Section 5A

Invariant Subspaces

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Problem 5A.1

Suppose T∈L(V)T \in \mathcal{L}(V) and UU is a subspace of VV.

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(a)

Prove that if U⊆null⁡TU \subseteq \operatorname {null}T, then UU is invariant under TT.

(b)

Prove that if range T⊆UT \subseteq U, then UU is invariant under TT.

Problem 5A.2

Suppose that T∈L(V)T \in \mathcal{L}(V) and V1,…,VmV_{1}, \ldots , V_{m} are subspaces of VV invariant under TT. Prove that V1+⋯+VmV_{1}+\cdots +V_{m} is invariant under TT.

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Problem 5A.3

Suppose T∈L(V)T \in \mathcal{L}(V). Prove that the intersection of every collection of subspaces of VV invariant under TT is invariant under TT.

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Problem 5A.4

Prove or give a counterexample: If VV is finite-dimensional and UU is a subspace of VV that is invariant under every operator on VV, then U={0}U = \left\{ 0\right\} or U=VU = V.

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Problem 5A.5

Suppose T∈L(R2)T \in \mathcal{L}\left(\mathbb {R}^{2}\right) is defined by T(x,y)=(−3y,x)T(x, y) = (-3 y, x). Find the eigenvalues of TT.

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Problem 5A.6

Define T∈L(F2)T \in \mathcal{L}\left(\mathbf{F}^{2}\right) by T(w,z)=(z,w)T(w, z) = (z, w). Find all eigenvalues and eigenvectors of TT.

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Problem 5A.7

Define T∈L(F3)T \in \mathcal{L}\left(\mathbf{F}^{3}\right) by T(z1,z2,z3)=(2z2,0,5z3)T\left(z_{1}, z_{2}, z_{3}\right) = \left(2 z_{2}, 0,5 z_{3}\right). Find all eigenvalues and eigenvectors of TT.

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Problem 5A.8

Suppose P∈L(V)P \in \mathcal{L}(V) is such that P2=PP^{2} = P. Prove that if λ\lambda is an eigenvalue of PP, then λ=0\lambda = 0 or λ=1\lambda = 1.

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Problem 5A.9

Define T:P(R)→P(R)T: \mathcal{P}(\mathbb {R}) \rightarrow \mathcal{P}(\mathbb {R}) by Tp=p′T p = p^{\prime }. Find all eigenvalues and eigenvectors of TT.

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Problem 5A.10

Define T∈L(P4(R))T \in \mathcal{L}\left(\mathcal{P}_{4}(\mathbb {R})\right) by (Tp)(x)=xp′(x)(T p)(x) = x p^{\prime }(x) for all x∈Rx \in \mathbb {R}. Find all eigenvalues and eigenvectors of TT.

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Problem 5A.11

Suppose VV is finite-dimensional, T∈L(V)T \in \mathcal{L}(V), and α∈F\alpha \in \mathbf{F}. Prove that there exists δ>0\delta > 0 such that T−λIT-\lambda I is invertible for all λ∈F\lambda \in \mathbf{F} such that 0<∣α−λ∣<δ0 < \left|\alpha -\lambda \right| < \delta.

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Problem 5A.12

Suppose V=U⊕WV = U \oplus W, where UU and WW are nonzero subspaces of VV. Define P∈L(V)P \in \mathcal{L}(V) by P(u+w)=uP(u+w) = u for each u∈Uu \in U and each w∈Ww \in W. Find all eigenvalues and eigenvectors of PP.

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Problem 5A.13

Suppose T∈L(V)T \in \mathcal{L}(V). Suppose S∈L(V)S \in \mathcal{L}(V) is invertible.

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(a)

Prove that TT and S−1TSS^{-1} T S have the same eigenvalues.

(b)

What is the relationship between the eigenvectors of TT and the eigenvectors of S−1TSS^{-1} T S?

Problem 5A.14

Give an example of an operator on R4\mathbb {R}^{4} that has no (real) eigenvalues.

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Problem 5A.15

Suppose VV is finite-dimensional, T∈L(V)T \in \mathcal{L}(V), and λ∈F\lambda \in \mathbf{F}. Show that λ\lambda is an eigenvalue of TT if and only if λ\lambda is an eigenvalue of the dual operator T′∈L(V′)T^{\prime } \in \mathcal{L}\left(V^{\prime }\right).

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Problem 5A.16

Suppose v1,…,vnv_{1}, \ldots , v_{n} is a basis of VV and T∈L(V)T \in \mathcal{L}(V). Prove that if λ\lambda is an eigenvalue of TT, then

∣λ∣≤nmax⁡{∣M(T)j,k∣:1≤j,k≤n}, \left|\lambda \right| \leq n \max \left\{ \left|\mathcal{M}(T)_{j, k}\right|: 1 \leq j, k \leq n\right\} ,

where M(T)j,k\mathcal{M}(T)_{j, k} denotes the entry in row jj, column kk of the matrix of TT with respect to the basis v1,…,vnv_{1}, \ldots , v_{n}.

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Remark.
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See Exercise 19 in Section 6A for a different bound on ∣λ∣\left|\lambda \right|.

Problem 5A.17

Suppose F=R,T∈L(V)\mathbf{F} = \mathbb {R}, T \in \mathcal{L}(V), and λ∈R\lambda \in \mathbb {R}. Prove that λ\lambda is an eigenvalue of TT if and only if λ\lambda is an eigenvalue of the complexification TCT_{\mathrm{C}}.

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Remark.
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The complexification TCT_{\mathrm{C}} was defined in Exercise 33 in Section 3B: suppose VV is a real vector space and T∈L(V)T \in \mathcal{L}(V); the complexification TC:VC→VCT_{\mathrm{C}}: V_{\mathrm{C}} \rightarrow V_{\mathrm{C}} is defined by TC(u+iv)=Tu+iTvT_{\mathrm{C}}(u+iv) = Tu+iTv for all u,v∈Vu, v \in V, where VCV_{\mathrm{C}} is the complexification of VV from Exercise 8 in Section 1B.

Problem 5A.18

Suppose F=R,T∈L(V)\mathbf{F} = \mathbb {R}, T \in \mathcal{L}(V), and λ∈C\lambda \in \mathbb {C}. Prove that λ\lambda is an eigenvalue of the complexification TCT_{\mathrm{C}} if and only if λˉ\bar{\lambda } is an eigenvalue of TCT_{\mathrm{C}}.

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Remark.
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The complexification TCT_{\mathrm{C}} was defined in Exercise 33 in Section 3B: suppose VV is a real vector space and T∈L(V)T \in \mathcal{L}(V); the complexification TC:VC→VCT_{\mathrm{C}}: V_{\mathrm{C}} \rightarrow V_{\mathrm{C}} is defined by TC(u+iv)=Tu+iTvT_{\mathrm{C}}(u+iv) = Tu+iTv for all u,v∈Vu, v \in V, where VCV_{\mathrm{C}} is the complexification of VV from Exercise 8 in Section 1B.

Problem 5A.19

Show that the forward shift operator T∈L(F∞)T \in \mathcal{L}\left(\mathbf{F}^{\infty }\right) defined by

T(z1,z2,…)=(0,z1,z2,…) T\left(z_{1}, z_{2}, \ldots \right) = \left(0, z_{1}, z_{2}, \ldots \right)

has no eigenvalues.

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Problem 5A.20

Define the backward shift operator S∈L(F∞)S \in \mathcal{L}\left(\mathbf{F}^{\infty }\right) by

S(z1,z2,z3,…)=(z2,z3,…). S\left(z_{1}, z_{2}, z_{3}, \ldots \right) = \left(z_{2}, z_{3}, \ldots \right).
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(a)

Show that every element of F\mathbf{F} is an eigenvalue of SS.

(b)

Find all eigenvectors of SS.

Problem 5A.21

Suppose T∈L(V)T \in \mathcal{L}(V) is invertible.

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(a)

Suppose λ∈F\lambda \in \mathbf{F} with λ≠0\lambda \neq 0. Prove that λ\lambda is an eigenvalue of TT if and only if 1λ\frac{1}{\lambda } is an eigenvalue of T−1T^{-1}.

(b)

Prove that TT and T−1T^{-1} have the same eigenvectors.

Problem 5A.22

Suppose T∈L(V)T \in \mathcal{L}(V) and there exist nonzero vectors uu and ww in VV such that

Tu=3w and Tw=3u T u = 3 w \quad \text{ and } \quad T w = 3 u

Prove that 3 or -3 is an eigenvalue of TT.

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Problem 5A.23

Suppose VV is finite-dimensional and S,T∈L(V)S, T \in \mathcal{L}(V). Prove that STS T and TST S have the same eigenvalues.

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Problem 5A.24

Suppose AA is an nn-by- nn matrix with entries in F\mathbf{F}. Define T∈L(Fn)T \in \mathcal{L}\left(\mathbf{F}^{n}\right) by Tx=AxT x = A x, where elements of Fn\mathbf{F}^{n} are thought of as nn-by- 1 column vectors.

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(a)

Suppose the sum of the entries in each row of AA equals 1. Prove that 1 is an eigenvalue of TT.

(b)

Suppose the sum of the entries in each column of AA equals 1. Prove that 1 is an eigenvalue of TT.

Problem 5A.25

Suppose T∈L(V)T \in \mathcal{L}(V) and u,wu, w are eigenvectors of TT such that u+wu+w is also an eigenvector of TT. Prove that uu and ww are eigenvectors of TT corresponding to the same eigenvalue.

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Problem 5A.26

Suppose T∈L(V)T \in \mathcal{L}(V) is such that every nonzero vector in VV is an eigenvector of TT. Prove that TT is a scalar multiple of the identity operator.

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Problem 5A.27

Suppose that VV is finite-dimensional and k∈{1,…,dim⁡V−1}k \in \left\{ 1, \ldots , \operatorname {dim} V-1\right\}. Suppose T∈L(V)T \in \mathcal{L}(V) is such that every subspace of VV of dimension kk is invariant under TT. Prove that TT is a scalar multiple of the identity operator.

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Problem 5A.28

Suppose VV is finite-dimensional and T∈L(V)T \in \mathcal{L}(V). Prove that TT has at most 1+dim⁡1+\operatorname {dim} range TT distinct eigenvalues.

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Problem 5A.29

Suppose T∈L(R3)T \in \mathcal{L}\left(\mathbb {R}^{3}\right) and −4,5-4,5, and 7\sqrt{7} are eigenvalues of TT. Prove that there exists x∈R3x \in \mathbb {R}^{3} such that Tx−9x=(−4,5,7)T x-9 x = (-4,5, \sqrt{7}).

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Problem 5A.30

Suppose T∈L(V)T \in \mathcal{L}(V) and (T−2I)(T−3I)(T−4I)=0(T-2 I)(T-3 I)(T-4 I) = 0. Suppose λ\lambda is an eigenvalue of TT. Prove that λ=2\lambda = 2 or λ=3\lambda = 3 or λ=4\lambda = 4.

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Problem 5A.31

Give an example of T∈L(R2)T \in \mathcal{L}\left(\mathbb {R}^{2}\right) such that T4=−IT^{4} = -I.

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Problem 5A.32

Suppose T∈L(V)T \in \mathcal{L}(V) has no eigenvalues and T4=IT^{4} = I. Prove that T2=−IT^{2} = -I.

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Problem 5A.33

Suppose T∈L(V)T \in \mathcal{L}(V) and mm is a positive integer.

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(a)

Prove that TT is injective if and only if TmT^{m} is injective.

(b)

Prove that TT is surjective if and only if TmT^{m} is surjective.

Problem 5A.34

Suppose VV is finite-dimensional and v1,…,vm∈Vv_{1}, \ldots , v_{m} \in V. Prove that the list v1,…,vmv_{1}, \ldots , v_{m} is linearly independent if and only if there exists T∈L(V)T \in \mathcal{L}(V) such that v1,…,vmv_{1}, \ldots , v_{m} are eigenvectors of TT corresponding to distinct eigenvalues.

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Problem 5A.35

Suppose that λ1,…,λn\lambda_{1}, \ldots , \lambda_{n} is a list of distinct real numbers. Prove that the list eλ1x,…,eλnxe^{\lambda_{1} x}, \ldots , e^{\lambda_{n} x} is linearly independent in the vector space of real-valued functions on R\mathbb {R}.

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Problem 5A.36

Suppose that λ1,…,λn\lambda_{1}, \ldots , \lambda_{n} is a list of distinct positive numbers. Prove that the list cos⁡(λ1x),…,cos⁡(λnx)\cos \left(\lambda_{1} x\right), \ldots , \cos \left(\lambda_{n} x\right) is linearly independent in the vector space of real-valued functions on R\mathbb {R}.

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Problem 5A.37

Suppose VV is finite-dimensional and T∈L(V)T \in \mathcal{L}(V). Define A∈L(L(V))\mathcal{A} \in \mathcal{L}(\mathcal{L}(V)) by

A(S)=TS \mathcal{A}(S) = T S

for each S∈L(V)S \in \mathcal{L}(V). Prove that the set of eigenvalues of TT equals the set of eigenvalues of A\mathcal{A}.

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Problem 5A.38

Suppose VV is finite-dimensional, T∈L(V)T \in \mathcal{L}(V), and UU is a subspace of VV invariant under TT. The quotient operator T/U∈L(V/U)T / U \in \mathcal{L}(V / U) is defined by

(T/U)(v+U)=Tv+U (T / U)(v+U) = T v+U

for each v∈Vv \in V.

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(a)

Show that the definition of T/UT / U makes sense (which requires using the condition that UU is invariant under TT) and show that T/UT / U is an operator on V/UV / U.

(b)

Show that each eigenvalue of T/UT / U is an eigenvalue of TT.

Problem 5A.39

Suppose VV is finite-dimensional and T∈L(V)T \in \mathcal{L}(V). Prove that TT has an eigenvalue if and only if there exists a subspace of VV of dimension dim⁡V−1\operatorname {dim} V-1 that is invariant under TT.

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Problem 5A.40

Suppose S,T∈L(V)S, T \in \mathcal{L}(V) and SS is invertible. Suppose p∈P(F)p \in \mathcal{P}(\mathbf{F}) is a polynomial. Prove that

p(STS−1)=Sp(T)S−1 p\left(S T S^{-1}\right) = S p(T) S^{-1}
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Problem 5A.41

Suppose T∈L(V)T \in \mathcal{L}(V) and UU is a subspace of VV invariant under TT. Prove that UU is invariant under p(T)p(T) for every polynomial p∈P(F)p \in \mathcal{P}(\mathbf{F}).

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Problem 5A.42

Define T∈L(Fn)T \in \mathcal{L}\left(\mathbf{F}^{n}\right) by T(x1,x2,x3,…,xn)=(x1,2x2,3x3,…,nxn)T\left(x_{1}, x_{2}, x_{3}, \ldots , x_{n}\right) = \left(x_{1}, 2 x_{2}, 3 x_{3}, \ldots , n x_{n}\right).

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(a)

Find all eigenvalues and eigenvectors of TT.

(b)

Find all subspaces of Fn\mathbf{F}^{n} that are invariant under TT.

Problem 5A.43

Suppose that VV is finite-dimensional, dim⁡V>1\operatorname {dim} V > 1, and T∈L(V)T \in \mathcal{L}(V). Prove that {p(T):p∈P(F)}≠L(V)\left\{ p(T): p \in \mathcal{P}(\mathbf{F})\right\} \neq \mathcal{L}(V).

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