Chapter 5 Eigenvalues and Eigenvectors

Section 5A Invariant Subspaces

5.1 definition: operator

A linear map from a vector space to itself is called an operator.

The reason we want to study invariant subspaces is because we want to express the original space by the direct sum of some smaller subspace. But we also want to each smaller subspace maps to it self under .

5.2 definition: invariant subspace

Suppose ). A subspace of is called invariant under if for every .

5.4 Examples

are all invariant under .

We investigate the simplest possible nontrivial invariant subspacesβ€”invariant subspaces of dimension one.

5.5 definition: eigenvalue

Suppose . A number is called an eigenvalue of if there exists such that and .

5.7 equivalent conditions to be an eigenvalue

Suppose is finite-dimensional, , and . Then the following are equivalent.

(a) is an eigenvalue of .

(b) is not injective.

(c) is not surjective.

(d) is not invertible.

Proof:

If is an eigenvalue of , then we can find such that , then so is not , so is not injective.

Conditions (b), (c), and (d) are equivalent by 3.65.

5.8 definition: eigenvector

Suppose and is an eigenvalue of . A vector is called an eigenvector of corresponding to if and .

a vector with is an eigenvector of corresponding to if and only if .

5.11 linearly independent eigenvectors

Suppose . Then every list of eigenvectors of corresponding to distinct eigenvalues of is linearly independent.

Summary of Proof

Assume they are linearly dependent. Then find the minimal number of such that

And . Then apply to it we can reach a contradition.

5.12 operator cannot have more eigenvalues than dimension of vector space

Suppose is finite-dimensional. Then each operator on has at most distinct eigenvalues.

5.17 multiplicative properties

5.18 null space and range of are invariant under

Suppose and . Then and are invariant under .

Proof:

If , then we can find such that , then .

If , then . So .

Section 5B The Minimal Polynomial

5.19 existence of eigenvalues

Every operator on a finite-dimensional nonzero complex vector space has an eigenvalue.

Proof:

Let .

Consider and is a group of vectors. Since , then are linear dependent.

Then we can find a , such that are linear independent, but is linear dependent.

So we can find

In particular, .

Then consider . From the fundamental theorem of algebra, it has a zero .

Then where . In particular, .

Then

Thus , so has an eigenvalue and is an eigenvector.

5.20 example

an operator on a complex vector space with no eigenvalues

5.21 definition: monic polynomial

A monic polynomial is a polynomial whose highest-degree coefficient equals 1.

5.22 existence, uniqueness, and degree of minimal polynomial

Suppose is finite-dimensional and . Then there is a unique monic polynomial of smallest degree such that . Furthermore, .

Proof:

We use induction on the . When , then , so which is a zero operator on .

Assume when , it is true. Now assume .

Given , then are linear dependent. Then we can find a , such that are linear independent, but is linear dependent.

So we can find which are not all zero such that

In particular, , otherwise then .

multiply by , we get

Let .

Consider the , note

So are a group of linear independent vectors in . Thus .

From the fundamental theorem of linear mapping

From 5.18 null space and range of are invariant under , we know is invariant under . Then we limit on and use induction to find a monic polynomial , such that .

Then consider the monic polynomial . Given any

Furthermore , so .

So we finished the induction.

5.24 definition: minimal polynomial

Suppose is finite-dimensional and . Then the minimal polynomial of is the unique monic polynomial of smallest degree such that .

5.27 eigenvalues are the zeros of the minimal polynomial

Suppose is finite-dimensional and .

(a) The zeros of the minimal polynomial of are the eigenvalues of .

Proof:

Assume is a zero of which is the minimal polynomial of . Then from the fundamental theorem of algebra, we have , since then is not the minimal polynomial of , then we can find such that . Then

So is an eigenvalue and is an eigenvector.

On the other hand, if is an eigenvalue and is an eigenvector, then

Since , then . So , then is a zero of the minimal polynomial .

(b) If is a complex vector space, then the minimal polynomial of has the form

where is a list of all eigenvalues of , possibly with repetitions.

Proof:

Using the fundamental theorem of algebra, we can represent the minimal polynomial of as

Then use (a), we know are eigenvalues.

5.29 is a polynomial multiple of the minimal polynomial

Suppose is finite-dimensional, , and . Then if and only if is a polynomial multiple of the minimal polynomial of .

Proof:

Assume is the minimal polynomial of , then . Then we can use the division algorithm of polynomial to get where .

Then

So , then is a polynomial multiple of .

Assume , then

5.31 minimal polynomial of a restriction operator

Suppose is finite-dimensional, , and is a subspace of that is invariant under . Then the minimal polynomial of is a polynomial multiple of the minimal polynomial of .

Proof:

Assume is the minimal polynomial of . Then given , we have .

In particular, for any , .

Since for any , . is invariant under , so we have .

Then apply 5.29, we have is a polynomial multiple of the minimal polynomial of .

5.32

not invertible constant term of minimal polynomial of is .

Suppose is finite-dimensional and . Then is not invertible if and only if the constant term of the minimal polynomial of is .

Proof:

5.33 even-dimensional null space

Suppose and is finite-dimensional. Suppose also that and with . Then is an even number.

Proof:

From "5.18 null space and range of are invariant under ", we know is invariant under .

So we can restrict to .

We reuse the symbol and let it denote .

We just need to prove is an even number.

First, we will show does not have an eigenvalue. We prove by contradition. Assume is an eigenvalue and is an eigenvector. Then

Since and , so , so , then does not have an eigenvalue.

Now let be the subspace that is invariant under with the largest even degree.

If , we can find .

Consider , is invariant under . This is because .

Now

Since both are invariant under , so is .

If , then is an one dimensional invariant subspace, then we can find an eigenvalue which is contradictory to the face that does not have an eigenvalue.

So , then

So we produce an subspace that is invariant under with bigger even degree, and we reach a contradition.

So and we finished the proof.

Section 5C Upper-Triangular Matrices

5.39 conditions for upper-triangular matrix

Suppose and is a basis of . Then the following are equivalent.

(a) The matrix of with respect to is upper triangular.

(b) is invariant under for each .

(c) for each .

5.40 equation satisfied by operator with upper-triangular matrix

Suppose and has a basis with respect to which has an upper-triangular matrix with diagonal entries . Then

Proof:

Assume the matrix of with respect to is upper triangular.

Then .

So using 5.17(b) the commutativity of multiplication we have

for .

Now since , then , so .

Again, using 5.17(b) the commutativity of multiplication we have

for .

We can continue this process, , so

So . Then

for .

So for any , .

So .

5.41 determination of eigenvalues from upper-triangular matrix

Suppose has an upper-triangular matrix with respect to some basis of . Then the eigenvalues of are precisely the entries on the diagonal of that upper-triangular matrix.

Proof:

Assume under basis , the matrix of

Since , then is an eigenvalue.

For , let denote .

We know . Furthermore, for since is invariant under , then for .

If we restrict on , then . Since , from the fundamental theorem of linear mapping, we have . So we can find , such that , so is an eigenvalue.

On the other hand, if is an eigenvalue of , and is the minimal polynomial of , then .

Since from 5.40, , then is a multiple of from 5.29.

Then , so .

5.44 necessary and sufficient condition to have an upper-triangular matrix

Suppose is finite-dimensional and . Then has an upper-triangular matrix with respect to some basis of if and only if the minimal polynomial of equals for some .

Proof:

Assume has has an upper-triangular matrix with respect to some basis .

And the elements on the diagonal are .

Also assume is the minimal polynomial of .

From 5.40, , then is a multiple of .

So has to take the form of , where .

We use induction for .

If , then is the minimal polynomial.

Then every is a eigenvector, so is invariant for .

From "5.39 conditions for upper-triangular matrix", given any basis , the matrix of is upper-triangular.

Now consider when , it all holds, then let .

Consider . Then from 5.18 is invariant under so we can consider .

Since , So is a multiple of the minimal polynomial of . Then with our induction, we can find a basis under which the matrix of is an upper-triangular matrix.

Then from "5.39 conditions for upper-triangular matrix" again, we have .

Extend to a basis of by adding .

Note because .

Then again use 5.39, we have 𝑇 has an upper-triangular matrix with respect to the basis

Section 5D

5.48 definition: diagonal matrix

A diagonal matrix is a square matrix that is 0 everywhere except possibly on the diagonal.

5.50 definition: diagonalizable

An operator on is called diagonalizable if the operator has a diagonal matrix with respect to some basis of .

5.52 definition: eigenspace,

Suppose and . The eigenspace of corresponding to is the subspace of defined by

Hence is the set of all eigenvectors of corresponding to , along with the vector.

For and , the set is a subspace of because the null space of each linear map on is a subspace of . The definitions imply that is an eigenvalue of if and only if .

5.54 sum of eigenspaces is a direct sum

Suppose and are distinct eigenvalues of . Then

is a direct sum. Furthermore, if is finite-dimensional, then

Proof:

Assume

Since eigenvectors corresponding to distinct eigenvalues are linearly independent (by 5.11), this implies that each equals . Thus is a direct sum (by 1.45), as desired.

where the first line follows from 3.94 and the second line follows from 2.37.