1
k+1

1
k+1
1
k+2

..
.

..
.

1
2k1
1
2k

...
...
..
.
...
...

1
2k
1
2k+1
k
k(2k)
k1
(k+1)2k












k
(k+1)(2k+1)
k1
(k+2)(2k+1)

..
.

..
.

1
(2k1)2k
1
2k

1
2k(2k+1)
1
2k+1

T ng thc trn ta suy ra






2

(k!)

det Hk+1 (0, 1) =

(2k + 1)!


1
1
1
2

1
2
1
3

1
k

1
k+1

..
.

..
.

...
...
..
.
...
...

1
k
1
k+1

1
k+1
1
k+2

1
2k1

1
2k

..
.

..
.

Hn na,










1
1
1
2

1
2
1
3

1
k

1
k+1

..
.

..
.

1





2
(k!)
= (2k)!




1
k
1
k+1

...
...
..
.
...
...

..
.

1
2k1

1
1
1
2

1
2
1
3

1
k

1
k+1

..
.

..
.

1
...
...
..
.
...
...



k1
k


2(k+1)
k+1


k
k1

2(k+2) 3(k+2)
c c c

1
1
k+1
.. ======
..
..

. c2 c2 ck+1
.
.

1
.
k1
k

2k .
(k+1)2k
k(2k)
1 .ck ck ck+1
0
0

1

1
k

1
1
k+1
..
.. = (k!)2 det H (0, 1) .
k
.
. (2k)!
1

1
2k1
0
1

1
k+1
1
k+2

...
...
..
.
...
...

1
k(k+1)
1
(k+1)(k+2)

1
k+1
1
k+2

..
.

..
.

1
(2k1)2k

1
2k

Do
4

det Hk+1 (0, 1) =

k!!4
(k!)
det Hk (0, 1) =
.
(2k + 1)! (2k)!
(2k + 1)!!


nh l c chng minh.

You might also like