Matrices : Theory & Applications Additional exercises Denis Serre Ecole´ Normale Sup´erieure de Lyon Contents Topics 2 Themes of the exercises 3 Exercises 17 Index of scientists (mostly mathematicians) 185 Index of stamps 189 Notation Unless stated otherwise, a letter k or K denoting a set of scalars, actually denotes a (commu- tative) field. Related web pages See the solutions to the exercises in the book on http://www.umpa.ens-lyon.fr/ ~serre/exercises.pdf, and the errata about the book on http://www.umpa.ens-lyon.fr/ ~serre/errata.pdf. See also a few open problems on http://www.umpa.ens-lyon.fr/ ~serre/open.pdf. 1 Topics Calculus of variations, differential calculus: Exercises 2, 3, 49, 55, 80, 109, 124, 184, 215, 249, 250, 292, 321, 322, 334 Complex analysis: Exercises 7, 74, 82, 89, 104, 180, 245, 354 Commutator: 81, 102, 115, 170, 203, 232, 236, 244, 256, 289, 306, 310, 315, 321 Combinatorics, complexity, P.I.D.s: Exercises 9, 25, 28, 29, 45, 62, 68, 85, 115, 120, 134, 135, 142, 154, 188, 194, 278, 314, 315, 316, 317, 320, 332, 333, 337, 358 Algebraic identities: Exercises 6, 11, 24, 50, 68, 80, 84, 93, 94, 95, 114, 115, 119, 120, 127, 129, 135, 144, 156, 159, 172, 173, 174, 203, 206, 242, 243, 244, 265, 288, 289, 335, 349 Inequalities: Exercises 12, 27, 35, 40, 49, 58, 63, 69, 77, 82, 87, 101, 106, 110, 111, 125, 128, 139, 143, 155, 162, 168, 170, 182, 183, 198, 209, 210, 218, 219, 221, 222, 253, 254, 264, 272, 279, 285, 334, 336, 341, 361, 363, 364 Bistochastic or non-negative matrices: Exercises 9, 22, 25, 28, 76, 96, 101, 117, 138, 139, 145, 147, 148, 150, 152, 154, 155, 164, 165, 192, 193, 212, 230, 231, 251, 322, 323, 332, 333, 341, 347, 350, 365 Determinants, minors and Pfaffian: Exercises 8, 10,11, 24, 25, 50, 56, 84, 93, 94, 95, 112, 113, 114, 119, 120, 127, 129, 143, 144, 146, 151, 159, 163, 172, 181, 188, 190, 195, 206, 207, 208, 213, 214, 216, 221, 222, 228, 234, 246, 270, 271, 272, 273, 274, 278, 279, 285, 286, 290, 291, 292, 308, 335, 336, 349, 357 Hermitian or real symmetric matrices: Exercises 12, 13, 14, 15, 16, 27, 40, 41, 51, 52, 54, 58, 63, 70, 74, 75, 77, 86, 88, 90, 92, 102, 105, 106, 110, 113, 116, 118, 126, 128, 143, 149, 151, 157, 164, 168, 170, 180, 182, 184, 192, 198, 199, 200, 201, 209, 210, 211, 215, 216, 217, 218, 219, 223, 227, 229, 230, 231, 239, 241, 248, 258, 259, 263, 264, 271, 272, 273, 274, 279, 280, 285, 291, 292, 293, 294, 301, 307, 308, 312, 313, 319, 326, 328{330, 334, 336, 347, 351, 352, 353, 355, 360, 361, 364 Orthogonal or unitary matrices: Exercises 21, 64, 72, 73, 81, 82, 91, 101, 116, 158, 226, 236, 255, 257, 276, 277, 281, 297, 302, 314, 343, 344, 348, 357, 358, 366 Norms, convexity: Exercises 7, 17, 19, 20, 21, 40, 65, 69, 70, 71, 77, 81, 82, 87, 91, 96, 97, 100, 103, 104, 105, 106, 107, 108, 109, 110, 111, 117, 125, 128, 131, 136, 137, 138, 140, 141, 153, 155, 162, 170, 183, 199, 223, 227, 242, 243, 261, 297, 299, 300, 301, 302, 303, 313, 323, 361, 366 Eigenvalues, characteristic or minimal polynomial: Exercises 22, 31, 37, 41, 47, 61, 69, 71, 83, 88, 92, 98, 99, 101, 113, 116, 121, 123, 126, 130, 132, 133, 145, 146, 147, 156, 158, 168, 175, 177, 185, 186, 187, 194, 195, 205, 252, 256, 260, 267, 269, 276, 277, 294, 295, 304, 305, 339, 340, 344, 359, 362 2 Diagonalization, trigonalization, similarity, Jordanization: Exercices 4, 5, 85, 100, 187, 189, 191, 205, 212, 240, 282, 284, 287, 324, 325, 326{330, 338, 339, 340, 345, 359, 360 Singular values, polar decomposition, square root: Exercises 30, 46, 51, 52, 69, 82, 100, 103, 108, 109, 110, 111, 139, 147, 162, 164, 185, 198, 202, 226, 240, 254, 261, 262, 281, 282, 296, 304, 354, 363 Classical groups, exponential: Exercises 30, 32, 48, 53, 57, 66, 72, 73, 78, 79, 106, 123, 148, 153, 176, 179, 196, 201, 202, 241, 246, 268, 295, 316, 321 Numerical analysis: Exercises 33, 42, 43, 65, 67, 140, 194, 197, 344, 353, 355 Matrix equations: Exercises 16, 34, 38, 59, 60, 64, 166, 167, 237, 238, 319, 325, 331 Other real or complex matrices: Exercises 26, 35, 39, 46, 80, 103, 118, 131, 166, 171, 185, 220, 221, 232, 242, 243, 245, 247, 249, 250, 253, 268, 269, 284, 290, 298, 303, 304, 306, 309, 311, 324, 331, 351, 356, 360 Differential equations: Exercises 34, 44, 122, 123, 124, 145, 195, 196, 200, 236, 241, 263, 295, 365 General scalar fields: Exercises 1, 2, 4, 5, 6, 10, 18, 23, 36, 115, 133, 160, 161, 167, 169, 173, 174, 178, 179, 181, 186, 187, 204, 206, 207, 213, 214, 224, 225, 237, 238, 239, 244, 256, 265, 266, 283, 288, 289, 310, 316, 317, 318, 320, 339, 340, 345, 349, 359 Algorithms: 11, 24, 26, 42, 43, 67, 88, 95, 112, 344, 353, 355 Just linear algebra: 233, 235 More specific topics Numerical range/radius: 21, 65, 100, 131, 223, 253, 269, 306, 309, 356 H 7! det H, over SPDn or HPDn: 58, 75, 209, 218, 219, 271, 292, 308 Contractions: 82, 104, 220, 221, 272, 300 Hadamard inequality: 279, 285 Hadamard product: 250, 279, 285, 322, 335, 336, 342, 343 Functions of matrices: 51, 52, 63, 74, 80, 82, 107, 110, 111, 128, 179, 249, 250, 280, 283, 334, 354 Commutation: 38, 115, 120, 202, 213, 237, 238, 255, 256, 277, 281, 297, 345, 346 Weyl's inequalities and improvements: 12, 27, 69, 168, 275, 363 Hessenberg matrices: 26, 113, 305 3 Themes of the exercises 1. Similarity within various fields. 2. Rank-one perturbations. 3. Minors ; rank-one convexity. 4, 5. Diagonalizability. 6. 2 × 2 matrices are universaly similar to their matrices of cofactors. 7. Riesz{Thorin by bare hands. 8. Orthogonal polynomials. 9. Birkhoff's Theorem ; wedding lemma. 10. Pfaffian ; generalization of Corollary 7.6.1. 11. Expansion formula for the Pfaffian. 12. Multiplicative Weyl's inequalities. 13, 14. Semi-simplicity of the null eigenvalue for a product of Hermitian matrices ; a contrac- tion. 15, 16. Toepliz matrices ; the matrix equation X + A∗X−1A = H. 17. An other proof of Proposition 3.4.2. 18. A family of symplectic matrices. 19, 20. Banach{Mazur distance. 21. Numerical range. 22. Jacobi matrices ; sign changes in eigenvectors ; a generalization of Perron-Frobenius for tridiagonal matrices. 23. An other second canonical form of square matrices. 24. A recursive algorithm for the computation of the determinant. 25. Self-avoiding graphs and totally positive matrices. 26. Schur parametrization of upper Hessenberg matrices. 27. Weyl's inequalities for weakly hyperbolic systems. + 28.SL 2 (Z) is a free monoid. 4 29. Sign-stable matrices. 30. For a classical group G, G \ Un is a maximal compact subgroup of G. 31. Nearly symmetric matrices. 32. Eigenvalues of elements of O(1; m). 33. A kind of reciprocal of the analysis of the relaxation method. ∗ 34. The matrix equation A X + XA = 2γX − In. 35. A characterization of unitary matrices through an equality case. 36. Elementary divisors and lattices. 37. Companion matrices of polynomials having a common root. 38. Matrices A 2 M 3(k) commuting with the exterior product. ∗ ∗ 39. Kernel and range of In − P P and 2In − P − P when P is a projector. 40. Multiplicative inequalities for unitarily invariant norms. 41. Largest eigenvalue of Hermitian band-matrices. 42, 43. Preconditioned Conjugate Gradient. 44. Controllability, Kalman's criterion. 45. Nash equilibrium. The game \scissors, stone,. ". 46. Polar decomposition of a companion matrix. 47. Invariant subspaces and characteristic polynomials. 48. Eigenvalues of symplectic matrices. 49. From Compensated-Compactness. 50. Relations (syzygies) between minors. 51. The square root map is analytic. 52. The square root map is (globally) H¨olderian. 53. Lorentzian invariants of electromagnetism. 54. Spectrum of blockwise Hermitian matrices. 55. Rank-one connections, again. 5 56. The transpose of cofactors. Identities. 57. A positive definite quadratic form in Lorentzian geometry. 58. A convex function on HPDn. 59. When elements of N + Hn have a real spectrum. 60. When elements of M + Hn are diagonalizable. 61. A sufficient condition for a square matrix to have bounded powers. 62. Euclidean distance matrices. 63. A Jensen's trace inequality. 64. A characterization of normal matrices. 65. Pseudo-spectrum. 66. Squares in GLn(R) are exponentials. 67. The Le Verrier{Fadeev method for computing the characteristic polynomial. 68. An explicit formula for the resolvent. 69. Eigenvalues vs singular values (New formulation.) 70. Horn & Schur's theorem. 71. A theorem of P. Lax. 72, 73. The exchange map. 74. Monotone matrix functions. 75. S 7! log det S is concave, again. 76. An application of Perron{Frobenius. 77. A vector-valued form of the Hahn{Banach theorem, for symmetric operators. 78. Compact subgroups of GLn(C). 79. The action of U(p; q) over the unit ball of Mq×p(C). 80. Balian's formula. 81. The \projection" onto normal matrices. 82. Von Neumann inequality. 6 83. Spectral analysis of the matrix of cofactors. 84. A determinantal identity. 85. Flags. 86. A condition for self-adjointness. 87. Parrott's Lemma. 88. The signs of the eigenvalues of a Hermitian matrix. 89. The necessary part in Pick's Theorem. 90. The borderline case for Pick matrices. 91. Normal matrices are far from triangular.