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These problems combine the sections of Chapter 7 with each other and with earlier chapters: rank inequalities, direct sums, determinants, transposes, and inner products. The first three are review prompts: state a main result, prove it without looking, and then answer a question that the text did not ask. The rest are ordered roughly by difficulty. Problems that use the minimal polynomial or complexification go beyond the course and are marked, and problems of kind “competition” are harder than anything the course expects. Section 7.7 compares the techniques these problems call for.

Review: state and prove

Problem 7.1.standard
  1. (a)State the theorem on eigenvectors for distinct eigenvalues.
  2. (b)Prove it twice: by applying products of the operators 𝑇−𝜆𝑗id to a relation, and by a relation of minimal length.
  3. (c)Let 𝑉 be the real vector space of infinitely differentiable functions ℝ→ℝ, and 𝐷2∈L(𝑉) the second derivative. Show that 1,cos𝑥,cos2𝑥,…,cos𝑛𝑥 are linearly independent. Then show that the 2𝑛+1 functions 1,cos𝑥,sin𝑥,…,cos𝑛𝑥,sin𝑛𝑥 are linearly independent, although cos𝑘𝑥 and sin𝑘𝑥 are eigenvectors of 𝐷2 for the same eigenvalue.

Solution.

Uses. Theorem 7.2.21 (Eigenvectors for distinct eigenvalues are independent), Corollary 7.2.23 (Eigenspaces are independent), Proposition 7.2.28 (Polynomials act on eigenvectors by their values)

Techniques. Apply an operator to a relation to kill terms (Technique 4.1.25), Extremal choice and minimal counterexamples (Technique 1.5.9)

Hint 1. (b) Apply ∏𝑗≠𝑖(𝑇−𝜆𝑗id) to ∑𝑐𝑗𝐯𝑗=𝟎. For the second proof, apply a single 𝑇−𝜆𝑗id to a shortest relation.
Hint 2. (c) 𝐷2cos𝑘𝑥=−𝑘2cos𝑘𝑥. For the full list, group 𝑎𝑘cos𝑘𝑥+𝑏𝑘sin𝑘𝑥 into one vector of 𝐸−𝑘2(𝐷2) and use Corollary 7.2.23.
Sketch. (b) The product kills every term except the 𝑖th, which becomes 𝑐𝑖∏𝑗≠𝑖(𝜆𝑖−𝜆𝑗)𝐯𝑖. Or: in a shortest relation, applying 𝑇−𝜆𝑗id for an index 𝑗 in it gives a shorter nontrivial relation. (c) The eigenvalues 0,−1,−4,…,−𝑛2 of 𝐷2 are distinct. For the full list, 𝑓𝑘=𝑎𝑘cos𝑘𝑥+𝑏𝑘sin𝑘𝑥∈𝐸−𝑘2 and ∑𝑓𝑘=𝟎, so each 𝑓𝑘=𝟎; evaluating at 0 and 𝜋/(2𝑘) gives 𝑎𝑘=𝑏𝑘=0.

(a) Let 𝑇∈L(𝑉), and let 𝐯1,…,𝐯𝑚 be eigenvectors of 𝑇 with distinct eigenvalues 𝜆1,…,𝜆𝑚. Then 𝐯1,…,𝐯𝑚 is linearly independent (Theorem 7.2.21). No hypothesis on dim𝑉 is needed.

(b) Killing terms. Suppose 𝑐1𝐯1+⋯+𝑐𝑚𝐯𝑚=𝟎, and fix 𝑖. Apply 𝑃𝑖=∏𝑗≠𝑖(𝑇−𝜆𝑗id). By Proposition 7.2.28, 𝑃𝑖𝐯𝑘=∏𝑗≠𝑖(𝜆𝑘−𝜆𝑗)𝐯𝑘, which is 𝟎 for 𝑘≠𝑖 (the factor 𝑗=𝑘 vanishes). So 𝑐𝑖∏𝑗≠𝑖(𝜆𝑖−𝜆𝑗)𝐯𝑖=𝟎. The product is nonzero because the 𝜆’s are distinct, and 𝐯𝑖≠𝟎, so 𝑐𝑖=0.

A shortest relation. Suppose the list is dependent, and among all nontrivial relations choose one, ∑𝑖∈𝑆𝑐𝑖𝐯𝑖=𝟎 with every 𝑐𝑖≠0, for which |𝑆| is smallest. Since eigenvectors are nonzero, |𝑆|≥2. Pick 𝑗∈𝑆 and apply 𝑇−𝜆𝑗id:

∑𝑖∈𝑆,𝑖≠𝑗𝑐𝑖(𝜆𝑖−𝜆𝑗)𝐯𝑖=𝟎.

The coefficients are nonzero and the index set 𝑆∖{𝑗} is nonempty, so this is a nontrivial relation that is shorter, a contradiction.

(c) 𝑉 is a subspace of ℝℝ, and 𝐷2 is linear. Since 𝐷2cos𝑘𝑥=−𝑘2cos𝑘𝑥, 𝐷2sin𝑘𝑥=−𝑘2sin𝑘𝑥, and 𝐷21=0, the functions 1,cos𝑥,…,cos𝑛𝑥 are eigenvectors of 𝐷2 with the distinct eigenvalues 0,−1,−4,…,−𝑛2, so they are independent by (a). The same holds for sin𝑥,…,sin𝑛𝑥.

For the full list, suppose 𝑎0+∑𝑘=1𝑛(𝑎𝑘cos𝑘𝑥+𝑏𝑘sin𝑘𝑥)=0 for all 𝑥. Let 𝑓0=𝑎0 and 𝑓𝑘=𝑎𝑘cos𝑘𝑥+𝑏𝑘sin𝑘𝑥. Each 𝑓𝑘 lies in the eigenspace 𝐸−𝑘2(𝐷2), and 𝑓0+⋯+𝑓𝑛=𝟎. By Corollary 7.2.23 the eigenspaces are independent, so every 𝑓𝑘=𝟎. So 𝑎0=0, and for 𝑘≥1, evaluating 𝑓𝑘 at 𝑥=0 gives 𝑎𝑘=0, and then at 𝑥=𝜋/(2𝑘) gives 𝑏𝑘=0.

The theorem separates eigenvalues and nothing more. Inside one eigenspace, here the plane spanned by cos𝑘𝑥 and sin𝑘𝑥, independence needs a separate argument, which the two evaluations supply.

Problem 7.2.standard
  1. (a)State the criteria for diagonalizability in terms of eigenspaces and of multiplicities.
  2. (b)Prove that 𝑇 is diagonalizable if and only if gm(𝜆1)+⋯+gm(𝜆𝑚)=dim𝑉, and that this holds if and only if 𝑝𝑇 splits and gm(𝜆𝑖)=am(𝜆𝑖) for every 𝑖.
  3. (c)Let 𝐵∈𝐹𝑘×𝑘 and 𝐷∈𝐹𝑙×𝑙 be diagonalizable with no common eigenvalue, and let 𝐶∈𝐹𝑘×𝑙. Show that 𝑀=(𝐵𝐶0𝐷) is diagonalizable. Show that the hypothesis on eigenvalues cannot be dropped.

Solution.

Uses. Theorem 7.4.16 (Criteria for diagonalizability), Corollary 7.2.23 (Eigenspaces are independent), Theorem 4.4.13 (Bases and dimension of a sum), Theorem 7.4.15 (Geometric multiplicity is at most algebraic multiplicity), Proposition 7.1.27 (Multiplicities add up to at most the degree), Proposition 7.1.34 (Roots of a split polynomial), Proposition 7.3.15 (Block-triangular matrices)

Techniques. Dimension counting (Technique 4.2.24), Block decomposition (Technique 2.4.35)

Hint 1. (b) The eigenspaces are independent, so their sum has dimension ∑gm(𝜆𝑖). Then chain ∑gm≤∑am≤𝑛.
Hint 2. (c) Use criterion (IV) for 𝑀. For an eigenvalue of 𝐷, map 𝐸𝜆(𝐷) into 𝐸𝜆(𝑀) by 𝐲↦(−(𝐵−𝜆𝐼𝑘)−1𝐶𝐲,𝐲).
Sketch. (b) ∑𝐸𝜆𝑖 is direct, of dimension ∑gm; it is 𝑉 iff ∑gm=𝑛, and then glued bases are an eigenbasis; conversely an eigenbasis lies in the sum. Also ∑gm≤∑am≤𝑛 with ∑am=𝑛 iff 𝑝𝑇 splits, so ∑gm=𝑛 iff both inequalities are equalities. (c) 𝑝𝑀=𝑝𝐵𝑝𝐷 splits. For an eigenvalue 𝜆 of 𝐵, 𝐱↦(𝐱,𝟎) embeds 𝐸𝜆(𝐵) in 𝐸𝜆(𝑀); for one of 𝐷, 𝐲↦(−(𝐵−𝜆𝐼𝑘)−1𝐶𝐲,𝐲) embeds 𝐸𝜆(𝐷). So gm𝑀≥am𝑀 everywhere. Counterexample: (1101).

(a) Let dim𝑉=𝑛, 𝑇∈L(𝑉), with distinct eigenvalues 𝜆1,…,𝜆𝑚. Then 𝑇 is diagonalizable if and only if 𝑉=𝐸𝜆1⊕⋯⊕𝐸𝜆𝑚, if and only if ∑𝑖gm(𝜆𝑖)=𝑛, if and only if 𝑝𝑇 splits over 𝐹 and gm(𝜆𝑖)=am(𝜆𝑖) for all 𝑖 (Theorem 7.4.16).

(b) The sum 𝐸𝜆1+⋯+𝐸𝜆𝑚 is direct (Corollary 7.2.23), so its dimension is ∑𝑖gm(𝜆𝑖) (Theorem 4.4.13). If ∑𝑖gm(𝜆𝑖)=𝑛, the sum is all of 𝑉, and a basis of each 𝐸𝜆𝑖, glued together, is a basis of 𝑉 (Theorem 4.4.13) consisting of eigenvectors, so 𝑇 is diagonalizable. Conversely, if ℬ︀ is an eigenbasis, every vector of ℬ︀ lies in some 𝐸𝜆𝑖, so 𝑉=spanℬ︀⊆∑𝑖𝐸𝜆𝑖 and ∑𝑖gm(𝜆𝑖)=𝑛.

For the second equivalence, gm(𝜆𝑖)≤am(𝜆𝑖) for each 𝑖 (Theorem 7.4.15), and ∑𝑖am(𝜆𝑖)≤deg𝑝𝑇=𝑛 (Proposition 7.1.27), with equality if and only if 𝑝𝑇 splits: if it splits, the multiplicities add up to 𝑛 (Proposition 7.1.34); if they add up to 𝑛, then ∏(𝑥−𝜆𝑖)am(𝜆𝑖) divides 𝑝𝑇 and has the same degree, and both are monic, so they are equal. Hence

∑𝑖gm(𝜆𝑖)≤∑𝑖am(𝜆𝑖)≤𝑛,

and ∑gm=𝑛 exactly when both inequalities are equalities, that is, when 𝑝𝑇 splits and every gm(𝜆𝑖)=am(𝜆𝑖).

(c) By Proposition 7.3.15, 𝑝𝑀=𝑝𝐵𝑝𝐷, which splits because 𝑝𝐵 and 𝑝𝐷 do (Theorem 7.4.16). Let 𝜆 be an eigenvalue of 𝑀; it is a root of exactly one of 𝑝𝐵, 𝑝𝐷, so am𝑀(𝜆) is am𝐵(𝜆) or am𝐷(𝜆).

If 𝑝𝐵(𝜆)=0, the map 𝐱↦(𝐱,𝟎) is injective and sends 𝐸𝜆(𝐵) into 𝐸𝜆(𝑀), because 𝑀(𝐱,𝟎)=(𝐵𝐱,𝟎). So gm𝑀(𝜆)≥gm𝐵(𝜆)=am𝐵(𝜆)=am𝑀(𝜆).

If 𝑝𝐷(𝜆)=0, then 𝜆 is not an eigenvalue of 𝐵, so 𝐵−𝜆𝐼𝑘 is invertible. For 𝐲∈𝐸𝜆(𝐷) let 𝐱=−(𝐵−𝜆𝐼𝑘)−1𝐶𝐲. Then 𝐵𝐱+𝐶𝐲=(𝐵−𝜆𝐼𝑘)𝐱+𝜆𝐱+𝐶𝐲=𝜆𝐱 and 𝐷𝐲=𝜆𝐲, so (𝐱,𝐲)∈𝐸𝜆(𝑀). The map 𝐲↦(𝐱,𝐲) is linear and injective, so gm𝑀(𝜆)≥gm𝐷(𝜆)=am𝑀(𝜆).

With Theorem 7.4.15, gm𝑀=am𝑀 at every eigenvalue, and 𝑀 is diagonalizable by (b). Without the hypothesis, 𝑀=(1101) (𝐵=𝐷=(1), 𝐶=(1)) is not diagonalizable (Example 7.4.8).

Another route: if 𝑋 solves 𝐵𝑋−𝑋𝐷=−𝐶, then (𝐼𝑘𝑋0𝐼𝑙)−1𝑀(𝐼𝑘𝑋0𝐼𝑙)=(𝐵00𝐷), and with no common eigenvalue such an 𝑋 always exists (Exercise 7.7.11(b) and rank–nullity on 𝑋↦𝐵𝑋−𝑋𝐷).

Problem 7.3.standard
  1. (a)State the proposition on chains 𝐯,𝑁𝐯,…,𝑁𝑘𝐯 with 𝑁=𝑇−𝜆id, and what it says about the last vector and the span of the chain.
  2. (b)Prove that the chain is independent and that 𝑁𝑘𝐯 is an eigenvector.
  3. (c)Let 𝑉 be a complex vector space with dim𝑉=𝑛≥1, and let 𝑇∈L(𝑉) satisfy 𝑝𝑇=(𝑥−𝜆)𝑛 and gm𝑇(𝜆)=1. Show that (𝑇−𝜆id)𝑛−1≠0, and that 𝑉 has a basis in which the matrix of 𝑇 has every diagonal entry 𝜆, every entry just above the diagonal 1, and all other entries 0.

Solution.

Uses. Proposition 7.2.37 (Chains are independent), Corollary 7.2.38 (The span of a chain), Theorem 7.5.13 (Upper-triangular form), Proposition 7.5.9 (Multiplicities on the diagonal), Lemma 7.6.21 (A triangular operator is killed by its diagonal), Theorem 4.2.11 (Rank–nullity)

Techniques. Apply an operator to a relation to kill terms (Technique 4.1.25), Dimension counting (Technique 4.2.24)

Hint 1. (b) Apply 𝑁𝑘 to a relation ∑𝑐𝑗𝑁𝑗𝐯=𝟎, then 𝑁𝑘−1, and so on.
Hint 2. (c) First 𝑁𝑛=0, from a triangular form. Then show dimker𝑁𝑗+1≤dimker𝑁𝑗+1 by restricting 𝑁 to ker𝑁𝑗+1.
Sketch. (b) Applying 𝑁𝑘 to ∑𝑗=0𝑘𝑐𝑗𝑁𝑗𝐯=𝟎 leaves 𝑐0𝑁𝑘𝐯=𝟎, so 𝑐0=0; then 𝑁𝑘−1 gives 𝑐1=0, and so on. 𝑁(𝑁𝑘𝐯)=𝟎 with 𝑁𝑘𝐯≠𝟎. (c) In a triangular basis the diagonal is all 𝜆, so 𝑁𝑛=0. 𝑁 maps ker𝑁𝑗+1 into ker𝑁𝑗 with kernel ker𝑁, so dimker𝑁𝑗+1≤dimker𝑁𝑗+1 and dimker𝑁𝑛−1≤𝑛−1. A 𝐯 with 𝑁𝑛−1𝐯≠𝟎 gives a chain of length 𝑛, a basis, and Corollary 7.2.38(c) gives the matrix.

(a) Let 𝑇∈L(𝑉), 𝜆∈𝐹, 𝑁=𝑇−𝜆id, and suppose 𝑁𝑘𝐯≠𝟎 and 𝑁𝑘+1𝐯=𝟎. Then 𝐯,𝑁𝐯,…,𝑁𝑘𝐯 is linearly independent (Proposition 7.2.37). Moreover 𝑁𝑘𝐯 is an eigenvector of 𝑇 with eigenvalue 𝜆, and the span of the chain is the Krylov subspace 𝐾𝑇(𝐯), of dimension 𝑘+1 (Corollary 7.2.38).

(b) Suppose ∑𝑗=0𝑘𝑐𝑗𝑁𝑗𝐯=𝟎, and suppose some 𝑐𝑗 is nonzero; let 𝑖 be the smallest such index. Apply 𝑁𝑘−𝑖: every term with 𝑗>𝑖 becomes 𝑐𝑗𝑁𝑗+𝑘−𝑖𝐯=𝟎, since 𝑗+𝑘−𝑖≥𝑘+1. What remains is 𝑐𝑖𝑁𝑘𝐯=𝟎, so 𝑐𝑖=0, a contradiction. For the last vector, 𝑁(𝑁𝑘𝐯)=𝑁𝑘+1𝐯=𝟎 and 𝑁𝑘𝐯≠𝟎, so 𝑇𝑁𝑘𝐯=𝜆𝑁𝑘𝐯.

(c) Let 𝑁=𝑇−𝜆id. By Theorem 7.5.13, 𝑇 has an upper-triangular matrix in some basis, and by Proposition 7.5.9 its diagonal entries are the roots of 𝑝𝑇, all equal to 𝜆. So the matrix of 𝑁 is strictly upper triangular, and 𝑁𝑛=0 (Lemma 7.6.21).

Next, for 𝑗≥0, 𝑁 maps ker𝑁𝑗+1 into ker𝑁𝑗, and the kernel of this restriction is ker𝑁∩ker𝑁𝑗+1=ker𝑁. By Theorem 4.2.11,

dimker𝑁𝑗+1≤dimker𝑁+dimker𝑁𝑗=1+dimker𝑁𝑗,

using dimker𝑁=gm(𝜆)=1. Starting from dimker𝑁0=0, induction gives dimker𝑁𝑗≤𝑗. In particular dimker𝑁𝑛−1≤𝑛−1<𝑛, so 𝑁𝑛−1≠0.

Choose 𝐯 with 𝑁𝑛−1𝐯≠𝟎; also 𝑁𝑛𝐯=𝟎. By (b), the chain 𝐯,𝑁𝐯,…,𝑁𝑛−1𝐯 is independent, and it has 𝑛 vectors, so it is a basis of 𝑉. By Corollary 7.2.38(c), in the basis 𝑁𝑛−1𝐯,…,𝑁𝐯,𝐯 the matrix of 𝑇 is as claimed.

Conversely, that matrix has gm(𝜆)=𝑛−rank(𝑁)=1. So for an operator with a single eigenvalue, “one eigenvector line” and “one chain” are the same condition. Over any field the same proof works once 𝑁𝑛=0 is known, which Cayley–Hamilton supplies (Theorem 7.6.20). This is the simplest case of the Jordan form (Section 10.3).

Synthesis problems

Problem 7.4.standard Let 𝐴=(210020003)∈ℚ3×3. Find all 𝑇𝐴-invariant subspaces of ℚ3. Begin by showing that every invariant subspace 𝑈 satisfies 𝑈=(𝑈∩𝐺)⊕(𝑈∩𝐸), where 𝐺=ker(𝐴−2𝐼3)2 and 𝐸=ker(𝐴−3𝐼3).

Solution.

Uses. Proposition 7.2.30 (Kernels and images of commuting operators are invariant), Proposition 7.2.7 (Invariant lines are spanned by eigenvectors), Theorem 7.1.45 (Bézout’s identity)

Techniques. Look for invariant subspaces among kernels and images of commuting operators (Technique 7.2.31), Apply an operator to a relation to kill terms (Technique 4.1.25)

Hint 1. Find polynomials with (𝑥−2)2−(𝑥−3)𝑞(𝑥)=1, and apply the identity in 𝐴 to 𝐮∈𝑈.
Hint 2. 𝐺=span(𝐞1,𝐞2) and 𝐸=span(𝐞3). On 𝐺, 𝐴 acts as (2102), which has one invariant line.
Sketch. (𝑥−2)2−(𝑥−3)(𝑥−1)=1, so 𝐮=(𝐴−2𝐼)2𝐮−(𝐴−3𝐼)(𝐴−𝐼)𝐮. The first term lies in 𝐸 and the second in 𝐺, because (𝐴−3𝐼)(𝐴−2𝐼)2=0, and both lie in 𝑈. So 𝑈=(𝑈∩𝐺)⊕(𝑈∩𝐸). 𝑈∩𝐸 is {𝟎} or 𝐸, and 𝑈∩𝐺 is {𝟎}, span(𝐞1), or 𝐺. Six subspaces.

We have 𝐴−2𝐼3=(010000001), (𝐴−2𝐼3)2=(000000001), and 𝐴−3𝐼3=(−1100−10000). So 𝐺=span(𝐞1,𝐞2), 𝐸=span(𝐞3), and (𝐴−3𝐼3)(𝐴−2𝐼3)2=0, since the third column of 𝐴−3𝐼3 is zero.

The splitting. In ℚ[𝑥], (𝑥−2)2−(𝑥−3)(𝑥−1)=(𝑥2−4𝑥+4)−(𝑥2−4𝑥+3)=1. Substituting 𝐴 (Proposition 7.2.27), for every 𝐮∈ℚ3,

𝐮=(𝐴−2𝐼3)2𝐮−(𝐴−3𝐼3)(𝐴−𝐼3)𝐮.

The first term is killed by 𝐴−3𝐼3, so it lies in 𝐸; the second is killed by (𝐴−2𝐼3)2, since (𝐴−2𝐼3)2(𝐴−3𝐼3)(𝐴−𝐼3)=(𝐴−𝐼3)(𝐴−3𝐼3)(𝐴−2𝐼3)2=0, so it lies in 𝐺. If 𝑈 is invariant, it is invariant under every polynomial in 𝐴, so for 𝐮∈𝑈 both terms lie in 𝑈. Hence 𝑈=(𝑈∩𝐺)+(𝑈∩𝐸), and the sum is direct because 𝐺∩𝐸={𝟎}.

The pieces. 𝑈∩𝐸 is a subspace of the line 𝐸, so it is {𝟎} or 𝐸. 𝑈∩𝐺 is an invariant subspace of 𝐺, on which 𝐴 acts by 𝐴𝐞1=2𝐞1, 𝐴𝐞2=𝐞1+2𝐞2. An invariant line is spanned by an eigenvector (Proposition 7.2.7), and the eigenvectors in 𝐺 are the nonzero multiples of 𝐞1, since (𝐴−2𝐼3)(𝑎𝐞1+𝑏𝐞2)=𝑏𝐞1. So 𝑈∩𝐺 is {𝟎}, span(𝐞1), or 𝐺.

Conversely, each of the 2⋅3 combinations is invariant, being a sum of invariant subspaces. The six invariant subspaces are

{𝟎},span(𝐞1),span(𝐞1,𝐞2),span(𝐞3),span(𝐞1,𝐞3),ℚ3.

The same argument shows, for any 𝑇 with 𝑝(𝑇)𝑞(𝑇)=0 and 𝑝,𝑞 coprime, that invariant subspaces split along ker𝑝(𝑇)⊕ker𝑞(𝑇) (compare Exercise 7.2.55). With three distinct eigenvalues there would be 23=8 invariant subspaces (Exercise 7.2.48); the chain in 𝐺 is what removes two of them.

Problem 7.5.standard Let 𝐴,𝐵,𝑁∈ℂ𝑛×𝑛 with 𝑛≥1. Prove or disprove:

  1. (a)If 𝐴2 is similar to 𝐴, then every eigenvalue of 𝐴 is 0 or a root of unity.
  2. (b)If 𝐴2 is similar to 𝐵2, then 𝐴 is similar to 𝐵.
  3. (c)If 𝐴 is invertible and 𝐴+𝐴−1 is diagonalizable, then 𝐴 is diagonalizable.
  4. (d)If 𝑁 is nilpotent and 𝐼𝑛+𝑁 is diagonalizable, then 𝑁=0.

Solution.

Uses. Corollary 7.5.14 (Triangularizing a matrix), Proposition 7.5.8 (The diagonal of a triangular matrix), Proposition 7.3.11 (Similar matrices have the same characteristic polynomial), Proposition 7.4.7 (One eigenvalue), Proposition 7.2.28 (Polynomials act on eigenvectors by their values)

Techniques. Finding counterexamples and minimal examples (Technique 1.4.18), Prove it for triangular matrices first (Technique 7.5.23)

Hint 1. (a) The eigenvalues of 𝐴2 are the squares of those of 𝐴. Follow 𝜆,𝜆2,𝜆4,….
Hint 2. (b) Try 𝐴=𝐼𝑛. (c) Try 𝐴=(1101) and compute 𝐴+𝐴−1. (d) What are the eigenvalues of 𝐼𝑛+𝑁?
Sketch. (a) True: the set 𝑆 of eigenvalues satisfies 𝜆∈𝑆⇒𝜆2∈𝑆, so 𝜆2𝑖=𝜆2𝑗 for some 𝑖<𝑗, giving 𝜆=0 or 𝜆2𝑗−2𝑖=1. (b) False: 𝐴=𝐼𝑛, 𝐵=−𝐼𝑛. (c) False: 𝐴=(1101) has 𝐴+𝐴−1=2𝐼2. (d) True: 𝐼𝑛+𝑁 has only the eigenvalue 1, and a diagonalizable matrix with one eigenvalue is scalar.

(a) True. Write 𝐴=𝑆𝑅𝑆−1 with 𝑅 upper triangular (Corollary 7.5.14). Then 𝐴2=𝑆𝑅2𝑆−1, and 𝑅2 is upper triangular with diagonal entries 𝑟𝑖𝑖2. By Proposition 7.5.8, the eigenvalues of 𝐴 are the 𝑟𝑖𝑖 and those of 𝐴2 are the 𝑟𝑖𝑖2. Similar matrices have the same eigenvalues (Proposition 7.3.11), so the finite set 𝑆 of eigenvalues of 𝐴 equals {𝜆2|𝜆∈𝑆}. In particular 𝜆∈𝑆 implies 𝜆2,𝜆4,𝜆8,…∈𝑆. Since 𝑆 is finite, 𝜆2𝑖=𝜆2𝑗 for some 𝑖<𝑗, that is, 𝜆2𝑖(𝜆2𝑗−2𝑖−1)=0. So 𝜆=0 or 𝜆2𝑗−2𝑖=1.

(b) False. With 𝐴=𝐼𝑛 and 𝐵=−𝐼𝑛, 𝐴2=𝐵2=𝐼𝑛, but a matrix similar to 𝐼𝑛 is 𝑆𝐼𝑛𝑆−1=𝐼𝑛, and 𝐵≠𝐼𝑛.

(c) False. Let 𝐴=(1101). Then 𝐴−1=(1−101) and 𝐴+𝐴−1=2𝐼2, which is diagonal, while 𝐴 is not diagonalizable (Example 7.4.8). The map 𝜆↦𝜆+𝜆−1 has derivative 0 at 𝜆=1, and that is where the shear disappears.

(d) True. If 𝑁𝑘=0, the only eigenvalue of 𝑁 is 0 (Proposition 7.2.28). If (𝐼𝑛+𝑁)𝐯=𝜇𝐯 with 𝐯≠𝟎, then 𝑁𝐯=(𝜇−1)𝐯, so 𝜇=1. A diagonalizable matrix with the single eigenvalue 1 is 𝐼𝑛 (Proposition 7.4.7), so 𝐼𝑛+𝑁=𝐼𝑛 and 𝑁=0. The same proof works over every field.

Problem 7.6.standard Let 𝐴∈𝐹𝑛×𝑛 and 𝑀=(𝐴𝐴𝐴𝐴)∈𝐹2𝑛×2𝑛.

  1. (a)Show that 𝑝𝑀=𝑥𝑛𝑝2𝐴 over every field.
  2. (b)Suppose 1+1≠0 in 𝐹. Show that 𝑀 is similar to (2𝐴000), and that 𝑀 is diagonalizable if and only if 𝐴 is.
  3. (c)Over 𝔽2, show that 𝑀2=0, and that 𝑀 is diagonalizable if and only if 𝐴=0.

Solution.

Uses. Proposition 7.3.2 (Determinants over a commutative ring), Theorem 2.4.34 (Block multiplication), Lemma 7.4.13 (Geometric multiplicity through a rank), Theorem 7.4.16 (Criteria for diagonalizability), Proposition 7.4.7 (One eigenvalue)

Techniques. Block decomposition (Technique 2.4.35), Choose a convenient basis (Technique 4.5.33)

Hint 1. (a) In 𝑥𝐼2𝑛−𝑀, add the second block column to the first, then subtract the first block row from the second.
Hint 2. (b) Conjugate by 𝑆=(𝐼𝑛𝐼𝑛𝐼𝑛−𝐼𝑛), which satisfies 𝑆2=2𝐼2𝑛. Then compare gm and am of (2𝐴000) with those of 2𝐴.
Sketch. (a) (𝑥𝐼−𝑀)(𝐼0𝐼𝐼)=(𝑥𝐼−2𝐴−𝐴𝑥𝐼−2𝐴𝑥𝐼−𝐴), and (𝐼0−𝐼𝐼) times that is (𝑥𝐼−2𝐴−𝐴0𝑥𝐼), with determinant 𝑝2𝐴𝑥𝑛. (b) 𝑆−1𝑀𝑆=(2𝐴000). For 𝜇≠0 the multiplicities of 𝜇 for this block matrix and for 2𝐴 agree, and for 𝜇=0 both increase by 𝑛; so criterion (IV) holds for one iff for the other, and 2𝐴 is diagonalizable iff 𝐴 is. (c) 𝑀2 has blocks 2𝐴2=0. A diagonalizable nilpotent matrix is 0.

(a) Work in 𝐹[𝑥]2𝑛×2𝑛, where determinants are multiplicative and block triangular matrices have determinant the product of the diagonal blocks (Proposition 7.3.2). By Theorem 2.4.34,

(𝑥𝐼2𝑛−𝑀)(𝐼𝑛0𝐼𝑛𝐼𝑛)=(𝑥𝐼𝑛−2𝐴−𝐴𝑥𝐼𝑛−2𝐴𝑥𝐼𝑛−𝐴),(𝐼𝑛0−𝐼𝑛𝐼𝑛)(𝑥𝐼𝑛−2𝐴−𝐴𝑥𝐼𝑛−2𝐴𝑥𝐼𝑛−𝐴)=(𝑥𝐼𝑛−2𝐴−𝐴0𝑥𝐼𝑛).

The two outer factors have determinant 1, so 𝑝𝑀=det(𝑥𝐼𝑛−2𝐴)det(𝑥𝐼𝑛)=𝑥𝑛𝑝2𝐴.

(b) Let 𝑆=(𝐼𝑛𝐼𝑛𝐼𝑛−𝐼𝑛). Then 𝑆2=2𝐼2𝑛, so 𝑆−1=(1/2)𝑆, and

𝑀𝑆=(2𝐴02𝐴0),𝑆−1𝑀𝑆=12(4𝐴000)=(2𝐴000)≕𝑀′.

For 𝜇∈𝐹, ker(𝑀′−𝜇𝐼2𝑛)=ker(2𝐴−𝜇𝐼𝑛)×ker(−𝜇𝐼𝑛), so gm𝑀′(𝜇)=gm2𝐴(𝜇) for 𝜇≠0 and gm𝑀′(0)=gm2𝐴(0)+𝑛. By (a) applied to 𝑀′, or directly, 𝑝𝑀′=𝑥𝑛𝑝2𝐴, so am𝑀′(𝜇)=am2𝐴(𝜇) for 𝜇≠0, am𝑀′(0)=am2𝐴(0)+𝑛, and 𝑝𝑀′ splits iff 𝑝2𝐴 does. By Theorem 7.4.16(IV), 𝑀′ is diagonalizable iff 2𝐴 is. Finally 2𝐴=𝑆0𝐷𝑆0−1 iff 𝐴=𝑆0(𝐷/2)𝑆0−1, so 2𝐴 is diagonalizable iff 𝐴 is, and 𝑀 is similar to 𝑀′.

(c) By Theorem 2.4.34 every block of 𝑀2 is 𝐴2+𝐴2=2𝐴2=0 in characteristic 2. So 𝑀 is nilpotent, and its only eigenvalue is 0. If 𝑀 is diagonalizable, then 𝑀=0 (Proposition 7.4.7), that is, 𝐴=0; conversely 𝐴=0 gives 𝑀=0. This matches (a): in characteristic 2, 2𝐴=0 and 𝑝𝑀=𝑥2𝑛. The similarity of (b) fails because 𝑆 is singular when 2=0.

Problem 7.7.standard Let 𝐴∈𝐹𝑛×𝑛.

  1. (a)Suppose 𝐴𝐯=𝜆𝐯 and 𝐴𝖳𝐰=𝜇𝐰 with 𝜆≠𝜇. Show that 𝐰𝖳𝐯=0. (Over ℝ, this says 𝐯⟂𝐰 for the dot product.)
  2. (b)Suppose 𝐴=𝑆𝐷𝑆−1 with 𝐷=diag(𝜆1,…,𝜆𝑛), let 𝐯1,…,𝐯𝑛 be the columns of 𝑆, and let 𝐰1𝖳,…,𝐰𝑛𝖳 be the rows of 𝑆−1. Show that 𝐴𝖳𝐰𝑖=𝜆𝑖𝐰𝑖, that 𝐰𝑖𝖳𝐯𝑗 is 1 if 𝑖=𝑗 and 0 otherwise, and that

    𝐴=∑𝑖=1𝑛𝜆𝑖𝐯𝑖𝐰𝑖𝖳.
  3. (c)With 𝑃𝑖=𝐯𝑖𝐰𝑖𝖳, show that 𝑃𝑖𝑃𝑗=0 for 𝑖≠𝑗, 𝑃𝑖2=𝑃𝑖, 𝑃1+⋯+𝑃𝑛=𝐼𝑛, and 𝐴𝑘=∑𝑖𝜆𝑖𝑘𝑃𝑖 for 𝑘≥0.

Solution.

Uses. Proposition 2.4.23 (Transpose of a product), Theorem 4.3.21 (Column–row factorization), Theorem 2.4.34 (Block multiplication)

Techniques. Transpose to trade rows for columns (Technique 3.2.27), Write a rank-one matrix as 𝐮𝐯𝖳 (Technique 4.3.17)

Hint 1. (a) Compute 𝐰𝖳𝐴𝐯 in two ways.
Hint 2. (b) Transpose 𝑆−1𝐴=𝐷𝑆−1. The products 𝐰𝑖𝖳𝐯𝑗 are the entries of 𝑆−1𝑆. For the sum, multiply 𝑆𝐷 by 𝑆−1 column by row.
Sketch. (a) 𝜆𝐰𝖳𝐯=𝐰𝖳𝐴𝐯=(𝐴𝖳𝐰)𝖳𝐯=𝜇𝐰𝖳𝐯. (b) 𝐴𝖳(𝑆−1)𝖳=(𝑆−1)𝖳𝐷; (𝑆−1𝑆)𝑖𝑗=𝐰𝑖𝖳𝐯𝑗; 𝑆𝐷𝑆−1=∑𝑖(𝜆𝑖𝐯𝑖)𝐰𝑖𝖳. (c) 𝑃𝑖𝑃𝑗=𝐯𝑖(𝐰𝑖𝖳𝐯𝑗)𝐰𝑗𝖳, ∑𝑃𝑖=𝑆𝑆−1, and 𝐴𝑘=𝑆𝐷𝑘𝑆−1.

(a) 𝜆𝐰𝖳𝐯=𝐰𝖳(𝐴𝐯)=(𝐴𝖳𝐰)𝖳𝐯=𝜇𝐰𝖳𝐯, using (𝐴𝖳𝐰)𝖳=𝐰𝖳𝐴 (Proposition 2.4.23). So (𝜆−𝜇)𝐰𝖳𝐯=0, and 𝜆≠𝜇 gives 𝐰𝖳𝐯=0.

(b) From 𝐴𝑆=𝑆𝐷 we get 𝑆−1𝐴=𝐷𝑆−1, and transposing, 𝐴𝖳(𝑆−1)𝖳=(𝑆−1)𝖳𝐷. The columns of (𝑆−1)𝖳 are 𝐰1,…,𝐰𝑛, so column 𝑖 of this equation reads 𝐴𝖳𝐰𝑖=𝜆𝑖𝐰𝑖. The (𝑖,𝑗) entry of 𝑆−1𝑆=𝐼𝑛 is row 𝑖 of 𝑆−1 times column 𝑗 of 𝑆, which is 𝐰𝑖𝖳𝐯𝑗. Finally, 𝑆𝐷 has columns 𝜆𝑖𝐯𝑖, and a product of a matrix with columns 𝐚𝑖 and a matrix with rows 𝐛𝑖𝖳 is ∑𝑖𝐚𝑖𝐛𝑖𝖳 (Theorem 2.4.34, or the column–row expansion of Theorem 4.3.21). So 𝐴=(𝑆𝐷)𝑆−1=∑𝑖𝜆𝑖𝐯𝑖𝐰𝑖𝖳.

(c) By (b), 𝑃𝑖𝑃𝑗=𝐯𝑖(𝐰𝑖𝖳𝐯𝑗)𝐰𝑗𝖳, which is 0 for 𝑖≠𝑗 and 𝑃𝑖 for 𝑖=𝑗. By the column–row expansion again, ∑𝑖𝑃𝑖=𝑆𝑆−1=𝐼𝑛. And 𝐴𝑘=𝑆𝐷𝑘𝑆−1=∑𝑖𝜆𝑖𝑘𝑃𝑖 by the same expansion applied to 𝑆𝐷𝑘.

So a diagonalizable 𝐴 is a combination of rank-one idempotents 𝑃𝑖, the projection onto span(𝐯𝑖) along the span of the other 𝐯𝑗; the left eigenvectors 𝐰𝑖 measure the 𝐯𝑖-coordinate. When the 𝜆𝑖 are distinct, 𝑃𝑖 is the Lagrange polynomial 𝐿𝑖(𝐴) of Technique 7.6.13. Over ℝ the 𝐰𝑖 equal the 𝐯𝑖 exactly when 𝑆−1=𝑆𝖳, which makes 𝐴=𝑆𝐷𝑆𝖳 symmetric; conversely every real symmetric matrix arises this way (Section 8.2).

Problem 7.8.standard For 𝑛≥1, let 𝐴𝑛∈ℝ𝑛×𝑛 have entries 1 just above and just below the diagonal and 0 elsewhere.

  1. (a)For 𝜃∈ℝ, let 𝐯=(sin𝜃,sin2𝜃,…,sin𝑛𝜃). Show that 𝐴𝑛𝐯=2cos𝜃⋅𝐯−sin((𝑛+1)𝜃)𝐞𝑛.
  2. (b)Deduce that the eigenvalues of 𝐴𝑛 are 2cos(𝑘𝜋/(𝑛+1)) for 𝑘=1,…,𝑛, and that 𝐴𝑛 is diagonalizable.
  3. (c)Compute det𝐴𝑛 from the tridiagonal recurrence, and deduce the value of ∏𝑘=1𝑛2cos(𝑘𝜋/(𝑛+1)).

Solution.

Uses. Corollary 7.4.5 (Distinct eigenvalues give a diagonalization), Corollary 7.2.22 (At most dim𝑉 eigenvalues), Theorem 7.5.22 (Trace and determinant from eigenvalues), Proposition 5.5.18 (Tridiagonal determinants)

Techniques. Plug in clever test vectors (Technique 6.1.40), Diagonalize, solve, conjugate back (Technique 7.4.22)

Hint 1. (a) (𝐴𝑛𝐯)𝑗=𝑣𝑗−1+𝑣𝑗+1, and sin((𝑗−1)𝜃)+sin((𝑗+1)𝜃)=2cos𝜃sin𝑗𝜃.
Hint 2. (b) The error term vanishes when (𝑛+1)𝜃∈𝜋ℤ. (c) Expand along the last row: 𝑑𝑚=−𝑑𝑚−2.
Sketch. (a) The sum formula gives the middle rows; row 1 uses sin0=0, and row 𝑛 is short of sin((𝑛+1)𝜃). (b) 𝜃𝑘=𝑘𝜋/(𝑛+1), 1≤𝑘≤𝑛, gives eigenvectors (𝑣1=sin𝜃𝑘≠0) with 𝑛 distinct eigenvalues, since cos is injective on (0,𝜋). (c) 𝑑1=0, 𝑑2=−1, 𝑑𝑚=−𝑑𝑚−2; so det𝐴𝑛=0 for odd 𝑛 and (−1)𝑛/2 for even 𝑛, and this is the product.

(a) Let 𝑣𝑗=sin𝑗𝜃, and set 𝑣0=sin0=0. Row 𝑗 of 𝐴𝑛 has ones in columns 𝑗−1 and 𝑗+1 (when they exist), so (𝐴𝑛𝐯)𝑗=𝑣𝑗−1+𝑣𝑗+1 for 𝑗≤𝑛−1 and (𝐴𝑛𝐯)𝑛=𝑣𝑛−1. By the sum formula sin(𝑎−𝑏)+sin(𝑎+𝑏)=2sin𝑎cos𝑏,

𝑣𝑗−1+𝑣𝑗+1=sin((𝑗−1)𝜃)+sin((𝑗+1)𝜃)=2cos𝜃sin𝑗𝜃,

which gives the rows 1≤𝑗≤𝑛−1 (row 1 because 𝑣0=0). For row 𝑛, 𝑣𝑛−1=2cos𝜃sin𝑛𝜃−sin((𝑛+1)𝜃) by the same formula. This is the claim.

(b) Let 𝜃𝑘=𝑘𝜋/(𝑛+1) for 𝑘=1,…,𝑛. Then sin((𝑛+1)𝜃𝑘)=sin𝑘𝜋=0, so 𝐴𝑛𝐯𝑘=2cos𝜃𝑘𝐯𝑘, and 𝐯𝑘≠𝟎 because its first entry is sin𝜃𝑘>0. So each 2cos𝜃𝑘 is an eigenvalue. The 𝜃𝑘 lie in (0,𝜋), where cos is strictly decreasing, so these 𝑛 eigenvalues are distinct. An 𝑛×𝑛 matrix has at most 𝑛 eigenvalues (Corollary 7.2.22), so these are all of them, and 𝐴𝑛 is diagonalizable (Corollary 7.4.5).

(c) Let 𝑑𝑚=det𝐴𝑚. Directly, 𝑑1=0 and 𝑑2=det(0110)=−1. By Proposition 5.5.18 with diagonal entries 0 and off-diagonal entries 1, 𝑑𝑚=0⋅𝑑𝑚−1−1⋅1⋅𝑑𝑚−2=−𝑑𝑚−2 for 𝑚≥3. Hence det𝐴𝑛=0 for odd 𝑛 and det𝐴𝑛=(−1)𝑛/2 for even 𝑛. Since 𝐴𝑛 is diagonalizable with the eigenvalues of (b), its determinant is their product (Theorem 7.5.22), so

∏𝑘=1𝑛2cos𝑘𝜋𝑛+1={0if𝑛is odd(−1)𝑛/2if𝑛is even.

For odd 𝑛 this is visible directly, since the factor with 𝑘=(𝑛+1)/2 is 2cos(𝜋/2)=0. In the same way, tr𝐴𝑛=0 says ∑𝑘cos(𝑘𝜋/(𝑛+1))=0, which also follows from cos(𝜋−𝑥)=−cos𝑥.

𝐴𝑛 is the adjacency matrix of a path with 𝑛 vertices; Section 16.5 studies such matrices. The eigenvector was guessed from the recurrence 𝑣𝑗−1+𝑣𝑗+1=𝑐𝑣𝑗, whose solutions are combinations of sin𝑗𝜃 and cos𝑗𝜃, and the boundary rows chose sin and 𝜃.

Problem 7.9.standardBeyond 21-242 Let 𝑉 be finite-dimensional and 𝑇∈L(𝑉). For 𝐯∈𝑉, let 𝑝𝐯 be the monic polynomial of least degree with 𝑝𝐯(𝑇)𝐯=𝟎 (for 𝐯≠𝟎 it is the polynomial of Proposition 7.2.35, and 𝑝𝟎=1).

  1. (a)Show that 𝑓(𝑇)𝐯=𝟎 if and only if 𝑝𝐯 divides 𝑓.
  2. (b)Let 𝐛1,…,𝐛𝑛 be a basis of 𝑉. Show that 𝑓(𝑇)=0 if and only if every 𝑝𝐛𝑖 divides 𝑓. Deduce that 𝑚𝑇 is the monic polynomial of least degree divisible by 𝑝𝐛1,…,𝑝𝐛𝑛.
  3. (c)Use (b) with the standard basis to find 𝑚𝐴 for 𝐴=(31−1020111)∈ℚ3×3, and decide whether 𝐴 is diagonalizable.

Solution.

Uses. Theorem 7.1.14 (Division with remainder), Proposition 7.2.35 (A basis of a Krylov subspace), Theorem 7.6.2 (Existence and uniqueness of the minimal polynomial), Theorem 2.2.1 (Linear maps are determined by a basis), Theorem 7.6.15 (Diagonalizability and the minimal polynomial)

Techniques. Krylov sequences must become dependent (Technique 7.3.28), Check it on a basis (Technique 2.2.7)

Hint 1. (a) Divide 𝑓 by 𝑝𝐯 and apply the remainder to 𝐯.
Hint 2. (b) Two operators agree if they agree on a basis. (c) Compute 𝐴𝐞𝑗 and 𝐴2𝐞𝑗 and find the first dependence for each 𝑗.
Sketch. (a) 𝑓=𝑞𝑝𝐯+𝑟 with deg𝑟<deg𝑝𝐯, and 𝑟(𝑇)𝐯=𝑓(𝑇)𝐯; minimality forces 𝑟=𝟎 when this is 𝟎. (b) 𝑓(𝑇)=0 iff 𝑓(𝑇)𝐛𝑖=𝟎 for all 𝑖, iff each 𝑝𝐛𝑖 divides 𝑓 by (a). 𝑚𝑇 is the monic annihilating polynomial of least degree. (c) Each 𝐞𝑗 has 𝑝𝐞𝑗=(𝑥−2)2, so 𝑚𝐴=(𝑥−2)2 and 𝐴 is not diagonalizable.

(a) If 𝑝𝐯 divides 𝑓, say 𝑓=𝑞𝑝𝐯, then 𝑓(𝑇)𝐯=𝑞(𝑇)𝑝𝐯(𝑇)𝐯=𝟎 (Proposition 7.2.27). Conversely, suppose 𝑓(𝑇)𝐯=𝟎, and divide: 𝑓=𝑞𝑝𝐯+𝑟 with 𝑟=𝟎 or deg𝑟<deg𝑝𝐯 (Theorem 7.1.14). Then 𝑟(𝑇)𝐯=𝑓(𝑇)𝐯−𝑞(𝑇)𝑝𝐯(𝑇)𝐯=𝟎. If 𝑟≠𝟎, dividing 𝑟 by its leading coefficient gives a monic polynomial of smaller degree than 𝑝𝐯 killing 𝐯, which contradicts the choice of 𝑝𝐯. So 𝑟=𝟎.

(b) 𝑓(𝑇)=0 if and only if 𝑓(𝑇)𝐛𝑖=𝟎 for every 𝑖, since a linear map is determined by its values on a basis (Theorem 2.2.1). By (a), this holds if and only if every 𝑝𝐛𝑖 divides 𝑓. By definition, 𝑚𝑇 is the monic polynomial of least degree with 𝑚𝑇(𝑇)=0 (Theorem 7.6.2), so it is the monic polynomial of least degree divisible by all the 𝑝𝐛𝑖.

(c) For 𝐞1: 𝐴𝐞1=(3,0,1) and 𝐴2𝐞1=(8,0,4). The first two are independent, and 𝐴2𝐞1−4𝐴𝐞1+4𝐞1=(8−12+4,0,4−4)=𝟎, so 𝑝𝐞1=𝑥2−4𝑥+4=(𝑥−2)2. For 𝐞2: 𝐴𝐞2=(1,2,1) and 𝐴2𝐞2=(4,4,4)=4𝐴𝐞2−4𝐞2, so again 𝑝𝐞2=(𝑥−2)2. For 𝐞3: 𝐴𝐞3=(−1,0,1) and 𝐴2𝐞3=(−4,0,0)=4𝐴𝐞3−4𝐞3, so 𝑝𝐞3=(𝑥−2)2. By (b), 𝑚𝐴=(𝑥−2)2. It has a repeated root, so 𝐴 is not diagonalizable (Theorem 7.6.15).

This costs a few matrix–vector products per basis vector, and no determinant. Here 𝑝𝐴=(𝑥−2)3 (its only root is 2, and tr𝐴=6), so 𝑚𝐴 is a proper divisor of 𝑝𝐴, and in fact (𝐴−2𝐼3)2=0.

Problem 7.10.standard
  1. (a)Show that every 𝐴∈ℂ𝑛×𝑛 is the sum of two diagonalizable matrices.
  2. (b)Write (1101) explicitly as such a sum.
  3. (c)Show that every 𝐴∈ℂ𝑛×𝑛 is the sum of two invertible matrices.

Solution.

Uses. Corollary 7.5.14 (Triangularizing a matrix), Proposition 7.5.8 (The diagonal of a triangular matrix), Corollary 7.4.5 (Distinct eigenvalues give a diagonalization)

Techniques. Prove it for triangular matrices first (Technique 7.5.23), Choose a convenient basis (Technique 4.5.33)

Hint 1. Triangularize, 𝐴=𝑆𝑅𝑆−1. Which diagonal matrix can you subtract from 𝑅 so that the rest has distinct diagonal entries?
Hint 2. A triangular matrix with distinct diagonal entries has distinct eigenvalues. For (c), choose the diagonal entries to avoid 0 as well.
Sketch. (a) 𝐴=𝑆𝑅𝑆−1 with 𝑅 triangular. Let 𝐸=diag(𝑟11−1,𝑟22−2,…,𝑟𝑛𝑛−𝑛). Then 𝑅−𝐸 is triangular with diagonal 1,2,…,𝑛, so diagonalizable, and 𝐴=𝑆(𝑅−𝐸)𝑆−1+𝑆𝐸𝑆−1. (b) (1100)+(0001). (c) Choose 𝐸 diagonal with 𝑒𝑖𝑖≠0 and 𝑒𝑖𝑖≠𝑟𝑖𝑖.

(a) By Corollary 7.5.14, 𝐴=𝑆𝑅𝑆−1 with 𝑆 invertible and 𝑅 upper triangular. Let 𝐸=diag(𝑟11−1,𝑟22−2,…,𝑟𝑛𝑛−𝑛). Then 𝑅−𝐸 is upper triangular with diagonal entries 1,2,…,𝑛, which are its eigenvalues (Proposition 7.5.8); they are distinct, so 𝑅−𝐸 is diagonalizable (Corollary 7.4.5). So are 𝑆(𝑅−𝐸)𝑆−1 and 𝑆𝐸𝑆−1, being similar to a diagonalizable and to a diagonal matrix, and

𝐴=𝑆(𝑅−𝐸)𝑆−1+𝑆𝐸𝑆−1.

(b) (1101)=(1100)+(0001). The first summand is triangular with distinct diagonal entries 1,0, and the second is diagonal.

(c) With 𝐴=𝑆𝑅𝑆−1 as in (a), choose 𝑒𝑖∈ℂ with 𝑒𝑖≠0 and 𝑒𝑖≠𝑟𝑖𝑖, and let 𝐸=diag(𝑒1,…,𝑒𝑛). Then 𝐸 and 𝑅−𝐸 are triangular with nonzero diagonal entries, hence invertible, and 𝐴=𝑆(𝑅−𝐸)𝑆−1+𝑆𝐸𝑆−1.

Diagonalizable matrices are not closed under addition, so (a) says that they generate everything additively. The same construction with 𝐸=−𝜀diag(1,2,…,𝑛) shows more: 𝐴+𝜀𝑆diag(1,…,𝑛)𝑆−1 is diagonalizable whenever 𝑟𝑖𝑖+𝑖𝜀 are distinct, which holds for all but finitely many 𝜀, so every complex matrix is a limit of diagonalizable ones (Technique 7.6.23).

Problem 7.11.hard Let 𝐴∈ℝ𝑛×𝑛 satisfy 𝐴2=−𝐼𝑛.

  1. (a)Show that 𝑛 is even, say 𝑛=2𝑚, and that ℝ𝑛 has a basis 𝐯1,…,𝐯𝑚,𝐴𝐯1,…,𝐴𝐯𝑚.
  2. (b)Deduce that 𝐴 is similar to 𝐽=(0−𝐼𝑚𝐼𝑚0), so that any two real matrices of the same size with square −𝐼 are similar.

Solution.

Uses. Proposition 7.2.4 (Invariance is checked on a spanning list), Proposition 1.5.14 (Appending a vector), Theorem 4.1.10 (Independent lists are short), Exercise 7.3.43

Techniques. Extend a basis of a subspace (Technique 4.1.18), Choose a convenient basis (Technique 4.5.33)

Hint 1. Build the list greedily: if 𝑊𝑘=span(𝐯1,𝐴𝐯1,…,𝐯𝑘,𝐴𝐯𝑘) is not all of ℝ𝑛, pick 𝐯𝑘+1∉𝑊𝑘. 𝑊𝑘 is 𝐴-invariant.
Hint 2. To see the new list is independent, show 𝑎𝐯+𝑏𝐴𝐯∈𝑊𝑘 forces 𝑎=𝑏=0: apply 𝑎id−𝑏𝐴 and use (𝑎−𝑏𝐴)(𝑎+𝑏𝐴)=(𝑎2+𝑏2)id.
Sketch. Inductively build 𝐯1,…,𝐯𝑘 with 𝐯𝑖,𝐴𝐯𝑖 independent; 𝑊𝑘 is 𝐴-invariant since 𝐴(𝐴𝐯𝑖)=−𝐯𝑖. For 𝐯∉𝑊𝑘, if (𝑎+𝑏𝐴)𝐯∈𝑊𝑘 with (𝑎,𝑏)≠(0,0), then (𝑎2+𝑏2)𝐯=(𝑎−𝑏𝐴)(𝑎+𝑏𝐴)𝐯∈𝑊𝑘, a contradiction. So the list grows by two independent vectors until it spans; 𝑛=2𝑚. In this basis 𝐴𝐯𝑖=𝐴𝐯𝑖 and 𝐴(𝐴𝐯𝑖)=−𝐯𝑖, which is the matrix 𝐽.

(a) We construct 𝐯1,𝐯2,… such that for each 𝑘 the list ℒ︀𝑘=𝐯1,…,𝐯𝑘,𝐴𝐯1,…,𝐴𝐯𝑘 is independent. The empty list (𝑘=0) is independent. Suppose ℒ︀𝑘 is independent and 𝑊𝑘=spanℒ︀𝑘≠ℝ𝑛. Since 𝐴(𝐯𝑖)=𝐴𝐯𝑖 and 𝐴(𝐴𝐯𝑖)=−𝐯𝑖, 𝐴 maps the list into 𝑊𝑘, so 𝑊𝑘 is 𝐴-invariant (Proposition 7.2.4). Choose 𝐯=𝐯𝑘+1∉𝑊𝑘.

We claim that if 𝑎,𝑏∈ℝ and 𝑎𝐯+𝑏𝐴𝐯∈𝑊𝑘, then 𝑎=𝑏=0. Since 𝐴2=−𝐼𝑛,

(𝑎𝐼𝑛−𝑏𝐴)(𝑎𝐼𝑛+𝑏𝐴)=𝑎2𝐼𝑛−𝑏2𝐴2=(𝑎2+𝑏2)𝐼𝑛.

So (𝑎2+𝑏2)𝐯=(𝑎𝐼𝑛−𝑏𝐴)(𝑎𝐯+𝑏𝐴𝐯)∈𝑊𝑘, because 𝑊𝑘 is invariant under 𝐴 and hence under 𝑎𝐼𝑛−𝑏𝐴. As 𝐯∉𝑊𝑘, 𝑎2+𝑏2=0, so 𝑎=𝑏=0.

Now suppose 𝐰+𝑎𝐯+𝑏𝐴𝐯=𝟎 with 𝐰∈𝑊𝑘. Then 𝑎𝐯+𝑏𝐴𝐯=−𝐰∈𝑊𝑘, so 𝑎=𝑏=0 by the claim, and then 𝐰=𝟎. So ℒ︀𝑘+1 is independent. An independent list in ℝ𝑛 has at most 𝑛 vectors (Theorem 4.1.10), so the process stops, at some 𝑚 with 𝑊𝑚=ℝ𝑛. Then ℒ︀𝑚 is a basis with 2𝑚 vectors, and 𝑛=2𝑚.

(b) Let 𝑆 have columns 𝐯1,…,𝐯𝑚,𝐴𝐯1,…,𝐴𝐯𝑚. For 𝑖≤𝑚, 𝐴 sends column 𝑖 to column 𝑚+𝑖, and column 𝑚+𝑖 to −𝐯𝑖, which is −1 times column 𝑖. So 𝐴𝑆=𝑆𝐽, with 𝐽 as given, and 𝐴=𝑆𝐽𝑆−1. Two real 𝑛×𝑛 matrices with square −𝐼𝑛 are both similar to 𝐽, hence to each other.

The same argument shows that a real operator with 𝑇2=−id turns 𝑉 into a complex vector space, with 𝑖𝐯≔𝑇𝐯, and then (a) is the statement that a complex basis 𝐯1,…,𝐯𝑚 gives the real basis 𝐯𝑗,𝑖𝐯𝑗. Exercise 7.3.43 proved only that 𝑛 is even; the basis is what gives the similarity class.

Problem 7.12.hard Let 𝑛≥1, 𝑉=𝐹[𝑥]≤𝑛, and 𝑇∈L(𝑉), 𝑇(𝑓)=𝑓(𝑥+1) (Definition 7.1.9). Let Δ=𝑇−id𝑉.

  1. (a)Let 𝐹=ℚ. Show that degΔ𝑓=deg𝑓−1 for every nonconstant 𝑓, that 𝑥𝑛,Δ𝑥𝑛,…,Δ𝑛𝑥𝑛 is a basis of 𝑉, and that 𝑇 has 1 as its only eigenvalue, with gm(1)=1. Is 𝑇 diagonalizable?
  2. (b)Let 𝐹=𝔽𝑝 with 𝑝 prime and 𝑛≥𝑝. Show that 𝑇𝑝=id𝑉 and Δ𝑝=0, and that gm(1)≥2.

Solution.

Hint 1. (a) (𝑥+1)𝑚−𝑥𝑚=𝑚𝑥𝑚−1+⋯. Over ℚ, 𝑚≠0. So the chain starting at 𝑥𝑛 ends at the nonzero constant 𝑛!.
Hint 2. (b) 𝑇𝑝𝑓=𝑓(𝑥+𝑝). For Δ𝑝, use the binomial theorem and 𝑝|(𝑝𝑗) for 0<𝑗<𝑝. For gm(1), compare dimkerΔ𝑗+1 with dimkerΔ𝑗, or find a nonconstant 𝑓 with 𝑓(𝑥+1)=𝑓.
Sketch. (a) The leading term of Δ(𝑎𝑥𝑚+⋯) is 𝑚𝑎𝑥𝑚−1, so Δ𝑛𝑥𝑛=𝑛!≠0 and Δ𝑛+1𝑥𝑛=0; the chain is independent of length 𝑛+1=dim𝑉. kerΔ is the constants, 𝑇 has only eigenvalue 1, and 𝑇≠id, so not diagonalizable. (b) 𝑇𝑝𝑓=𝑓(𝑥+𝑝)=𝑓. (𝑇−id)𝑝=𝑇𝑝−id in characteristic 𝑝. 𝑥𝑝−𝑥 and 1 lie in kerΔ, so gm(1)≥2.

(a) For 𝑚≥1, (𝑥+1)𝑚−𝑥𝑚=𝑚𝑥𝑚−1+(terms of degree<𝑚−1) by the binomial theorem. So if 𝑓=𝑎𝑥𝑚+(lower terms) with 𝑎≠0 and 𝑚≥1, then Δ𝑓=𝑚𝑎𝑥𝑚−1+(lower terms), and 𝑚𝑎≠0 in ℚ: degΔ𝑓=𝑚−1. Constants are killed by Δ. Hence Δ𝑗𝑥𝑛 has degree 𝑛−𝑗 for 𝑗≤𝑛, with Δ𝑛𝑥𝑛=𝑛!, and Δ𝑛+1𝑥𝑛=0. By Proposition 4.1.26 (with 𝑇 there replaced by Δ), 𝑥𝑛,Δ𝑥𝑛,…,Δ𝑛𝑥𝑛 is independent; it has 𝑛+1=dim𝑉 vectors, so it is a basis.

If 𝑇𝑓=𝜆𝑓 with 𝑓≠𝟎, compare leading coefficients: 𝑓(𝑥+1) has the same leading coefficient as 𝑓, so 𝜆=1. And 1 is an eigenvalue, with 𝐸1=kerΔ = the constants, since Δ lowers the degree of every nonconstant polynomial. So gm(1)=1. In the chain basis, read from the end, 𝑇=id+Δ has the matrix of Corollary 7.2.38(c) with 𝜆=1. 𝑇 is not diagonalizable: its only eigenvalue is 1 and 𝑇≠id𝑉 (Proposition 7.4.7).

(b) For 𝑓∈𝑉, 𝑇𝑝𝑓=𝑓(𝑥+1+⋯+1)=𝑓(𝑥+𝑝)=𝑓, since 𝑝=0 in 𝔽𝑝. So 𝑇𝑝=id𝑉. 𝑇 and id𝑉 commute, so by the binomial theorem (Exercise A.2.8),

Δ𝑝=(𝑇−id𝑉)𝑝=∑𝑗=0𝑝(𝑝𝑗)(−1)𝑝−𝑗𝑇𝑗=𝑇𝑝+(−1)𝑝id𝑉=𝑇𝑝−id𝑉=0,

because 𝑝 divides (𝑝𝑗) for 0<𝑗<𝑝, and (−1)𝑝=−1 in 𝔽𝑝 (for 𝑝=2, 1=−1). For gm(1): in 𝔽𝑝[𝑥], (𝑥+1)𝑝=𝑥𝑝+1 (the same binomial fact), so 𝑔=𝑥𝑝−𝑥 satisfies 𝑔(𝑥+1)=𝑥𝑝+1−𝑥−1=𝑔. Since 𝑛≥𝑝, 𝑔∈𝑉, and 1,𝑔 are independent elements of kerΔ=𝐸1. So gm(1)≥2. (Compare Exercise 7.1.56.)

Over ℚ, 𝑇 is one long chain; over 𝔽𝑝, every chain has length at most 𝑝 because Δ𝑝=0, so 𝑉, of dimension 𝑛+1>𝑝, needs at least two chains, and each chain contributes one eigenvector. Counting with Theorem 4.2.11 gives more: 𝑁=Δ maps ker𝑁𝑗+1 to ker𝑁𝑗 with kernel ker𝑁, so 𝑛+1=dimker𝑁𝑝≤𝑝gm(1), that is, gm(1)≥(𝑛+1)/𝑝.

Problem 7.13.hard For 𝐴,𝐵∈𝐹𝑛×𝑛, let 𝐿∈L(𝐹𝑛×𝑛) be 𝐿(𝑋)=𝐴𝑋𝐵.

  1. (a)Show that if 𝐴𝐯=𝜆𝐯 and 𝐵𝖳𝐰=𝜇𝐰 with 𝐯,𝐰≠𝟎, then 𝐯𝐰𝖳 is an eigenvector of 𝐿 with eigenvalue 𝜆𝜇.
  2. (b)Suppose 𝐴 and 𝐵 are diagonalizable, with eigenvalues 𝜆1,…,𝜆𝑛 and 𝜇1,…,𝜇𝑛 counted with multiplicity. Show that 𝐿 is diagonalizable with eigenvalues 𝜆𝑖𝜇𝑗 (1≤𝑖,𝑗≤𝑛), and deduce tr𝐿=tr𝐴tr𝐵 and det𝐿=(det𝐴)𝑛(det𝐵)𝑛.
  3. (c)Show that det𝐿=(det𝐴)𝑛(det𝐵)𝑛 for all 𝐴,𝐵, over every field.

Solution.

Uses. Lemma 2.4.24 (Matrix units), Theorem 7.4.2 (Diagonalizable means an eigenbasis), Theorem 7.5.22 (Trace and determinant from eigenvalues), Theorem 5.4.10 (Multiplicativity), Proposition 5.3.17 (Block-diagonal matrices)

Techniques. Study a linear map on a space of matrices (Technique 4.2.29), Diagonalize, solve, conjugate back (Technique 7.4.22), Write a rank-one matrix as 𝐮𝐯𝖳 (Technique 4.3.17)

Hint 1. (b) If 𝑆 and 𝑅 have the eigenvectors of 𝐴 and of 𝐵𝖳 as columns, then 𝑋↦𝑆𝑋𝑅𝖳 sends the matrix units 𝑈𝑖𝑗 to 𝐯𝑖𝐰𝑗𝖳.
Hint 2. (c) 𝐿 is the composite of 𝑋↦𝐴𝑋 and 𝑋↦𝑋𝐵. The first acts on each column of 𝑋 separately.
Sketch. (a) 𝐴𝐯𝐰𝖳𝐵=𝜆𝐯(𝐵𝖳𝐰)𝖳=𝜆𝜇𝐯𝐰𝖳, nonzero. (b) 𝐵𝖳=(𝑅0−1)𝖳𝐸𝑅0𝖳 is diagonalizable with eigenbasis 𝐰𝑗; the 𝑛2 matrices 𝐯𝑖𝐰𝑗𝖳=𝑆𝑈𝑖𝑗𝑅𝖳 form a basis, an eigenbasis of 𝐿. Sum and product of 𝜆𝑖𝜇𝑗. (c) Ordering the matrix units column by column, 𝑋↦𝐴𝑋 is block diagonal with 𝑛 blocks 𝐴; ordering row by row, 𝑋↦𝑋𝐵 is block diagonal with 𝑛 blocks 𝐵𝖳. Multiply.

(a) 𝐿(𝐯𝐰𝖳)=(𝐴𝐯)(𝐰𝖳𝐵)=𝜆𝐯(𝐵𝖳𝐰)𝖳=𝜆𝜇𝐯𝐰𝖳, and 𝐯𝐰𝖳≠0 since its (𝑖,𝑗) entry 𝑣𝑖𝑤𝑗 is nonzero when 𝑣𝑖≠0≠𝑤𝑗.

(b) Let 𝑆 be invertible with columns 𝐯1,…,𝐯𝑛, eigenvectors of 𝐴 for 𝜆1,…,𝜆𝑛. If 𝐵=𝑅0𝐸𝑅0−1 with 𝐸=diag(𝜇1,…,𝜇𝑛), then 𝐵𝖳=(𝑅0−1)𝖳𝐸𝑅0𝖳, so the columns 𝐰1,…,𝐰𝑛 of 𝑅=(𝑅0−1)𝖳 are eigenvectors of 𝐵𝖳 for 𝜇1,…,𝜇𝑛, and 𝑅 is invertible. The map 𝑋↦𝑆𝑋𝑅𝖳 is an isomorphism of 𝐹𝑛×𝑛, and it sends the matrix unit 𝑈𝑖𝑗=𝐞𝑖𝐞𝑗𝖳 (Lemma 2.4.24) to 𝑆𝐞𝑖(𝑅𝐞𝑗)𝖳=𝐯𝑖𝐰𝑗𝖳. So the 𝑛2 matrices 𝐯𝑖𝐰𝑗𝖳 form a basis of 𝐹𝑛×𝑛, and by (a) it is an eigenbasis of 𝐿 with eigenvalues 𝜆𝑖𝜇𝑗. So 𝐿 is diagonalizable (Theorem 7.4.2), and its trace and determinant are the sum and product of these eigenvalues (Theorem 7.5.22):

tr𝐿=∑𝑖,𝑗𝜆𝑖𝜇𝑗=(∑𝑖𝜆𝑖)(∑𝑗𝜇𝑗)=tr𝐴tr𝐵,det𝐿=∏𝑖,𝑗𝜆𝑖𝜇𝑗=(∏𝑖𝜆𝑖)𝑛(∏𝑗𝜇𝑗)𝑛=(det𝐴)𝑛(det𝐵)𝑛.

(c) Write 𝐿=𝐿1∘𝐿2 with 𝐿1(𝑋)=𝐴𝑋 and 𝐿2(𝑋)=𝑋𝐵, so det𝐿=det𝐿1det𝐿2 (Theorem 5.4.10). Order the matrix units column by column: 𝑈11,…,𝑈𝑛1,𝑈12,…,𝑈𝑛2,…. Column 𝑗 of 𝐴𝑋 is 𝐴 times column 𝑗 of 𝑋, so in this basis 𝐿1 has the block diagonal matrix with 𝑛 diagonal blocks 𝐴, and det𝐿1=(det𝐴)𝑛 (Proposition 5.3.17). Order them row by row instead: row 𝑖 of 𝑋𝐵 is (𝐵𝖳(row𝑖of𝑋)𝖳)𝖳, so 𝐿2 has the block diagonal matrix with 𝑛 blocks 𝐵𝖳, and det𝐿2=(det𝐵𝖳)𝑛=(det𝐵)𝑛. The determinant of an operator does not depend on the basis, so det𝐿=(det𝐴)𝑛(det𝐵)𝑛.

The trace formula also holds for all 𝐴,𝐵 (it is linear in each of 𝐴 and 𝐵 and can be checked on matrix units). Over ℂ, the eigenvalues of 𝐿 are always the 𝜆𝑖𝜇𝑗 counted with multiplicity: triangularize 𝐴 and 𝐵𝖳 and order the basis 𝐯𝑖𝐰𝑗𝖳 suitably, or use Technique 7.6.23. The map 𝑋↦𝐴𝑋−𝑋𝐴 of Exercise 7.5.45 works the same way, with 𝜆𝑖−𝜆𝑗 in place of 𝜆𝑖𝜇𝑗.

Problem 7.14.hardBeyond 21-242 Find the error in the following argument, and then prove the claim correctly.

Claim. Let 𝑉 be finite-dimensional, let 𝑇∈L(𝑉) be diagonalizable, let 𝑈 be a 𝑇-invariant subspace, and let 𝑊 be any complement of 𝑈. Then the compression 𝑆=Pr𝑊,𝑈∘𝑇↾𝑊∈L(𝑊) (Lemma 7.5.11) is diagonalizable, and its eigenvalues are eigenvalues of 𝑇.

“Proof.” 𝑆 is the restriction of 𝑇 to 𝑊, and the restriction of a diagonalizable operator is diagonalizable (Corollary 7.6.16). Every eigenvector of 𝑆 is an eigenvector of 𝑇 with the same eigenvalue.

Solution.

Uses. Lemma 7.5.11 (Compressing an operator to a complement), Corollary 7.6.16 (Restrictions of diagonalizable operators), Theorem 7.6.15 (Diagonalizability and the minimal polynomial), Theorem 7.6.7 (The roots of the minimal polynomial are the eigenvalues)

Techniques. Use an annihilating polynomial (Technique 7.6.17), Induction on dimension via an invariant subspace (Technique 7.5.12)

Hint 1. Is 𝑊 invariant? Try 𝑇=diag(1,2) on 𝐹2, 𝑈=span(𝐞1), and 𝑊=span(𝐞1+𝐞2).
Hint 2. Show 𝑇𝑘𝐰−𝑆𝑘𝐰∈𝑈 for every 𝐰∈𝑊 and 𝑘≥0, so that 𝑝(𝑆)=Pr𝑊,𝑈∘𝑝(𝑇)↾𝑊 for every polynomial 𝑝. Then use 𝑚𝑇.
Sketch. 𝑊 need not be invariant, so 𝑆≠𝑇↾𝑊 in general, and an eigenvector of 𝑆 need not be one of 𝑇: with 𝑇=diag(1,2), 𝑈=span(𝐞1), 𝑊=span(𝐞1+𝐞2), 𝑆=2id𝑊 but 𝐞1+𝐞2 is not an eigenvector of 𝑇. Correct proof: induction gives 𝑇𝑘𝐰−𝑆𝑘𝐰∈𝑈, so 𝑝(𝑆)𝐰=Pr𝑊,𝑈𝑝(𝑇)𝐰. With 𝑝=𝑚𝑇, which has distinct linear factors, 𝑚𝑇(𝑆)=0, so 𝑆 is diagonalizable with eigenvalues among the roots of 𝑚𝑇.

The error. Corollary 7.6.16 applies to invariant subspaces, and 𝑊 need not be invariant; then 𝑇↾𝑊 is a map 𝑊→𝑉, not an operator on 𝑊, and 𝑆 is a different map. The second sentence fails too. Let 𝑇=diag(1,2) on 𝐹2, 𝑈=span(𝐞1), and 𝑊=span(𝐰) with 𝐰=𝐞1+𝐞2. Then 𝑇𝐰=𝐞1+2𝐞2=−𝐞1+2𝐰, so 𝑆𝐰=2𝐰, and 𝐰 is an eigenvector of 𝑆 but not of 𝑇.

A correct proof. Write 𝑃=Pr𝑊,𝑈, so that 𝑃 fixes 𝑊 and kills 𝑈. We first show that 𝑇𝑘𝐰−𝑆𝑘𝐰∈𝑈 for all 𝐰∈𝑊 and 𝑘≥0, by induction on 𝑘. For 𝑘=0 the difference is 𝟎. If 𝑇𝑘𝐰=𝑆𝑘𝐰+𝐮 with 𝐮∈𝑈, then

𝑇𝑘+1𝐰=𝑇(𝑆𝑘𝐰)+𝑇𝐮=𝑆𝑘+1𝐰+𝐮′+𝑇𝐮,

where 𝐮′=𝑇(𝑆𝑘𝐰)−𝑆(𝑆𝑘𝐰)∈𝑈 by Lemma 7.5.11(a) applied to 𝑆𝑘𝐰∈𝑊, and 𝑇𝐮∈𝑈 by invariance. This completes the induction. Taking linear combinations, 𝑝(𝑇)𝐰−𝑝(𝑆)𝐰∈𝑈 for every 𝑝∈𝐹[𝑥], and applying 𝑃 gives 𝑝(𝑆)𝐰=𝑃𝑝(𝑇)𝐰.

Since 𝑇 is diagonalizable, 𝑚𝑇=(𝑥−𝜆1)⋯(𝑥−𝜆𝑚) with distinct eigenvalues 𝜆𝑖 of 𝑇 (Theorem 7.6.15). Then 𝑚𝑇(𝑆)𝐰=𝑃𝑚𝑇(𝑇)𝐰=𝟎 for all 𝐰, so 𝑚𝑇 annihilates 𝑆. A product of distinct linear factors annihilates 𝑆, so 𝑆 is diagonalizable (Theorem 7.6.15), and its eigenvalues are roots of 𝑚𝑇 (Proposition 7.2.28), which are eigenvalues of 𝑇 (Theorem 7.6.7).

The compression is the quotient operator 𝑇/𝑈 on 𝑉/𝑈 in disguise (Remark 7.5.16), and the claim says that quotients of diagonalizable operators are diagonalizable. The eigenvalues are preserved, the eigenvectors are not: they are eigenvectors only modulo 𝑈.

Problem 7.15.hardBeyond 21-242 Let 𝑉≠{𝟎} be a finite-dimensional complex vector space and 𝑇∈L(𝑉), with 𝑚𝑇=(𝑥−𝜆1)𝑘1⋯(𝑥−𝜆𝑟)𝑘𝑟 for distinct 𝜆𝑖. With 𝑝𝐯 as in Problem 7.9, show that there is 𝐯∈𝑉 with 𝑝𝐯=𝑚𝑇. Deduce that dim𝐾𝑇(𝐯)=deg𝑚𝑇, and that 𝑉 has a cyclic vector (a 𝐯 with 𝐾𝑇(𝐯)=𝑉) if and only if 𝑚𝑇=𝑝𝑇.

Solution.

Hint 1. Let 𝑞𝑖=𝑚𝑇/(𝑥−𝜆𝑖)𝑘𝑖. Since (𝑥−𝜆𝑖)𝑘𝑖−1𝑞𝑖 has smaller degree than 𝑚𝑇, some 𝐮𝑖 is not killed by it. Put 𝐯𝑖=𝑞𝑖(𝑇)𝐮𝑖 and 𝐯=∑𝐯𝑖.
Hint 2. If 𝑓(𝑇)𝐯=𝟎, apply 𝑞𝑗(𝑇): the terms 𝑖≠𝑗 die. Then use Bézout for 𝑞𝑗 and (𝑥−𝜆𝑗)𝑘𝑗 to get (𝑥−𝜆𝑗)𝑘𝑗|𝑓.
Sketch. 𝐯𝑖=𝑞𝑖(𝑇)𝐮𝑖 is killed by (𝑥−𝜆𝑖)𝑘𝑖 but not by (𝑥−𝜆𝑖)𝑘𝑖−1. If 𝑓(𝑇)𝐯=𝟎, applying 𝑞𝑗(𝑇) kills 𝐯𝑖 for 𝑖≠𝑗, so 𝑞𝑗(𝑇)𝑓(𝑇)𝐯𝑗=𝟎; Bézout (𝑎𝑞𝑗+𝑏(𝑥−𝜆𝑗)𝑘𝑗=1) gives 𝑓(𝑇)𝐯𝑗=𝟎, so 𝑝𝐯𝑗=(𝑥−𝜆𝑗)𝑘𝑗 divides 𝑓. With 𝑓=𝑝𝐯, each (𝑥−𝜆𝑗)𝑘𝑗 divides 𝑝𝐯, which divides 𝑚𝑇; compare multiplicities. Then dim𝐾𝑇(𝐯)=deg𝑝𝐯; and deg𝑚𝑇=deg𝑝𝑇=dim𝑉 iff 𝑚𝑇=𝑝𝑇 by Cayley–Hamilton.

For each 𝑖 let 𝑞𝑖=∏𝑗≠𝑖(𝑥−𝜆𝑗)𝑘𝑗, so 𝑚𝑇=(𝑥−𝜆𝑖)𝑘𝑖𝑞𝑖. The polynomial (𝑥−𝜆𝑖)𝑘𝑖−1𝑞𝑖 has degree less than deg𝑚𝑇, so it does not annihilate 𝑇, and some 𝐮𝑖 has (𝑇−𝜆𝑖id)𝑘𝑖−1𝑞𝑖(𝑇)𝐮𝑖≠𝟎. Let 𝐯𝑖=𝑞𝑖(𝑇)𝐮𝑖. Then (𝑇−𝜆𝑖id)𝑘𝑖𝐯𝑖=𝑚𝑇(𝑇)𝐮𝑖=𝟎 and (𝑇−𝜆𝑖id)𝑘𝑖−1𝐯𝑖≠𝟎. By Problem 7.9(a), 𝑝𝐯𝑖 divides (𝑥−𝜆𝑖)𝑘𝑖 but not (𝑥−𝜆𝑖)𝑘𝑖−1; a monic divisor of (𝑥−𝜆𝑖)𝑘𝑖 has only the root 𝜆𝑖, so it is (𝑥−𝜆𝑖)𝑒 (Corollary 7.1.35), and 𝑒=𝑘𝑖. So 𝑝𝐯𝑖=(𝑥−𝜆𝑖)𝑘𝑖.

Let 𝐯=𝐯1+⋯+𝐯𝑟 and suppose 𝑓(𝑇)𝐯=𝟎. Fix 𝑗. For 𝑖≠𝑗, (𝑥−𝜆𝑖)𝑘𝑖 divides 𝑞𝑗, so 𝑞𝑗(𝑇)𝐯𝑖=𝟎. Hence

𝟎=𝑞𝑗(𝑇)𝑓(𝑇)𝐯=𝑞𝑗(𝑇)𝑓(𝑇)𝐯𝑗.

The polynomials 𝑞𝑗 and (𝑥−𝜆𝑗)𝑘𝑗 have no common root, so they are coprime, and 𝑎𝑞𝑗+𝑏(𝑥−𝜆𝑗)𝑘𝑗=1 for some 𝑎,𝑏∈ℂ[𝑥] (Corollary 7.1.48). The vector 𝐲=𝑓(𝑇)𝐯𝑗 satisfies 𝑞𝑗(𝑇)𝐲=𝟎 and (𝑇−𝜆𝑗id)𝑘𝑗𝐲=𝑓(𝑇)(𝑇−𝜆𝑗id)𝑘𝑗𝐯𝑗=𝟎, so 𝐲=𝑎(𝑇)𝑞𝑗(𝑇)𝐲+𝑏(𝑇)(𝑇−𝜆𝑗id)𝑘𝑗𝐲=𝟎. By Problem 7.9(a), (𝑥−𝜆𝑗)𝑘𝑗=𝑝𝐯𝑗 divides 𝑓.

Apply this to 𝑓=𝑝𝐯: each (𝑥−𝜆𝑗)𝑘𝑗 divides 𝑝𝐯, so 𝜆𝑗 is a root of 𝑝𝐯 of multiplicity at least 𝑘𝑗 (Definition 7.1.24). On the other hand 𝑚𝑇(𝑇)𝐯=𝟎, so 𝑝𝐯 divides 𝑚𝑇, and its roots are among the 𝜆𝑗 with multiplicity at most 𝑘𝑗. Over ℂ a monic polynomial is the product of (𝑥−𝜇) over its roots with multiplicity (Corollary 7.1.35), so 𝑝𝐯=𝑚𝑇.

By Proposition 7.2.35, dim𝐾𝑇(𝐯)=deg𝑝𝐯=deg𝑚𝑇. If 𝑚𝑇=𝑝𝑇, this is dim𝑉, so 𝐯 is cyclic. Conversely, if 𝐰 is cyclic, then dim𝑉=dim𝐾𝑇(𝐰)=deg𝑝𝐰≤deg𝑚𝑇, since 𝑝𝐰 divides 𝑚𝑇; as 𝑚𝑇 divides 𝑝𝑇 (Theorem 7.6.20) and deg𝑝𝑇=dim𝑉, the monic polynomials 𝑚𝑇 and 𝑝𝑇 are equal. This is the converse of Exercise 7.6.47(a). The result holds over every field, with a longer proof using the factorization of 𝑚𝑇 into irreducibles.

Problem 7.16.hard Does there exist 𝐴∈ℝ3×3 with tr𝐴=0 and 𝐴2+𝐴𝖳=𝐼3?

Solution.

Uses. Theorem 7.6.15 (Diagonalizability and the minimal polynomial), Proposition 7.2.28 (Polynomials act on eigenvectors by their values), Theorem 7.5.22 (Trace and determinant from eigenvalues), Proposition 2.4.23 (Transpose of a product)

Techniques. Use an annihilating polynomial (Technique 7.6.17), Diagonalize, solve, conjugate back (Technique 7.4.22)

Hint 1. Transpose the equation to eliminate 𝐴𝖳, and find a polynomial that annihilates 𝐴.
Hint 2. 𝑥4−2𝑥2+𝑥=𝑥(𝑥−1)(𝑥2+𝑥−1) has four distinct real roots. Take traces of 𝐴 and of 𝐴2.
Sketch. 𝐴𝖳=𝐼−𝐴2, so 𝐴=𝐼−(𝐼−𝐴2)2=2𝐴2−𝐴4, and 𝑥(𝑥−1)(𝑥2+𝑥−1) annihilates 𝐴. So 𝐴 is diagonalizable over ℝ with eigenvalues in {0,1,𝛼,𝛽}, 𝛼,𝛽=(−1±5)/2. With multiplicities 𝑎,𝑏,𝑐,𝑑: tr𝐴=0 and irrationality of 5 give 𝑏=𝑐=𝑑; tr𝐴2=tr𝐼−tr𝐴𝖳=3 and 𝛼2=1−𝛼, 𝛽2=1−𝛽 give 2𝑏+𝑐+𝑑=3. So 4𝑏=3, impossible. No.

No. Suppose 𝐴 is such a matrix. Then 𝐴𝖳=𝐼3−𝐴2, and transposing (Proposition 2.4.23), 𝐴=𝐼3−(𝐴𝖳)2=𝐼3−(𝐼3−𝐴2)2=2𝐴2−𝐴4. So 𝑞(𝐴)=0 with

𝑞=𝑥4−2𝑥2+𝑥=𝑥(𝑥−1)(𝑥2+𝑥−1),

whose roots 0,1,𝛼=(−1+5)/2,𝛽=(−1−5)/2 are real and distinct. By Theorem 7.6.15, 𝐴 is diagonalizable over ℝ, and its eigenvalues lie in {0,1,𝛼,𝛽} (Proposition 7.2.28). Let 𝑎,𝑏,𝑐,𝑑 be the multiplicities of 0,1,𝛼,𝛽, so 𝑎+𝑏+𝑐+𝑑=3, and the eigenvalues of 𝐴2 are their squares (diagonalize).

First trace. 0=tr𝐴=𝑏+𝑐𝛼+𝑑𝛽=𝑏−(𝑐+𝑑)/2+(𝑐−𝑑)5/2 (Theorem 7.5.22). Since 5 is irrational and 𝑏,𝑐,𝑑 are integers, 𝑐=𝑑 and then 𝑏=𝑐.

Second trace. Taking the trace of 𝐴2=𝐼3−𝐴𝖳 gives tr𝐴2=3−tr𝐴=3. Since 𝛼2=1−𝛼 and 𝛽2=1−𝛽,

tr𝐴2=𝑏+𝑐(1−𝛼)+𝑑(1−𝛽)=𝑏+𝑐+𝑑−(𝑐𝛼+𝑑𝛽)=𝑏+𝑐+𝑑+𝑏,

using 𝑐𝛼+𝑑𝛽=−𝑏 from the first trace. So 2𝑏+𝑐+𝑑=3, and with 𝑏=𝑐=𝑑 this gives 4𝑏=3, which has no integer solution. Hence no such 𝐴 exists.

The equation mixes 𝐴 and 𝐴𝖳, which have the same eigenvalues but different eigenvectors; transposing it once eliminates 𝐴𝖳 and leaves a polynomial identity in 𝐴 alone. After that the problem is counting with multiplicities. This is Problem 2 of the 2011 International Mathematics Competition for University Students (IMC).

Problem 7.17.hardBeyond 21-242 Let 𝑛≥2, and let 𝐴,𝐵∈ℝ𝑛×𝑛 be invertible with 𝐴+𝐵 invertible and

𝐴−1+𝐵−1=(𝐴+𝐵)−1.

Show that det𝐴=det𝐵. Does the same conclusion hold for complex matrices?

Solution.

Uses. Proposition 7.2.28 (Polynomials act on eigenvectors by their values), Proposition 7.1.38 (Conjugate roots), Theorem 7.5.22 (Trace and determinant from eigenvalues), Theorem 5.4.10 (Multiplicativity)

Techniques. Use an annihilating polynomial (Technique 7.6.17), Complexify, then take real and imaginary parts (Technique 7.3.35)

Hint 1. Multiply (𝐴+𝐵)(𝐴−1+𝐵−1)=𝐼𝑛 out and set 𝑋=𝐴𝐵−1.
Hint 2. 𝑋2+𝑋+𝐼𝑛=0. What are the complex eigenvalues of a real 𝑋 with this property, and with which multiplicities?
Sketch. (𝐴+𝐵)(𝐴−1+𝐵−1)=𝐼 gives 𝑋+𝑋−1+𝐼=0, so 𝑋2+𝑋+𝐼=0 with 𝑋=𝐴𝐵−1. The complex eigenvalues of 𝑋 are roots of 𝑥2+𝑥+1, i.e. 𝜔,𝜔; 𝑝𝑋 is real, so they occur equally often, 𝑛=2𝑘, and det𝑋=(𝜔𝜔)𝑘=1. So det𝐴=det𝐵. Over ℂ: no; 𝐵=𝐼𝑛, 𝐴=𝜔𝐼𝑛 (if 3∤𝑛) or 𝐴=diag(𝜔,…,𝜔,𝜔) (if 3|𝑛) satisfy the equation with det𝐴≠1.

Multiplying the hypothesis on the left by 𝐴+𝐵 gives 𝐼𝑛=(𝐴+𝐵)(𝐴−1+𝐵−1)=2𝐼𝑛+𝐴𝐵−1+𝐵𝐴−1. With 𝑋=𝐴𝐵−1, so that 𝑋−1=𝐵𝐴−1, this is 𝑋+𝑋−1+𝐼𝑛=0, and multiplying by 𝑋,

𝑋2+𝑋+𝐼𝑛=0.

By Proposition 7.2.28, every complex eigenvalue of 𝑋 is a root of 𝑥2+𝑥+1, that is, 𝜔=𝑒2𝜋𝑖/3 or 𝜔. Since 𝑋 is real, 𝑝𝑋 has real coefficients, so 𝜔 and 𝜔 are roots of 𝑝𝑋 of the same multiplicity 𝑘 (Proposition 7.1.38), and 𝑛=2𝑘. By Theorem 7.5.22 over ℂ, det𝑋=𝜔𝑘𝜔𝑘=|𝜔|2𝑘=1. As det𝑋=det𝐴/det𝐵 (Theorem 5.4.10), det𝐴=det𝐵.

Over ℂ the conclusion fails for every 𝑛. The computation above can be reversed: if 𝑋 is invertible with 𝑋2+𝑋+𝐼𝑛=0 and 𝑋+𝐼𝑛 is invertible, then 𝐴=𝑋 and 𝐵=𝐼𝑛 satisfy the equation, since (𝑋+𝐼𝑛)(𝑋−1+𝐼𝑛)=𝑋+𝑋−1+2𝐼𝑛=𝐼𝑛. Take 𝑋=𝜔𝐼𝑛 if 3 does not divide 𝑛, with det𝑋=𝜔𝑛≠1, and 𝑋=diag(𝜔,…,𝜔,𝜔) if 3 divides 𝑛, with det𝑋=𝜔𝑛−2=𝜔−2=𝜔≠1. In both cases 𝑋+𝐼𝑛 has eigenvalues 1+𝜔=−𝜔 and 1+𝜔=−𝜔, so it is invertible, and det𝐴≠1=det𝐵.

The real hypothesis enters only through the pairing of conjugate eigenvalues, which makes det𝑋 a product of factors 𝜔𝜔=1; Exercise 7.6.50 uses the pairing in the same way. This is Problem 1 of the 2015 International Mathematics Competition for University Students (IMC).

Problem 7.18.challenge Let 𝐴,𝐵∈ℝ𝑛×𝑛 satisfy 𝐴2+𝐵2=𝐴𝐵, and suppose 𝐴𝐵−𝐵𝐴 is invertible. Show that 𝑛 is divisible by 3.

Solution.

Uses. Theorem 5.4.10 (Multiplicativity), Proposition 7.3.2 (Determinants over a commutative ring), Exercise 7.3.17

Techniques. Factor the matrix (Technique 5.6.1), Conjugate the equation (Technique B.1.3)

Hint 1. With 𝜔=𝑒2𝜋𝑖/3, expand (𝐴+𝜔𝐵)(𝐴+𝜔𝐵) and use 𝐴2+𝐵2=𝐴𝐵 and 1+𝜔+𝜔=0.
Hint 2. The product is −𝜔(𝐴𝐵−𝐵𝐴). Take determinants; the left side is |det(𝐴+𝜔𝐵)|2 because 𝐴,𝐵 are real.
Sketch. (𝐴+𝜔𝐵)(𝐴+𝜔𝐵)=𝐴2+𝐵2+𝜔𝐴𝐵+𝜔𝐵𝐴=(1+𝜔)𝐴𝐵+𝜔𝐵𝐴=−𝜔(𝐴𝐵−𝐵𝐴). Determinants: |det(𝐴+𝜔𝐵)|2=(−𝜔)𝑛det(𝐴𝐵−𝐵𝐴). The right side has a nonzero real factor, so (−𝜔)𝑛=𝑒−𝜋𝑖𝑛/3 is real, which happens iff 3|𝑛.

Let 𝜔=𝑒2𝜋𝑖/3, so 𝜔𝜔=1 and 1+𝜔+𝜔=0. Expanding (the scalars commute with all matrices) and using 𝐴2+𝐵2=𝐴𝐵,

(𝐴+𝜔𝐵)(𝐴+𝜔𝐵)=𝐴2+𝐵2+𝜔𝐴𝐵+𝜔𝐵𝐴=(1+𝜔)𝐴𝐵+𝜔𝐵𝐴=−𝜔(𝐴𝐵−𝐵𝐴),

because 1+𝜔=−𝜔. Let 𝑍=𝐴+𝜔𝐵. Since 𝐴 and 𝐵 are real, 𝐴+𝜔𝐵 is the entrywise conjugate 𝑍, and det𝑍=det𝑍 (Exercise 7.3.17, or Proposition 7.3.2(g) with complex conjugation). Taking determinants (Theorem 5.4.10),

|det𝑍|2=det𝑍⋅det𝑍=(−𝜔)𝑛det(𝐴𝐵−𝐵𝐴).

Here 𝑑=det(𝐴𝐵−𝐵𝐴) is a nonzero real number, so (−𝜔)𝑛=|det𝑍|2/𝑑 is real. Now −𝜔=𝑒𝑖𝜋𝑒2𝜋𝑖/3=𝑒−𝜋𝑖/3, so (−𝜔)𝑛=𝑒−𝜋𝑖𝑛/3, which is real exactly when sin(𝜋𝑛/3)=0, that is, when 3 divides 𝑛.

The proof factors a real quadratic expression over ℂ as 𝑍𝑍, and the conjugate pair forces a determinant to be a nonnegative real number; this is the device of Exercise 7.6.52, with 𝜔 in place of 𝑖 because the quadratic 𝑎2−𝑎𝑏+𝑏2 has roots −𝜔,−𝜔 instead of ±𝑖. It also gives the sign: det(𝐴𝐵−𝐵𝐴) has the sign of (−1)𝑛/3. This is a classical olympiad problem.