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Outline
HW15
HW16
Section 5.4: Invariant Subspaces and the Cayley-Hamilton Theorem (pp. 313-318)
Notes
Problems: #1, 2(b)(e), 4, 5, 6(b)(d), 7, 8, 10, 17, 18, 21
Challenge Problems: #13-15, 19, 23, 24, 26
Proof. PUses previous theorems regarding linear independence and lemma. The lemma establishes
that if vi = 0 for v E , then vi = 0 for all i and Theorem 5.5 establishes that eigenvectors for
distinct eigenvalues are linearly independent.
Theorem 5.9: Let T be a linear operator on a finite-dimensional vector space V such that the
characteristic polynomial of T splits. Let i be the distinct eigenvalues of T . Then:
1
Direct Sums
P
Sums of Subspaces are defined as Wi where Wi = v1 + v2 + + vk for vi W .
P P
Direct Sums of Subspaces are defined as V = Wi and Wj i6=j Wi = {0}
Theorem 5.10: Let W1 , W2 , . . . , Wk be subspaces of a finite-dimensional vector space V . The
following conditions are equivalent:
1. V = W1 W2 Wk
P
2. V = Wi , and, for any vectors vi Wi , if v1 + v2 + + vk = 0, then vi = 0 for all i.
3. Each vector v V can be uniquely wirtten as v = v1 + v2 + + vk , where vi Wi .
4. If i is an ordered basis for Wi , then i is an ordered basis for V .
5. There is exists a basis i for Wi such that i is an ordered basis for V .
Theorem 5.11: A linear operator T on a finite-dimensional vector space V is diagonizable if and
only if V is the directsum of the eigenspaces of T .
Problems
#2(e)(g), 3(c)(d)(f), 4-6, 14(b)(c)
Challenge Problems
#18, 19
Corollary: Let A Mnn (C) such that limn Am = L. Then for any invertible matrix
Q Mnn (C)
lim (QAQ1 )m = QLQ1
n
2
Theorem 5.14: Let A Mnn (C) satisfy the following two conditions:
1. Every eigenvalue of A is contained in S.
2. A is diagonizable
Then
lim Am exists
m
Corollary:
1. The product of two n n transition matrices is an n n transition matrix. In particular, any
power of a transition matrix is a transition matrix.
2. The product of a transition matrix and a probability vector is a probability vector.
Markov Processes and Markov Chains: Probability that object states change over time. We use
the above process to determine outcomes of such chains.
Regular Transition Matrix: A transition matrix is regular if some power of the matrix only
contains positive entries (no nonzero entries).
For regular transition matrices, the limit of the sequence of powers of A exists and has identical
columns.
Column sum and Row sum: The column sum of A is:
n
X
max{j (A) = | Aij |}
i=1
Ci = {z C :| z Aii |< ri }
3
Theorem 5.16: Gerschgorins Disk Theorem: Given Ann (C), every eigenvalue of A is
contained in a Gerschgorin disk.
Corollary 1: Let be any eigenvalue of A, then | | (A).
Corollary 2: Let be any eigenvalue of A, then
| | min{(A), (A)}
Corollary 3: If is an eigenvalue of a transition matrix, then | | 1.
Theorem 5.17: Every transition matrix has 1 as an eigenvalue.
Theorem 5.18: Suppose Ann (C) is a matrix with positive entries and let be an eigenvalue of A
such that | |= (A). Then = (A) and {u} is a basis for E where u C n is the column vector in
which each coordinate equals 1.
Corollary 1: Let Ann (C) be a matrix in which each entry is positive, and let be an eigenvalue of
A such that | |= (A). Then = (A) and the dimension of E = 1.
Corollary 2: Let Ann (C) be a transition matrix in which each entry is positive, and let be any
eignevalue of A other than 1. Then | |< 1. Moreover, the corresponding eigenspace has dimension 1.
Theorem 5.19: Let A be a regular transition matrix, and let be an eigenvalue of A. Then
1. | | 1
2. If | |= 1, then = 1, and dim(E ) = 1.
4
Problems
#2(e)(g), 3(c)(d)(f), 4-6, 14(b)(c)
Challenge Problems
#18, 19
Problems
#1, 2(b)(e), 4, 5, 6(b)(d), 7, 8, 10, 17, 18, 21
Challenge Problems
#13-15, 19, 23, 24, 26