Jacobi operator
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A Jacobi operator, also known as Jacobi matrix, is a symmetric linear operator acting on sequences which is given by an infinite tridiagonal matrix. It is commonly used to specify systems of orthonormal polynomials over a finite, positive Borel measure. 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 over a principal ideal domain 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 of square summable sequences over the positive integers ℓ 2 ( N ) {\displaystyle \ell ^{2}(\mathbb {N} )}. In this case it is given by
J f 0 = a 0 f 1 + b 0 f 0 , J f n = a n f n + 1 + b n f n + a n − 1 f n − 1 , n > 0 , {\displaystyle Jf_{0}=a_{0}f_{1}+b_{0}f_{0},\quad Jf_{n}=a_{n}f_{n+1}+b_{n}f_{n}+a_{n-1}f_{n-1},\quad n>0,}
where the coefficients are assumed to satisfy
a n > 0 , b n ∈ R . {\displaystyle a_{n}>0,\quad b_{n}\in \mathbb {R} .}
The operator will be bounded if and only if the coefficients are bounded.
There are close connections with the theory of orthogonal polynomials. In fact, the solution p n ( x ) {\displaystyle p_{n}(x)} of the recurrence relation
J p n ( x ) = x p n ( x ) , p 0 ( x ) = 1 and p − 1 ( x ) = 0 , {\displaystyle J\,p_{n}(x)=x\,p_{n}(x),\qquad p_{0}(x)=1{\text{ and }}p_{-1}(x)=0,}
is a polynomial of degree n and these polynomials are orthonormal with respect to the spectral measure corresponding to the first basis vector δ 1 , n {\displaystyle \delta _{1,n}}.
This recurrence relation is also commonly written as
x p n ( x ) = a n + 1 p n + 1 ( x ) + b n p n ( x ) + a n p n − 1 ( x ) {\displaystyle xp_{n}(x)=a_{n+1}p_{n+1}(x)+b_{n}p_{n}(x)+a_{n}p_{n-1}(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, orthogonal over a positive and finite Borel measure.
- Algorithms devised to calculate Gaussian quadrature rules, derived from systems of orthogonal polynomials.
- The theory of birth-death processes where the infinite transition matrix can be transformed into a self-adjoint Jacobi operator acting on the Hilbert space ℓ 2 ( C ) {\displaystyle \ell ^{2}(\mathbb {C} )}.
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. The system of orthogonal polynomials is given by
z p n ( z ) = ∑ k = 0 n + 1 D k n p k ( z ) {\displaystyle zp_{n}(z)=\sum _{k=0}^{n+1}D_{kn}p_{k}(z)}
and p 0 ( z ) = 1 {\displaystyle 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 on the Bergman space: that is, it is given by
[ D f ] ( z ) = z f ( z ) {\displaystyle [Df](z)=zf(z)}
The zeros of the Bergman polynomial p n ( z ) {\displaystyle p_{n}(z)} correspond to the eigenvalues of the principal n × n {\displaystyle n\times n} submatrix of D. That is, The Bergman polynomials are the characteristic polynomials for the principal submatrices of the shift operator.
See also
- Teschl, Gerald (2000), , Providence: Amer. Math. Soc., ISBN0-8218-1940-2
External links
- , Encyclopedia of Mathematics, EMS Press, 2001 [1994]