Section 11.4

Eigenvalues, Eigenvectors

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Problem 1154

Prove that the set of all eigenvectors of the operator А with one and the same eigenvalue λ\lambda, together with the zero vector, forms a vector subspace. This subspace is called the eigenspace corresponding to the eigenvalue λ\lambda, and is denoted by Vλ(A)V_{\lambda }(\mathbf{A}).

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Problem 1155

Prove that the set of eigenvalues of the operator A on a finite-dimensional space coincides with the set of roots of the polynomial χA(λ)\chi_{\mathrm{A}}(\lambda ). The multiplicity of the root λ\lambda in the characteristic polynomial will be called the multiplicity of the eigenvalue λ\lambda.

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Problem 1156

Prove that if v1,…,vkv_{1}, \ldots , v_{k} are eigenvectors of one and the same operator with pairwise distinct eigenvalues λ1,…,λk\lambda_{1}, \ldots , \lambda_{k}, then the vectors v1,…,vkv_{1}, \ldots , v_{k} are linearly independent.

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Problem 1157

Let VV be a real space and let J,J2=−Id\mathrm{J}, \mathrm{J}^{2} = -\mathrm{Id}, be a complex structure on it. Prove that:

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(1)

the eigenvalues of the complexification JC\mathbf{J}_{\mathbb {C}} are ii and −i-i;

(2)

the complexification VCV_{\mathbb {C}} of the space VV decomposes into a direct sum of eigenspaces: VC=Vi⊕V−iV_{\mathbb {C}} = V_{i} \oplus V_{-i}.

Problem 1158

Let VV be a complex space. The conjugate complex vector space Vˉ\bar{V} coincides with VV as a set, the operation of vector addition also coincides with addition in VV, while multiplication by complex numbers is defined as follows:

λ⋅v=λˉv,v∈V,λ∈C \lambda \cdot v = \bar{\lambda } v, \quad v \in V, \lambda \in \mathbb {C}

(on the right-hand side of the last equality, multiplication in VV is meant). Establish a natural isomorphism (VR)C→V⊕Vˉ\left(V_{\mathbb {R}}\right)_{\mathbb {C}} \rightarrow V \oplus \bar{V}.

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Problem 1159

Prove that if the characteristic polynomial χA(λ)\chi_{\mathrm{A}}(\lambda ) of the operator А, acting in a space VV of dimension nn, has exactly nn pairwise distinct roots, then there exists a basis e1,…,ene_{1}, \ldots , e_{n} in which the matrix of the operator А is diagonal.

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Problem 1160

Prove that all eigenvalues of the operator А on a finite-dimensional space are nonzero if and only if det⁡A≠0\det A \neq 0.

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Problem 1161

Prove that if А is a nonsingular operator on a finite-dimensional space, then А and A−1\mathbf{A}^{-1} have the same eigenvectors. How are their corresponding eigenvalues related to each other?

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Problem 1162

Prove that the dimension of the eigenspace Vλ(A)V_{\lambda }(\mathbf{A}) does not exceed the multiplicity of the root λ\lambda in the characteristic polynomial of the operator A.

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Problem 1163

Prove that the multiplicity of the root λ\lambda of a semisimple operator coincides with the dimension of the eigenspace VλV_{\lambda } of this operator.

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Problem 1164

Find the eigenvalues, their multiplicities, and the eigenspaces of the linear operators:

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(1)

(010−2−2111−1)\left(\begin{array}{rrr}0 & 1 & 0 \\ -2 & -2 & 1 \\ 1 & 1 & -1\end{array}\right);

(2)

(100−211−3−1−1)\left(\begin{array}{rrr}1 & 0 & 0 \\ -2 & 1 & 1 \\ -3 & -1 & -1\end{array}\right);

(3)

(1000000010000001)\left(\begin{array}{llll}1 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 \\ 1 & 0 & 0 & 0 \\ 0 & 0 & 0 & 1\end{array}\right);

(4)

(3−1001100305−34−13−1)\left(\begin{array}{rrrr}3 & -1 & 0 & 0 \\ 1 & 1 & 0 & 0 \\ 3 & 0 & 5 & -3 \\ 4 & -1 & 3 & -1\end{array}\right).

Problem 1165

Find the eigenvalues and eigenspaces of the transposition operator T:X→X⊤\mathbf{T}: X \rightarrow X^{\top }, acting in the space Mat n_{n} of square matrices of order nn.

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Problem 1166

Find the eigenvalues and eigenspaces of the operator:

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(1)

of projection P\mathbf{P} onto the subspace L1L_{1} along the subspace L2L_{2};

(2)

of reflection R\mathbf{R} with respect to L2L_{2} along L1L_{1}.

Problem 1167

Find the eigenvalues, their multiplicities, and the corresponding eigenspaces of the differentiation operator ddx\frac{d}{d x} and the double-differentiation operator d2dx2\frac{d^{2}}{d x^{2}}, acting:

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(1)

in the space of real polynomials of degree at most nn;

(2)

in the space of real trigonometric polynomials of the form

f(t)=a0+a1cos⁡t+b1sin⁡x+…+ancos⁡nx+bnsin⁡nx f(t) = a_{0}+a_{1} \cos t+b_{1} \sin x+\ldots +a_{n} \cos n x+b_{n} \sin n x
(3)

in the space spanned by the system of functions eλ1x,…,eλnxe^{\lambda_{1} x}, \ldots , e^{\lambda_{n} x}, where λ1,…,λn\lambda_{1}, \ldots , \lambda_{n} are pairwise distinct numbers.

Problem 1168

Let p0(t)p_{0}(t) be an arbitrary fixed real polynomial, not a constant. Define a transformation φ\varphi of the space Rt\mathbb {R}^{t} of all real polynomials into itself, which assigns to an arbitrary polynomial p(t)p(t) its remainder r(t)r(t) upon division by p0(t):φ(p(t))=r(t),p(t)=q(t)p0(t)+r(t)p_{0}(t): \varphi (p(t)) = r(t), p(t) = q(t) p_{0}(t)+r(t).

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(1)

Show that φ\varphi is a linear operator, and moreover φ2=φ\varphi^{2} = \varphi.

(2)

Find the eigenvalues and eigenvectors of the transformation φ\varphi.

(3)

Prove that the entire space Rt\mathbb {R}^{t} decomposes into a direct sum of eigenspaces of the operator φ\varphi.

(4)

Find all invariant subspaces of the operator φ\varphi.

(5)

In the subspace R3[t]\mathbb {R}_{3}[t] of polynomials of degree at most 3, find a basis of eigenvectors and write down the matrix of the transformation φ\varphi in this basis, if

  1. p0=tp_{0} = t;

  2. p0=t2+1p_{0} = t^{2}+1;

  3. p0=(t−1)3p_{0} = (t-1)^{3}.

Problem 1169

Let А, В be linear operators on a finite-dimensional space. Prove that the eigenvalues of the operators АВ and ВА coincide.

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Problem 1170

Let А, В be linear operators on an arbitrary vector space. Prove that the nonzero eigenvalues of the operators АВ and ВА coincide.

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Problem 1171

Let xx be an eigenvector of the operator А with eigenvalue λ\lambda, and let f(t)f(t) be some polynomial. Prove that xx is an eigenvector of the operator f(A)f(\mathbf{A}) with eigenvalue f(λ)f(\lambda ).

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Problem 1172

Let D be the differentiation operator, and let X\mathbf{X} be the operator of multiplication by xx on the infinite-dimensional space Rx\mathbb {R}^{x} of all polynomials (or the space C∞(R)C^{\infty }(\mathbb {R}) of infinitely smooth functions) in xx with real coefficients. Also consider the operators

A−=X+D,A+=X−D,H=−D2+X2=−d2dx2+x2 \mathbf{A}_{-} = \mathbf{X}+\mathbf{D}, \quad \mathbf{A}_{+} = \mathbf{X}-\mathbf{D}, \quad \mathbf{H} = -\mathbf{D}^{2}+\mathbf{X}^{2} = -\frac{d^{2}}{d x^{2}}+x^{2}

Prove the following identities:

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(1)

DXn−XnD=nXn−1\mathbf{D} \mathbf{X}^{n}-\mathbf{X}^{n} \mathbf{D} = n \mathbf{X}^{n-1};

(2)

A−A+−A+A−=2\mathbf{A}_{-} \mathbf{A}_{+}-\mathbf{A}_{+} \mathbf{A}_{-} = 2 Id;

(3)

A+A−+Id=A−A+−Id=H\mathbf{A}_{+} \mathbf{A}_{-}+\mathrm{Id} = \mathrm{A}_{-} \mathbf{A}_{+}-\mathrm{Id} = \mathrm{H};

(4)

HA+−A+H=2 A+,HA−−A−H=−2 A−\mathrm{HA}_{+}-\mathrm{A}_{+} \mathrm{H} = 2 \mathrm{~ A}_{+}, \mathrm{HA}_{-}-\mathrm{A}_{-} \mathrm{H} = -2 \mathrm{~ A}_{-}.

Problem 1173

Under the conditions of the previous problem, prove that if the function ψ(x)\psi (x) is an eigenvector of the operator H\mathbf{H} with eigenvalue λ\lambda, then A+ψ\mathbf{A}_{+} \psi and A−ψ\mathbf{A}_{-} \psi are also eigenvectors (if they are nonzero) of the operator H\mathbf{H} with eigenvalues λ+2\lambda +2 and λ−2\lambda -2 respectively.

Problem 1172: let D be the differentiation operator, and let X\mathbf{X} be the operator of multiplication by xx on the infinite-dimensional space Rx\mathbb {R}^{x} of all polynomials (or the space C∞(R)C^{\infty }(\mathbb {R}) of infinitely smooth functions) in xx with real coefficients. Also consider the operators

A−=X+D,A+=X−D,H=−D2+X2=−d2dx2+x2. \mathbf{A}_{-} = \mathbf{X}+\mathbf{D}, \quad \mathbf{A}_{+} = \mathbf{X}-\mathbf{D}, \quad \mathbf{H} = -\mathbf{D}^{2}+\mathbf{X}^{2} = -\frac{d^{2}}{d x^{2}}+x^{2}.
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Problem 1174

Under the conditions of problem 1172, prove that if ψ0\psi_{0} lies in the kernel of the operator A−\mathbf{A}_{-}, then the vectors ψk=A+kψ0\psi_{k} = \mathbf{A}_{+}^{k} \psi_{0} are eigenvectors of the operator Н. Compute the corresponding eigenvalues λk\lambda_{k}.

Problem 1172: let D be the differentiation operator, and let X\mathbf{X} be the operator of multiplication by xx on the infinite-dimensional space Rx\mathbb {R}^{x} of all polynomials (or the space C∞(R)C^{\infty }(\mathbb {R}) of infinitely smooth functions) in xx with real coefficients. Also consider the operators

A−=X+D,A+=X−D,H=−D2+X2=−d2dx2+x2. \mathbf{A}_{-} = \mathbf{X}+\mathbf{D}, \quad \mathbf{A}_{+} = \mathbf{X}-\mathbf{D}, \quad \mathbf{H} = -\mathbf{D}^{2}+\mathbf{X}^{2} = -\frac{d^{2}}{d x^{2}}+x^{2}.
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Problem 1175

Consider

Pk(x)=exp⁡(x22)A+k(exp⁡(−x22)),k=0,1,… P_{k}(x) = \exp \left(\frac{x^{2}}{2}\right) \mathbf{A}_{+}^{k}\left(\exp \left(-\frac{x^{2}}{2}\right)\right), \quad k = 0,1, \ldots

(Hermite polynomials), where the operator A+\mathbf{A}_{+} is defined in problem 1172. Prove the following identities:

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(1)

Pk′′−2xPk′+2kPk=0P_{k}{ }^{\prime \prime }-2 x P_{k}^{\prime }+2 k P_{k} = 0 for any k=0,1,…k = 0,1, \ldots (the differential equation for the Hermite polynomials);

(2)

Pk+1=2xPk−(2k+2)Pk−1P_{k+1} = 2 x P_{k}-(2 k+2) P_{k-1} (the recurrence relation for the Hermite polynomials).

Problem 1176

Prove that for a given operator А on an nn-dimensional space over a field k\mathbb {k}, there exists a basis in which А has a diagonal matrix if and only if the following two conditions hold:

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the characteristic polynomial χA(λ)\chi_{\mathrm{A}}(\lambda ) has nn roots (counted with multiplicity);

(2)

the operator А is semisimple.

Problem 1177

Determine which of the following matrices of linear operators can be reduced to diagonal form by a change of basis. In the case where this is possible, find a basis of eigenvectors and the matrix of the operator in this basis:

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(1)

(6−5−33−2−22−20)\left(\begin{array}{rrr}6 & -5 & -3 \\ 3 & -2 & -2 \\ 2 & -2 & 0\end{array}\right);

(2)

(111111−1−11−11−11−1−11)\left(\begin{array}{rrrr}1 & 1 & 1 & 1 \\ 1 & 1 & -1 & -1 \\ 1 & -1 & 1 & -1 \\ 1 & -1 & -1 & 1\end{array}\right);

(3)

(0001001001001000)\left(\begin{array}{llll}0 & 0 & 0 & 1 \\ 0 & 0 & 1 & 0 \\ 0 & 1 & 0 & 0 \\ 1 & 0 & 0 & 0\end{array}\right).

Problem 1178

The matrices AA and BB are called similar if there exists a nonsingular matrix CC for which B=C−1ACB = C^{-1} A C. Determine which of the two matrices

A=(7−12610−191012−2413) and B=(−212−102−203) A =\left(\begin{smallmatrix} 7 & -12 & 6 \\ 10 & -19 & 10 \\ 12 & -24 & 13 \end{smallmatrix}\right) \quad \text{ and } \quad B =\left(\begin{smallmatrix} -2 & 1 & 2 \\ -1 & 0 & 2 \\ -2 & 0 & 3 \end{smallmatrix}\right)

is similar to the matrix (10001000−1)\left(\begin{array}{rrr}1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & -1\end{array}\right).

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Problem 1179

Determine which of the two matrices

A=(3−1−1−1111−311−31−13−1−1) and B=(100−101−1001−10100−1) A =\left(\begin{smallmatrix} 3 & -1 & -1 & -1 \\ 1 & 1 & 1 & -3 \\ 1 & 1 & -3 & 1 \\ -1 & 3 & -1 & -1 \end{smallmatrix}\right) \quad \text{ and } \quad B =\left(\begin{smallmatrix} 1 & 0 & 0 & -1 \\ 0 & 1 & -1 & 0 \\ 0 & 1 & -1 & 0 \\ 1 & 0 & 0 & -1 \end{smallmatrix}\right)

is similar to the matrix

(0100001000010000) \left(\begin{smallmatrix} 0 & 1 & 0 & 0 \\ 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 \\ 0 & 0 & 0 & 0 \end{smallmatrix}\right)
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Problem 1180

Prove that if the operators А and В commute, then for any eigenvalue λ\lambda of the operator А the eigenspace Vλ(A)V_{\lambda }(\mathbf{A}) is invariant under В.

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Problem 1181

Prove that a linear operator on a finite-dimensional space over an algebraically closed field always has at least one eigenvector.

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Problem 1182

Prove that a linear operator on a space VV of dimension nn over an algebraically closed field always has an invariant subspace of dimension n−1n-1.

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Problem 1183

Prove that for any linear operator А on a finite-dimensional space over an algebraically closed field there exists a basis in which the matrix of this operator is upper triangular.

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Problem 1184

Reduce the matrices of the transformation to triangular form and find a basis in which they have this form:

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(1)

(101−1−1−1010)\left(\begin{array}{rrr}1 & 0 & 1 \\ -1 & -1 & -1 \\ 0 & 1 & 0\end{array}\right),

(2)

(521−8−3−2743)\left(\begin{array}{rrr}5 & 2 & 1 \\ -8 & -3 & -2 \\ 7 & 4 & 3\end{array}\right).

Problem 1185

Show that in a space VV of dimension nn over an algebraically closed field every operator А has invariant subspaces of all dimensions from 0 to nn.

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Problem 1186

Let A1,…,Ak,…\mathrm{A}_{1}, \ldots , \mathrm{A}_{k}, \ldots be a collection of pairwise commuting operators on a finite-dimensional space over an algebraically closed field. Prove that

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(1)

the operators A1,…,Ak,…\mathbf{A}_{1}, \ldots , \mathrm{A}_{k}, \ldots have a common eigenvector;

(2)

there exists a basis in which the matrix of each of the operators A1,…,Ak,…\mathrm{A}_{1}, \ldots , \mathrm{A}_{k}, \ldots is upper triangular.