Invariant subspaces, eigenvectors, and eigenvalues of linear transformations
[148/71%]Prove that the set of all eigenvectors of a linear transformation corresponding to one eigenvalue, augmented with the zero vector, coincides with the eigenspace.
Prove that:
the kernel of a linear transformation coincides with the eigenspace corresponding to the zero eigenvalue
The eigenspace of the transformation corresponding to the eigenvalue is the set of vectors satisfying the condition .
Let be the matrix, and an eigenvalue, of a linear transformation of an -dimensional vector space. What is the dimension of the eigenspace corresponding to the eigenvalue , if the rank of the matrix equals ?
What form does the matrix of a linear transformation have, if the first basis vectors are its eigenvectors?
Prove that the dimension of the eigenspace corresponding to a given root of the characteristic polynomial does not exceed the multiplicity of this root.
Let be eigenvectors of a linear transformation corresponding to different eigenvalues, and let the numbers be different from zero. Prove that the vector is not an eigenvector.
Prove that a nonzero linear transformation for which all nonzero vectors are eigenvectors is a homothety.
Prove that a system of eigenvectors corresponding to pairwise distinct eigenvalues of a linear transformation is linearly independent.
Prove that the matrix of a linear transformation in some basis is diagonal if and only if all the vectors of the basis are eigenvectors.
Prove that a linear transformation of an -dimensional vector space having distinct eigenvalues is diagonalizable.
Let be a linear transformation of a finite-dimensional vector space . Prove that the following statements are equivalent:
is diagonalizable
there exists in a basis of eigenvectors of the transformation
the union of the bases of the eigenspaces is a basis in
the multiplicity of each root of the characteristic equation equals the dimension of the eigenspace
is the direct sum of the eigenspaces.
Prove that:
in a complex vector space every characteristic number of the matrix of a linear transformation is an eigenvalue, so that an arbitrary linear transformation has at least one eigenvector
in a real space every real characteristic number is an eigenvalue.
Prove that a linear transformation of an odd-dimensional (for example, three-dimensional) real vector space has at least one eigenvector.
Prove that the characteristic polynomial, the determinant, and the trace of the matrix of a linear transformation do not depend on the choice of basis.
Find an expression for the coefficients of the characteristic polynomial, in particular the trace and the determinant of a matrix of order , in terms of the characteristic numbers.
Find the eigenvectors and eigenvalues of each of the following transformations:
the zero one
the identity one
a homothety.
Find the eigenvalues and eigenvectors of a linear transformation given, in some basis of an -dimensional vector space, by the matrix . .
Let the matrix of a linear transformation in some basis be upper or lower triangular with diagonal entries . Find all eigenvalues of this transformation.
Let , where are nonzero subspaces. Find the eigenvalues and eigenspaces of the linear transformation ; prove that has a basis of eigenvectors, and indicate the diagonal form of its matrix, if is:
projection onto the subspace parallel to
reflection in the subspace parallel to .
Find the eigenvalues and eigenspaces, reduce to diagonal form the matrices of the linear transformations defined in problem 23.65.
reflection of the plane in the line parallel to the line
projection of the plane onto the line parallel to the line
contraction with coefficient toward the line parallel to the line .
Find the eigenvalues, eigenspaces, reduce to diagonal form the matrix of the linear transformation defined in problem:
23.9(1): orthogonal projection of the space onto the subspace , if is the line ;
23.9(2): orthogonal projection of the space onto the subspace , if is the line ;
23.9(3): orthogonal projection of the space onto the subspace , if is the plane ;
23.9(4): orthogonal projection of the space onto the subspace , if is the plane spanned by the vectors and ;
23.10(1): projection of the space onto the subspace parallel to the subspace , if: is defined by the equation , by the equations ;
23.10(2): projection of the space onto the subspace parallel to the subspace , if: has the equation , is defined by the system of equations ;
23.10(3): projection of the space onto the subspace parallel to the subspace , if: is defined by the equations , by the equation ;
23.10(4): projection of the space onto the subspace parallel to the subspace , if: is defined by the system of equations , by the equation ;
23.12(1): the linear transformation , if is the orthogonal reflection of the space with respect to the plane ;
23.12(2): the linear transformation , if is the orthogonal reflection of the space with respect to the line ;
23.12(3): the linear transformation , if is the orthogonal reflection of the space with respect to the linear span of the vectors and ;
23.13(1): reflection of the space in the plane parallel to the line ;
23.13(2): reflection of the space in the line parallel to the plane .
The vector subspaces of the three-dimensional geometric vector space are given by their equations in some orthonormal basis.
Find the eigenvalues and eigenvectors of the linear transformation defined in problem:
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Is it possible to form a basis from the eigenvectors of the transformation?
Find the eigenvalues and eigenvectors of the linear transformation given by the matrix
Find a necessary and sufficient condition for the diagonalizability of the transformation .
Determine whether the transformations given by the matrices are diagonalizable:
(1) ;
(2) . .
Let be natural numbers, . Give an example of a linear transformation of an -dimensional vector space for which a given number is a root of the characteristic polynomial of multiplicity , and the eigenspace corresponding to it has dimension .
Let a linear transformation of a three-dimensional complex vector space have, in some basis, a real matrix, and let at least one characteristic number of this matrix not be real. Prove that is diagonalizable.
Let be an eigenvector of a linear transformation corresponding to the eigenvalue , and let be a polynomial. Prove that the vector is an eigenvector for the transformation and belongs to the eigenvalue .
Let be the characteristic numbers of a linear transformation in an -dimensional vector space. What are the characteristic numbers (with multiplicities) of the transformation:
(р) ;
(р) is a natural number)
(assuming that is invertible)
, where is an arbitrary polynomial (assuming that are distinct)?
Let the characteristic polynomials of the square matrices and have simple roots and respectively. Find the characteristic numbers of the Kronecker product of the matrices . (See the introduction to 15.)
Let a linear transformation of a vector space be diagonalizable. Prove the statements:
is the linear span of the set of all eigenvectors corresponding to nonzero eigenvalues
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Give an example of a linear transformation of the space for which .
A linear transformation of a real -dimensional vector space is given by its matrix. Compute the eigenvalues and find a maximal linearly independent system of eigenvectors of the transformation. If the system of vectors found forms a basis, write the matrix of the transformation in it and determine the geometric meaning of the transformation (in items 1-10 , in items 11-30 , in items 31-40 ):
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A linear transformation of a complex -dimensional vector space is given by its matrix. Find a basis of eigenvectors and write the matrix of the transformation in this basis:
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Find the eigenvalues and a maximal linearly independent system of eigenvectors of the linear transformation given by its matrix. Explain why the transformation is not diagonalizable:
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Find the characteristic numbers of the linear transformation given by its matrix. Determine whether the transformation is diagonalizable:
(1) in the real space,
(2) in the complex space. If yes, find a basis of eigenvectors and write the matrix of the transformation in it; otherwise indicate which of the necessary conditions for diagonalizability is not satisfied:
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Solve the eigenvalue-eigenvector problem and indicate the diagonal form of the matrix of the linear transformation given in the standard basis (real -dimensional arithmetic space in items 1-10, complex -dimensional arithmetic space in items 11-13):
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Find the characteristic numbers of the matrix:
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is odd). .
Compute:
, where
, where .
One of the matrices is similar to the matrix . Which one? Justify the answer without finding the eigenvectors and characteristic numbers. .
The matrix is similar to one of the matrices . Determine which one, without finding the eigenvalues and eigenvectors. .
Of the two matrices , one is similar to the matrix , and the other to the matrix . Determine which is which, without computing the eigenvalues and eigenvectors. .
The matrix is similar to one of the matrices: , . Which one? .
One of the matrices is similar to the matrix . Which one? .
The triangles and are similar (with similarity coefficient ). If the side lengths of the triangle equal , then the corresponding sides of the triangle have lengths . Prove that the triangles are equilateral, and find .
The sum of distinct natural numbers equals 18. After they were increased by the same factor , the numbers , were obtained. Find .
The sequence is given by the recurrence formula: . Prove that the sequence converges, and find its limit.
Find the eigenvalues and eigenvectors (eigenfunctions) of differentiation as a linear transformation of each of the following vector spaces of real functions ( a fixed natural number):
the space of all polynomials of degree at most
the space of all trigonometric polynomials of the form
the linear span of the system of functions , where are pairwise distinct numbers.
the space of all functions of the form , where is any polynomial of degree at most , a fixed number .
Find the eigenvalues and eigenvectors of the transformation in the spaces of functions from problem 24.42:
the space of all polynomials of degree at most
the space of all trigonometric polynomials of the form
the linear span of the system of functions , where are pairwise distinct numbers.
the space of all functions of the form , where is any polynomial of degree at most , a fixed number .
Verify that functions of the form , where is a polynomial of degree at most two, form a vector space . Verify that is a linear transformation of the space , and solve the eigenvalue-eigenvector problem for :
, i.e.
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Verify that functions of the form form a vector space , and that the transformation , where is a given polynomial and is differentiation, is a linear transformation of the space . Solve the eigenvalue-eigenvector problem for , if:
In the linear span of the functions , , a linear transformation is given, where is a polynomial and is differentiation. Solve the eigenvalue-eigenvector problem for , if:
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Find the eigenvalues and eigenvectors of the linear transformation of the space of real polynomials of degree at most two, if:
; 1
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Find the eigenvalues and eigenvectors of the differentiation transformation in the space of functions infinitely differentiable on the whole real line.
Let be the set of functions infinitely differentiable on the segment and such that .
Verify that is a vector space.
Find the eigenvectors and eigenvalues of the linear transformation of the space given by the formula .
Let be square matrices, and let the matrix be diagonalizable. Prove that the matrices are diagonalizable. Show by an example that the converse statement is not true.
Fix a real polynomial of degree . Any polynomial can be divided by with remainder, i.e. uniquely represented in the form
(the degree of the remainder is less than the degree of ). Define the transformation of the space of all real polynomials by the formula .
Show that the transformation is linear and .
Find the eigenvalues and eigenvectors of the transformation .
Prove that formula (4) gives a decomposition of the space into a direct sum of eigenspaces.
Let be the operation of taking the remainder of division by the polynomial (see problem 24.51) in the space of polynomials of degree at most 3. Find a basis of eigenvectors and write the matrix of the transformation in this basis, if:
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In the space of square matrices of order , consider the operation of transposition . Verify that is a linear transformation and . Find the eigenvalues and eigenvectors of the transformation . Decompose the space into a direct sum of eigenspaces of the transformation .
The set of complex matrices of order is considered as a real vector space of dimension .
Verify that the operation of Hermitian conjugation of a matrix is a linear transformation of the space , and moreover .
Find the eigenvalues and eigenvectors of the transformation .
Show that the transformation is not a linear transformation of the complex space .
Let be a matrix of second order. The formula defines a linear transformation of the space of matrices of second order (problem 23.47). Find the eigenvalues and a maximal linearly independent system of eigenvectors of the transformation . In the case when this system is a basis, write the matrix of the transformation in it:
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(in the space of complex matrices). .
Solve the eigenvalue-eigenvector problem for the transformation of the space of matrices of second order, if:
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(the space is real). .
(the space is complex). .
A transformation of the space of matrices of second order is defined by the formula , where is a fixed matrix.
Show that the transformation is linear, and find its matrix in the standard basis.
Solve the eigenvalue-eigenvector problem for the transformation , if:
(1)
(2) (the space is real);
(3) (the space is complex). .
Let be a nonsingular matrix of second order. Show that the formula defines a linear transformation of the space of matrices of second order. Solve the eigenvalue-eigenvector problem for the transformation , if:
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Find the eigenvectors and eigenvalues of the shift transformation in the space of polynomials in two variables, defined in problem 23.50, if:
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Solve the problem on eigenvalues and eigenvectors for the linear transformations of the space of homogeneous polynomials of degree in two variables, defined in problem 23.51:
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Let be a matrix of second order, . Define the transformation of the space of polynomials of degree at most by the formula . Show that is a linear transformation. Find its eigenvectors and eigenvalues, if and
Let , where , are continuous functions on the segment . Show that the transformation , defined by the formula
is a linear transformation of the space of polynomials of degree at most 2. Find the eigenvalues and eigenvectors of the transformation , if:
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Show that the formula
defines a linear transformation of the space of trigonometric polynomials of the form:
, if
, if . Find the eigenvalues and eigenvectors of the transformation .
Find the eigenvalues and eigenvectors of the Laplace operator in the space of polynomials with real coefficients.
Let be similar transformations of the vector space (see formula (5) of the introduction to 23). Prove that:
the characteristic polynomials of the transformations and coincide
if is an eigenvector of the transformation , then is an eigenvector of the transformation corresponding to the same eigenvalue
if there exists in a basis in which the matrix of the transformation is diagonal (triangular), then an analogous basis exists also for .
Show by an example that the coincidence of the characteristic polynomials of two linear transformations does not imply the similarity of these transformations.
Prove that
the kernel and
the range of a linear transformation are invariant subspaces.
Prove that an eigenspace of a linear transformation is invariant.
Let be a linear transformation of a vector space , a subspace in invariant with respect to , and a polynomial. Prove that the given subspace in is invariant with respect to :
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(if is invertible)
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Prove that
the sum of two (and in general of any finite collection) and
the intersection of two (and in general of any collection) of invariant subspaces of a linear transformation are invariant subspaces.
Let be a linear transformation of a vector space. Prove that any subspace containing is invariant.
Prove that if a linear transformation is nonsingular, then and have the same invariant subspaces.
What form does the matrix of a linear transformation of an -dimensional vector space have, if the basis of an invariant subspace is formed by:
the first basis vectors
the last basis vectors?
Let a vector space be the direct sum of two invariant subspaces of a linear transformation. Prove that then, in some basis, the matrix of the transformation has the form , where are square matrices.
Formulate and prove the converse statement.
Prove that:
the characteristic polynomial of a linear transformation is divisible by the characteristic polynomial of its restriction to an invariant subspace
if all roots of the characteristic polynomial of a linear transformation of a vector space belong to the field over which is defined, then every subspace in invariant with respect to contains an eigenvector of this transformation
if a vector space is the direct sum of invariant subspaces of a linear transformation , then the characteristic polynomial of equals the product of the characteristic polynomials of the restrictions of to these invariant subspaces.
Find all subspaces invariant with respect to a homothety of a vector space.
Find the subspaces invariant with respect to a rotation of the plane about the origin by angle .
Find the subspaces of a three-dimensional geometric vector space invariant with respect to a rotation by angle about the line .
Let a linear transformation of an -dimensional vector space have pairwise distinct eigenvalues. Find all invariant subspaces and count their number.
Let be a diagonalizable linear transformation of an -dimensional vector space . Find all subspaces in invariant with respect to the transformation .
Find all subspaces in invariant with respect to , if in the basis of the vector space the linear transformation has the matrix:
Let . Find the invariant subspaces of the given linear transformation of the space :
projection onto parallel to
reflection in parallel to .
Show that a projection transformation of a vector space has the property: .
Prove that a nonzero linear transformation , for which , is the projection onto parallel to .
Show that a reflection transformation of a vector space in a subspace has the property .
Prove that a linear transformation , different from , for which , is the reflection of the space in the subspace of fixed vectors parallel to some complementary subspace.
Let be a linear transformation of the space . Prove that for any , every subspace containing is invariant with respect to .
Prove the statements:
If a linear transformation of an -dimensional vector space has an eigenvector, then there also exists for it an -dimensional invariant subspace.
Let be the matrix of a linear transformation in some basis , an eigenvalue, and let the row a be defined by the equation . Then the equation in the basis defines an -dimensional subspace invariant with respect to the transformation . Is the converse statement true?
Every -dimensional invariant subspace of a linear transformation of a complex space contains a -dimensional invariant subspace.
A linear transformation of the arithmetic space is given, in the standard basis , by the matrix . Find the subspaces invariant with respect to , if:
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Find the -dimensional subspaces in invariant with respect to the linear transformation given by its matrix , if:
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Let be a characteristic number of a real matrix of order , and let be an eigenvector of the linear transformation of the space with matrix (x, y real vectors). Prove that and form a basis of a two-dimensional invariant subspace of the linear transformation of the space given by the matrix .
Find the two-dimensional invariant subspaces for the linear transformation of the space given, in the standard basis, by the matrix . .
Let be a linear transformation of a real vector space, a pair of its complex-conjugate characteristic numbers, and . Prove that the quasi-eigenspace is nonzero and invariant with respect to .
Find the quasi-eigenspaces of the transformation given by the matrix :
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Prove that a quasi-eigenspace contains no eigenvectors, and through each of its vectors there passes a two-dimensional invariant subspace.
Prove that the dimension of a quasi-eigenspace is an even number.
Prove that a quasi-eigenspace can be decomposed into a direct sum of two-dimensional invariant subspaces.
Prove that the dimension of a quasi-eigenspace does not exceed twice the multiplicity of the corresponding characteristic number.
Prove that in a two-dimensional invariant subspace of a transformation , containing no eigenvectors, one can choose a basis so that the matrix of the restriction of has the form .
Prove that any two-dimensional invariant subspace containing no eigenvectors lies in some quasi-eigenspace.
Prove that any two quasi-eigenspaces have zero intersection.
Prove that the eigenspaces and quasi-eigenspaces of a linear transformation are situated so that their sum is a direct sum.
For each of the transformations of problem 24.90:
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find the transition matrix to a basis in which its matrix is block-diagonal, and find the matrix of the transformation in this basis. (In each case find at least one solution.)
Let a linear transformation of an -dimensional vector space possess a chain of pairwise distinct invariant subspaces nested in one another: . Prove that there exists in a basis in which the matrix of the transformation is upper triangular.
Let, in the basis , the matrix of a linear transformation of the space be upper triangular. Prove that the subspaces are invariant with respect to and .
A linear transformation of the space is given by the matrix in the standard basis. Reduce the matrix of the transformation to triangular form, if:
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Let be a chain of subspaces of a vector space , invariant with respect to a linear transformation . Suppose the basis is chosen so that the vectors belong to . Show that the matrix is upper block-triangular with diagonal blocks of size , where , .
Let, in some basis, the matrix of a linear transformation be upper block-triangular. Prove that the transformation possesses a chain of invariant subspaces. Express their dimensions in terms of the orders of the diagonal blocks.
Let be the vector space of infinitely differentiable functions , a nonnegative integer, a fixed real number. Prove that the given set of functions forms a subspace in , invariant with respect to differentiation :
the set of all polynomials
the set of all polynomials of degree at most
the set of all trigonometric polynomials of order at most
the set of all linear combinations of the functions
the set of all functions , where is an arbitrary polynomial
the set of all functions , where is an arbitrary trigonometric polynomial
the set of all functions , where is an arbitrary polynomial.
Let be the vector space of functions of problem 24.103, . Prove that the given set of functions is a subspace in , invariant with respect to the transformation . Find the eigenvalues and eigenvectors of the restriction of the transformation to this subspace:
the set of all even polynomials of degree at most
the set of all odd polynomials of degree at most
the set of all even trigonometric polynomials
the set of all odd trigonometric polynomials .
Find all subspaces of the vector space of all polynomials invariant with respect to differentiation.
Show that the linear transformation of the space of all polynomials consisting of multiplying polynomials by has neither eigenvectors nor invariant subspaces (except for the zero subspace and the whole space).
Find the subspaces invariant with respect to the operation of taking the remainder (see problem 24.51) in the space of all polynomials.
Let be the linear transformation of the space of polynomials defined in problem 24.61. Prove that the subspaces of homogeneous polynomials of degree are invariant with respect to the transformation .
Find the subspaces of the vector space of matrices of order invariant with respect to transposition.
In the space , consider the transformation , where is a fixed matrix. Prove that is the direct sum of subspaces invariant with respect to .
In the space , consider the transformation , where is a fixed matrix. Prove that the given set forms a subspace invariant with respect to :
the set of all matrices with zero trace
the set of all upper triangular matrices (if the matrix is upper triangular)
the set of all skew-symmetric matrices (if the matrix is skew-symmetric)
the set of all diagonal matrices (if the matrix is diagonal).
A linear transformation of the space of real matrices of order is defined by the formula , where is a fixed matrix.
Prove that the skew-symmetric matrices form a subspace in , invariant with respect to the transformation
express the characteristic numbers of the restriction of to this subspace in terms of the characteristic numbers of the matrix .
A linear transformation of the space of matrices of order is defined by the formula , where is a nonsingular matrix. Prove that the given set of matrices is a subspace invariant with respect to the transformation :
the set of all matrices with zero trace
the set of all scalar matrices
the set of all upper triangular matrices (if the matrix is upper triangular)
(1) the set of all symmetric matrices;
(2) the set of all skew-symmetric matrices (if the matrix is orthogonal).
(1) the set of all Hermitian matrices;
(2) the set of all skew-Hermitian matrices (if is a unitary matrix, and if these sets are subspaces of the -dimensional real space of complex matrices of order ).
A linear transformation of the complex space of matrices of second order is given by the formula , where a real number. Find the eigenvalues and eigenvectors of the restriction of the transformation to the subspace:. .
of symmetric matrices
of matrices with zero trace.
Give an example of a matrix of order having a characteristic number of multiplicity , and eigenspace of dimension . How many Jordan blocks correspond to this , and what is the sum of the orders of these blocks?
Verify by direct computation the Hamilton-Cayley theorem for the given matrix and determine its minimal polynomial:
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Can the minimal polynomial of a matrix of order
be a polynomial of the first degree
have the form . Give examples.
Show that an eigenvector is a root vector. What is the height of an eigenvector?
Prove that the matrix of a linear transformation is diagonalizable if and only if the height of every root vector equals 1.
Prove that root vectors corresponding to pairwise distinct eigenvalues are linearly independent.
Let and be root subspaces corresponding to the eigenvalues . Prove that is invariant with respect to , and the restriction of to is nonsingular.
Prove that the dimension of a root subspace equals the multiplicity of the corresponding eigenvalue as a root of the characteristic polynomial.
Prove the linear independence of the vectors of a Jordan chain.
Prove that the initial vectors of the Jordan chains composing a basis of a root subspace form a basis of the corresponding eigenspace.
Let the dimension of the eigenspace corresponding to a characteristic number be less than the multiplicity of . Does every eigenvector have an associated vector?
Find bases of the root subspaces of the linear transformation given by the matrix :
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Verify that the linear transformation given by the matrix is nilpotent and find for it a Jordan basis and the Jordan form of the matrix:
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Reduce the matrix to Jordan form:
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Can the following matrices of linear transformations of a real space be reduced to Jordan form? Find their Jordan form as matrices of linear transformations of a complex space:
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Reduce to Jordan form the matrix of a linear transformation of a complex arithmetic space:
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Compute the value of the following polynomials of the matrix :
an arbitrary polynomial .
Find the Jordan form of the matrix:
a natural number
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What can be said about a matrix of order , if its minimal polynomial satisfies the following condition:
has all roots of multiplicity 1
coincides, up to sign, with the characteristic polynomial.
Let for some natural number m. Prove that the Jordan form of the matrix of is diagonal. What numbers stand on the diagonal of this matrix?
Find the Jordan form of the linear transformation of the complex arithmetic space with the matrix:
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Without finding Jordan bases, determine the Jordan forms of the matrices, knowing that their characteristic polynomials equal :
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Verify that the matrices and have the same characteristic polynomials. Find their minimal polynomials and Jordan forms. .
Determine the Jordan form of the matrix from the given characteristic polynomial , knowing that .
Find the exponential of the matrix:
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Let the linear transformations commute. Prove that:
the kernel and the range of one of them are invariant with respect to the other
the eigenspaces of the transformation are invariant with respect to .
Let be an eigenvalue of a linear transformation .
Prove that the subspaces are invariant with respect to .
Show that . Can the inclusion be strict?
Prove that:
any two commuting linear transformations of a complex space have a common eigenvector
the same statement is true for a real space, if all characteristic numbers of the transformations are real.
Let be a singular linear transformation of a finite-dimensional vector space. Prove that there exists such that for all , the transformation is nonsingular.
Prove that for any two linear transformations of the same vector space, the characteristic polynomials of the transformations and coincide.
Let be commuting linear transformations of an -dimensional space, and let have distinct eigenvalues. Prove that all eigenvectors of the transformation are also eigenvectors for , so that the matrices of and are diagonal in a common basis for them.
Let a linear transformation be diagonalizable and let each of its eigenspaces be invariant with respect to a linear transformation . Prove that .
Let , where are nonzero linear subspaces in .
Let be the projection of the space onto parallel to , and let be some linear transformation in . Prove that if and only if the subspaces and are invariant with respect to .
Formulate and prove the analogous statement for the reflection of the space in parallel to .
Let be linear transformations of an -dimensional vector space. It is given that and . Prove that has eigenvalues of the form , where is some number.
Let and be linear transformations of the space , and let be one-to-one. Find such that for any the linear transformation is one-to-one.