Section 7.5

Eigenvalues and Eigenvectors

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Problem 7.5.1

Let MM be a real 3×33 \times 3 matrix such that M3=IM^{3} = I, M≠IM \neq I.

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(1)

What are the eigenvalues of MM?

(2)

Give an example of such a matrix.

Problem 7.5.2

Let NN be a linear operator on an nn-dimensional vector space, n>1n > 1, such that Nn=0N^{n} = 0, Nn−1≠0N^{n-1} \neq 0. Prove there is no operator XX with X2=NX^{2} = N.

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Problem 7.5.3

Let F\mathbf{F} be a field, nn and mm positive integers, and AA an n×nn \times n matrix with entries in F\mathbf{F} such that Am=0A^{m} = 0. Prove that An=0A^{n} = 0.

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Problem 7.5.4

Let BB be a 3×33 \times 3 matrix whose null space is 22-dimensional, and let χ(λ)\chi (\lambda ) be the characteristic polynomial of BB. For each assertion below, provide either a proof or a counterexample.

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(1)

λ2\lambda^{2} is a factor of χ(λ)\chi (\lambda ).

(2)

The trace of BB is an eigenvalue of BB.

(3)

BB is diagonalizable.

Problem 7.5.5

Suppose that the minimal polynomial of a linear operator TT on a seven-dimensional vector space is x2x^{2}. What are the possible values of the dimension of the kernel of TT?

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Problem 7.5.6

Let LL be a real symmetric n×nn \times n matrix with 00 as a simple eigenvalue, and let v∈Rnv \in \mathbb {R}^{n}.

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(1)

Show that for sufficiently small positive real ε\varepsilon, the equation Lx+εx=vLx+\varepsilon x = v has a unique solution x=x(ε)∈Rnx = x(\varepsilon ) \in \mathbb {R}^{n}.

(2)

Evaluate lim⁡ε→0+εx(ε)\lim_{\varepsilon \to 0^{+}} \varepsilon x(\varepsilon ) in terms of vv, the eigenvectors of LL, and the inner product ⟨⋅,⋅⟩\left\langle \cdot , \cdot \right\rangle on Rn\mathbb {R}^{n}.

Problem 7.5.7

Let VV be a finite-dimensional vector space over the rationals Q\mathbb {Q} and let MM be an automorphism of VV such that MM fixes no nonzero vector in VV. Suppose that MpM^{p} is the identity map on VV, where pp is a prime number. Show that the dimension of VV is divisible by p−1p-1.

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Problem 7.5.8

Let F\mathbf{F} be a field, VV a finite-dimensional vector space over F\mathbf{F}, and TT a linear transformation of VV into VV whose minimum polynomial, μ\mu, is irreducible over F\mathbf{F}.

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(1)

Let vv be a nonzero vector in VV and let V1V_{1} be the subspace spanned by vv and its images under the positive powers of TT. Prove that dim⁡V1=deg⁡μ\dim V_{1} = \deg \mu.

(2)

Prove that deg⁡μ\deg \mu divides dim⁡V\dim V.

Problem 7.5.9

Suppose AA and MM are n×nn \times n matrices over C\mathbb {C}, AA is invertible and AMA−1=M2AMA^{-1} = M^{2}. Prove the nonzero eigenvalues of MM are roots of unity.

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Problem 7.5.10

Prove that the matrix

(0510505015050050) \begin{pmatrix} 0 & 5 & 1 & 0 \\ 5 & 0 & 5 & 0 \\ 1 & 5 & 0 & 5 \\ 0 & 0 & 5 & 0 \end{pmatrix}

has two positive and two negative eigenvalues (counting multiplicities).

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Problem 7.5.11

Prove that the matrix

(11.0000111.0000111.0000111.000011) \begin{pmatrix} 1 & 1.00001 & 1 \\ 1.00001 & 1 & 1.00001 \\ 1 & 1.00001 & 1 \end{pmatrix}

has one positive eigenvalue and one negative eigenvalue.

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Problem 7.5.12

For arbitrary elements aa, bb, and cc in a field F\mathbf{F}, compute the minimal polynomial of the matrix

(00a10b01c). \begin{pmatrix} 0 & 0 & a \\ 1 & 0 & b \\ 0 & 1 & c \end{pmatrix}.
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Problem 7.5.13

Let AA be an n×nn \times n complex matrix such that the three matrices A+IA+I, A2+IA^{2}+I, A3+IA^{3}+I are all unitary. Prove that AA is the zero matrix.

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Problem 7.5.14

Let kk be a field, and let n≥1n \geq 1. Prove that the following properties of an n×nn \times n matrix AA with entries in kk are equivalent:

  • AA is a scalar multiple of the identity matrix.

  • Every nonzero vector v∈knv \in k^{n} is an eigenvector of AA.

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Problem 7.5.15

Suppose that AA and BB are endomorphisms of a finite-dimensional vector space VV over a field F\mathbf{F}. Prove or disprove the following statements:

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(1)

Every eigenvector of ABAB is also an eigenvector of BABA.

(2)

Every eigenvalue of ABAB is also an eigenvalue of BABA.

Problem 7.5.16

Let AA and BB denote real n×nn \times n symmetric matrices such that AB=BAAB = BA. Prove that AA and BB have a common eigenvector in Rn\mathbb {R}^{n}.

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Problem 7.5.17

Let SS be a nonempty commuting set of n×nn \times n complex matrices (n≥1n \geq 1). Prove that the members of SS have a common eigenvector.

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Problem 7.5.18

Let AA and BB be complex n×nn \times n matrices such that AB=BA2AB = BA^{2}, and assume AA has no eigenvalues of absolute value 11. Prove that AA and BB have a common (nonzero) eigenvector.

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Problem 7.5.19

Let VV be a finite-dimensional vector space over an algebraically closed field. A linear operator T:V→VT : V \to V is called completely reducible if whenever a linear subspace E⊂VE \subset V is invariant under TT, that is T(E)⊂ET(E) \subset E, there is a linear subspace F⊂VF \subset V which is invariant under TT and such that V=E⊕FV = E \oplus F. Prove that TT is completely reducible if and only if VV has a basis of eigenvectors.

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Problem 7.5.20

Let VV be the vector space of sequences (an)(a_{n}) of complex numbers. The shift operator S:V→VS : V \to V is defined by

S((a1,a2,a3,…))=(a2,a3,a4,…). S((a_{1},a_{2},a_{3},\ldots )) = (a_{2},a_{3},a_{4},\ldots ).
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(1)

Find the eigenvectors of SS.

(2)

Show that the subspace WW consisting of the sequences (xn)(x_{n}) with xn+2=xn+1+xnx_{n+2} = x_{n+1}+x_{n} is a two-dimensional, SS-invariant subspace of VV and exhibit an explicit basis for WW.

(3)

Find an explicit formula for the nn-th Fibonacci number fnf_{n}, where f2=f1=1f_{2} = f_{1} = 1, fn+2=fn+1+fnf_{n+2} = f_{n+1}+f_{n} for n≥1n \geq 1.

Note: See also Problem 1.3.12.

Problem 7.5.21

Let TT be a linear transformation on a finite-dimensional C\mathbb {C}-vector space VV, and let ff be a polynomial with coefficients in C\mathbb {C}. If λ\lambda is an eigenvalue of TT, show that f(λ)f(\lambda ) is an eigenvalue of f(T)f(T). Is every eigenvalue of f(T)f(T) necessarily obtained in this way?

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Problem 7.5.22

Let AA be the n×nn \times n matrix which has zeros on the main diagonal and ones everywhere else. Find the eigenvalues and eigenspaces of AA and compute det⁡(A)\operatorname {det}\left(A\right).

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Problem 7.5.23

Let AA and BB be two n×nn \times n self-adjoint (i.e., Hermitian) matrices over C\mathbb {C} and assume AA is positive definite. Prove that all eigenvalues of ABAB are real.

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Problem 7.5.24

Let aa, bb, cc, and dd be real numbers, not all zero. Find the eigenvalues of the following 4×44 \times 4 matrix and describe the eigenspace decomposition of R4\mathbb {R}^{4}:

(aaabacadbabbbcbdcacbcccddadbdcdd). \begin{pmatrix} aa & ab & ac & ad \\ ba & bb & bc & bd \\ ca & cb & cc & cd \\ da & db & dc & dd \end{pmatrix}.
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Problem 7.5.25

Show that the following three conditions are all equivalent for a real 3×33 \times 3 symmetric matrix AA, whose eigenvalues are λ1\lambda_{1}, λ2\lambda_{2}, and λ3\lambda_{3}:

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(1)

\trA\tr A is not an eigenvalue of AA.

(2)

(a+b)(b+c)(a+c)≠0(a+b)(b+c)(a+c) \neq 0.

(3)

The map L:S→SL : S \to S is an isomorphism, where SS is the space of 3×33 \times 3 real skew-symmetric matrices and L(W)=AW+WAL(W) = AW+WA.

Problem 7.5.26

Let

A=(abcd) A = \begin{pmatrix} a & b \\ c & d \end{pmatrix}

be a real matrix with a,b,c,d>0a, b, c, d > 0. Show that AA has an eigenvector

(xy)∈R2 \begin{pmatrix} x \\ y \end{pmatrix} \in \mathbb {R}^{2}

with x,y>0x, y > 0.

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Problem 7.5.27

Let nn be a positive integer, and let A=(aij)i,j=1nA = (a_{ij})_{i,j=1}^{n} be the n×nn \times n matrix with aii=2a_{ii} = 2, ai,i±1=−1a_{i,i\pm 1} = -1, and aij=0a_{ij} = 0 otherwise; that is,

A=(2−100⋯000−12−10⋯0000−12−1⋯00000−12⋯000⋮⋮⋮⋮⋱⋮⋮⋮0000⋯2−100000⋯−12−10000⋯0−12). A = \begin{pmatrix} 2 & -1 & 0 & 0 & \cdots & 0 & 0 & 0 \\ -1 & 2 & -1 & 0 & \cdots & 0 & 0 & 0 \\ 0 & -1 & 2 & -1 & \cdots & 0 & 0 & 0 \\ 0 & 0 & -1 & 2 & \cdots & 0 & 0 & 0 \\ \vdots & \vdots & \vdots & \vdots & \ddots & \vdots & \vdots & \vdots \\ 0 & 0 & 0 & 0 & \cdots & 2 & -1 & 0 \\ 0 & 0 & 0 & 0 & \cdots & -1 & 2 & -1 \\ 0 & 0 & 0 & 0 & \cdots & 0 & -1 & 2 \end{pmatrix}.

Prove that every eigenvalue of AA is a positive real number.

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Problem 7.5.28

Let AA be a real symmetric n×nn \times n matrix with nonnegative entries. Prove that AA has an eigenvector with nonnegative entries.

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Problem 7.5.29

Let AnA_{n} be the n×nn \times n matrix whose entries ajka_{jk} are given by

ajk={1if ∣j−k∣=10otherwise. a_{jk} = \begin{cases} 1 & \text{if } \left|j-k\right| = 1 \\ 0 & \text{otherwise}. \end{cases}

Prove that the eigenvalues of AA are symmetric with respect to the origin.

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Problem 7.5.30

Let A=(aij)i,j=1nA = (a_{ij})_{i,j=1}^{n} be a real n×nn \times n matrix with nonnegative entries such that

∑j=1naij=1(1≤i≤n). \sum _{j=1}^{n} a_{ij} = 1 \qquad (1 \leq i \leq n).

Prove that no eigenvalue of AA has absolute value greater than 11.

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Problem 7.5.31

Let SS be a special orthogonal (that is, orthogonal with determinant 11) n×nn \times n matrix, with nn odd.

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(1)

Prove that 11 is an eigenvalue of SS.

(2)

Show, by example, that this is false if nn is even.

Problem 7.5.32

Let AA and BB be m×mm \times m Hermitian matrices such that all the eigenvalues of AA lie in [a,a′][a,a'] and all the eigenvalues of BB lie in [b,b′][b,b']. Show that all eigenvalues of A+BA+B lie in [a+b,a′+b′][a+b,a'+b'].

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Problem 7.5.33

Let AA be an n×nn \times n real symmetric matrix with a11=a22=⋯=ann=2a_{11} = a_{22} = \cdots = a_{nn} = 2 and aij∈{−1,0}a_{ij} \in \left\{ -1,0\right\} for i≠ji \neq j. Suppose kk of the off-diagonal entries in the first row and column are −1-1's and the rest are 00's, and suppose that this is the maximum number of −1-1's in any row or column. Show that all eigenvalues of AA lie in the interval [k−1,k+1][k-1, k+1].

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Problem 7.5.34

Let AA and BB be real symmetric n×nn \times n matrices, and assume BB is positive definite. Show that there is a nonzero vector xx that maximizes

G(x)=⟨Ax,x⟩⟨Bx,x⟩ G(x) = \frac{ \left\langle Ax, x \right\rangle }{ \left\langle Bx, x \right\rangle }

and that any such xx is an eigenvector of the matrix B−1AB^{-1}A.

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Problem 7.5.35

Let AA and BB be n×nn \times n real symmetric matrices, and suppose AA is positive definite. Prove that

lim⁡m→∞⟨Am+1y,y⟩⟨Amy,y⟩ \lim _{m \to \infty } \frac{ \left\langle A^{m+1}y, y \right\rangle }{ \left\langle A^{m}y, y \right\rangle }

exists for every y∈Rny \in \mathbb {R}^{n}, y≠0y \neq 0.

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