Matrix 2-norm of a normal matrix Created 2026-09-29 Updated 2026-10-05
For every finite-dimensional normal matrix , the matrix 2-norm equals the spectral radius:This follows by unitary diagonalization of a normal matrix and unitary invariance of the matrix 2-norm.
Past exam of the mathematics course of the University of Cambridge 2001 ib Paper 3 9B Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2015 ia Paper 1 8A a v Solution Created 2026-09-24 Updated 2026-10-06
Start with the assumed basis of eigenvectors, grouping them by eigenvalue. In each eigenspace, apply the Gram-Schmidt process, which replaces a linearly independent list by an orthonormal list with the same span. Every new vector stays within that eigenspace, since an eigenspace is a vector subspace.
By part (iv), different eigenspaces are orthogonal. The combined lists therefore form an orthonormal basis of the entire space, still consisting of eigenvectors. Let have these vectors as columns. Then is a unitary matrix, soThis gives the required unitary diagonalization of a normal matrix, including repeated eigenvalues.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 341 6 Solution Created 2026-10-03 Updated 2026-10-06
A Runge-Kutta method advances through stagesThe Butcher tableau records , normally with . Linear absolute stability tests the amplification of a linear decay mode; nonlinear B-stability compares distances between two solutions of a dissipative vector field. Both describe propagation of perturbations, but they impose different conditions.
For the Dahlquist test equation, elimination of stages givesThe linear stability domain consists of for which the step is defined and . Poles or singular stage systems must be excluded, even if an output formula has a formal cancellation. For a scalar test equation, the proof is : the powers are bounded exactly when . For , the update is . If is a normal matrix, unitary diagonalization of a normal matrix makes the operator norm equal to the largest scalar amplification modulus. For a diagonalizable matrix, powers are bounded by the condition number of the eigenvector matrix times the maximal scalar power. These constants must remain uniform for mesh-dependent systems. A defective unit-modulus eigenvalue can instead produce a growing Jordan block; the scalar spectral test alone does not control a general matrix.
An A-stable method accepts the entire closed left half-plane. The Explicit Euler method has and a disk of stability , so it is not A-stable. No nonconstant polynomial stability function can be A-stable, since it is unbounded on the negative real axis; this excludes all consistent explicit Runge-Kutta methods. The Backward Euler method has , and when , proving A-stability. It is also L-stable, because for large left-half-plane .
The implicit midpoint rule and the trapezoidal rule have the same scalar stability function,The identity proves A-stability. On the imaginary axis their amplification has unit modulus, and along the negative real axis it tends to . Thus neither is L-stable; very stiff decay can persist as alternating numerical values. In contrast, the two-stage Radau IIA method has , with the explicit nonnegative modulus-gap proof in question 1, and is L-stable. This illustrates why L-stability matters beyond A-stability for a stiff differential equation.
For nonlinear problems, assume a real or complex Euclidean inner product and the dissipativity hypothesisfor all relevant states at each common time. Exact solutions satisfyA B-stable Runge-Kutta method reproduces this nonexpansion of distances whenever its stages exist. Put , , and . Then . Expansion of the output squared norm, followed by substituting in its linear terms, proves the Runge-Kutta contractivity identityIf and is a positive semidefinite matrix, the first sum is nonpositive by dissipativity, and the second is nonnegative: expand each coordinate of the stage vectors to express it as a sum of nonnegative quadratic forms. These are exactly the conditions for algebraic stability of a Runge-Kutta method. Hence algebraic stability implies B-stability. Applying B-stability to the linear dissipative problem , or its two-dimensional real form, also proves A-stability whenever stages are well defined.
The Backward Euler method has , hence ; the implicit midpoint rule has , , hence . Both are algebraically stable and B-stable. For the two-stage Radau IIA method,a positive semidefinite matrix, while both weights are positive. It therefore combines third-order accuracy, B-stability, and L-stability. The distinction between stability and solvability is essential: for Lipschitz continuous , the stage map is a contraction when , so the contraction mapping theorem proves small-step unique solvability. The preceding algebraic stability proof is an estimate for existing stages; it is not a theorem asserting stage existence for arbitrary step sizes and domains.
Linear A-stability is insufficient for nonlinear B-stability. The trapezoidal rule fails B-stability, even though its scalar stability function is identical to that of the B-stable implicit midpoint rule. Its Runge-Kutta method coefficients areFailure of this sufficient algebraic stability test alone would not prove failure of B-stability. An actual counterexample does: take and . Dissipativity follows fromThe unique step map obeys , because the left-hand side is strictly increasing and onto. At , , and implicit differentiation givesNearby initial states expand in distance. This proves a true nonlinear failure rather than merely failure of a coefficient criterion.
Finally, stability of a numerical method on finite intervals connects these contractivity properties to accuracy. If a one-step map is nonexpansive and its exact one-step defect has norm at most , then the error satisfies , hence for . A Lipschitz step bound gives the same order using the discrete Gronwall inequality. For a stiff differential equation, the value of B-stability is that the propagation estimate need not grow with a large negative dissipative rate. The accuracy constant still needs appropriate smoothness and uniform derivative bounds; stability alone does not establish a mesh-uniform error order.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 307 1 Solution Created 2026-10-03 Updated 2026-10-05
Work in four-dimensional Minkowski spacetime, with in a unitary representation. The usual Super-Poincaré algebra has the Poincare algebra and possible internal Lorentz scalars as its even generators, and only the stated Weyl spinors as its odd generators. This closure assumption is essential: Lorentz covariance alone would also permit additional tensor-valued generators. It is the setting selected by the Haag–Łopuszański–Sohnius theorem for ordinary interacting relativistic theories.
The Spinor representation of the Lorentz group givesHere denotes the Lorentz algebra matrices in the convention of the paper. Moving to the left changes the sign; definitions using Hermitian Lorentz algebra generators may also put an explicit into these matrices. The conjugate relation acts on the dotted Weyl spinor indices.
The tensor product of group representationsis a Lorentz four-vector. The only such even generator is , so the mixed anticommutator must beApplying Hermitian conjugation makes a Hermitian matrix. Positivity of for every linear combination of supercharges makes a positive semidefinite matrix on a positive-energy physical superalgebra representation. Remove any null supercharges, which act trivially, and use a unitary diagonalization of a normal matrix followed by rescaling to obtain . Thus counts the independent nontrivial supercharges.
For equal chirality, the tensor product of group representations isConsequently the tentative equal-chirality anticommutator can contain and a symmetric spinor tensor , where is the intertwining operator for Lorentz covariance onto . Symmetry of the anticommutator under forces and . At this stage is an internal Lorentz scalar, hence commutes with ; its full centrality will follow below.
To determine the commutator with translations, Lorentz covariance and the absence of additional odd generators leave onlyand the relation obtained by Hermitian conjugation. The graded Jacobi identity for , using , giveswhere means entrywise complex conjugation. This equation alone would not imply . Contract the graded Jacobi identitywith . The term drops out because its spinor tensor is symmetric, and makes the remaining left side vanish. Substitution of the mixed anticommutator makes the right side a nonzero numerical multiple of . Thus . It follows that and , whence . Applying Hermitian conjugation proves the same assertion for :Returning to the uncontracted graded Jacobi identity now gives . Since the Lorentz algebra generators do not commute with translations, the tentative term must have . HenceIn particular for . The dotted-dotted anticommutator follows by Hermitian conjugation applied to the second relation.
The graded Jacobi identity for , together with , gives . As a Lorentz scalar, commutes with , and it already commutes with . Closure and Lorentz covariance make for some coefficients. Apply the graded Jacobi identity once more:Thus . Since every and is itself an anticommutator of supercharges, the 's also commute with each other and their conjugates. Therefore are central charges in supersymmetry of the displayed algebra. Additional R-symmetry automorphisms are not among the generators specified here.
For boson-fermion degeneracy in a supermultiplet, fix a physical four-momentum with , and take the finite internal space of states at that four-momentum. Let be fermion parity. It anticommutes with each supercharge and its adjoint. For any fixed , summing the diagonal spinor indices givesbecause and the Pauli matrices are traceless. Cyclicity of the operator trace and implyThe supertrace of the preceding summed anticommutator therefore vanishes:This counts physical boson and fermion degrees of freedom, including polarizations. The phrase “any representation” needs a qualification: a one-dimensional even supersymmetric vacuum with has one boson and no fermion. Thus the equality applies to positive-energy physical supermultiplets with finite state counts at fixed four-momentum, not to arbitrary abstract superalgebra representations or unregulated infinite-dimensional operator traces.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 331 4 a iii Solution Created 2026-10-03 Updated 2026-10-05
A normal matrix admits unitary diagonalization of a normal matrix: with orthonormal eigenvectors. ThusFor , the largest weight belongs to an eigenvalue with maximal real part. The weighted average is bounded by that weight and attains it on the corresponding eigenspace. Therefore the optimal energy amplification of a linear system isIf the largest real part is repeated, any nonzero combination within that maximal eigenspace is optimal. For negative times the ordering reverses; the displayed formula concerns forward evolution.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 341 4 b Solution Created 2026-10-03 Updated 2026-10-05
Arrange the interior values into a vector . Represent the five-point Dirichlet Laplacian as a Kronecker sum , where is the tridiagonal matrix with diagonal and adjacent entries one. This Kronecker sum is real symmetric; the real sampled potential has a real diagonal matrix . ThusThe generator is a skew-Hermitian matrix. ConsequentlyThe matrix exponential is a unitary matrix, either by differentiating its product with its adjoint or by unitary diagonalization of a normal matrix. For the two-dimensional discrete L2 norm , this givesApplying the same equation to a difference proves stability of a numerical method with a mesh-independent constant one. This is norm conservation of a semidiscrete Schrödinger equation. It concerns continuous time after spatial discretization; an arbitrary subsequent time integrator need not preserve this stability.
The printed coordinates do not discretize the stated square. For with interior points in each direction, use , , , and sample there. The printed and unshifted coordinates instead describe a grid on . The matrix proof is valid for either geometry with its corresponding boundary values, so this transcription-independent statement flaw does not alter the stability conclusion.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 341 7 Solution Created 2026-10-03 Updated 2026-10-05
An -stage Runge-Kutta method for is defined byThe Butcher tableau records , and ; internal consistency usually sets , and first-order consistency requires . A strictly lower triangular gives an explicit method, while other stage dependencies generally require an implicit Runge-Kutta method. The stage solvability of an implicit Runge-Kutta method must be checked separately: if is globally Lipschitz continuous in with constant , the stage fixed-point map is a contraction in the maximum stage norm whenever . This is a sufficient small-step condition, not a restriction intrinsic to the definitions of A-stability or B-stability.
Linear stability begins with the Dahlquist test equation . Solving the stages givesThe linear stability domain consists of test values for which the stage system is well defined and . A-stability means this includes the closed left half-plane. For , this gives stability with no scalar decay-mode step restriction. For a normal matrix in , unitary diagonalization of a normal matrix reduces the norm estimate to these scalar factors. For a non-normal matrix, eigenvalues alone do not establish a uniform norm bound: eigenvector conditioning and transient amplification matter. Mesh-uniform estimates for discretized PDEs must control operator powers, not only their spectra.
Every consistent explicit Runge-Kutta method has a nonconstant polynomial stability function and therefore cannot be A-stable, since that polynomial is unbounded on the negative real axis. For example, Forward Euler method has , stability disk , and restriction for . For a pure imaginary mode , , so it is unstable for every positive step. The classical fourth-order Runge-Kutta method instead hasIt is stable on the imaginary axis exactly for , an illustrative conditional stability range for oscillatory evolution.
Backward Euler method has and is A-stable. L-stability adds as in the left half-plane; backward Euler satisfies this and strongly damps unresolved rapidly decaying modes in a stiff differential equation. The implicit midpoint rule and the trapezoidal rule both have , so they are A-stable but not L-stable. They preserve the modulus of a pure imaginary test mode, but their stiff-decay limit is , leaving oscillatory numerical remnants. The three-stage Lobatto IIIA method has the fourth-order rational function found in Question 2 and likewise lacks L-stability. Thus high order and A-stability do not themselves imply efficient stiff damping.
Nonlinear stability measures differences between solutions of the same equation. A one-sided Lipschitz condition isDifferentiating the squared difference and applying the Gronwall inequality gives . A dissipative vector field has and is contractive. A B-stable method preserves this property for every positive step size for which the stages are well defined:This includes time-dependent vector fields when dissipativity holds at each common time argument. Applying it to scalar linear dissipative fields shows that B-stability implies A-stability when the linear stages are well defined; the converse fails.
The standard sufficient theorem is algebraic stability implies B-stability, subject to stage solvability. Define and . Algebraic stability of a Runge-Kutta method means and is a positive semidefinite matrix. To prove the theorem, set , and . Expanding the output difference and using yields the Runge-Kutta contractivity identityDissipativity makes the first sum nonpositive, while positive semidefiniteness makes the last quadratic form nonnegative. The latter follows by factoring and writing it as a sum of squared norms of linear combinations of the . This proves the claimed contraction. It is a sufficient theorem; absence of algebraic stability is not, by itself, a proof of failure of B-stability for every representation.
Several examples make the distinctions concrete. For backward Euler, , , so : it is both L-stable and B-stable. For implicit midpoint, , , so : it is B-stable and preserves squared norms for a skew-Hermitian linear equation, but lacks stiff damping. For the two-stage Gauss--Legendre Runge-Kutta method,the matrix vanishes as well. The collocation theorem gives order four, and its stability function is exactly the same as the three-stage Lobatto IIIA function. Yet the Gauss method is algebraically stable, whereas that Lobatto method is not. Identical scalar linear stability functions need not imply identical nonlinear stability properties.
An example combining stiff damping and nonlinear contraction is the two-stage Radau IIA method, withIts positive weights and positive semidefinite prove B-stability; its rational function has denominator roots and, for , satisfiesThus it is A-stable; the limit then proves L-stability. The standard Radau IIA collocation theorem gives order , here three. These properties explain its usefulness for stiff nonlinear equations.
Finally, A-stability alone does not imply B-stability. The trapezoidal rule fails B-stability even for the scalar dissipative equation . With , its step map is uniquely defined byAt , . Implicit differentiation givesThus nearby starting values are separated by approximately twice their original distance after one step, although the exact flow is contractive. This example and the contractivity theorem show why scalar linear analysis, stiff damping and genuinely nonlinear norm estimates answer different stability questions.
Past exam of the mathematics course of the University of Cambridge 2020 ia Paper 1 6A Solution Created 2026-09-24 Updated 2026-09-29
If with , thenso every eigenvalue is real. If and , thenDistinct eigenvalues therefore have orthogonal eigenvectors.
The normalized eigenvectors form an orthonormal basis, so the matrix satisfies and is unitary. Withthe equations say , hence . This is the finite-dimensional unitary diagonalization of a normal matrix.
A unitary conjugate of an arbitrary diagonal matrix need not be Hermitian: and give . It is Hermitian exactly when all diagonal entries of are real.
For the displayed matrix, one valid decomposition isThe columns are orthonormal eigenvectors, so direct multiplication gives .
Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 3 40E a Solution Created 2026-09-24 Updated 2026-09-29
A complex square matrix is a normal matrix if it commutes with its conjugate transpose:By unitary diagonalization of a normal matrix, there are a unitary matrix and a diagonal matrix such thatThe matrix 2-norm is invariant under multiplication by unitary matrices, soFor a diagonal matrix,with equality on a coordinate vector belonging to an eigenvalue of greatest modulus. Hencethe matrix 2-norm of a normal matrix.
Past exam of the mathematics course of the University of Cambridge 2023 ii Paper 4 40C c Solution Created 2026-09-24 Updated 2026-09-25
If is a real symmetric matrix, the finite-dimensional spectral theorem lets us choose the normalized left eigenvector and right eigenvector to be the same vector. Thus
More generally, the unitary diagonalization of a normal matrix shows that a real normal matrix also has coincident normalized left and right eigenspaces for each real eigenvalue. Since the question assumes , one can again choose , and every such simple eigenvalue has
Past exam of the mathematics course of the University of Cambridge 2024 ia Paper 1 8B c Solution Created 2026-09-24 Updated 2026-09-25
First note that if is normal, thenfor every . Hence an eigenvector with also satisfiesNormalize and extend it to an orthonormal basis. Let have these basis vectors as columns. The first column of is . For every ,so the first row also has no off-diagonal entries. ThereforeComparing the two block products in the normality identity shows that , so is normal.
The result is trivial in dimension one. Applying the induction hypothesis to and adjoining the eigenvector gives an orthonormal eigenbasis for . This proves the unitary diagonalization of a normal matrix.