What is the relation between a matrix as a linear function versus the same matrix as a bilinear function?

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Given an $n \times n$ matrix $A$, we can define a linear transformation $T: \mathbb{R}^n \rightarrow \mathbb{R}^n$ by $T(x)=Ax$.

We could also define a bilnear function $T: \mathbb{R}^n \times \mathbb{R}^n \rightarrow \mathbb{R}$ by $T(x,y) = y^TAx$.

Is there a relation between these two uses of the matrix?

Also, we could do the same thing with an $n \times m$ matrix and get a linear function $\mathbb{R}^m \rightarrow \mathbb{R}^n$ and a bilinear function $\mathbb{R}^m \times \mathbb{R}^n \rightarrow \mathbb{R}$. Is the relationship between using $A$ to define a linear function versus a bilinear function the same in this case?

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Redefining symbols to avoid ambiguity: $T: \mathbb{R}^n \to \mathbb{R}^n$ is the linear map defined as $T(x) = Ax$ and $S: \mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}$ is the bilinear map defined as $S(x, y) = y^T A x$.


Constructing bilinear functions from linear functions using inner product

One way to understand $S$ is as composition of $T$ with the standard inner product $\phi: \mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}$ defined as $\phi(x, y) = y^T x$, namely

$$ S(x, y) = \phi(T(x), y). $$

This view allows us to notice some properties of $S$ based on properties of $T$ and known properties of $\phi$. For example, since $\phi$ is known to be non-degenerate, $S$ is non-degenerate if and only if $T$ is an isomorphism.

The construction is readily generalized to the $n \times m$ case by composing $T: \mathbb{R}^m \to \mathbb{R}^n$ with $\phi$.


Change of basis

For a fixed matrix $A \in \mathbb{R}^{n \times n}$ the construction above yields two functions: a linear function $T_A: \mathbb{R}^n \to \mathbb{R}^n$ and a bilinear function $S_A: \mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}$. The construction takes place in a fixed basis, but the resulting functions $S$ and $T$ are independent of basis, so it is natural to ask how their matrix representation changes under basis transformations.

It easy to see that the matrix representing a linear function transforms differently than the matrix representing a bilinear function. Let $B$ denote an invertible matrix describing a change of basis. Then

$$ T_A = T_{A'} $$

whenever $A' = B^{-1}AB$, i.e. the matrices representing a fixed linear map are similar. On the other hand,

$$ S_A = S_{A^{''}} $$

whenever $A^{''} = B^TAB$, i.e. the matrices representing a fixed bilinear map are congruent.

This shows that care must be taken when using matrix representations of linear and bilinear functions. Even when a linear function $T$ and a bilinear function $S$ are represented by the same matrix in one basis, it does not imply that they are represented by the same matrix in another basis (unless the basis transformation is orthogonal).

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Any bilinear form $b\colon \mathbb R^n\times\mathbb R^n\to\mathbb R$ naturally corresponds to a linear map $\Phi_b\colon \mathbb R^n\to(\mathbb R^n)^*$, where $(\mathbb R^n)^*=\operatorname{Hom}(\mathbb R^n,\mathbb R)$ is the dual space. This correspondence is given by \begin{align} b \quad\longmapsto\quad \Phi_b\colon\mathbb R^n&\to(\mathbb R^n)^*,\\ x &\mapsto b(x,-). \end{align} Here $b(x,-)$ denotes the linear map $\mathbb R^n\to\mathbb R$ sending $y$ to $b(x,y)$.

Considering the elements of $\mathbb R^n$ as column vectors, we can consider the elements of $(\mathbb R^n)^*$ as row vectors: for $\rho\in(\mathbb R^n)^*$ and $x=(x_1,\dots,x_n)^T$ we have \begin{align*} \rho(x) &= \rho(x_1 e_1+\cdots+x_n e_n) = x_1 \rho(e_1) +\cdots + x_n \rho(e_n) \\&= \begin{pmatrix} \rho(e_1) & \rho(e_2) & \dots & \rho(e_n)\end{pmatrix} \begin{pmatrix} x_1 \\ x_2 \\ \vdots \\ x_n\end{pmatrix}. \end{align*} Using this identification, there is an isomorphism ${}^T\colon(\mathbb R^n)^*\to\mathbb R^n$ given by $y\mapsto y^T$.

Now starting with $b(x,y) = y^TAx$ this yields $\Phi_b(x)=(y\mapsto y^TAx)$ which we identified with the row vector $\Phi_b(x)=(Ax)^T$. Using the above isomorphism we then obtain a linear map $\mathbb R^n\to\mathbb R^n$: \begin{align} \mathbb R^n &\xrightarrow{\Phi_b}\ (\mathbb R^n)^*\ \xrightarrow{T} \mathbb R^n,\\ x &\longmapsto (Ax)^T \mapsto Ax. \end{align}

This is how starting with the bilinear map defined by $A$ we obtain the linear map defined by $A$. You can of course go in the other way as well.


More abstractly you can think of this in terms of the tensor-hom adjunction together with the (basis dependent!) isomorphism $(\mathbb R^n)^*\cong(\mathbb R^n)$: \begin{align} \{\text{bilinear maps $\mathbb R^n\times\mathbb R^n\to\mathbb R$}\} &\leftrightarrow \operatorname{Hom}(\mathbb R^n\otimes\mathbb R^n,\mathbb R) \\&\cong \operatorname{Hom}(\mathbb R^n,\operatorname{Hom}(\mathbb R^n\to\mathbb R)) \\&= \operatorname{Hom}(\mathbb R^n,(\mathbb R^n)^*) \\&\cong \operatorname{Hom}(\mathbb R^n,\mathbb R^n). \end{align}

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Given $$ {\bf y}_{\,1} = \left( {\matrix{ {y_{1,1} } \cr \vdots \cr {y_{h,1} } \cr } } \right) = {\bf A}\,{\bf x}_{\,1} $$ then $$ {\bf Y} = \left( {\matrix{ {y_{1,1} } & \cdots & {y_{1,h} } \cr \vdots & \ddots & \vdots \cr {y_{h,1} } & \cdots & {y_{h,h} } \cr } } \right) = {\bf A}\,{\bf X} $$

Therefore $$ {\bf Y}^{\,T} {\bf Y} = {\bf Y}^{\,T} {\bf A}\,{\bf X} = {\bf X}^{\,T} {\bf A}^{\,T} {\bf A}\,{\bf X} = \left( {\matrix{ {{\bf y}_{\,1} \cdot {\bf y}_{\,1} } & \cdots & {{\bf y}_{\,1} \cdot {\bf y}_{\,h} } \cr \vdots & \ddots & \vdots \cr {{\bf y}_{\,h} \cdot {\bf y}_{\,1} } & \cdots & {{\bf y}_{\,h} \cdot {\bf y}_{\,h} } \cr } } \right) $$