Section 41

Jordan canonical form and its applications. Minimal polynomial

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Problem 41.1

Find the Jordan form of the matrix:

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(a)

(1−344−786−77)\left(\begin{array}{ccc}1 & -3 & 4 \\ 4 & -7 & 8 \\ 6 & -7 & 7\end{array}\right);

(b)

(4−571−49−405)\left(\begin{array}{rrr}4 & -5 & 7 \\ 1 & -4 & 9 \\ -4 & 0 & 5\end{array}\right);

(c)

(460−3−50−3−61)\left(\begin{array}{rrr}4 & 6 & 0 \\ -3 & -5 & 0 \\ -3 & -6 & 1\end{array}\right);

(d)

(3083−16−20−5)\left(\begin{array}{rrr}3 & 0 & 8 \\ 3 & -1 & 6 \\ -2 & 0 & -5\end{array}\right);

(e)

(−286−41064−8−4);\left(\begin{array}{rrr}-2 & 8 & 6 \\ -4 & 10 & 6 \\ 4 & -8 & -4\end{array}\right) ; \quad

(f)

(1−303−2−60130−313−1−408)\left(\begin{array}{rrrr}1 & -3 & 0 & 3 \\ -2 & -6 & 0 & 13 \\ 0 & -3 & 1 & 3 \\ -1 & -4 & 0 & 8\end{array}\right);

(g)

(3−11−79−3−7−1004−8002−4)\left(\begin{array}{rrrr}3 & -1 & 1 & -7 \\ 9 & -3 & -7 & -1 \\ 0 & 0 & 4 & -8 \\ 0 & 0 & 2 & -4\end{array}\right);

(h)

(1−110…0001−10…00001−1…00…………………0000…1−10000…01)\left(\begin{array}{rrrrrrr}1 & -1 & 1 & 0 & \ldots & 0 & 0 \\ 0 & 1 & -1 & 0 & \ldots & 0 & 0 \\ 0 & 0 & 1 & -1 & \ldots & 0 & 0 \\ \ldots & \ldots & \ldots & \ldots & \ldots & \ldots & \ldots \\ 0 & 0 & 0 & 0 & \ldots & 1 & -1 \\ 0 & 0 & 0 & 0 & \ldots & 0 & 1\end{array}\right);

(i)

(111…1011…1001…1……………000…1);\left(\begin{array}{ccccc}1 & 1 & 1 & \ldots & 1 \\ 0 & 1 & 1 & \ldots & 1 \\ 0 & 0 & 1 & \ldots & 1 \\ \ldots & \ldots & \ldots & \ldots & \ldots \\ 0 & 0 & 0 & \ldots & 1\end{array}\right) ; \quad

(j)

(nn−1n−2…10nn−1…200n…3……………);\left(\begin{array}{ccccc}n & n-1 & n-2 & \ldots & 1 \\ 0 & n & n-1 & \ldots & 2 \\ 0 & 0 & n & \ldots & 3 \\ \ldots & \ldots & \ldots & \ldots & \ldots \end{array}\right) ;

(k)

(100…0120…0123…0……………123…n);\left(\begin{array}{ccccc}1 & 0 & 0 & \ldots & 0 \\ 1 & 2 & 0 & \ldots & 0 \\ 1 & 2 & 3 & \ldots & 0 \\ \ldots & \ldots & \ldots & \ldots & \ldots \\ 1 & 2 & 3 & \ldots & n\end{array}\right) ; \quad

(l)

(0100…00010…00001…0………………0000…11000…0)\left(\begin{array}{cccccc}0 & 1 & 0 & 0 & \ldots & 0 \\ 0 & 0 & 1 & 0 & \ldots & 0 \\ 0 & 0 & 0 & 1 & \ldots & 0 \\ \ldots & \ldots & \ldots & \ldots & \ldots & \ldots \\ 0 & 0 & 0 & 0 & \ldots & 1 \\ 1 & 0 & 0 & 0 & \ldots & 0\end{array}\right);

(m)

(αa12a13…a1n0αa23…a2n00α…a3n……………000…α)\left(\begin{array}{ccccc}\alpha & a_{12} & a_{13} & \ldots & a_{1 n} \\ 0 & \alpha & a_{23} & \ldots & a_{2 n} \\ 0 & 0 & \alpha & \ldots & a_{3 n} \\ \ldots & \ldots & \ldots & \ldots & \ldots \\ 0 & 0 & 0 & \ldots & \alpha \end{array}\right), where a12,a23,…,an−1,n≠0a_{12}, a_{23}, \ldots , a_{n-1, n} \neq 0.

Problem 41.2

Prove that the Jordan form of the matrix A+αEA+\alpha E equals Aj+αEA_{j}+\alpha E, where AjA_{j} is the Jordan form of the matrix AA.

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Problem 41.3

Let AA be a Jordan block of order nn with entry α\alpha on the main diagonal.

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(a)

Find the matrix f(A)f(A), where f(x)f(x) is a polynomial.

(b)

Find the Jordan form of the matrix A2A^{2}.

Problem 41.4

Find the Jordan form of the matrix

[α010…000α01…0000α0…00000α…00…………………0000…α00000…0α]. \left[\begin{smallmatrix} \alpha & 0 & 1 & 0 & \ldots & 0 & 0 \\ 0 & \alpha & 0 & 1 & \ldots & 0 & 0 \\ 0 & 0 & \alpha & 0 & \ldots & 0 & 0 \\ 0 & 0 & 0 & \alpha & \ldots & 0 & 0 \\ \ldots & \ldots & \ldots & \ldots & \ldots & \ldots & \ldots \\ 0 & 0 & 0 & 0 & \ldots & \alpha & 0 \\ 0 & 0 & 0 & 0 & \ldots & 0 & \alpha \end{smallmatrix}\right].
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Problem 41.5

Find the Jordan form of the matrix:

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(a)

A2A^{2};

(b)

A−1(AA^{-1}(A is a nonsingular matrix); if AA has Jordan form AjA_{j}.

Problem 41.6

Find the Jordan form of the matrix AA and determine the geometric meaning of the corresponding linear operator A\mathcal{A}, if:

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(a)

A2=EA^{2}=E;

(b)

A2=AA^{2}=A.

Problem 41.7

Prove that every periodic complex matrix is similar to a diagonal matrix, and find the form of this diagonal matrix.

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Problem 41.8

Prove that a matrix is nilpotent if and only if all its characteristic numbers equal zero.

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Problem 41.9

Prove that for every linear operator A\mathcal{A} of rank 1 on a complex vector space there exists a number kk such that A2=kA\mathcal{A}^{2}=k \mathcal{A}.

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Problem 41.10

Find the Jordan form of the matrix of a linear operator A\mathcal{A} and a basis (f1,…,fn)(f_{1}, \ldots , f_{n}) in which A\mathcal{A} has this matrix, if in the basis (e1,…,en)\left(e_{1}, \ldots , e_{n}\right) the operator A\mathcal{A} is given by the matrix:

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(a)

(32−3410−1236−7)\left(\begin{array}{ccc}3 & 2 & -3 \\ 4 & 10 & -12 \\ 3 & 6 & -7\end{array}\right);

(b)

(11−1−3−33−2−22)\left(\begin{array}{rrr}1 & 1 & -1 \\ -3 & -3 & 3 \\ -2 & -2 & 2\end{array}\right);

(c)

(01−11−12−11−1110−1101)\left(\begin{array}{rrrr}0 & 1 & -1 & 1 \\ -1 & 2 & -1 & 1 \\ -1 & 1 & 1 & 0 \\ -1 & 1 & 0 & 1\end{array}\right);

(d)

(6−9547−13878−171181−213)\left(\begin{array}{cccc}6 & -9 & 5 & 4 \\ 7 & -13 & 8 & 7 \\ 8 & -17 & 11 & 8 \\ 1 & -2 & 1 & 3\end{array}\right).

Problem 41.11

Find the Jordan form of the matrix of a linear operator on a complex vector space having only one invariant line.

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Problem 41.12

Prove that the maximal number of linearly independent eigenvectors of a linear operator A\mathcal{A} with eigenvalue λ\lambda equals the number of blocks with diagonal entry λ\lambda in the Jordan form of the matrix of the operator A\mathcal{A}.

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Problem 41.13

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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Problem 41.14

Prove that if a linear operator B\mathcal{B} on a complex vector space commutes with every linear operator that commutes with the operator A\mathcal{A}, then B\mathcal{B} is a polynomial in A\mathcal{A}.

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Problem 41.15

Prove that if matrices AA and BB satisfy the relation AB−BA=BA B-B A=B, then the matrix BB is nilpotent.

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Problem 41.16

On the space of complex polynomials of degree at most 2 in xx and yy, the operator A:f(x,y)→f(x+1,y+1)\mathcal{A}: f(x, y) \rightarrow f(x+1, y+1) acts. Find the Jordan form of the operator A\mathcal{A}.

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Problem 41.17

On the space of complex polynomials in x,yx, y of degree at most nn, the operator A=∂∂x+∂∂y\mathcal{A}=\frac{\partial }{\partial x}+\frac{\partial }{\partial y} acts. Find the Jordan form of A\mathcal{A}.

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Problem 41.18

Prove that any matrix is similar to its transpose.

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Problem 41.19

On the space M2(C)\mathbf{M}_{2}(\mathbb {C}) consider the linear operator LA(X)=AXL_{A}(X)=A X, where X∈M2(C)X \in \mathbf{M}_{2}(\mathbb {C}) and AA is a fixed matrix from M2(C)\mathbf{M}_{2}(\mathbb {C}). Find the Jordan form of the operator LAL_{A}, given the Jordan form of AA.

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Problem 41.20

Prove that for any nonsingular square complex matrix AA and any natural number kk, the equation Xk=AX^{k}=A has a solution.

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Problem 41.21

Solve the equations:

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(a)

X2=(31−15)X^{2}=\left(\begin{array}{rr}3 & 1 \\ -1 & 5\end{array}\right);

(b)

X2=(6237)X^{2}=\left(\begin{array}{ll}6 & 2 \\ 3 & 7\end{array}\right).

Problem 41.22

Using Jordan form and problems 17.7-17.9, compute:

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(a)

(11−13)50\left(\begin{array}{rr}1 & 1 \\ -1 & 3\end{array}\right)^{50};

(b)

(7−414−8)64\left(\begin{array}{rr}7 & -4 \\ 14 & -8\end{array}\right)^{64}.

Problem 41.23

Find the minimal polynomial of a diagonal matrix with distinct entries on the main diagonal.

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Problem 41.24

Find the minimal polynomial of a Jordan block of order nn with the number α\alpha on the main diagonal.

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Problem 41.25

Prove that the minimal polynomial of a block-diagonal matrix equals the least common multiple of the minimal polynomials of its blocks.

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Problem 41.26

Find the minimal polynomial:

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(a)

of the identity operator;

(b)

of the zero operator;

(c)

of the projection operator of an nn-dimensional space VV onto a kk-dimensional subspace L(0<k<n)L(0<k<n);

(d)

of a reflection operator;

(e)

of a nilpotent operator of index kk;

(f)

of the operator A\mathcal{A} from 40.31(a);

(g)

of the operator A\mathcal{A} from 40.31(b);

(h)

of the operator A\mathcal{A} from 40.32(a);

(i)

of the operator A\mathcal{A} from 40.32(b);

(j)

of the operator LAL_{A} from 40.40;

(k)

of the operator A\mathcal{A} from 41.16.

Problem 41.27

Find the minimal polynomial of the matrix:

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(a)

(3−1−1020111)\left(\begin{array}{rrr}3 & -1 & -1 \\ 0 & 2 & 0 \\ 1 & 1 & 1\end{array}\right);

(b)

(4−22−57−5−66−4)\left(\begin{array}{rrr}4 & -2 & 2 \\ -5 & 7 & -5 \\ -6 & 6 & -4\end{array}\right).

Problem 41.28

Let a linear operator A\mathcal{A} have, in the basis (e1,e2,e3)(e_{1}, e_{2}, e_{3}) of the space VV, the matrix

[100121−101] \left[\begin{smallmatrix} 1 & 0 & 0 \\ 1 & 2 & 1 \\ -1 & 0 & 1 \end{smallmatrix}\right]

Find the minimal polynomial g(t)g(t) of the operator A\mathcal{A} and decompose the space VV into a direct sum of invariant subspaces corresponding to the factorization of the minimal polynomial into coprime factors.

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Problem 41.29

Prove that the minimal polynomial of a matrix of order ⩾2\geqslant 2 and rank 1 has degree 2.

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Problem 41.30

What can be said about the Jordan form of the matrix of a linear operator A\mathcal{A} on a complex space if A3=A2\mathcal{A}^{3}=\mathcal{A}^{2}?

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Problem 41.31

Prove that some power of the minimal polynomial of a matrix is divisible by its characteristic polynomial.

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Problem 41.32

Prove that for two matrices to be similar it is necessary, but not sufficient, that they have the same characteristic and minimal polynomials.

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Problem 41.33

Prove that if the degree of the minimal polynomial of a linear operator A\mathcal{A} equals the dimension of the space, then every operator commuting with A\mathcal{A} is a polynomial in A\mathcal{A}.

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Problem 41.34

A linear operator is called semisimple if every invariant subspace has an invariant complementary subspace.

Prove that:

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(a)

the restriction of a semisimple operator to an invariant subspace is also a semisimple operator;

(b)

a linear operator is semisimple if and only if the space is a direct sum of minimal invariant subspaces;

(c)

if for a linear operator A\mathcal{A} there exists a decomposition of the space into a direct sum of invariant subspaces, on each of which the restriction of the operator A\mathcal{A} is semisimple, then A\mathcal{A} is semisimple on the whole space.

Problem 41.35

Prove that if the minimal polynomial of a linear operator A\mathcal{A} in a space VV is a product of coprime polynomials g1(x)g_{1}(x) and g2(x)g_{2}(x), then VV can be decomposed into a direct sum of two invariant subspaces such that the restrictions of the operator A\mathcal{A} to these subspaces have minimal polynomials g1(x)g_{1}(x) and g2(x)g_{2}(x) respectively.

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Problem 41.36

Prove that for any linear operator there exists a decomposition of the space into a direct sum of invariant subspaces such that the minimal polynomials of its restrictions to these subspaces are powers of distinct irreducible polynomials.

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Problem 41.37

Prove that if the minimal polynomial of a linear operator A\mathcal{A} is an irreducible polynomial of degree kk, then for any x≠0x \neq 0 the vectors x,Ax,…,Ak−1xx, \mathcal{A} x, \ldots , \mathcal{A}^{k-1} x form a basis of the minimal invariant subspace.

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Problem 41.38

Prove that a linear operator is semisimple if and only if its minimal polynomial has no repeated irreducible factors.

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Problem 41.39

Prove that a linear operator in a vector space over a field KK of characteristic 0 is semisimple if and only if it has an eigenbasis over some extension of the field KK.

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Problem 41.40

Prove that the sum of two commuting semisimple linear operators over a field of characteristic 0 is a semisimple operator.

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Problem 41.41

Let A\mathcal{A} be a linear operator in a vector space over a field KK of characteristic 0, and let K[A]K[\mathcal{A}] be the ring of linear operators representable as polynomials in A\mathcal{A}. Prove that if the minimal polynomial of the operator A\mathcal{A} is a power of an irreducible polynomial p(x)p(x), then:

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(a)

the elements of the ring K[A]K[\mathcal{A}] divisible in this ring by the element p(A)p(\mathcal{A}) form an ideal II distinct from K[A]K[\mathcal{A}];

(b)

for every operator B∈I\mathcal{B} \in I the minimal polynomial of the operator A+B\mathcal{A}+\mathcal{B} is divisible by p(x);p(x) ;

(c)

there exists an operator B∈I\mathcal{B} \in I such that the minimal polynomial of the operator A+B\mathcal{A}+\mathcal{B} equals p(x)p(x).

Problem 41.42

Prove that every linear operator A\mathcal{A} in a vector space over a field of characteristic 0 can be represented as a sum of a semisimple and a nilpotent operator, both of which are polynomials in A\mathcal{A}.

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Problem 41.43

Prove that every linear operator A\mathcal{A} can be uniquely represented as a sum of commuting semisimple and nilpotent operators.

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Problem 41.44

Prove that if the degree of the minimal polynomial g(x)g(x) of a linear operator A\mathcal{A} in a vector space VV over a field KK equals the dimension of the space and g(t)g(t) is a power of a polynomial irreducible over KK, then:

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(a)

VV cannot be decomposed into a direct sum of two invariant subspaces;

(b)

VV is cyclic with respect to A\mathcal{A}.

Problem 41.45

Let λ1,…,λn\lambda_{1}, \ldots , \lambda_{n} be the eigenvalues of a matrix A∈Mn(C)A \in \mathbf{M}_{n}(\mathbb {C}).

Prove that:

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(a)

for any natural number kk

tr⁡Ak=λ1k+…+λnk \operatorname {tr} A^{k}=\lambda _{1}^{k}+\ldots +\lambda _{n}^{k}
(b)

the coefficients of the characteristic polynomial of the matrix AA are polynomials in tr⁡A,…,tr⁡An\operatorname {tr} A, \ldots , \operatorname {tr} A^{n};

(c)

if tr⁡A=tr⁡A2=…=tr⁡An=0\operatorname {tr} A=\operatorname {tr} A^{2}=\ldots =\operatorname {tr} A^{n}=0, then the matrix AA is nilpotent.

Problem 41.46

Let

B=[00…0100…10⋮⋮⋱⋮⋮01…0010…00]∈Mn(C) B=\left[\begin{smallmatrix} 0 & 0 & \ldots & 0 & 1 \\ 0 & 0 & \ldots & 1 & 0 \\ \vdots & \vdots & \ddots & \vdots & \vdots \\ 0 & 1 & \ldots & 0 & 0 \\ 1 & 0 & \ldots & 0 & 0 \end{smallmatrix}\right] \in \mathbf{M}_{n}(\mathbb {C})

and S=12(E+iB)S=\frac{1}{\sqrt{2}}(E+i B). Prove that for the Jordan block J(n,λ)∈Mn(C)J(n, \lambda ) \in \mathbf{M}_{n}(\mathbb {C}) the following equality holds SJ(n,λ)S−1=λE+12∑k=1n−1[Ek,k+1+Ek+1,k+i(En−k+1,k+1−En−k,k)]S J(n, \lambda ) S^{-1}=\lambda E+\frac{1}{2} \sum_{k=1}^{n-1}\left[E_{k, k+1}+E_{k+1, k}+i\left(E_{n-k+1, k+1}-E_{n-k, k}\right)\right].

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Problem 41.47

Prove that every complex matrix is similar to a symmetric matrix.

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