Linear matrix equations

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Let

A=(1234). A = \begin{pmatrix} 1 & 2 \\ 3 & 4 \end{pmatrix}.

Show that every real matrix BB such that AB=BAAB = BA has the form sI+tAsI+tA, where s,t∈Rs, t \in \mathbb {R}.

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Let AA be a 2×22 \times 2 matrix over C\mathbb {C} which is not a scalar multiple of the identity matrix II. Show that any 2×22 \times 2 matrix XX over C\mathbb {C} commuting with AA has the form X=αI+βAX = \alpha I+\beta A, where α,β∈C\alpha , \beta \in \mathbb {C}.

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(1)

Determine the commutant of the n×nn \times n Jordan matrix

A=(λ10⋯000λ1⋯0000λ⋯00⋮⋮⋮⋱⋮⋮000⋯λ1000⋯0λ) A = \begin{pmatrix} \lambda & 1 & 0 & \cdots & 0 & 0 \\ 0 & \lambda & 1 & \cdots & 0 & 0 \\ 0 & 0 & \lambda & \cdots & 0 & 0 \\ \vdots & \vdots & \vdots & \ddots & \vdots & \vdots \\ 0 & 0 & 0 & \cdots & \lambda & 1 \\ 0 & 0 & 0 & \cdots & 0 & \lambda \end{pmatrix}

In particular, determine the dimension of the commutant as a complex vector space.

(2)

What is the dimension of the commutant of the 2n×2n2n \times 2n matrix

J⊕J=(J00J)? J \oplus J = \begin{pmatrix} J & 0 \\ 0 & J \end{pmatrix}?

Let A1,…,Ak\mathbf{A}_{1}, \ldots , \mathbf{A}_{k}, and B\mathbf{B} represent m×nm \times n matrices, and let b=vec⁡B\mathbf{b} = \operatorname {vec} \mathbf{B}.

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(a)

Show that the matrix equation ∑i=1kxiAi=B\sum_{i=1}^{k} x_{i}\mathbf{A}_{i} = \mathbf{B} (in unknowns x1,…,xkx_{1}, \ldots , x_{k}) is equivalent to a linear system of the form Ax=b\mathbf{A}\mathbf{x} = \mathbf{b}, where x=(x1,…,xk)′\mathbf{x} = (x_{1}, \ldots , x_{k})' is a vector of unknowns.

(b)

Show that if A1,…,Ak\mathbf{A}_{1}, \ldots , \mathbf{A}_{k}, and B\mathbf{B} are symmetric, then the matrix equation ∑i=1kxiAi=B\sum_{i=1}^{k} x_{i}\mathbf{A}_{i} = \mathbf{B} (in unknowns x1,…,xkx_{1}, \ldots , x_{k}) is equivalent to a linear system of the form A∗x=b∗\mathbf{A}^{*}\mathbf{x} = \mathbf{b}^{*}, where b∗=vech⁡B\mathbf{b}^{*} = \operatorname {vech} \mathbf{B} and x=(x1,…,xk)′\mathbf{x} = (x_{1}, \ldots , x_{k})' is a vector of unknowns.

Show that a 3-by-3 matrix MM commutes with

[001000000] if and only if M=[axy0zw00a] \left[\begin{smallmatrix} 0 & 0 & 1 \\ 0 & 0 & 0 \\ 0 & 0 & 0 \end{smallmatrix}\right] \text{ if and only if } \quad M =\left[\begin{smallmatrix} a & x & y \\ 0 & z & w \\ 0 & 0 & a \end{smallmatrix}\right]

Deduce from this that centralizers (see Section 11.21) need not be commutative.

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Let the matrices A,CA, C be nonsingular. Solve the matrix equation:

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(1)

AX=OAX = O

(2)

AX=BAX = B

(3)

XA=BXA = B

(4)

AXC=BAXC = B

(5)

A(X+C)=BA(X + C) = B.

Find the matrix XX from the equation:

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(1)

[2513]X=[2111]\left[\begin{smallmatrix} 2 & 5 \\ 1 & 3\end{smallmatrix}\right] X =\left[\begin{smallmatrix} 2 & 1 \\ 1 & 1\end{smallmatrix}\right]

(2)

X[2513]=[2111]X\left[\begin{smallmatrix} 2 & 5 \\ 1 & 3\end{smallmatrix}\right] =\left[\begin{smallmatrix} 2 & 1 \\ 1 & 1\end{smallmatrix}\right]

(3)

[2111]X=[1017]\left[\begin{smallmatrix} 2 & 1 \\ 1 & 1\end{smallmatrix}\right] X =\left[\begin{smallmatrix} 10 \\ 17\end{smallmatrix}\right]

(4)

[12025−20−25]X=[100011010]\left[\begin{smallmatrix} 1 & 2 & 0 \\ 2 & 5 & - 2 \\ 0 & - 2 & 5\end{smallmatrix}\right] X =\left[\begin{smallmatrix} 1 & 0 & 0 \\ 0 & 1 & 1 \\ 0 & 1 & 0\end{smallmatrix}\right]

(5)

X[22−12−12−122]=[55258−1]X\left[\begin{smallmatrix} 2 & 2 & - 1 \\ 2 & - 1 & 2 \\ - 1 & 2 & 2\end{smallmatrix}\right] =\left[\begin{smallmatrix} 5 & 5 & 2 \\ 5 & 8 & - 1\end{smallmatrix}\right]

(6)

X[1111]=[1−11−1]X\left[\begin{smallmatrix} 1 & 1 \\ 1 & 1\end{smallmatrix}\right] =\left[\begin{smallmatrix} 1 & - 1 \\ 1 & - 1\end{smallmatrix}\right]

(7)

[1101]X=X[1101]\left[\begin{smallmatrix} 1 & 1 \\ 0 & 1\end{smallmatrix}\right] X = X\left[\begin{smallmatrix} 1 & 1 \\ 0 & 1\end{smallmatrix}\right]

(8)

A12X=A5\mathbf{A}_{12} X = \mathbf{A}_{5}. A12=[1111],A5=[1−11−1]\mathbf{A}_{12} = \left[\begin{smallmatrix} 1 & 1 \\ 1 & 1 \end{smallmatrix}\right], \mathbf{A}_{5} = \left[\begin{smallmatrix} 1 & -1 \\ 1 & -1 \end{smallmatrix}\right].

(9)

XA12=A12X\mathbf{A}_{12} = \mathbf{A}_{12}. A12=[1111],A12=[1111]\mathbf{A}_{12} = \left[\begin{smallmatrix} 1 & 1 \\ 1 & 1 \end{smallmatrix}\right], \mathbf{A}_{12} = \left[\begin{smallmatrix} 1 & 1 \\ 1 & 1 \end{smallmatrix}\right].

(10)

X−1A12X=A21X^{ - 1} \mathbf{A}_{12} X = \mathbf{A}_{21}. A12=[1111],A21=[0002]\mathbf{A}_{12} = \left[\begin{smallmatrix} 1 & 1 \\ 1 & 1 \end{smallmatrix}\right], \mathbf{A}_{21} = \left[\begin{smallmatrix} 0 & 0 \\ 0 & 2 \end{smallmatrix}\right].

(11)

A111X=A228\mathbf{A}_{111} X = \mathbf{A}_{228}. A111=[111122],A228=[124124248]\mathbf{A}_{111} = \left[\begin{smallmatrix} 1 & 1 \\ 1 & 1 \\ 2 & 2 \end{smallmatrix}\right], \mathbf{A}_{228} = \left[\begin{smallmatrix} 1 & 2 & 4 \\ 1 & 2 & 4 \\ 2 & 4 & 8 \end{smallmatrix}\right].

(12)

A229X=A116\mathbf{A}_{229} X = \mathbf{A}_{116}. A229=[2−1002−1−1−11],A116=[1001−1−1]\mathbf{A}_{229} = \left[\begin{smallmatrix} 2 & -1 & 0 \\ 0 & 2 & -1 \\ -1 & -1 & 1 \end{smallmatrix}\right], \mathbf{A}_{116} = \left[\begin{smallmatrix} 1 & 0 \\ 0 & 1 \\ -1 & -1 \end{smallmatrix}\right].

(13)

A203X=c53\mathbf{A}_{203} X = \mathbf{c}_{53}. A203=[22−12−12−122],c53=[711]\mathbf{A}_{203} = \left[\begin{smallmatrix} 2 & 2 & -1 \\ 2 & -1 & 2 \\ -1 & 2 & 2 \end{smallmatrix}\right], \mathbf{c}_{53} = \left[\begin{smallmatrix} 7 \\ 1 \\ 1 \end{smallmatrix}\right].

(14)

A126X=A230\mathbf{A}_{126} X = \mathbf{A}_{230}. A126=[3231−20],A230=[−143−2532−4−2]\mathbf{A}_{126} = \left[\begin{smallmatrix} 3 & 2 \\ 3 & 1 \\ -2 & 0 \end{smallmatrix}\right], \mathbf{A}_{230} = \left[\begin{smallmatrix} -1 & 4 & 3 \\ -2 & 5 & 3 \\ 2 & -4 & -2 \end{smallmatrix}\right].

(15)

A113X=A213\mathbf{A}_{113} X = \mathbf{A}_{213}. A113=[010110],A213=[111222333]\mathbf{A}_{113} = \left[\begin{smallmatrix} 0 & 1 \\ 0 & 1 \\ 1 & 0 \end{smallmatrix}\right], \mathbf{A}_{213} = \left[\begin{smallmatrix} 1 & 1 & 1 \\ 2 & 2 & 2 \\ 3 & 3 & 3 \end{smallmatrix}\right].

(16)

XA227=A229X\mathbf{A}_{227} = \mathbf{A}_{229}. A227=[111122234],A229=[2−1002−1−1−11]\mathbf{A}_{227} = \left[\begin{smallmatrix} 1 & 1 & 1 \\ 1 & 2 & 2 \\ 2 & 3 & 4 \end{smallmatrix}\right], \mathbf{A}_{229} = \left[\begin{smallmatrix} 2 & -1 & 0 \\ 0 & 2 & -1 \\ -1 & -1 & 1 \end{smallmatrix}\right].

Let AA be a square matrix. Prove that the matrix equation AX=BA X=B has a unique solution if and only if the matrix AA is nonsingular.

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Let AA be a matrix of size n×mn \times m with m≠nm \neq n. Prove that for any natural number kk there exists a matrix BB of size n×kn \times k such that the matrix equation AX=BA X=B does not have a unique solution.

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Prove that the system of equations

∑j=1naijXj=Bi,i=1,2,…,n \sum _{j=1}^{n} a_{i j} X_{j}=B_{i}, \quad i=1,2, \ldots , n

where XjX_{j} and BiB_{i} are matrices of size p×qp \times q, has a unique solution if and only if det⁡(aij)≠0\operatorname {det}\left(a_{i j}\right) \neq 0.

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Let A∈Mn(C),B∈Mm(C)A \in \mathbf{M}_{n}(\mathbb {C}), B \in \mathbf{M}_{m}(\mathbb {C}), where AA and BB have no common eigenvalues. Prove that:

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(a)

if XX is a matrix of size n×mn \times m and AX−XB=0A X-X B=0, then X=0X=0;

(b)

the equation AX−XB=CA X-X B=C, where X,CX, C are matrices of size n×mn \times m, has a solution, and moreover a unique one.

Prove that the set of linear operators on an nn-dimensional complex vector space that commute with a given operator A\mathcal{A} is a vector space of dimension ⩾n\geqslant n.

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Find the matrix X\mathbf{X} such that X=AX+B\mathbf{X} = \mathbf{A}\mathbf{X}+\mathbf{B}, where

A=[0−1000−1000]andB=[122133]. \mathbf{A} = \begin{bmatrix} 0 & -1 & 0 \\ 0 & 0 & -1 \\ 0 & 0 & 0 \end{bmatrix} \qquad \text{and} \qquad \mathbf{B} = \begin{bmatrix} 1 & 2 \\ 2 & 1 \\ 3 & 3 \end{bmatrix}.
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(i)

Consider the 3×33 \times 3 permutation matrix

P=(010001100). P = \begin{pmatrix} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 1 & 0 & 0 \end{pmatrix}.

Find all 3×33 \times 3 matrices AA such that PAPT=APAP^{T} = A.

(ii)

Consider the 4×44 \times 4 permutation matrix

P=(0100001000011000). P = \begin{pmatrix} 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ 1 & 0 & 0 & 0 \end{pmatrix}.

Find all 4×44 \times 4 matrices AA such that PAPT=APAP^{T} = A.

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(i)

Find all 2×22 \times 2 matrices XX such that

X(0110)=(0110)X. X \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix} = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix} X.
(ii)

Impose the additional conditions such that tr⁡(X)=0\operatorname {tr}(X) = 0 and det⁡(X)=+1\operatorname {det}\left(X\right) = +1.

Consider the invertible 2×22 \times 2 matrix

J=(01−10)⇒J−1=(0−110). J = \begin{pmatrix} 0 & 1 \\ -1 & 0 \end{pmatrix} \Rightarrow J^{-1} = \begin{pmatrix} 0 & -1 \\ 1 & 0 \end{pmatrix}.

Find all nonzero 2×22 \times 2 matrices AA such that AJ=JAAJ = JA.

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Let Y,X,A,B,C,EY, X, A, B, C, E n×nn \times n matrices over R\mathbb {R}. Consider the system of matrix equations Y+CE+DX=0nY+C E+D X = 0_{n}, AE+BX=0nA E+B X = 0_{n}. Assume that AA has an inverse. Eliminate the matrix EE and solve the system for YY.

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With each m×nm \times n matrix YY we associate the column vector vec⁡(Y)\operatorname {vec}(Y) of length m×nm \times n defined by

vec⁡(Y):=(y11,…,ym1,y12,…,ym2,…,y1n,…,ymn)T. \operatorname {vec}(Y) := (y_{11}, \ldots , y_{m1}, y_{12}, \ldots , y_{m2}, \ldots , y_{1n}, \ldots , y_{mn})^{T}.
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(i)

Let AA be an m×nm \times n matrix, BB an p×qp \times q matrix, and CC an m×qm \times q matrix. Let XX be an unknown n×pn \times p matrix. Show that the matrix equation AXB=CAXB = C is equivalent to the system of qmqm equations in npnp unknowns given by

(BT⊗A)vec⁡(X)=vec⁡(C) (B^{T} \otimes A) \operatorname {vec}(X) = \operatorname {vec}(C)

that is, vec⁡(AXB)=(BT⊗A)vec⁡(X)\operatorname {vec}(AXB) = (B^{T} \otimes A) \operatorname {vec}(X).

(ii)

Let AA, BB, DD be n×nn \times n matrices and InI_{n} the n×nn \times n identity matrix. Use the result from (i) to prove that AX+XB=DAX + XB = D can be written as

((In⊗A)+(BT⊗In))vec⁡(X)=vec⁡(D). ((I_{n} \otimes A) + (B^{T} \otimes I_{n})) \operatorname {vec}(X) = \operatorname {vec}(D).

Find all 2×22 \times 2 matrices over R\mathbb {R} which commute with

A=(0100). A = \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix}.

What is the relation between the eigenvectors of these matrices?

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Show that any two 2×22 \times 2 matrices which commute with the matrix

(01−10) \begin{pmatrix} 0 & 1 \\ -1 & 0 \end{pmatrix}

commute with each other.

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Let AA, BB, XX, YY be n×nn \times n matrices over C\mathbb {C}. Assume that AX−XB=YAX - XB = Y. Let z∈Cz \in \mathbb {C}. Show that (A−zIn)X−X(B−zIn)=Y(A-zI_n)X - X(B-zI_n) = Y.

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Let

C=(0110). C = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}.

Find all 2×22 \times 2 matrices AA such that [A,C]=02[A, C] = 0_2.

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(i)

Consider the Pauli spin matrix σ1\sigma_1 with eigenvalues +1+1 and −1-1 and corresponding normalized eigenvectors

12(11),12(1−1). \frac{1}{\sqrt{2}}\begin{pmatrix} 1 \\ 1 \end{pmatrix}, \qquad \frac{1}{\sqrt{2}}\begin{pmatrix} 1 \\ -1 \end{pmatrix}.

Find all 2×22 \times 2 matrices AA such that [σ1,A]=02[\sigma_1, A] = 0_2. Find the eigenvalues and eigenvectors of AA. Discuss.

(ii)

Consider the counter-diagonal unit matrix

J3=(001010100) J_3 = \begin{pmatrix} 0 & 0 & 1 \\ 0 & 1 & 0 \\ 1 & 0 & 0 \end{pmatrix}

with eigenvalues +1+1 (twice) and −1-1 and the corresponding normalized eigenvectors

12(101),(010),12(10−1). \frac{1}{\sqrt{2}}\begin{pmatrix} 1 \\ 0 \\ 1 \end{pmatrix}, \qquad \begin{pmatrix} 0 \\ 1 \\ 0 \end{pmatrix}, \qquad \frac{1}{\sqrt{2}}\begin{pmatrix} 1 \\ 0 \\ -1 \end{pmatrix}.

Find all 3×33 \times 3 matrices AA such that [J3,A]=03[J_3, A] = 0_3. Find the eigenvalues and normalized eigenvectors of AA and compare with the eigenvectors of J3J_3. Discuss.

(iii)

Consider the 4×44 \times 4 matrix (counter-diagonal unit matrix)

J4=(0001001001001000)=(0110)⊗(0110)=σ1⊗σ1 J_4 = \begin{pmatrix} 0 & 0 & 0 & 1 \\ 0 & 0 & 1 & 0 \\ 0 & 1 & 0 & 0 \\ 1 & 0 & 0 & 0 \end{pmatrix} = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix} \otimes \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix} = \sigma _1 \otimes \sigma _1

with the eigenvalues +1+1 (twice) and −1-1 (twice) and the corresponding non-entangled eigenvectors

12(11)⊗12(11),12(1−1)⊗12(1−1), \frac{1}{\sqrt{2}}\begin{pmatrix} 1 \\ 1 \end{pmatrix} \otimes \frac{1}{\sqrt{2}}\begin{pmatrix} 1 \\ 1 \end{pmatrix}, \qquad \frac{1}{\sqrt{2}}\begin{pmatrix} 1 \\ -1 \end{pmatrix} \otimes \frac{1}{\sqrt{2}}\begin{pmatrix} 1 \\ -1 \end{pmatrix}, 12(11)⊗12(1−1),12(1−1)⊗12(11). \frac{1}{\sqrt{2}}\begin{pmatrix} 1 \\ 1 \end{pmatrix} \otimes \frac{1}{\sqrt{2}}\begin{pmatrix} 1 \\ -1 \end{pmatrix}, \qquad \frac{1}{\sqrt{2}}\begin{pmatrix} 1 \\ -1 \end{pmatrix} \otimes \frac{1}{\sqrt{2}}\begin{pmatrix} 1 \\ 1 \end{pmatrix}.

Find entangled eigenvectors. Find all 4×44 \times 4 matrices AA such that [A,J4]≡AJ4−J4A=04[A, J_4] \equiv AJ_4 - J_4A = 0_4.

(iv)

Let JnJ_n be the n×nn \times n counter unit matrix. Let AA be an n×nn \times n matrix with [Jn,A]=0n[J_n, A] = 0_n. Show that [Jn⊗Jn,A⊗A]=0n2[J_n \otimes J_n, A \otimes A] = 0_{n^{2}}.

Let AA be an m×mm \times m matrix. Let BB be an n×nn \times n matrix. Let XX be an m×nm \times n matrix such that

AX=XB.(1) AX = XB . \tag {1}

We can find non-singular matrices VV and WW such that V−1AV=JAV^{-1}AV = J_{A}, W−1BW=JBW^{-1}BW = J_{B}, where JAJ_{A}, JBJ_{B} are the Jordan canonical form of AA and BB, respectively. Show that from (1) it follows that JAY=YJBJ_{A}Y = YJ_{B}, where Y:=V−1XWY := V^{-1}XW.

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(i)

Let AX+XB=CAX+XB = C, where CC is an m×nm \times n matrix over R\mathbb {R}. What are the dimensions of AA, BB, and XX?

(ii)

Solve the equation

(0110)X+X(111111111)=(10−1010) \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix} X + X \begin{pmatrix} 1 & 1 & 1 \\ 1 & 1 & 1 \\ 1 & 1 & 1 \end{pmatrix} = \begin{pmatrix} 1 & 0 & -1 \\ 0 & 1 & 0 \end{pmatrix}

for the real-valued 2×32 \times 3 matrix XX.

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(i)

Let KK be a given n×nn \times n nonnormal matrix over C\mathbb {C}. We want to find all unitary n×nn \times n matrices such that UKU∗=K∗UKU^{*} = K^{*}. Now we can write KU∗=U∗K∗KU^{*} = U^{*}K^{*} and therefore

KU∗−U∗K∗=0n KU^{*} - U^{*}K^{*} = 0_{n}

where 0n0_{n} is the n×nn \times n zero matrix. This is a matrix equation (a special case of Sylvester) and using the vec-operator and Kronecker product we can cast the matrix equation into a vector equation. Write down this linear equation.

(ii)

Apply it to the case n=2n=2 with

K=(−ii0i). K = \begin{pmatrix} -i & i \\ 0 & i \end{pmatrix}.

Consider Lyapunov FX+XFT=CFX+XF^{T} = C and

F=(0110),C=(0110). F = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}, \qquad C = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}.

Find XX.

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Consider the matrices

A=(010231−1−20),B=(10−21),C=(12011−2). A = \begin{pmatrix} 0 & 1 & 0 \\ 2 & 3 & 1 \\ -1 & -2 & 0 \end{pmatrix}, \qquad B = \begin{pmatrix} 1 & 0 \\ -2 & 1 \end{pmatrix}, \qquad C = \begin{pmatrix} 1 & 2 \\ 0 & 1 \\ 1 & -2 \end{pmatrix}.

Find the solution of the equation AX+XB=CAX+XB = C, where XX is the 3×23 \times 2 matrix

X=(x11x12x21x22x31x32). X = \begin{pmatrix} x_{11} & x_{12} \\ x_{21} & x_{22} \\ x_{31} & x_{32} \end{pmatrix}.
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Remark.
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Using the vec-operation we can write the equation as linear equation

(I2⊗A+BT⊗I3)vec⁡(X)=vec⁡(C). (I_{2} \otimes A + B^{T} \otimes I_{3})\operatorname {vec}(X) = \operatorname {vec}(C).

Let AA, BB, XX be n×nn \times n matrices, where the matrices AA, BB are given. Assume that AX=BAX = B. Find XX using the vec-operator and the Kronecker product. Then consider the case that AA is invertible.

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Let AA, BB, CC, XX be n×nn \times n matrices, where the matrices AA, BB, CC are given. Assume that AXB=CAXB = C. Find XX using the vec operator and the Kronecker product. Then consider the case that AA and BB are invertible.

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Let AA, BB, CC, XX, YY be n×nn \times n matrices, where the matrices AA, BB, CC are given. Assume that AX+YB=CAX+YB = C. Apply the vec operator to this equation and then express the left-hand side using the Kronecker product.

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Let PP be an n×nn \times n permutation matrix and HH be an n×nn \times n hermitian matrix.

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(i)

Given the hermitian matrix HH we want to find the permutation matrices PP such that HP=PHHP = PH. The equation can be written as HP−PH=0nHP-PH = 0_{n}. This is a special case of the Sylvester equation. Applying the vec-operation and the Kronecker product we can write the equation as

(In⊗H−HT⊗In)vec⁡(P)=0→. (I_{n} \otimes H - H^{T} \otimes I_{n})\operatorname {vec}(P) = \overrightarrow {0}.

Consider H=σ1H = \sigma_{1}. Find all PP.

(ii)

Given the permutation matrix PP we want to find the hermitian matrices HH such that PH−HP=0nPH-HP = 0_{n}. This is a special case of the Sylvester equation. Applying the vec-operation and the Kronecker product we can write the equation as

(In⊗P−PT⊗In)vec⁡(H)=0→. (I_{n} \otimes P - P^{T} \otimes I_{n})\operatorname {vec}(H) = \overrightarrow {0}.

Consider P=σ1P = \sigma_{1}. Find all HH.

Consider the Pauli spin matrices σ1\sigma_{1}, σ3\sigma_{3}. The unitary and hermitian normal matrices σ1\sigma_{1} and σ3\sigma_{3} have the same eigenvalues, namely +1+1 and −1-1. Find all invertible 2×22 \times 2 matrices XX such that

X−1σ1X=σ3. X^{-1}\sigma _{1}X = \sigma _{3}.

Proceed as follows: Multiply the equation with XX and after rearrangements we have

σ1X−Xσ3=02. \sigma _{1}X - X\sigma _{3} = 0_{2}.

This is a special case of the Sylvester equation. It can be written as

(I2⊗σ1−σ3T⊗I2)vec⁡(X)=(0000),vec⁡(X):=(x11x21x12x22). (I_{2} \otimes \sigma _{1} - \sigma _{3}^{T} \otimes I_{2})\operatorname {vec}(X) = \begin{pmatrix} 0 \\ 0 \\ 0 \\ 0 \end{pmatrix}, \qquad \operatorname {vec}(X) := \begin{pmatrix} x_{11} \\ x_{21} \\ x_{12} \\ x_{22} \end{pmatrix}.

Solve this linear equation to find the matrix XX, but one still has to take into account that the matrix XX is invertible.

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Find a unitary 2×22 \times 2 matrix such that σ2U−Uσ3=02\sigma_{2}U-U\sigma_{3} = 0_{2}.

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Let TT be an n×nn \times n matrix and RR be an n2×n2n^{2} \times n^{2} matrix. Consider the equation

R(T⊗T)=(T⊗T)R. R(T \otimes T) = (T \otimes T)R .
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(i)

Let n=2n = 2 and

T=(0110). T = \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix} .

Find all 4×44 \times 4 matrices RR which satisfy the equation.

(ii)

Let n=2n = 2 and

R=(1000001001000001). R = \begin{pmatrix} 1 & 0 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 1 & 0 & 0 \\ 0 & 0 & 0 & 1 \end{pmatrix} .

Find all TT which satisfy the equation.

Let AA, BB, CC, YY be n×nn \times n matrices. We know that AY+YB=CAY + YB = C can be written as

((In⊗A)+(BT⊗In))vec⁡(Y)=vec⁡(C) ((I_{n} \otimes A) + (B^{T} \otimes I_{n}))\operatorname {vec}(Y) = \operatorname {vec}(C)

where ⊗\otimes denotes the Kronecker product. The vec operation is defined as

vec⁡(Y):=(y11,…,yn1,y12,…,yn2,…,y1n,…,ynn)T. \operatorname {vec}(Y) := (y_{11}, \ldots , y_{n1}, y_{12}, \ldots , y_{n2}, \ldots , y_{1n}, \ldots , y_{nn})^{T} .

Apply the vec operation to the matrix differential equation

ddtX(t)=AX(t)+X(t)B \frac{d}{dt}X(t) = AX(t) + X(t)B

where AA, BB are n×nn \times n matrices and the initial matrix X(t=0)≡X(0)X(t=0) \equiv X(0) is given. Find the solution of this differential equation.

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Find all invertible 2×22 \times 2 matrices SS such that

(0100)S(0010)=(0010)S(0100). \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix} S \begin{pmatrix} 0 & 0 \\ 1 & 0 \end{pmatrix} = \begin{pmatrix} 0 & 0 \\ 1 & 0 \end{pmatrix} S \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix}.
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Consider the 4×44 \times 4 Haar matrix

K=12(111111−1−12−200002−2). K = \frac{1}{2} \begin{pmatrix} 1 & 1 & 1 & 1 \\ 1 & 1 & -1 & -1 \\ \sqrt{2} & -\sqrt{2} & 0 & 0 \\ 0 & 0 & \sqrt{2} & -\sqrt{2} \end{pmatrix}.

Find all 4×44 \times 4 hermitian matrices HH such that KHKT=HKHK^{T} = H.

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(i)

Find the solutions of the equation

(1234)(x11x12x21x22)=(0000). \begin{pmatrix} 1 & 2 \\ 3 & 4 \end{pmatrix} \begin{pmatrix} x_{11} & x_{12} \\ x_{21} & x_{22} \end{pmatrix} = \begin{pmatrix} 0 & 0 \\ 0 & 0 \end{pmatrix}.
(ii)

Find the solutions of the equation

(1234)(x11x12x21x22)=(1001). \begin{pmatrix} 1 & 2 \\ 3 & 4 \end{pmatrix} \begin{pmatrix} x_{11} & x_{12} \\ x_{21} & x_{22} \end{pmatrix} = \begin{pmatrix} 1 & 0 \\ 0 & 1 \end{pmatrix}.
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(i)

Given the 2×22 \times 2 matrix AA. Find all 2×22 \times 2 matrices XX such that AX=XAAX = XA. From AX=XAAX = XA we obtain

(a11x11+a12x21a11x12+a12x22a21x11+a22x21a21x12+a22x22)=(a11x11+a21x12a12x11+a22x12a11x21+a21x22a12x21+a22x22). \begin{pmatrix} a_{11} x_{11}+a_{12} x_{21} & a_{11} x_{12}+a_{12} x_{22} \\ a_{21} x_{11}+a_{22} x_{21} & a_{21} x_{12}+a_{22} x_{22} \end{pmatrix} = \begin{pmatrix} a_{11} x_{11}+a_{21} x_{12} & a_{12} x_{11}+a_{22} x_{12} \\ a_{11} x_{21}+a_{21} x_{22} & a_{12} x_{21}+a_{22} x_{22} \end{pmatrix}.

Thus we obtain the four equations

a12x21=a21x12,a11x12+a12x12=a12x11+a22x12 a_{12} x_{21} = a_{21} x_{12}, \qquad a_{11} x_{12}+a_{12} x_{12} = a_{12} x_{11}+a_{22} x_{12} a21x12=a12x21,a21x11+a22x21=a11x21+a21x22. a_{21} x_{12} = a_{12} x_{21}, \qquad a_{21} x_{11}+a_{22} x_{21} = a_{11} x_{21}+a_{21} x_{22}.
(ii)

Show that the solution of the equation

(0110)(x11x12x21x22)=(x11x12x21x22)(0110) \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix} \begin{pmatrix} x_{11} & x_{12} \\ x_{21} & x_{22} \end{pmatrix} = \begin{pmatrix} x_{11} & x_{12} \\ x_{21} & x_{22} \end{pmatrix} \begin{pmatrix} 0 & 1 \\ 1 & 0 \end{pmatrix}

is given by x11=x22x_{11} = x_{22}, x12=x21x_{12} = x_{21}.

Let AA, BB be given nonzero 2×22 \times 2 matrices. Let XX be a 2×22 \times 2 matrix. Find the solution of the equation X⊗A=B⊗XX \otimes A = B \otimes X.

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Let AA be m×mm \times m over C\mathbb {C}, and BB be n×nn \times n over C\mathbb {C}. Solve the equation

A⊗B=A⊗In+Im⊗B. A \otimes B = A \otimes I_{n} + I_{m} \otimes B.

Obviously A=0mA = 0_{m}, B=0nB = 0_{n} is a solution. Are there nonzero solutions? Could be the vec⁡\operatorname {vec}-operator of any use?

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(i)

Consider the 3×33 \times 3 matrices

P=(010001100),B=(b11b12b13b13b11b12b12b13b11). P = \begin{pmatrix} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 1 & 0 & 0 \end{pmatrix}, \qquad B = \begin{pmatrix} b_{11} & b_{12} & b_{13} \\ b_{13} & b_{11} & b_{12} \\ b_{12} & b_{13} & b_{11} \end{pmatrix}.

Both matrices are circulant matrices. Find the commutator [P,B][P, B]. Discuss.

(ii)

Consider the invertible 3×33 \times 3 matrices

P=(010001100),A=(1000e2iπ/3000e−2iπ/3). P = \begin{pmatrix} 0 & 1 & 0 \\ 0 & 0 & 1 \\ 1 & 0 & 0 \end{pmatrix}, \qquad A = \begin{pmatrix} 1 & 0 & 0 \\ 0 & e^{2i\pi /3} & 0 \\ 0 & 0 & e^{-2i\pi /3} \end{pmatrix}.

Is the matrix [A,P][A, P] invertible?

Find an invertible 3×33 \times 3 matrix XX which satisfies the following three matrix equations simultaneously

X−1(0−i0i00000)X=(10000000−1)X−1(00000−i0i0)X=12(010101010)X−1(00i000−i00)X=i2(0−1010−1010). \begin{align} X^{-1}\begin{pmatrix} 0 & -i & 0 \\ i & 0 & 0 \\ 0 & 0 & 0 \end{pmatrix}X & = \begin{pmatrix} 1 & 0 & 0 \\ 0 & 0 & 0 \\ 0 & 0 & -1 \end{pmatrix} \\ X^{-1}\begin{pmatrix} 0 & 0 & 0 \\ 0 & 0 & -i \\ 0 & i & 0 \end{pmatrix}X & = \frac{1}{\sqrt{2}}\begin{pmatrix} 0 & 1 & 0 \\ 1 & 0 & 1 \\ 0 & 1 & 0 \end{pmatrix} \\ X^{-1}\begin{pmatrix} 0 & 0 & i \\ 0 & 0 & 0 \\ -i & 0 & 0 \end{pmatrix}X & = \frac{i}{\sqrt{2}}\begin{pmatrix} 0 & -1 & 0 \\ 1 & 0 & -1 \\ 0 & 1 & 0 \end{pmatrix}. \end{align}

Cast the equations into a Sylvester equation and then solve the equations. The first equation can be written as

(I3⊗(0−i0i00000)−(10000000−1)T⊗I3)vec⁡(X)=0→ \left( I_{3} \otimes \begin{pmatrix} 0 & -i & 0 \\ i & 0 & 0 \\ 0 & 0 & 0 \end{pmatrix} - \begin{pmatrix} 1 & 0 & 0 \\ 0 & 0 & 0 \\ 0 & 0 & -1 \end{pmatrix}^{T} \otimes I_{3} \right)\operatorname {vec}(X) = \overrightarrow {0}

where 0→\overrightarrow {0} is the zero column vector.

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