A Polynomial in a of the Diagonalizable and Nilpotent Parts of A
Total Page:16
File Type:pdf, Size:1020Kb
Load more
Recommended publications
-
Diagonalizing a Matrix
Diagonalizing a Matrix Definition 1. We say that two square matrices A and B are similar provided there exists an invertible matrix P so that . 2. We say a matrix A is diagonalizable if it is similar to a diagonal matrix. Example 1. The matrices and are similar matrices since . We conclude that is diagonalizable. 2. The matrices and are similar matrices since . After we have developed some additional theory, we will be able to conclude that the matrices and are not diagonalizable. Theorem Suppose A, B and C are square matrices. (1) A is similar to A. (2) If A is similar to B, then B is similar to A. (3) If A is similar to B and if B is similar to C, then A is similar to C. Proof of (3) Since A is similar to B, there exists an invertible matrix P so that . Also, since B is similar to C, there exists an invertible matrix R so that . Now, and so A is similar to C. Thus, “A is similar to B” is an equivalence relation. Theorem If A is similar to B, then A and B have the same eigenvalues. Proof Since A is similar to B, there exists an invertible matrix P so that . Now, Since A and B have the same characteristic equation, they have the same eigenvalues. > Example Find the eigenvalues for . Solution Since is similar to the diagonal matrix , they have the same eigenvalues. Because the eigenvalues of an upper (or lower) triangular matrix are the entries on the main diagonal, we see that the eigenvalues for , and, hence, are . -
3·Singular Value Decomposition
i “book” — 2017/4/1 — 12:47 — page 91 — #93 i i i Embree – draft – 1 April 2017 3 Singular Value Decomposition · Thus far we have focused on matrix factorizations that reveal the eigenval- ues of a square matrix A n n,suchastheSchur factorization and the 2 ⇥ Jordan canonical form. Eigenvalue-based decompositions are ideal for ana- lyzing the behavior of dynamical systems likes x0(t)=Ax(t) or xk+1 = Axk. When it comes to solving linear systems of equations or tackling more general problems in data science, eigenvalue-based factorizations are often not so il- luminating. In this chapter we develop another decomposition that provides deep insight into the rank structure of a matrix, showing the way to solving all variety of linear equations and exposing optimal low-rank approximations. 3.1 Singular Value Decomposition The singular value decomposition (SVD) is remarkable factorization that writes a general rectangular matrix A m n in the form 2 ⇥ A = (unitary matrix) (diagonal matrix) (unitary matrix)⇤. ⇥ ⇥ From the unitary matrices we can extract bases for the four fundamental subspaces R(A), N(A), R(A⇤),andN(A⇤), and the diagonal matrix will reveal much about the rank structure of A. We will build up the SVD in a four-step process. For simplicity suppose that A m n with m n.(Ifm<n, apply the arguments below 2 ⇥ ≥ to A n m.) Note that A A n n is always Hermitian positive ⇤ 2 ⇥ ⇤ 2 ⇥ semidefinite. (Clearly (A⇤A)⇤ = A⇤(A⇤)⇤ = A⇤A,soA⇤A is Hermitian. For any x n,notethatx A Ax =(Ax) (Ax)= Ax 2 0,soA A is 2 ⇤ ⇤ ⇤ k k ≥ ⇤ positive semidefinite.) 91 i i i i i “book” — 2017/4/1 — 12:47 — page 92 — #94 i i i 92 Chapter 3. -
MATH 2370, Practice Problems
MATH 2370, Practice Problems Kiumars Kaveh Problem: Prove that an n × n complex matrix A is diagonalizable if and only if there is a basis consisting of eigenvectors of A. Problem: Let A : V ! W be a one-to-one linear map between two finite dimensional vector spaces V and W . Show that the dual map A0 : W 0 ! V 0 is surjective. Problem: Determine if the curve 2 2 2 f(x; y) 2 R j x + y + xy = 10g is an ellipse or hyperbola or union of two lines. Problem: Show that if a nilpotent matrix is diagonalizable then it is the zero matrix. Problem: Let P be a permutation matrix. Show that P is diagonalizable. Show that if λ is an eigenvalue of P then for some integer m > 0 we have λm = 1 (i.e. λ is an m-th root of unity). Hint: Note that P m = I for some integer m > 0. Problem: Show that if λ is an eigenvector of an orthogonal matrix A then jλj = 1. n Problem: Take a vector v 2 R and let H be the hyperplane orthogonal n n to v. Let R : R ! R be the reflection with respect to a hyperplane H. Prove that R is a diagonalizable linear map. Problem: Prove that if λ1; λ2 are distinct eigenvalues of a complex matrix A then the intersection of the generalized eigenspaces Eλ1 and Eλ2 is zero (this is part of the Spectral Theorem). 1 Problem: Let H = (hij) be a 2 × 2 Hermitian matrix. Use the Min- imax Principle to show that if λ1 ≤ λ2 are the eigenvalues of H then λ1 ≤ h11 ≤ λ2. -
3.3 Diagonalization
3.3 Diagonalization −4 1 1 1 Let A = 0 1. Then 0 1 and 0 1 are eigenvectors of A, with corresponding @ 4 −4 A @ 2 A @ −2 A eigenvalues −2 and −6 respectively (check). This means −4 1 1 1 −4 1 1 1 0 1 0 1 = −2 0 1 ; 0 1 0 1 = −6 0 1 : @ 4 −4 A @ 2 A @ 2 A @ 4 −4 A @ −2 A @ −2 A Thus −4 1 1 1 1 1 −2 −6 0 1 0 1 = 0−2 0 1 − 6 0 11 = 0 1 @ 4 −4 A @ 2 −2 A @ @ −2 A @ −2 AA @ −4 12 A We have −4 1 1 1 1 1 −2 0 0 1 0 1 = 0 1 0 1 @ 4 −4 A @ 2 −2 A @ 2 −2 A @ 0 −6 A 1 1 (Think about this). Thus AE = ED where E = 0 1 has the eigenvectors of A as @ 2 −2 A −2 0 columns and D = 0 1 is the diagonal matrix having the eigenvalues of A on the @ 0 −6 A main diagonal, in the order in which their corresponding eigenvectors appear as columns of E. Definition 3.3.1 A n × n matrix is A diagonal if all of its non-zero entries are located on its main diagonal, i.e. if Aij = 0 whenever i =6 j. Diagonal matrices are particularly easy to handle computationally. If A and B are diagonal n × n matrices then the product AB is obtained from A and B by simply multiplying entries in corresponding positions along the diagonal, and AB = BA. -
R'kj.Oti-1). (3) the Object of the Present Article Is to Make This Estimate Effective
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 259, Number 2, June 1980 EFFECTIVE p-ADIC BOUNDS FOR SOLUTIONS OF HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS BY B. DWORK AND P. ROBBA Dedicated to K. Iwasawa Abstract. We consider a finite set of power series in one variable with coefficients in a field of characteristic zero having a chosen nonarchimedean valuation. We study the growth of these series near the boundary of their common "open" disk of convergence. Our results are definitive when the wronskian is bounded. The main application involves local solutions of ordinary linear differential equations with analytic coefficients. The effective determination of the common radius of conver- gence remains open (and is not treated here). Let K be an algebraically closed field of characteristic zero complete under a nonarchimedean valuation with residue class field of characteristic p. Let D = d/dx L = D"+Cn_lD'-l+ ■ ■■ +C0 (1) be a linear differential operator with coefficients meromorphic in some neighbor- hood of the origin. Let u = a0 + a,jc + . (2) be a power series solution of L which converges in an open (/>-adic) disk of radius r. Our object is to describe the asymptotic behavior of \a,\rs as s —*oo. In a series of articles we have shown that subject to certain restrictions we may conclude that r'KJ.Oti-1). (3) The object of the present article is to make this estimate effective. At the same time we greatly simplify, and generalize, our best previous results [12] for the noneffective form. Our previous work was based on the notion of a generic disk together with a condition for reducibility of differential operators with unbounded solutions [4, Theorem 4]. -
Section 5 Summary
Section 5 summary Brian Krummel November 4, 2019 1 Terminology Eigenvalue Eigenvector Eigenspace Characteristic polynomial Characteristic equation Similar matrices Similarity transformation Diagonalizable Matrix of a linear transformation relative to a basis System of differential equations Solution to a system of differential equations Solution set of a system of differential equations Fundamental solutions Initial value problem Trajectory Decoupled system of differential equations Repeller / source Attractor / sink Saddle point Spiral point Ellipse trajectory 1 2 How to find eigenvalues, eigenvectors, and a similar ma- trix 1. First we find eigenvalues of A by finding the roots of the characteristic equation det(A − λI) = 0: Note that if A is upper triangular (or lower triangular), then the eigenvalues λ of A are just the diagonal entries of A and the multiplicity of each eigenvalue λ is the number of times λ appears as a diagonal entry of A. 2. For each eigenvalue λ, find a basis of eigenvectors corresponding to the eigenvalue λ by row reducing A − λI and find the solution to (A − λI)x = 0 in vector parametric form. Note that for a general n × n matrix A and any eigenvalue λ of A, dim(Eigenspace corresp. to λ) = # free variables of (A − λI) ≤ algebraic multiplicity of λ. 3. Assuming A has only real eigenvalues, check if A is diagonalizable. If A has n distinct eigenvalues, then A is definitely diagonalizable. More generally, if dim(Eigenspace corresp. to λ) = algebraic multiplicity of λ for each eigenvalue λ of A, then A is diagonalizable and Rn has a basis consisting of n eigenvectors of A. -
Diagonalizable Matrix - Wikipedia, the Free Encyclopedia
Diagonalizable matrix - Wikipedia, the free encyclopedia http://en.wikipedia.org/wiki/Matrix_diagonalization Diagonalizable matrix From Wikipedia, the free encyclopedia (Redirected from Matrix diagonalization) In linear algebra, a square matrix A is called diagonalizable if it is similar to a diagonal matrix, i.e., if there exists an invertible matrix P such that P −1AP is a diagonal matrix. If V is a finite-dimensional vector space, then a linear map T : V → V is called diagonalizable if there exists a basis of V with respect to which T is represented by a diagonal matrix. Diagonalization is the process of finding a corresponding diagonal matrix for a diagonalizable matrix or linear map.[1] A square matrix which is not diagonalizable is called defective. Diagonalizable matrices and maps are of interest because diagonal matrices are especially easy to handle: their eigenvalues and eigenvectors are known and one can raise a diagonal matrix to a power by simply raising the diagonal entries to that same power. Geometrically, a diagonalizable matrix is an inhomogeneous dilation (or anisotropic scaling) — it scales the space, as does a homogeneous dilation, but by a different factor in each direction, determined by the scale factors on each axis (diagonal entries). Contents 1 Characterisation 2 Diagonalization 3 Simultaneous diagonalization 4 Examples 4.1 Diagonalizable matrices 4.2 Matrices that are not diagonalizable 4.3 How to diagonalize a matrix 4.3.1 Alternative Method 5 An application 5.1 Particular application 6 Quantum mechanical application 7 See also 8 Notes 9 References 10 External links Characterisation The fundamental fact about diagonalizable maps and matrices is expressed by the following: An n-by-n matrix A over the field F is diagonalizable if and only if the sum of the dimensions of its eigenspaces is equal to n, which is the case if and only if there exists a basis of Fn consisting of eigenvectors of A. -
EIGENVALUES and EIGENVECTORS 1. Diagonalizable Linear Transformations and Matrices Recall, a Matrix, D, Is Diagonal If It Is
EIGENVALUES AND EIGENVECTORS 1. Diagonalizable linear transformations and matrices Recall, a matrix, D, is diagonal if it is square and the only non-zero entries are on the diagonal. This is equivalent to D~ei = λi~ei where here ~ei are the standard n n vector and the λi are the diagonal entries. A linear transformation, T : R ! R , is n diagonalizable if there is a basis B of R so that [T ]B is diagonal. This means [T ] is n×n similar to the diagonal matrix [T ]B. Similarly, a matrix A 2 R is diagonalizable if it is similar to some diagonal matrix D. To diagonalize a linear transformation is to find a basis B so that [T ]B is diagonal. To diagonalize a square matrix is to find an invertible S so that S−1AS = D is diagonal. Fix a matrix A 2 Rn×n We say a vector ~v 2 Rn is an eigenvector if (1) ~v 6= 0. (2) A~v = λ~v for some scalar λ 2 R. The scalar λ is the eigenvalue associated to ~v or just an eigenvalue of A. Geo- metrically, A~v is parallel to ~v and the eigenvalue, λ. counts the stretching factor. Another way to think about this is that the line L := span(~v) is left invariant by multiplication by A. n An eigenbasis of A is a basis, B = (~v1; : : : ;~vn) of R so that each ~vi is an eigenvector of A. Theorem 1.1. The matrix A is diagonalizable if and only if there is an eigenbasis of A. -
Math 1553 Introduction to Linear Algebra
Announcements Monday, November 5 I The third midterm is on Friday, November 16. I That is one week from this Friday. I The exam covers xx4.5, 5.1, 5.2. 5.3, 6.1, 6.2, 6.4, 6.5. I WeBWorK 6.1, 6.2 are due Wednesday at 11:59pm. I The quiz on Friday covers xx6.1, 6.2. I My office is Skiles 244 and Rabinoffice hours are: Mondays, 12{1pm; Wednesdays, 1{3pm. Section 6.4 Diagonalization Motivation Difference equations Many real-word linear algebra problems have the form: 2 3 n v1 = Av0; v2 = Av1 = A v0; v3 = Av2 = A v0;::: vn = Avn−1 = A v0: This is called a difference equation. Our toy example about rabbit populations had this form. The question is, what happens to vn as n ! 1? I Taking powers of diagonal matrices is easy! I Taking powers of diagonalizable matrices is still easy! I Diagonalizing a matrix is an eigenvalue problem. 2 0 4 0 8 0 2n 0 D = ; D2 = ; D3 = ;::: Dn = : 0 −1 0 1 0 −1 0 (−1)n 0 −1 0 0 1 0 1 0 0 1 0 −1 0 0 1 1 2 1 3 1 D = @ 0 2 0 A ; D = @ 0 4 0 A ; D = @ 0 8 0 A ; 1 1 1 0 0 3 0 0 9 0 0 27 0 (−1)n 0 0 1 n 1 ::: D = @ 0 2n 0 A 1 0 0 3n Powers of Diagonal Matrices If D is diagonal, then Dn is also diagonal; its diagonal entries are the nth powers of the diagonal entries of D: (CDC −1)(CDC −1) = CD(C −1C)DC −1 = CDIDC −1 = CD2C −1 (CDC −1)(CD2C −1) = CD(C −1C)D2C −1 = CDID2C −1 = CD3C −1 CDnC −1 Closed formula in terms of n: easy to compute 1 1 2n 0 1 −1 −1 1 2n + (−1)n 2n + (−1)n+1 = : 1 −1 0 (−1)n −2 −1 1 2 2n + (−1)n+1 2n + (−1)n Powers of Matrices that are Similar to Diagonal Ones What if A is not diagonal? Example 1=2 3=2 Let A = . -
Arxiv:1508.00183V2 [Math.RA] 6 Aug 2015 Atclrb Ed Yasemigroup a by field
A THEOREM OF KAPLANSKY REVISITED HEYDAR RADJAVI AND BAMDAD R. YAHAGHI Abstract. We present a new and simple proof of a theorem due to Kaplansky which unifies theorems of Kolchin and Levitzki on triangularizability of semigroups of matrices. We also give two different extensions of the theorem. As a consequence, we prove the counterpart of Kolchin’s Theorem for finite groups of unipotent matrices over division rings. We also show that the counterpart of Kolchin’s Theorem over division rings of characteristic zero implies that of Kaplansky’s Theorem over such division rings. 1. Introduction The purpose of this short note is three-fold. We give a simple proof of Kaplansky’s Theorem on the (simultaneous) triangularizability of semi- groups whose members all have singleton spectra. Our proof, although not independent of Kaplansky’s, avoids the deeper group theoretical aspects present in it and in other existing proofs we are aware of. Also, this proof can be adjusted to give an affirmative answer to Kolchin’s Problem for finite groups of unipotent matrices over division rings. In particular, it follows from this proof that the counterpart of Kolchin’s Theorem over division rings of characteristic zero implies that of Ka- plansky’s Theorem over such division rings. We also present extensions of Kaplansky’s Theorem in two different directions. M arXiv:1508.00183v2 [math.RA] 6 Aug 2015 Let us fix some notation. Let ∆ be a division ring and n(∆) the algebra of all n × n matrices over ∆. The division ring ∆ could in particular be a field. By a semigroup S ⊆ Mn(∆), we mean a set of matrices closed under multiplication. -
§9.2 Orthogonal Matrices and Similarity Transformations
n×n Thm: Suppose matrix Q 2 R is orthogonal. Then −1 T I Q is invertible with Q = Q . n T T I For any x; y 2 R ,(Q x) (Q y) = x y. n I For any x 2 R , kQ xk2 = kxk2. Ex 0 1 1 1 1 1 2 2 2 2 B C B 1 1 1 1 C B − 2 2 − 2 2 C B C T H = B C ; H H = I : B C B − 1 − 1 1 1 C B 2 2 2 2 C @ A 1 1 1 1 2 − 2 − 2 2 x9.2 Orthogonal Matrices and Similarity Transformations n×n Def: A matrix Q 2 R is said to be orthogonal if its columns n (1) (2) (n)o n q ; q ; ··· ; q form an orthonormal set in R . Ex 0 1 1 1 1 1 2 2 2 2 B C B 1 1 1 1 C B − 2 2 − 2 2 C B C T H = B C ; H H = I : B C B − 1 − 1 1 1 C B 2 2 2 2 C @ A 1 1 1 1 2 − 2 − 2 2 x9.2 Orthogonal Matrices and Similarity Transformations n×n Def: A matrix Q 2 R is said to be orthogonal if its columns n (1) (2) (n)o n q ; q ; ··· ; q form an orthonormal set in R . n×n Thm: Suppose matrix Q 2 R is orthogonal. Then −1 T I Q is invertible with Q = Q . n T T I For any x; y 2 R ,(Q x) (Q y) = x y. -
The Weyr Characteristic
Swarthmore College Works Mathematics & Statistics Faculty Works Mathematics & Statistics 12-1-1999 The Weyr Characteristic Helene Shapiro Swarthmore College, [email protected] Follow this and additional works at: https://works.swarthmore.edu/fac-math-stat Part of the Mathematics Commons Let us know how access to these works benefits ouy Recommended Citation Helene Shapiro. (1999). "The Weyr Characteristic". American Mathematical Monthly. Volume 106, Issue 10. 919-929. DOI: 10.2307/2589746 https://works.swarthmore.edu/fac-math-stat/28 This work is brought to you for free by Swarthmore College Libraries' Works. It has been accepted for inclusion in Mathematics & Statistics Faculty Works by an authorized administrator of Works. For more information, please contact [email protected]. The Weyr Characteristic Author(s): Helene Shapiro Source: The American Mathematical Monthly, Vol. 106, No. 10 (Dec., 1999), pp. 919-929 Published by: Mathematical Association of America Stable URL: http://www.jstor.org/stable/2589746 Accessed: 19-10-2016 15:44 UTC JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected]. Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at http://about.jstor.org/terms Mathematical Association of America is collaborating with JSTOR to digitize, preserve and extend access to The American Mathematical Monthly This content downloaded from 130.58.65.20 on Wed, 19 Oct 2016 15:44:49 UTC All use subject to http://about.jstor.org/terms The Weyr Characteristic Helene Shapiro 1.