Question

If q is a quadratic form on Rn\mathbb{R}^{n} with symmetric matrix A and if L(x)=RxL(\vec{x})=R \vec{x} is a linear transformation from Rm\mathbb{R}^{m} to Rn,\mathbb{R}^{n}, show that the composite function p(x)=q(L(x))p(\vec{x})=q(L(\vec{x})) is a quadratic form on Rm.\mathbb{R}^{m}. Express the symmetric matrix of p in terms of R and A.

Solution

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Using the definitions of the functions p,Lp, L and the quadratic form qq defined by the symmetric matrix A,A, we have

p(x)=q(L(x))=q(Rx)=(Rx)T(A)(Rx)=(xTRT)(A)(Rx)=xT(RTAR)x=xTBx\begin{align*} p(\vec{x})&=q(L(\vec{x})) \\ &=q(R\vec{x})\\ &=(R \vec{x})^T (A) (R\vec{x}) \\ &=(\vec{x}^TR^T)(A)(R \vec{x})\\ &=\vec{x}^T (R^TAR) \vec{x}\\ &=\vec{x}^T B \vec{x} \end{align*}

where B=RTARB=R^TAR is an m×mm \times m symmetric matrix as

BT=(RTAR)T=RTAT(RT)T=RTARB^T=(R^TAR)^T=R^TA^T(R^T)^T=R^TAR (since AA is symmetric).

Thus, p(x)=xTBxp(\vec{x})=\vec{x}^T B \vec{x} is a quadratic form in mm variables defined by the symmetric matrix B=RTAR.B=R^TAR.

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