◀ CHAPTER 5 ▶
◀ EIGENVALUES AND EIGENVECTORS ▶
bantalmateri.com — In Chapter 3 we studied linear maps from one vector space to an- other vector space. Now we begin our investigation of linear maps from a vector space to itself. Their study constitutes the deepest and most important part of linear algebra. Most of the key results in this area do not hold for infinite-dimensional vector spaces, so we work only on finite-dimensional vector spaces. To avoid trivialities we also want to eliminate the vector space {0} from consideration. Thus we make the following assumption:
Recall that F denotes R or C.
Let's agree that for the rest of the book
V will denote a finite-dimensional, nonzero vector space over F.
◀ EXERCISE AND DISCUSSION ▶
- Suppose T ∈ 𝓛(V). Prove that if U1,...,Um are subspaces of V invariant under T, then U1 + ··· + Um is invariant under T.
- Suppose T ∈ 𝓛(V). Prove that the intersection of any collection of subspaces of V invariant under T is invariant under T.
- Prove or give a counterexample: if U is a subspace of V that is invariant under every operator on V, then U = {0} or U = V.
- Suppose that S, T ∈ 𝓛(V) are such that ST = TS. Prove that null(T – λI) is invariant under S for every λ ∈ F.
- Define T ∈ 𝓛(F2) by
- Define T ∈ 𝓛(F3) by
- Suppose n is a positive integer and T ∈ 𝓛(Fn) is defined by
- Find all eigenvalues and eigenvectors of the backward shift operator T ∈ 𝓛(F∞) defined by
- Suppose T ∈ 𝓛(V) and dim range T = k. Prove that T has at most k + 1 distinct eigenvalues.
- Suppose T ∈ 𝓛(V) is invertible and λ ∈ F\{0}. Prove that λ is an eigenvalue of T if and only 1/λ if is an eigenvalue of T-1
- Suppose S, T ∈ 𝓛(V). Prove that ST and TS have the same eigenvalues.
- Suppose T ∈ 𝓛(V) is such that every vector in V is an eigenvector of T. Prove that T is a scalar multiple of the identity operator.
- Suppose T ∈ 𝓛(V) is such that every subspace of V with dimension
- Suppose S,T ∈ 𝓛(V) and S is invertible. Prove that if p ∈ Ƥ(F) is a polynomial, then
- Suppose F = C, T ∈ 𝓛(V), p ∈ Ƥ(C), and a ∈ C. Prove that a is an eigenvalue of p(T) if and only if a = p(λ) for some eigenvalue λ of T.
- Show that the result in the previous exercise does not hold if C is replaced with R.
- Suppose V is a complex vector space and T ∈ 𝓛(V). Prove that T has an invariant subspace of dimension j for each j = 1,...,dim V.
- Give an example of an operator whose matrix with respect to some basis contains only 0's on the diagonal, but the operator is invertible.
- Give an example of an operator whose matrix with respect to some basis contains only nonzero numbers on the diagonal, but the operator is not invertible.
- Suppose that T ∈ 𝓛(V) has dim V distinct eigenvalues and that S ∈ 𝓛(V) has the same eigenvectors as T (not necessarily with the same eigenvalues). Prove that ST = TS.
- Suppose P ∈ 𝓛(V) and P2 = P. Prove that V = null P ⊕ range P.
- Suppose V = U ⊕ W, where U and W are nonzero subspaces of V. Find all eigenvalues and eigenvectors of PU,W.
- Give an example of an operator T ∈ 𝓛(R4) such that T has no (real) eigenvalues.
- Suppose V is a real vector space and T ∈ 𝓛(V) has no eigenvalues. Prove that every subspace of V invariant under T has even dimension.
💬 SOLUTION:
Suppose U1,...,Um are subspaces of V invariant under T. Consider a vector u ∈ U1 + ··· + Um. There exist u1 ∈ U1,...,Um ∈ Um such that
u = u1 + ··· + um.
Applying T to both sides of this equation, we get
Tu = Tu1 + ··· + Tum.
Because each Uj is invariant under T, we have Tu1 ∈ U1,...,Tum ∈ Um. Thus the equation above shows that Tu ∈ U1 +...+ Um, which implies that U1 + ··· + Um is invariant under T.
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💬 SOLUTION:
Suppose {Uα}α∈Ꞅ is a collection of subspaces of V invariant under T; here Ꞅ is an arbitrary index set. We need to prove that Ոα∈ꞄUα, which equals the set of vectors that are in Uα for every α ∈ Ꞅ, is invariant under T. To do this, suppose u ∈ Ոα∈ꞄUα. Then u ∈ Uα for every α ∈ Ꞅ. Thus Tu ∈ Uα for every α ∈ Ꞅ (because every Uα is invariant under T). Thus Tu ∈ Ոα∈ꞄUα, which implies that Ոα∈ꞄUα is invariant under T.
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💬 SOLUTION:
We will prove that if U is a subspace of V that is invariant under every operator on V, then U = {0} or U = V. Actually we will prove the (logically equivalent) contrapositive, meaning that we will prove that if U is a subspace of V such that U ≠ {0} and U ≠ V, then there exists T ∈ 𝓛(V) such that U is not invariant under T. To do this, suppose U is a subspace of V such that U ≠ {0} and U ≠ V. Choose u ∈ U \ {0} (this is possible because U ≠ {0}) and w ∈ V \ U (this is possible because U ≠ V). Extend the list (u), which is linearly independent because u ≠ 0, to a basis (u, v1,...,vn) of V. Define T ∈ 𝓛(V) by
T(au + b1v1 + ... b2vn) = aw.
Thus Tu = w. Because u ∈ U but w ∉ U, this shows that U is not invariant under T, as desired.
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BACA JUGA:
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💬 SOLUTION:
Fix λ ∈ F. Suppose v ∈ null(T – λI). Then
(T
– λI)(Sv)
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=
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TSv – λSv
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=
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STv – λSv
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=
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S(Tv – λv)
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=
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0.
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Thus Sv ∈ null(T – λI). Hence null(T – λI) is invariant under S.
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T(w, z) = (z, w).
Find all eigenvalues and eigenvectors of T.
💬 SOLUTION:
Suppose λ is an eigenvalue of T. For this particular operator, the eigenvalue-eigenvector equation T(w, z) = λ(w, z) becomes the system of equations
z
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=
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λw
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w
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=
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λz.
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Substituting the value for z from the first equation into the second equation gives w = λ2w. Thus 1 = λ2 (we can ignore the possibility that w = 0 because if w = 0, then the first equation above implies that z = 0). Thus λ = 1 or λ = –1. The set of eigenvectors corresponding to the eigenvalue 1 is
{(w, w) : w ∈ F}.
The set of eigenvectors corresponding to the eigenvalue –1 is
((w, –w) : w ∈ F}.
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T(z1, z2, z3) = (2z2, 0, 5z3).
Find all eigenvalues and eigenvectors of T.
💬 SOLUTION:
Suppose λ is an eigenvalue of T. For this particular operator, the eigenvalue-eigenvector equation T(z1, z2, z3)= λ(z1, z2, z3) becomes the system of equations
2z2
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=
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λz1
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0
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=
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λz2
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5z3
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=
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λz3.
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If λ ≠ 0, then the second equation implies that z2 = 0, and the first equation then implies that z1 = 0. Because an eigenvalue must have a nonzero eigenvector, there must be a solution to the system above with z3 ≠ 0. The third equation then shows that λ = 5. In other words, 5 is the only nonzero eigenvalue of T. The set of eigenvectors corresponding to the eigenvalue 5 is
{(0, 0, z3) : z3 ∈ F}.
If λ = 0, the first and third equations above show that z2 = 0 and z3 = 0. With these values for z3, z3, the equations above are satisfied for all values of z1. Thus 0 is an eigenvalue of T. The set of eigenvectors corresponding to the eigenvalue 0 is
{(z1, 0, 0) : z1 ∈ F}.
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T(x1,...,xn) = (x1 + ··· + xn,...,x1 + ··· + xn);
in other words, T is the operator whose matrix (with respect to the standard basis) consists of all 1's. Find all eigenvalues and eigenvectors of T.
💬 SOLUTION:
Suppose λ is an eigenvalue of T. For this particular operator, the eigenvalue-eigenvector equation Tx = λr becomes the system of equations
x1 + ⋯ + xn
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=
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λx1
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⫶
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x1 + ⋯ + xn
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=
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λxn
.
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Thus
λx1
= ⋯ = λxn
.
|
Hence either λ = 0 or x1 = ⋯ = xn.
Consider first the possibility that λ = 0. In this case all the equations in the eigenvector-eigenvalue system of equations above become the equation x1 + ⋯ + xn = 0. Thus we see that 0 is an eigenvalue of T and that the corresponding set of eigenvectors equals
{(x1,...,xn) ∈ (Fn) : x1 + ⋯ + xn = 0}.
Now consider the possibility that x1 = ⋯ = xn; let t denote the common value of x1,...,xn. In this case all the equations in the eigenvector-eigenvalue system of equations above become the equation nt = λt. Hence λ must equal n (an eigenvalue must have a nonzero eigenvector, so we can take t ≠ 0). Thus we see that n is an eigenvalue of T and that the corresponding set of eigenvectors equals
{(x1,...,xn) ∈ (Fn) : x1 = ⋯ = xn}.
Because the eigenvector-eigenvalue system of equations above implies that λ = 0 or x1 = ⋯ = xn, we see that T has no eigenvalues other than 0 and n.
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T(z1, z2, z3,...) = (z2, z3,...).
💬 SOLUTION:
Suppose λ is an eigenvalue of T. For this particular operator, the eigenvalue-eigenvector equation Tz = λz becomes the system of equations
z2
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=
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λz1
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z3
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=
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λz2
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z4
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=
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λz3
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⫶
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From this we see that we can choose z1 arbitrarily and then solve for the other coordinates:
z2
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=
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λz1
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=
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z3
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=
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λz2
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=
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λ2z1
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z4
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=
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λz3
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=
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λ2z1
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|
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⫶
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Thus each λ ∈ F is an eigenvalue of T and the set of corresponding eigen-vectors is
{(w, λw, λ2w, λ3w . . .) : w ∈ F}.
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BACA JUGA:
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💬 SOLUTION:
Let λ1,...,λm be the distinct eigenvalues of T, and let v1,...,vm be corresponding nonzero eigenvectors. If λj ≠ 0, then
T(vj/λj) = vj.
Because at most one of λ1,...,λm equals 0, this implies that at least m – 1 of the vectors v1,...,vm are in range T. These vectors are linearly independent (by 5.6), which implies that
m – 1 ≤ dim range T = k.
Thus m ≤ k + 1, as desired.
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💬 SOLUTION:
First suppose that λ is an eigenvalue of T. Thus there exists a nonzero vector v ∈ (V) such that
Tv = λv.
Applying T-1 to both sides of the equation above, we get v = λT-1v, which is equivalent to the equation T-1v = 1/λv. Thus 1/λ is an eigenvalue of T-1.
To prove the implication in the other direction, replace T by T-1 and λ by 1/λ and then apply the result from the paragraph above.
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💬 SOLUTION:
Suppose that λ ∈ F is an eigenvalue of ST. We want to prove that λ is an eigenvalue of TS. Because λ is an eigenvalue of ST, there exists a nonzero vector v ∈ V such that
(ST)v = λv
Now
(TS)(Tv)
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=
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T(STv)
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=
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T(λv)
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=
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λTv.
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If Tv ≠ 0, then the equation above shows that λ is an eigenvalue of TS, as desired.
If Tv = 0, then λ = 0 (because S(Tv) = λv) and furthermore T is not invertible, which implies that TS is not invertible (by Exercise 22 in Chapter 3), which implies that λ (which equals 0) is an eigenvalue of TS.
Regardless of whether or not Tv = 0, we have shown that λ is an eigenvalue of TS. Because λ was an arbitrary eigenvalue of ST, we have shown that every eigenvalue of ST is an eigenvalue of TS.
Reversing the roles of S and T, we conclude that every eigenvalue of TS is also an eigenvalue of ST. Thus ST and TS have the same eigenvalues.
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💬 SOLUTION:
For each v ∈ V, there exists av ∈ F such that
Tv = avv.
Because T0 = 0, we can choose a0 to be any number in F, but for v ∈ V\{0} the value of av is uniquely determined by the equation above.
To show that T is a scalar multiple of the identity, we must show that av is independent of v for v ∈ V\{0}. To do this, suppose v, w ∈ V\{0}. We want to show that av = aw. First consider the case where (v,w) is linearly dependent. Then there exists b ∈ F such that w = bv. We have
aww
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=
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Tw
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=
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T(bv)
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=
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bTv
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=
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b(avv)
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=
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avw ,
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which shows that av = aw as desired.
Finally, consider the case where (v,w) is linearly independent. We have
av+w(v + w)
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=
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T(v + w)
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=
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Tv + Tw
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=
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avv + aww ,
|
which implies that
(av+w – av)v + (av+w – aw)w = 0.
Because (v,w) is linearly independent, this implies that av+w = av and av+w = aw, so again we have av = aw, as desired.
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BACA JUGA:
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dim V – 1
is invariant under T. Prove that T is a scalar multiple of the identity operator.
💬 SOLUTION:
Suppose that T is not a scalar multiple of the identity operator. By the previous exercise, there exists u ∈ V such that u is not an eigenvector of T. Thus (u,Tu) is linearly independent. Extend (u,Tu) to a basis (u,Tu,v1,...,vn) of V. Let
U = span(u,v1,...,vn).
Then U is a subspace of V and dim U = dim V – 1. However, U is not invariant under T because u ∈ U but Tu ∉ U. This contradiction to our hypothesis about T shows that our assumption that T is not a scalar multiple of the identity must have been false.
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p(STS–1) = Sp(T)S–1.
💬 SOLUTION:
First suppose m is a positive integer. Then
(STS–1)m
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=
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(STS–1)(STS–1)
… (STS–1)
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=
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ST(S–1S)T(S–1S)
… (S–1S)TS–1
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=
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STmS–1 ,
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which is our desired equation in the special case when p(z) = zm. Multiplying both sides of the equation above by a scalar and then summing a finite number of equations of the resulting form shows that p(STS–1) = Sp(T)S–1 for every polynomial p ∈ Ƥ(F).
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💬 SOLUTION:
First suppose that a is an eigenvalue of p(T). Thus p(T)–aI is not injective. Write the polynomial p(z) – a in factored form:
p(z) – a = c(z – λ1) … (z – λm) ,
where c, λ1,...,λm ∈ C. We can assume that c ≠ 0 (otherwise p is a constant polynomial, in which case the desired result clearly holds). The equation above implies that
p(T) – aI = c(T – λ1I) … (T – λmI) .
Because p(T) – aI is not injective, this implies that T - λjI is not injective for some j. In other words, some λj is an eigenvalue of T. The formula above for p(z) – a shows that p(λj) – a = 0. Hence a = p(λj), as desired.
For the other direction, now suppose that a = p(λ) for some eigenvalue λ of T. Thus there exists a nonzero vector v ∈ V such that
Tv = λv.
Repeatedly applying T to both sides of this equation shows that Tkv = λkv for every positive integer k. Thus
p(T)v
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=
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p(λ)v
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=
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av .
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Thus a is an eigenvalue of p(T).
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💬 SOLUTION:
Define T ∈ 𝓛(R2) by T(x,y) = (–y,z). Define p ∈ Ƥ(R) by p(x) = x2. Then p(T) = T2 = –I, and hence –1 is an eigenvalue of p(T). However, T has no eigenvalues (as we saw on page 78 of the textbook; the point here is that eigenvalues are required to be real because we are working on a real vector space), so there does not exist an eigenvalue λ of T such that –1 = p(λ).
Of course there are also many other examples.
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BACA JUGA:
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💬 SOLUTION:
There is a basis (v1,...,vdim V) with respect to which T has an upper-triangular matrix (see 5.13). For each j = 1,..., dim V, the span of (v1,...,vj) is a j-dimensional subspace of V that is invariant under T (by 5.12).
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💬 SOLUTION:
Let T ∈ 𝓛(F2) be the operator whose matrix (with respect to the standard basis) is
Obviously this matrix has only 0's on the diagonal, but T is invertible (because TT = I, as is clear from squaring the matrix above).
Of course there are also many other examples.
COMMENT: This exercise and the next one show that 5.16 fails without the hypothesis that an upper-triangular matrix is under consideration.
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💬 SOLUTION:
Define T ∈ 𝓛(F2) to be the operator whose matrix (with respect to the standard basis) is
Then T(1,0) = T(0,1) = (1,1), so T is not injective, so T is not invertible, even though the diagonal of the matrix above contains only nonzero numbers.
Of course there are also many other examples.
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💬 SOLUTION:
Let n = dim V. There is a basis (v1,...,vn) of V consisting of eigenvectors of T (see 5.20 and 5.21). Letting λ1,...,λn be the corresponding eigenvalues, we have
Tvj = λjvj
for each j. Each vj is also an eigenvector of S, so
Svj = αjvj
for some αj ∈ F.
For each j, we have
(ST)vj = S(Tvj) = λjSvj = αjλjvj
and
(TS)vj = T(Svj) = αjTvj = αjλjvj.
Because the operators ST and TS agree on a basis, they are equal.
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BACA JUGA:
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💬 SOLUTION:
First suppose u ∈ null P ∩ range P. Then Pu = 0, and = there exists w ∈ V such that u = Pw. Applying P to both sides of the last equation, we have Pu = p2w = Pw. But Pu = 0, so this implies that Pw = 0. Because u = Pw, this implies that u = 0. Because u was an arbitrary vector in null P ∩ range P, this implies that null P ∩ range P = {0}.
Now suppose v ∈ V. Then obviously
v = (v – Pv) + Pv.
Note that P(v – Pv) = Pv – P2v = 0, so (v – Pv) ∈ null P. Clearly Pu ∈ range P. Thus the equation above shows that v ∈ null P + range P. Because v was an arbitrary vector in V, this implies that V = null P + range P.
We have shown that null P ∩ range P = {0} and V = null P + range P. = Thus V = null P ⊕ range P (by 1.9).
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💬 SOLUTION:
Because V = U ⊕ W, each vector v ∈ V can be written uniquely in the form
v = u + w ,
where u ∈ U and w ∈ W. Recall that if v is represented as above, then PU,Wv = u..
Suppose λ ∈ F is an eigenvalue of PU,W. Then there exists a nonzero vector v ∈ V such that PU,Wv = λv. Writing this equation using the representation of v given above, we have u = λ(u + w). Thus
(1 – λ)u – λw = 0.
Because V = U ⊕ W, if 0 is written as the sum of a vector in U and a vector in W, then both vectors must be 0. Thus the equation above implies that (1 – λ)u – λw = 0. Because u and w are not both 0 (because v ≠ 0), this implies that λ = 1 or λ = 0.
For v ∈ V with representation as above, the equation PU,Wv = 0 is equivalent to the equation u = 0, which is equivalent to the equation v = w, which is equivalent to the statement that v ∈ W. This means that 0 is an eigenvalue of PU,W (because W is a nonzero subspace of V) and that W equals the set of eigenvectors corresponding to the eigenvalue 0.
For v ∈ V with representation as above, the equation PU,Wv = v is equivalent to the equation v = u, which is equivalent to the statement that v ∈ U. This means that 1 is an eigenvalue of PU,W (because U is a nonzero subspace of V) and that U equals the set of eigenvectors corresponding to the eigenvalue 1.
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💬 SOLUTION:
Define T ∈ 𝓛(R4)
T(x1,x2,x3,x4) = (–x2,x1,–x4,x3)
Suppose λ ∈ R. For this particular operator, the eigenvalue-eigenvector equation T(x1,x2,x3,x4) = λ(x1,x2,x3,x4) becomes the system of equations
–x2
|
=
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λx1
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x1
|
=
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λx2
|
–x4
|
=
|
λx3
|
x3
|
=
|
λx4
.
|
Multiplying together the first two equations and also multiplying together the last two equations gives –x1x2 = λ2x1x2 and –x3x4 = λ2x3x4. If either x1 or x2 does not equal 0, then the first two equations show that neither of x1,x2 equals 0. Similarly, if either x3 or x4 does not equal 0, then the last two equations show that neither of x3, x4 equals 0. Thus if λ is an eigenvalue of T, then there is a solution to the system of equations above with x1x2 ≠ 0 or x3x4 ≠ 0. Either way, we conclude that –1 = λ2, which is impossible for any real number λ. Thus T has no real eigenvalues.
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💬 SOLUTION:
Suppose U is a subspace of V that is invariant under T. Thus T|U ∈ 𝓛(U). If dim U were odd, then T|U would have an eigenvalue λ ∈ R (by 5.26), so there would exist a nonzero vector u ∈ U such that
T|Uu = λu.
Obviously this would imply that Tu = λu, which would imply that λ is an eigenvalue of T. But T has no eigenvalues, so dim U must be even, as desired.
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BACA JUGA:
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