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A linear map $\alpha$ is a nilpotent endomorphism if ${\alpha }^q=0$ for some positive integer $q$, and a semisimple endomorphism if it is diagonalizable over $\mathbb{C}$. Decompose $V$ into its generalized eigenspaces $V_{\lambda }=\ker (\alpha -\lambda I{)}^d$, where $d=\dim V$. Define ${\alpha }_s$ on $V_{\lambda }$ to be $\lambda I$, and set ${\alpha }_n=\alpha -{\alpha }_s$. Then ${\alpha }_s$ is diagonalizable, ${\alpha }_n$ is nilpotent, and both preserve these vector subspaces and commute. ThusFor uniqueness, suppose $\alpha =S+N$ with $S$ semisimple, $N$ nilpotent and $SN=NS$. Both commute with $\alpha$, so preserve each $V_{\lambda }$. On an eigenspace of $S$ of eigenvalue $\mu$ inside $V_{\lambda }$, the map $\alpha$ is $\mu I+N$ and has only the eigenvalue $\mu$. Since the same subspace lies in $V_{\lambda }$, $\mu =\lambda$. Hence $S=\lambda I$ on $V_{\lambda }$, proving $S={\alpha }_s$ and $N={\alpha }_n$. This is the additive Jordan–Chevalley decomposition.

We need a polynomial consequence of this decomposition. Hermite interpolation supplies a polynomial $p$ with $p(\alpha )={\alpha }_s$, by prescribing $p(t)\equiv \lambda (\mathrm{mod}(t-\lambda {)}^d)$ for each eigenvalue. For any endomorphism $T$, its semisimple part can likewise be expressed as a polynomial in $T$ with zero constant term: if zero is an eigenvalue, its interpolation condition already forces this; if not, add the independent condition $p(0)=0$.

On $\mathrm{End}(V)$, the maps $\mathrm{ad}{\alpha }_s$ and $\mathrm{ad}{\alpha }_n$ commute. The first is diagonalizable, with eigenvalues $\lambda -\mu$ on $\mathrm{Hom}(V_{\mu },V_{\lambda })$. The second is nilpotent, sincewhich vanishes for $k\ge 2q-1$ when $N^q=0$. Uniqueness therefore proves adjoint compatibility of additive Jordan decomposition: $\mathrm{ad}{\alpha }_s=(\mathrm{ad}\alpha {)}_s$.

Now assume $\alpha \in M$. The condition $[\alpha ,W]\subseteq U\subseteq W$ implies that both $W$ and $U$ are invariant under $\mathrm{ad}\alpha$, and every polynomial in $\mathrm{ad}\alpha$ with zero constant term maps $W$ into $U$. Define $\beta$ to be multiplication by $\overline{\lambda }$ on $V_{\lambda }$. It commutes with $\alpha$. On $\mathrm{Hom}(V_{\mu },V_{\lambda })$, $\mathrm{ad}\beta$ acts by $\overline{\lambda -\mu }$. Polynomial interpolation on the finite set of differences gives $\mathrm{ad}\beta =q(\mathrm{ad}{\alpha }_s)$ with $q(0)=0$. The preceding paragraph then expresses $\mathrm{ad}\beta$ as a polynomial in $\mathrm{ad}\alpha$ with zero constant term. Consequently $[\beta ,W]\subseteq U$, so $\beta \in M$.

The assumed trace orthogonality nilpotence lemma now follows directly. On $V_{\lambda }$, $\alpha =\lambda I+{\alpha }_n$ and $\beta =\overline{\lambda }I$, while the matrix trace of the nilpotent restriction of ${\alpha }_n$ is zero. HenceEvery summand is nonnegative, so every eigenvalue of $\alpha$ is zero. Its Jordan–Chevalley decomposition therefore has ${\alpha }_s=0$, and $\alpha$ is nilpotent. Notice that neither $U$ nor $W$ was required to be a Lie subalgebra.

A Riemannian metric is a smooth field of positive-definite symmetric bilinear forms $g_x$ on the tangent spaces, equivalently a smooth section of ${\mathrm{Sym}}^2{T}^{\ast }M$ with that positivity. Its musical isomorphism isNondegeneracy makes every fiber map an isomorphism. In coordinates the map has matrix $g_{ij}$, and its inverse ${♯}_g$ has matrix $g^{ij}$. Smoothness of the inverse follows from the inverse-matrix formula and the nonvanishing determinant. Both maps cover the identity on $M$, giving a smooth vector bundle isomorphism.

For local flattening of a Riemannian metric, choose a manifold chart neighborhood $V$ around $p$ with closure contained in $U$, and let $h={\varphi }^{\ast }\delta$ on $V$. Choose a smooth bump function $0\le \chi \le 1$, with compact support in $V$ and equal to one on a smaller neighborhood $W$ of $p$. SetThe formulas glue smoothly because the modification is supported strictly inside $V$. A convex combination of positive-definite forms is positive definite. On $W$ the metric is exactly $h$, so $\varphi$ gives an isometry to a Euclidean open subset. Outside $U$ the original metric remains unchanged.

Geodesic completeness means that every geodesic with arbitrary initial point and tangent vector extends for every real affine parameter. On each connected component, the Hopf-Rinow theorem equates this with completeness of the Riemannian distance.

The Euclidean-end claim needs a compact-core interpretation that is absent from its literal hypotheses. Indeed, $M=\{x\in {\mathbb{R}}^n:|x|>1\}$ with $n\ge 2$, $X=\varnothing$ and $g=\delta$ satisfy those hypotheses. The geodesic $\gamma (t)=(2-t)e_1$ reaches the missing unit sphere at $t=1$ and cannot continue within $M$. Thus the printed assumptions alone do not prove completeness.

Here is the intended compact-core completeness for a Euclidean end. Write $\Phi :M\setminus X\to \{|x|>1\}$ for the end coordinates and assume additionally thatis compact for every sufficiently large $R$. Choose such an $R$ beyond the metric transition and large enough to include the initial point of a geodesic. Its speed $s$ is constant. On every segment outside $K_R$, the Euclidean radius changes at a rate at most $s$, so over a finite parameter interval it cannot exceed $R+sT$. The full segment therefore stays in the compact set $K_{R+sT}$. Its velocities also stay in a compact subset of $TM$, since their metric norm is fixed and the base set is compact. The smooth geodesic ordinary differential equation consequently extends past any supposed finite endpoint. The reversed-time argument is identical. This proves completeness under the compact-core condition, and explains exactly what the exterior-of-a-ball counterexample lacks.

For upward stability of Riemannian completeness, lengths of all curves satisfy $L_{\tilde{g}}\ge L_g$, hence $d_{\tilde{g}}\ge d_g$. A $d_{\tilde{g}}$-Cauchy sequence is therefore $d_g$-Cauchy and has a limit $p$ because $g$ is complete. Smooth positive-definite metrics induce the manifold topology. More explicitly, on a small coordinate ball around $p$, $\tilde{g}$ has a bounded largest matrix eigenvalue, so the coordinate straight segment gives $d_{\tilde{g}}(p,q)\le C|\varphi (q)-\varphi (p)|$. Thus convergence to $p$ is also in $d_{\tilde{g}}$. That distance is complete, and Hopf-Rinow yieldsFor disconnected $M$, apply this argument on each component.

Choose a positive system of a root system and the corresponding triangular decomposition of a Lie algebra $L={\mathfrak{n}}^{-}\oplus H\oplus {\mathfrak{n}}^{+}$. A primitive element of a Lie algebra representation of weight $\omega \in H^{\ast }$ is a nonzero vector $v$ with $hv=\omega (h)v$ for every $h\in H$ and ${\mathfrak{n}}^{+}v=0$. Thus it is a highest-weight vector; the choice of positive roots is part of this definition. A highest-weight representation is generated by such a vector.

Let $\mathfrak{b}=H\oplus {\mathfrak{n}}^{+}$ be the corresponding Borel subalgebra. Define its one-dimensional Lie algebra representation ${\mathbb{C}}_{\omega }$ by the scalar $\omega (h)$ on $H$ and zero on ${\mathfrak{n}}^{+}$. This respects the Lie bracket, since $[\mathfrak{b},\mathfrak{b}]\subseteq {\mathfrak{n}}^{+}$. The induced Verma moduleis nonzero: the Poincaré-Birkhoff-Witt theorem identifies its underlying vector space with $U({\mathfrak{n}}^{-})$, and $v=1\otimes 1$ is a primitive element of weight $\omega$. Its weight spaces are finite dimensional, its top weight space is the line $\mathbb{C}v$, and all other weights are $\omega -\sum n_i{\alpha }_i$ with $n_i\ge 0$ and at least one positive coefficient.

A proper submodule cannot contain $v$, because $v$ generates $M(\omega )$. More strongly it has no component of weight $\omega$: any finite sum of distinct weight vectors can be projected onto its individual components by a polynomial in a generic element of $H$. Therefore the sum $N$ of all proper submodules still misses the top weight line and is proper. It contains every proper submodule, so the irreducible quotient of a Verma moduleis irreducible and retains the nonzero primitive element $v+N$. This constructs the requested representation for every $\omega \in H^{\ast }$. It is not asserted to be finite dimensional for arbitrary $\omega$.

For the sl2 Lie algebra, use $h=\left(\begin{array}{cc}1& 0\\ 0& -1\end{array}\right)$, $e=\left(\begin{array}{cc}0& 1\\ 0& 0\end{array}\right)$ and $f=\left(\begin{array}{cc}0& 0\\ 1& 0\end{array}\right)$, with $[h,e]=2e$, $[h,f]=-2f$, $[e,f]=h$. The classification of finite-dimensional sl2 representations gives one irreducible $V_n$ for every integer $n\ge 0$. In a basis $v_0,\dots ,v_n$ its action iswhere $v_{-1}=v_{n+1}=0$. These formulas satisfy the three Lie brackets. Any nonzero invariant subspace contains a weight vector by polynomial projection using $h$; repeated application of $e$ gives $v_0$, and applications of $f$ then give the entire basis. Thus $V_n$ is irreducible.

Conversely, in any finite-dimensional irreducible module, start with an eigenvector of $h$ and apply $e$ until reaching a nonzero vector $v$ with $ev=0$. This process terminates because $e$ increases the eigenvalue by two and only finitely many eigenvalues occur. Write $hv=av$. The sl2 highest-weight lowering formula givesLet $f^{n}v\ne 0$ and $f^{n+1}v=0$, which again follows from the finite set of weights. Applying $e$ to the latter identity yields $(n+1)(a-n)f^{n}v=0$, so $a=n$. The resulting $n+1$ distinct weight vectors span an invariant subspace, hence the entire irreducible module. Therefore $\dim V_n=n+1$ and its primitive weight is ${\omega }_n(h)=n$, with $n=0,1,2,\dots$; its weights are $n,n-2,\dots ,-n$.

Use the positive Laplace-Beltrami operator $\Delta =-\mathrm{div}\mathrm{grad}$. A Riemannian submersion is a surjective smooth submersion $\pi :(M,g)\to (N,h)$ for which, at every $p$, the restriction of $d{\pi }_p$ to $H_p=(\ker d{\pi }_p{)}^{\perp }$ is a linear isometry onto $T_{\pi (p)}N$. The spaces $V_p=\ker d{\pi }_p$ and $H_p$ are its vertical and horizontal spaces. Its fibres are totally geodesic submanifolds precisely when ${\nabla }_{U}V$ is vertical for vertical vector fields $U,V$: their second fundamental form vanishes. Equivalently, a geodesic initially tangent to a fibre remains in that fibre while defined.

For a smooth $f:N\to \mathbb{R}$, its basic function $F=f\circ \pi$ is constant along each fibre. The Riemannian gradient of $F$ is the horizontal lift of a vector field through a submersion of ${\mathrm{grad}}_{N}f$, sincefor horizontal $X$, and $dF(U)=0$ for vertical $U$. In particular no derivative of $f$ in a vertical direction occurs.

Here is the needed connection fact, which also follows directly from the Koszul formula: for horizontal lifts $X,Y$ of vector fields $\bar{X},\bar{Y}$ on $N$, the horizontal component of ${\nabla }_{X}Y$ projects to ${\nabla }_{\bar{X}}^N\bar{Y}$. To see this, pair the Koszul formula with a third horizontal lift $Z$. The horizontal inner products are pulled back from $N$, and the horizontal components of their Lie brackets of vector fields project to the brackets on $N$. Thus all six terms are the pullbacks of the corresponding terms on $N$.

Choose an adapted Riemannian orthonormal frame $X_1,\dots ,X_n,U_1,\dots ,U_r$, with the $X_a$ horizontal lifts. Using $\mathrm{Hess}F(A,A)=A(AF)-({\nabla }_{A}A)F$, the connection fact givesFor a vertical $U_b$, both $U_{b}F=0$ and $({\nabla }_{U_b}{U}_b)F=0$, the latter because the fibres are totally geodesic submanifolds. Taking the negative metric trace of the Riemannian Hessian therefore proves the basic-function Laplacian identityThis identity is local and does not require compactness. Vanishing mean curvature of the fibres would already suffice; total geodesicity makes each vertical summand vanish separately.

For the discrete eigenspace assertion, assume the two Riemannian manifolds are closed manifolds. Without a discrete spectral realization, an unrestricted noncompact version need not have an eigenbasis. The projections of the Riemannian product $M\times N$ are Riemannian submersions with totally geodesic submanifolds as fibres. Its Levi-Civita connection splits into the two factor connections. Consequently its positive Laplace-Beltrami operator isThe cross term in the product rule for the positive Laplace-Beltrami operator is zero because the two factor Riemannian gradients are orthogonal.

We use the standard compact elliptic compact elliptic spectral theorem: the positive Laplace-Beltrami operator on a closed manifold is self-adjoint, has compact resolvent, and has a complete orthonormal eigenbasis of smooth eigenfunctions, with finite-dimensional eigenspaces and eigenvalues tending to infinity. Let ${\Delta }_M{u}_i={\mu }_i{u}_i$ and ${\Delta }_N{v}_j={\nu }_j{v}_j$. Fubini's theorem and completeness on each factor show that $u_i(x)v_j(y)$ form a complete orthonormal basis of $L^2(M\times N)$. For example, a function orthogonal to all these products has, for each $i$, zero $u_i$-coefficient as an $L^2(N)$ function, hence is zero.

The displayed operator identity makes $u_i{v}_j$ an eigenfunction with eigenvalue ${\mu }_i+{\nu }_j$. Conversely, if $\Delta w=\lambda w$, self-adjointness of the positive Laplace-Beltrami operator givesAll other coefficients vanish. Only finitely many pairs can have ${\mu }_i+{\nu }_j=\lambda$, since both spectra are nonnegative and have finitely many eigenvalues below any fixed bound. Thus the product Laplacian eigenspace decomposition isThe tensor product summands are mutually orthogonal; their elements are actual smooth eigenfunctions, so this is an equality of eigenspaces, not just a formal expansion.

Let $M$ be a closed manifold with a Riemannian metric and use $\Delta =-\mathrm{div}\mathrm{grad}$, the positive Laplace-Beltrami operator. This is the setting in which the final discrete eigenfunction expansion applies without additional boundary or noncompact spectral hypotheses. A Riemannian heat kernel is a smooth $H(t,x,y)$ for $t>0$ such thatfor every smooth initial function $f$. Here $\nu$ solves the heat equation. The limit is the statement that the initial kernel is the Dirac delta distribution on the diagonal. In the closed setting this uniquely determines the heat kernel; it is symmetric, preserves constants, is nonnegative, and satisfies the semigroup property.

A heat parametrix $P(t,x,y)$ is an approximate version with the same delta initial limit and with errorregular enough at $t=0$ to correct by a convergent integral series. One may construct it by the local Gaussian ansatzwhere $\chi =1$ near the diagonal and is supported in a convex normal neighborhood, and the smooth coefficients solve the usual radial transport equations. The leading coefficient accounts for the Riemannian volume form. Taking $q$ sufficiently large makes the residual extend continuously, with any prescribed finite number of derivatives, to $t=0$. Alternatively a smooth asymptotic summation of all transport coefficients gives a residual vanishing to every order. These local construction, extension and differentiability facts are used here as subsidiary results, as permitted.

For the correction proof take a heat parametrix whose residual is smooth up to $t=0$ on a short interval $[0,T]$. We also use its uniform integral bound ${\sup }_{0<t\le T,x}{\int }_M|P(t,x,y)|d{V}_y<\infty$, its approximate-identity limit, and the following standard differentiability property: convolution with a smooth time-dependent kernel gives a smooth kernel for $t>0$, and differentiating it yields the identity below. These properties follow from the Gaussian estimates and the delta initial limit; no conclusion about the final exact heat kernel is assumed.

Define the Volterra convolution of kernels byIt is associative wherever these integrals converge. The delta term at the upper endpoint givesSeek $H=P+P\ast Q$. Then its error vanishes exactly when $Q+R+R\ast Q=0$. The solution is the Volterra parametrix correctionThe signs matter: the first correction is $-P\ast R$.

To prove convergence, let $|R|\le C$ and $V=\mathrm{vol}(M)$. The time variables in $R^{\ast k}$ range over a simplex of volume $t^{k-1}/(k-1)!$, soThe series for $Q$ therefore converges uniformly on $[0,T]\times M\times M$. Derivatives obey analogous bounds, with polynomial factors in $k$, by the quoted residual extension and differentiation properties. Thus the series can be convolved and differentiated as above. Associativity and absolute convergence give $Q+R+R\ast Q=0$, proving $({\partial }_t+{\Delta }_x)H=0$. The correction $P\ast Q$ has integral norm $O(t)$ by the integral bound on $P$ and boundedness of $Q$. It has zero initial limit, so $H$ has precisely the required delta initial data.

For uniqueness, a smooth solution $w$ with zero initial data satisfies the heat equation energy identityIts initial norm is zero, hence $w=0$. Applying uniqueness to consecutive evolutions proves the semigroup property. Choose $s_0<T$ and, for arbitrary $t>0$, compose enough kernels $H(t/r)$ that $t/r<s_0$. The resulting kernel is independent of the subdivision by uniqueness, is smooth for positive time by the quoted differentiability property, and extends the construction to every $t>0$. This proves a parametrix determines the global heat kernel in the closed setting. The heat equation maximum principle gives nonnegativity and applying uniqueness to the constant initial function gives conservation of total mass. Self-adjointness of the positive Laplace-Beltrami operator $\Delta$ gives symmetry.

Finally let $\{{\varphi }_j\}$ be a complete complex orthonormal eigenbasis of $\Delta$, with eigenvalues ${\lambda }_j\ge 0$, repeated by multiplicity. As subsidiary analytic facts we use the compact elliptic compact elliptic spectral theorem, elliptic regularity bounds making each fixed derivative of ${\varphi }_j$ grow at most polynomially in $1+{\lambda }_j$, and a polynomial eigenvalue-counting bound. The spectral expansion of the Riemannian heat kernel converges because exponential decay makes the following series converge with every derivative when $t\ge \epsilon >0$:Indeed, evolving initial data ${\varphi }_j$ gives $e^{-t{\lambda }_j}{\varphi }_j$ by direct substitution into the heat equation and uniqueness. For general $f\in L^2(M)$, completeness and the heat equation energy identity giveThe smoothly convergent kernel series represents this same operator, and equality for all smooth $f$ identifies it pointwise with the constructed heat kernel. The complex conjugate is required by the inner product; for a real eigenbasis it may be omitted. A noncompact Riemannian manifold may instead require a spectral integral, and the unqualified discrete formula should not be asserted there.

The complexification of a Lie algebra $L_0$ is $L=L_0{\otimes }_{\mathbb{R}}\mathbb{C}$, with the Lie bracket extended complex-bilinearly. Equivalently write $L=L_0\oplus i{L}_0$, whereComplex conjugation is an antilinear map and a Lie algebra automorphism whose fixed subalgebra is $L_0$.

If the solvable radical of $L_0$ is nonzero, its complexification is a nonzero solvable ideal of $L$. Conversely the solvable radical $R$ of $L$ is preserved by complex conjugation, because it is the unique largest solvable ideal. Consequentlyfor $z\in R$, both $(z+\overline{z})/2$ and $(z-\overline{z})/(2i)$ belong to $R_0$. If $R\ne 0$, $R_0\ne 0$ is a solvable ideal of $L_0$. This proves $L_0$ is semisimple if and only if $L_0{\otimes }_{\mathbb{R}}\mathbb{C}$ is semisimple. Consistently, the complex Killing form is just the complex-bilinear extension of the real one; its determinant in a real basis is unchanged by extending scalars.

Take the sl2R Lie algebra ${\mathfrak{sl}}_2(\mathbb{R})$ and the special unitary Lie algebra $\mathfrak{su}(2)$. Both complexify to ${\mathfrak{sl}}_2(\mathbb{C})$. This is immediate for the former; for the latter, the real basis $ih,e-f,i(e+f)$ consists of traceless matrices that are skew-Hermitian matrices and is also a complex basis of ${\mathfrak{sl}}_2(\mathbb{C})$.

They are not isomorphic as real Lie algebras. Their Killing forms are $B(X,Y)=4\mathrm{tr}(XY)$, but on $\mathfrak{su}(2)$ this is negative definite. On ${\mathfrak{sl}}_2(\mathbb{R})$ the basis $h,e+f,e-f$ has a diagonal Gram matrix with entries $8,8,-8$, so the signature of a quadratic form is $(2,1)$. A Lie algebra isomorphism preserves the Killing form and therefore its signature.

A real split semisimple Lie algebra has a Cartan subalgebra whose Adjoint representation of a Lie algebra is simultaneously diagonalizable over $\mathbb{R}$, so its root-space decomposition is defined over $\mathbb{R}$. The example ${\mathfrak{sl}}_2(\mathbb{R})$ is split: the diagonal Cartan subalgebra $\mathbb{R}h$ has eigenvalues $0,2,-2$ and real root spaces $\mathbb{R}e,\mathbb{R}f$. The example $\mathfrak{su}(2)$ is not split. Invariance makes every $\mathrm{ad}x$ skew-adjoint for the positive definite inner product $-B$, so its eigenvalues are purely imaginary. If it were diagonalizable over $\mathbb{R}$, all these eigenvalues would be zero and $\mathrm{ad}x=0$. The center is zero, so only $x=0$ has this property; no nonzero split Cartan subalgebra exists. Thus ${\mathfrak{sl}}_2(\mathbb{R})$ is split and $\mathfrak{su}(2)$ is not.

Use the normalization in which a Hodge metric is a Kähler metric whose Kähler form $\omega$ represents the image of an integral cohomology class in real de Rham cohomology. Equivalently, all its periods on integral two-cycles are integers. A convention using $\omega /(2\pi )$ only rescales the metric and does not change existence. An invariant metric on a complex torus is one preserved by every translation; its pullback to ${\mathbb{C}}^n$ has constant coefficients.

Let $T={\mathbb{C}}^n/\Lambda$ carry a Hodge metric. Average its Kähler form over translations using normalized Haar measure:This averaging Kähler forms over a complex torus preserves reality, type $(1,1)$, closedness and positivity. Indeed, for any nonzero tangent vector, the quantity being averaged in $\omega (v,Jv)$ is strictly positive. Every translation is homotopic to the identity, since a path from $0$ to $a$ supplies such a homotopy. Thus $[{\omega }_0]=[\omega ]$, as is seen either on de Rham cohomology or by integrating over two-cycles. The average is translation invariant by invariance of Haar measure and determines a Kähler metric $g_0(v,w)={\omega }_0(v,Jw)$. Its class is still integral. The reverse implication is immediate. Therefore a Hodge metric exists exactly when an invariant one does.

Here is the Riemann bilinear criterion for a period matrix, with the signs kept explicit. For the period matrix of a complex torus, use real coordinates $t_1,\dots ,t_{2n}$ along the lattice basis, so $z=\Omega t$. An invariant real two-form isIts period on the coordinate two-torus $(i,j)$ is $Q_{ij}$; these tori generate integral second homology. Thus integrality of the class is exactly $Q\in M_{2n}(\mathbb{Z})$. Positivity of a Kähler form makes $Q$ nonsingular. Because the lattice basis is a real basis of ${\mathbb{C}}^n$, the complex matrixis invertible: its rows recover the real and imaginary parts of the coordinates. In the coordinates $(z,\bar{z})$, the matrix of the two-form is $T_0^{-t}Q{T}_0^{-1}$, whose inverse is $T_0{Q}^{-1}{T}_0^t$.

The differential form of type (p, q) condition $(1,1)$ says that the two diagonal blocks of the form matrix vanish. Since the form is nonsingular, this is equivalent to the diagonal blocks of its inverse vanishing. Because $Q$ is real, these inverse blocks vanish exactly whenSet $H=-i\Omega Q^{-1}{\bar{\Omega }}^t$. Skew-symmetry and reality of $Q$ give $H^{\ast }=H$, and the full inverse matrix isInverting these blocks identifies the two-form explicitly:For a vector with complex coordinate column $v$, evaluation yields $\omega (v,Jv)=2v^{\ast }{H}^{-1}v$. Hence this two-form is positive exactly when $H$ is a Hermitian positive-definite matrix. This proves both directions: an invariant Hodge metric gives such an integral $Q$, and any such $Q$ produces a constant positive real closed $(1,1)$-form of integral periods. In particular,As a sign check, for $\Omega =(I,iI)$ and $Q=\left(\begin{array}{cc}0& I\\ -I& 0\end{array}\right)$ the last matrix is $2I$, and the associated form is $(i/2)\sum d{z}_a\wedge d{\bar{z}}_a$.

For the specified two-dimensional complex torus, putThe real and imaginary period vectors are independent because $\det A=3$, so they do form a full lattice. Suppose a polarization matrix $Q$ existed. Its inverse $R=Q^{-1}$ is a rational skew-symmetric matrix, and hence has the block expressionThe first condition of the Riemann bilinear criterion for a period matrix becomesSeparating real and imaginary parts gives $a=3c$ andThe matrices on both sides have rational entries except for the factor $\sqrt{2}$. Irrationality of $\sqrt{2}$ therefore implies $B=B^t$ and $BJ+JB=0$. For a symmetric two-by-two matrix the latter expression is $(\mathrm{Tr}B)J$, so $\mathrm{Tr}B=0$. The candidate Hermitian matrix is nowSince $A=I+sJ$, $B$ is symmetric and traceless, and $J$ is skew-symmetric, $\mathrm{Tr}(AB+B{A}^t)=2\mathrm{Tr}B=0$ and $\mathrm{Tr}J=0$. Thus $\mathrm{Tr}H=0$. A Hermitian positive-definite matrix has strictly positive eigenvalues, hence strictly positive trace. This contradiction proves

With the same squared-error normalization as in Question 2, the ridge estimator solvesThe unpenalized intercept in ridge regression is $\hat{a}=\overline{Y}$ because the columns of $X$ are centered. Differentiating the remaining quadratic objective gives $(X^{T}X+n\lambda I_p){\hat{\beta }}_{\lambda }^R=X^T{Y}_c$. Since $\lambda >0$, the left matrix is positive definite even when $X$ is rank-deficient. Thus the closed-form ridge regression estimator isThe second equality again uses centering. If the penalty convention is $\lambda \Vert b{\Vert }_2^2/2$ with an unnormalized squared-error term $\Vert Y_c-Xb{\Vert }_2^2/2$, replace $n\lambda$ by $\lambda$ throughout; the limiting assertion is unchanged.

For the full-column-rank case, take a singular value decomposition $X=UD{V}^T$ with positive singular values $d_1,\dots ,d_p$. The ordinary least squares estimator, which is the slope maximum-likelihood estimator in this normal linear model, and the ridge regression estimator are respectivelyConsequently principal-component shrinkage by ridge regression multiplies the least-squares coordinate in direction $v_j$ by $d_j^2/(d_j^2+n\lambda )$. Ridge shrinks most strongly in directions with the smallest singular values. These are combinations of predictors that the data distinguish least well.

Near multicollinearity creates small singular values, and the factor $1/d_j$ in ordinary least squares greatly amplifies noise in those directions. Its coefficient variance there is ${\sigma }^2/d_j^2$, while the ridge variance iswhich is smaller. The price is bias: the expectation of the ridge coordinate is $d_j^2/(d_j^2+n\lambda )$ times the corresponding true coefficient. This bias-variance tradeoff can substantially reduce estimation and prediction error when the poorly identified directions do not contain an excessively large signal. It is not a guarantee of improvement for every coefficient vector. Adding $n\lambda$ to every eigenvalue also improves the condition number of the normal matrix and makes numerical inversion more stable.

To handle every rank and every relation between $n$ and $p$, put $G=X^{T}X$ and use its spectral theorem for real symmetric matrices. Choose an orthonormal eigenbasis $v_1,\dots ,v_p$ with eigenvalues ${\gamma }_j\ge 0$, and put $z=X^{T}Y$. ThenIf ${\gamma }_j=0$, then $\Vert X{v}_j{\Vert }_2^2=v_j^{T}G{v}_j=0$, so $X{v}_j=0$ and $v_j^{T}z=(X{v}_j{)}^{T}Y=0$. Thus these terms are exactly zero for every positive $\lambda$; there is no divergent component in the null space. Each remaining term converges to $(v_j^{T}z/{\gamma }_j)v_j$. By the definition of the Moore-Penrose pseudoinverse,and thereforeThis proves the vanishing-penalty ridge limit without an invertibility assumption. The limit is the minimum-norm least-squares solution: every other least-squares solution differs by a vector in $\ker X$, orthogonal to the displayed solution, and therefore has at least as large a Euclidean norm.

Write $n=bk$, let $I_n$ be the identity matrix, let $J_m$ be the $m$-by-$m$ all-ones matrix, and put $B=\mathrm{diag}(J_k,\dots ,J_k)$, with one diagonal block per experimental block. The variance-covariance matrix isIts orthogonal decomposition is obtained by first subtracting each block's sample mean, then subtracting the grand sample mean from the block means. More explicitly, writing $x_{jt}$ for coordinate $t$ in block $j$, the three invariant subspaces areThey are pairwise orthogonal, with dimensions $b(k-1)$, $b-1$ and $1$, and their direct sum is ${\mathbb{R}}^n$. On $W$, both $B$ and $J_n$ vanish. On $U$, $B=kI$ and $J_n=0$. On $G$, $B=kI$ and $J_n=nI$. Thus the eigenvalues and corresponding invariant subspaces areIf some eigenvalues coincide, their eigenspace is the direct sum of the listed subspaces with that value. Zero-dimensional rows are omitted when $b=1$ or $k=1$. For an admissible covariance matrix the eigenvalues on nonzero subspaces must be nonnegative; these conditions are also sufficient for positive semidefiniteness. The expectation parameters do not affect this calculation.

Work in ${\mathbb{C}}^N$, the domain of the matrix $A$; the printed ${\mathbb{C}}^n$ in the introduction is a dimension typo. For a fixed nonempty support of a vector $S$, write $u$ for the coordinates of $x$ in $S$. ThenThe Gram matrix $A_S^{\ast }{A}_S$ is a Hermitian matrix, so its difference from the identity matrix is also a Hermitian matrix. By the finite-dimensional spectral theorem, its matrix 2-norm is the largest absolute eigenvalue, equivalentlyIndeed, an expansion in an orthonormal eigenbasis bounds every Rayleigh quotient by the largest absolute eigenvalue, and an appropriate eigenvector attains that bound. The restricted isometry constant must bound this quantity for every $S$ of size at most $s$, and the maximum of these quantities suffices for all sparse vectors of order $s$. There are finitely many sets, so the maximum exists. The empty set contributes zero. Therefore

Use the natural empty-sum convention ${\mu }_1(0)=0$ for cumulative coherence. This is needed for the printed case $s=1$. For $x=0$ the conclusion is immediate. Otherwise let $S$ be its support of a vector, with $k=|S|\le s$. The Gram matrix $G=A_S^{\ast }{A}_S$ has diagonal entries one because the columns have unit Euclidean norm. Each off-diagonal row sum is bounded byThe last inequality uses monotonicity of cumulative coherence: enlarging an index set only adds nonnegative summands. There are enough indices to enlarge it because $s\le N$.

The Gershgorin circle theorem places every eigenvalue of $G$ within distance ${\mu }_1(s-1)$ of one. Since $G$ is a Hermitian matrix, its eigenvalues are real, and the finite-dimensional spectral theorem givesThis is the cumulative coherence bound for restricted isometry. The lower bound remains valid when ${\mu }_1(s-1)>1$, although it is then nonpositive. No assumption that the matrix is already a near isometry is required. The distortion is bounded by ${\mu }_1(s-1)$ on every order-$s$ sparse vector.