Chapter 7: Eigenvalues and diagonalization
Problems for Chapter 7
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
- (a)State the theorem on eigenvectors for distinct eigenvalues.
- (b)Prove it twice: by applying products of the operators to a relation, and by a relation of minimal length.
- (c)Let be the real vector space of infinitely differentiable functions , and the second derivative. Show that
are linearly independent. Then show that the functions are linearly independent, although and are eigenvectors of for the same eigenvalue.
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)
(a) Let , and let be eigenvectors of with distinct eigenvalues . Then is linearly independent (Theorem 7.2.21). No hypothesis on is needed.
(b) Killing terms. Suppose
A shortest relation. Suppose the list is dependent, and among all nontrivial relations choose one, with every , for which is smallest. Since eigenvectors are nonzero, . Pick and apply :
The coefficients are nonzero and the index set is nonempty, so this is a nontrivial relation that is shorter, a contradiction.
(c) is a subspace of , and is linear. Since
For the full list, suppose
The theorem separates eigenvalues and nothing more. Inside one eigenspace, here the plane spanned by and , independence needs a separate argument, which the two evaluations supply.
- (a)State the criteria for diagonalizability in terms of eigenspaces and of multiplicities.
- (b)Prove that is diagonalizable if and only if
, and that this holds if and only if splits and for every . - (c)Let and be diagonalizable with no common eigenvalue, and let . Show that is diagonalizable. Show that the hypothesis on eigenvalues cannot be dropped.
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)
(a) Let , , with distinct eigenvalues . Then is diagonalizable if and only if , if and only if , if and only if splits over and for all (Theorem 7.4.16).
(b) The sum is direct (Corollary 7.2.23), so its dimension is (Theorem 4.4.13). If , the sum is all of , and a basis of each , glued together, is a basis of (Theorem 4.4.13) consisting of eigenvectors, so is diagonalizable. Conversely, if is an eigenbasis, every vector of lies in some , so
For the second equivalence, for each (Theorem 7.4.15), and
and exactly when both inequalities are equalities, that is, when splits and every .
(c) By Proposition 7.3.15, , which splits because and do (Theorem 7.4.16). Let be an eigenvalue of ; it is a root of exactly one of , , so is or .
If , the map is injective and sends into , because
If , then is not an eigenvalue of , so is invertible. For let
With Theorem 7.4.15, at every eigenvalue, and is diagonalizable by (b). Without the hypothesis, (, ) is not diagonalizable (Example 7.4.8).
Another route: if solves , then
- (a)State the proposition on chains with , and what it says about the last vector and the span of the chain.
- (b)Prove that the chain is independent and that is an eigenvector.
- (c)Let be a complex vector space with , and let satisfy and . Show that , and that has a basis in which the matrix of has every diagonal entry , every entry just above the diagonal , and all other entries .
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)
(a) Let , , , and suppose and . Then is linearly independent (Proposition 7.2.37). Moreover is an eigenvector of with eigenvalue , and the span of the chain is the Krylov subspace , of dimension (Corollary 7.2.38).
(b) Suppose
(c) Let . By Theorem 7.5.13, has an upper-triangular matrix in some basis, and by Proposition 7.5.9 its diagonal entries are the roots of , all equal to . So the matrix of is strictly upper triangular, and (Lemma 7.6.21).
Next, for , maps into , and the kernel of this restriction is
using . Starting from , induction gives . In particular
Choose with ; also . By (b), the chain
Conversely, that matrix has
Synthesis problems
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)
We have
The splitting. In ,
The first term is killed by , so it lies in ; the second is killed by , since
The pieces. is a subspace of the line , so it is or . is an invariant subspace of , on which acts by , . An invariant line is spanned by an eigenvector (Proposition 7.2.7), and the eigenvectors in are the nonzero multiples of , since
Conversely, each of the combinations is invariant, being a sum of invariant subspaces. The six invariant subspaces are
The same argument shows, for any with and coprime, that invariant subspaces split along
Problem 7.5. Let with . Prove or disprove:
- (a)If is similar to , then every eigenvalue of is or a root of unity.
- (b)If is similar to , then is similar to .
- (c)If is invertible and is diagonalizable, then is diagonalizable.
- (d)If is nilpotent and is diagonalizable, then .
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)
(a) True. Write with upper triangular (Corollary 7.5.14). Then , and is upper triangular with diagonal entries . By Proposition 7.5.8, the eigenvalues of are the and those of are the . Similar matrices have the same eigenvalues (Proposition 7.3.11), so the finite set of eigenvalues of equals . In particular implies . Since is finite, for some , that is,
(b) False. With and , , but a matrix similar to is , and .
(c) False. Let . Then and , which is diagonal, while is not diagonalizable (Example 7.4.8). The map has derivative at , and that is where the shear disappears.
(d) True. If , the only eigenvalue of is (Proposition 7.2.28). If with , then , so . A diagonalizable matrix with the single eigenvalue is (Proposition 7.4.7), so and . The same proof works over every field.
Problem 7.6. Let and
- (a)Show that over every field.
- (b)Suppose in . Show that is similar to , and that is diagonalizable if and only if is.
- (c)Over , show that , and that is diagonalizable if and only if .
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)
(a) Work in , 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,
The two outer factors have determinant , so
(b) Let
For ,
(c) By Theorem 2.4.34 every block of is in characteristic . So is nilpotent, and its only eigenvalue is . If is diagonalizable, then (Proposition 7.4.7), that is, ; conversely gives . This matches (a): in characteristic , and . The similarity of (b) fails because is singular when .
Problem 7.7. Let .
- (a)Suppose and with . Show that . (Over , this says for the dot product.)
(b)Suppose with
, let be the columns of , and let be the rows of . Show that , that is if and otherwise, and that - (c)With , show that for , , , and
for .
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 (Technique 4.3.17)
(a)
(b) From we get , and transposing,
(c) By (b),
So a diagonalizable is a combination of rank-one idempotents , the projection onto along the span of the other ; the left eigenvectors measure the -coordinate. When the are distinct, is the Lagrange polynomial of Technique 7.6.13. Over the equal the exactly when , which makes symmetric; conversely every real symmetric matrix arises this way (Section 8.2).
Problem 7.8. For , let have entries just above and just below the diagonal and elsewhere.
- (a)For , let
. Show that . - (b)Deduce that the eigenvalues of are for , and that is diagonalizable.
- (c)Compute from the tridiagonal recurrence, and deduce the value of .
Uses. Corollary 7.4.5 (Distinct eigenvalues give a diagonalization), Corollary 7.2.22 (At most 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)
(a) Let , and set . Row of has ones in columns and (when they exist), so
which gives the rows (row because ). For row ,
(b) Let for . Then
(c) Let . Directly, and . By Proposition 5.5.18 with diagonal entries and off-diagonal entries ,
For odd this is visible directly, since the factor with is . In the same way, says
is the adjacency matrix of a path with vertices; Section 16.5 studies such matrices. The eigenvector was guessed from the recurrence
Problem 7.9. Let be finite-dimensional and . For , let be the monic polynomial of least degree with (for it is the polynomial of Proposition 7.2.35, and ).
- (a)Show that if and only if divides .
- (b)Let be a basis of . Show that if and only if every divides . Deduce that is the monic polynomial of least degree divisible by .
- (c)Use (b) with the standard basis to find for
, and decide whether is diagonalizable.
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)
(a) If divides , say , then
(b) if and only if for every , 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 divides . By definition, is the monic polynomial of least degree with (Theorem 7.6.2), so it is the monic polynomial of least degree divisible by all the .
(c) For : and . The first two are independent, and
This costs a few matrix–vector products per basis vector, and no determinant. Here (its only root is , and ), so is a proper divisor of , and in fact .
- (a)Show that every is the sum of two diagonalizable matrices.
- (b)Write explicitly as such a sum.
- (c)Show that every is the sum of two invertible matrices.
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)
(a) By Corollary 7.5.14, with invertible and upper triangular. Let
(b)
(c) With as in (a), choose with and , and let
Diagonalizable matrices are not closed under addition, so (a) says that they generate everything additively. The same construction with
Problem 7.11. Let satisfy .
- (a)Show that is even, say , and that has a basis
. - (b)Deduce that is similar to , so that any two real matrices of the same size with square are similar.
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)
(a) We construct such that for each the list
We claim that if and , then . Since ,
So
Now suppose with . Then
(b) Let have columns
The same argument shows that a real operator with turns into a complex vector space, with , and then (a) is the statement that a complex basis gives the real basis . Exercise 7.3.43 proved only that is even; the basis is what gives the similarity class.
Problem 7.12. Let , , and , (Definition 7.1.9). Let .
- (a)Let . Show that for every nonconstant , that
is a basis of , and that has as its only eigenvalue, with . Is diagonalizable? - (b)Let with prime and . Show that and , and that .
Uses. Proposition 4.1.26 (Nilpotent chains are independent), Corollary 7.2.38 (The span of a chain), Proposition 7.4.7 (One eigenvalue), Exercise A.2.8, Exercise 7.1.56, 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), Compare degrees and leading coefficients (Technique 7.1.6)
(a) For ,
If with , compare leading coefficients: has the same leading coefficient as , so . And is an eigenvalue, with = the constants, since lowers the degree of every nonconstant polynomial. So . In the chain basis, read from the end, has the matrix of Corollary 7.2.38(c) with . is not diagonalizable: its only eigenvalue is and (Proposition 7.4.7).
(b) For ,
because divides for , and in (for , ). For : in , (the same binomial fact), so satisfies
Over , is one long chain; over , every chain has length at most because , so , of dimension , needs at least two chains, and each chain contributes one eigenvector. Counting with Theorem 4.2.11 gives more: maps to with kernel , so
Problem 7.13. For , let be .
- (a)Show that if and with , then is an eigenvector of with eigenvalue .
- (b)Suppose and are diagonalizable, with eigenvalues and counted with multiplicity. Show that is diagonalizable with eigenvalues (), and deduce and
. - (c)Show that
for all , over every field.
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 (Technique 4.3.17)
(a)
(b) Let be invertible with columns , eigenvectors of for . If with
(c) Write with and , so
The trace formula also holds for all (it is linear in each of and and can be checked on matrix units). Over , the eigenvalues of are always the counted with multiplicity: triangularize and and order the basis suitably, or use Technique 7.6.23. The map of Exercise 7.5.45 works the same way, with in place of .
Problem 7.14. Find the error in the following argument, and then prove the claim correctly.
Claim. Let be finite-dimensional, let be diagonalizable, let be a -invariant subspace, and let be any complement of . Then the compression
“Proof.” is the restriction of to , and the restriction of a diagonalizable operator is diagonalizable (Corollary 7.6.16). Every eigenvector of is an eigenvector of with the same eigenvalue.
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)
The error. Corollary 7.6.16 applies to invariant subspaces, and need not be invariant; then is a map , not an operator on , and is a different map. The second sentence fails too. Let on , , and with . Then
A correct proof. Write , so that fixes and kills . We first show that for all and , by induction on . For the difference is . If with , then
where
Since is diagonalizable,
The compression is the quotient operator on 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 .
Uses. Problem 7.9, Proposition 7.2.35 (A basis of a Krylov subspace), Corollary 7.1.48 (Coprime polynomials), Definition 7.1.24 (Multiplicity of a root), Theorem 7.6.20 (Cayley–Hamilton), Exercise 7.6.47
Techniques. Krylov sequences must become dependent (Technique 7.3.28), Apply an operator to a relation to kill terms (Technique 4.1.25)
For each let
Let and suppose . Fix . For , divides , so . Hence
The polynomials and have no common root, so they are coprime, and
Apply this to : each divides , so is a root of of multiplicity at least (Definition 7.1.24). On the other hand , so divides , and its roots are among the with multiplicity at most . Over a monic polynomial is the product of over its roots with multiplicity (Corollary 7.1.35), so .
By Proposition 7.2.35,
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)
No. Suppose is such a matrix. Then , and transposing (Proposition 2.4.23),
whose roots
First trace.
Second trace. Taking the trace of gives . Since and ,
using from the first trace. So , and with this gives , which has no integer solution. Hence no such exists.
The equation mixes and , which have the same eigenvalues but different eigenvectors; transposing it once eliminates and leaves a polynomial identity in 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. Let , and let be invertible with invertible and
Show that . Does the same conclusion hold for complex matrices?
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)
Multiplying the hypothesis on the left by gives
By Proposition 7.2.28, every complex eigenvalue of is a root of , that is, or . Since is real, has real coefficients, so and are roots of of the same multiplicity (Proposition 7.1.38), and . By Theorem 7.5.22 over ,
Over the conclusion fails for every . The computation above can be reversed: if is invertible with and is invertible, then and satisfy the equation, since
The real hypothesis enters only through the pairing of conjugate eigenvalues, which makes a product of factors ; 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).
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)
Let , so and . Expanding (the scalars commute with all matrices) and using ,
because . Let . Since and are real, is the entrywise conjugate , and (Exercise 7.3.17, or Proposition 7.3.2(g) with complex conjugation). Taking determinants (Theorem 5.4.10),
Here is a nonzero real number, so
The proof factors a real quadratic expression over as , and the conjugate pair forces a determinant to be a nonnegative real number; this is the device of Exercise 7.6.52, with in place of because the quadratic has roots instead of . It also gives the sign: has the sign of . This is a classical olympiad problem.