Ir O D = D = ( ) Section 2.6 Example 1. (Bottom of page 119) dim(v ) = dim(l(v, W )) = dim(v ) dim(f ) = dim(v )


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1 Section 3.2 Theorem 3.6. Let A be an m n matrix of rank r. Then r m, r n, and, by means of a finite number of elementary row and column operations, A can be transformed into the matrix ( ) Ir O D = 1 O 2 O 3 where O 1, O 2, and O 3 are zero matrices. Thus D i,i = 1 for i r and D i,j = 0 otherwise. Cor 1. Let A be an m n matrix of rank r. Then there exists invertible matrices B M m (F ) and C M n (F ) such that D = BAC, where ( ) Ir O D = 1 O 2 O 3 is the m n matrix in which O 1, O 2, and O 3 are zero matrices. Cor 2. Let A M m n (F ). Then (a) rank(a t ) =rank(a). (b) The rank of any matrix equals the maximum number of its linearly independent rows; that is, the rank of a matrix is the dimension of the subspace generated by its rows. (c) The rows and olumns of any matrix generate subspaces of the same dimension, numerically equal to the rank of the matrix. Cor 3. Every invertible matrix is a product of elementary matrices. Section 2.1 Theorem 2.6. Let V and W be vector spaces over F, and suppose that {v 1, v 2,..., v n } is a basis for V. For w 1, w 2,..., w n in W, there exists exactly one linear transformation T : V W such that T (v i ) = w i for i = 1, 2,..., n. Section 2.4 Theorem Let V and W be finitedimensional vector spaces over F of dimensions n and m, respectively, and let β and γ be ordered bases for V and W, respectively. Then the funtion defined by Φ(T ) = [T ] γ β Φ : L(V, W ) M m n (F ) for T L(V, W ), is an isomorphism. Cor 1. Let V and W be finitedimensional vector spaces over F of dimensions n and m, respectively. Then L(V, W ) is finitedimensional of dimension mn. Section 2.6 Example 1. (Bottom of page 119) dim(v ) = dim(l(v, W )) = dim(v ) dim(f ) = dim(v ) 1
2 2 Theorem Suppose that V is a finitedimensional vector space with the ordered basis β = {x 1, x 2,..., x n }. Let f i (1 i n) be the ith coordinate function with respect to β and let β = {f 1, f 2,..., f)n}. Then β is an ordered basis for V, and, for any f V, we have n f = f(x i )f i. i=1 Theorem Let V and W be finitedimensional vector spaces over F with ordered bases β and γ, respectively. For any linear transformation T : V W, the mapping T t : W V defined by T t (g) = gt for all g W is a linear transformation with the property [T t ] β γ = ([T ]γ β )t. Lemma 1. Let V be a finitedimensional vector space, and let x V. If x = 0 for all f V, then x = 0. Theorem Let V be a finite dimensional vector space, and define ψ : V V by ψ(x) = x. Then ψ is an isomorphism. Cor 1. Let V be a finitedimensional vector space with dual space V. Then every ordered basis for V is the dual basis for some basis for V. Section 4.2 Theorem 4.3. The determinant of an n n matrix is a linear function of each row when the remaining rows are held fixed. Section 5.1: Defn 1. A linear operator T : V V on a finitedimensional vector space V is called diagonalizable if there is an ordered basis β for V such that β [T ] β is a diagonal matrix. A square matrix A is called diagonalizable if L A is diagonalizable. Note 1. If A = B [T ] B where T = L A then to find β such that β [I] B B [T ] B B [I] β = β [T ] β is diagonal is the same thing as finding an invertible S such that S 1 AS is diagonal. Defn 2. Let T be a linear operator on V, a nonzero v V is called an eigenvector of T if λ F, such that T (v) = λv. The scalar λ is called the eigenvalue corresponding to the eigenvector v. Let A M n (F ), v F n, v 0 is called an eigenvector of A if v is an eigenvector of L A. That is, Av = λv. Theorem 5.1. A linear operator T on a finite dimensional vector space V is diagonalizable if and only if there is an ordered basis β for V consisting of eigenvectors of T. Furthermore, if T is diagonalizable, β = {v 1, v 2,..., v n } is an ordered basis of eigenvectors of T, and for D = β [T ] β, D is a diagonal matrix and D j,j is the eval corresponding to v j, 1 j n. Theorem 5.2. A M n (F ). λ is an eval of A if and only if det(a λi) = 0. Defn 3. For matrix A M n (F ), f(t) = det(a ti n ) is the characteristic polynomial of A. Defn 4. Let T be a linear operator on an ndimensional vector space V with ordered basis β. We define the characteristic polynomial f(t) of T to be the characteristic polynomial of A = β [T ] β. That is, f(t) = det(a ti n ).
3 Note 2. Similar matrices have the same characteristic polynomials, since if B = S 1 AS, det(b ti n ) = det(s 1 AS ti n ) = det(s 1 AS ts 1 S) = det(s 1 (A ti n )S) = det(s 1 1 ) det(a ti n ) det(s) = det(s) det(a ti n) det(s) = det(a ti n ) So that characteristic polynomials are similarity invariants. If B 1 and B 2 are 2 bases of V then B1 [T ] B1 is similar to B2 [T ] B2 and so we see that the definition of characteristic polynomial of T, does not depend on the basis used in the representation. So, we may say f(t) = det(t ti n ). Theorem 5.3. Let A M n (F ) (1) The characteristic polynomial of A is a polynomial of degree n with leading coefficient ( 1) n. (2) A has at most n distinct eigenvalues. Theorem 5.4. Let T be a linear operator on a vector space V and let λ be an eval of T. A vector v V is an evctr of T corresponding to λ if and only if v 0 and v N(T λi n ). Section 5.2 Theorem 5.5. Let T be a linear operator on a vector space V and let λ 1, λ 2,..., λ k be distinct evals of T. If v 1, v 2,..., v k are evctrs of T such that for all i [k], λ 1 corresponds to v i, then {v 1, v 2,..., v k } is a linearly independent set. Cor 2. Let T be a linear operator on an ndimensional vector space V. has n distinct evals, then T is diagonlizable. Defn 5. A polynomial f(t) in P (F ) splits over F if there are scalars c, a 1,..., a n such that f(t) = c(t a 1 )(t a 2 ) (t a n ). 3 If T Theorem 5.6. The characteristic polynomial of any diagonalizable linear operator splits. Defn 6. Let λ be an eval of a linear operator (or matrix) with characteristic polynomial f(t). The algebraic multiplicity (or just multiplicity) of λ is the largest positive integer k for which (t λ) k is a factor of f(t). Defn 7. Let T be a linear operator on a vector space V and let λ be an eval of T. Define E λ = {x V T (x = λx} = N(T λi). The set E λ is called the eigenspace of T corresponding to λ. The eigenspace of a matrix A M n (F ) is the espace of L A. Fact 1. E λ is a subspace. Theorem 5.7. Let T be a linear operator on a finite dimensional vector space V, and let λ be an eval of T having multiplicity m. Then 1 dim(e λ ) m. Lemma 2. Let T be a linear operator on a vector space V and let λ 1, λ 2,..., λ k be distinct evals of T. For each i = 1, 2,..., k, let v i E λi. If v 1 + v 2 + v k = 0, then i [k], v i = 0.
4 4 Theorem 5.8. Let T be a linear operator on a vector space V and let λ 1, λ 2,..., λ k be distinct evals of T. For each i = 1, 2,..., k, let S i E λi, be a finite linearly independent set. Then S = S 1 S 2 S k is a linearly independent subset of V. 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 λ 1, λ 2,..., λ k be distinct evals of T. Then (1) T is diagonalizable if and only if the multiplicity of λ i is equal to dim(e λi ), i. (2) If T is diagonalizable and β i is an ordered basis for E λi, for each i, then β = β 1 β 2 β k is an ordered basis for V consisting of eigenvectors of T. Note 3. Test for diagonalization. A linear operator T on a vector space V of dimension n is diagonalizable if and only if both of the following hold. (1) The characteristic polynomial splits. (2) For each λ, eigenvalue of T, the multiplicity of λ equals the dimension of E λ. Notice that E λ = {x (T λ I)(x) = 0} = N(T λi) and n = nullity(t λi) + rank(t λi). So, dim(e λ ) = nullity(t λi) = n rank(t λi). Defn 8. Let W 1, W 2,..., W k be subspaces of a vector space V. The sum is: k W i = {v 1 + v v k : v i W i, i [k]} i=1 Fact 2. The sum is a subspace. Defn 9. Let W 1, W 2,..., W k be subspaces of a vector space V. We call V the direct sum of W 1, W 2,..., W k, written V = W 1 W 2 W k If V is the sum of W 1, W 2,..., W k and j [k], W j i j W i = {0}. Theorem Let W 1, W 2,..., W k be subspaces of a finitedimensional vector space V. Tfae (1) V = W 1 W 2 W k (2) V = k i=1 W i and i, v i W i if v 1 + v 2 + v k = 0 then v i = 0, i (3) Each vector v V can be written uniquely as v = v 1 +v 2 + v k, where i [k], v i W i. (4) If i [k], γ i is an ordered basis for W i then γ 1 γ 2 γ k is an ordered basis for V. (5) For each i [k] there is an ordered basis γ i for W i such that γ 1 γ 2 γ k is an ordered basis for V. Theorem A linear operator T on a finitedimensional vector space V is diagonalizable if and only if V is the direct sum of the eigenspaces of T.
5 Section skipped Section Invariant subspaces and the CayleyHamilton Theorem Defn 1. Let T be a linear operator on a vector space V. A subspace W of V is called a T invariant subspace of V if (W ) W. Defn 2. Let T be a linear operator on a vector space V and let x be a nonzero vector in V. The subspace W = span({x, T (x), T 2 (x),...}) is called the T cyclic subspace of V generated by x. Defn 3. If T is a linear operator on V and W is a T invariant subspace of V, then the restriction T W of T to W is a mapping from W to W and it follows that T W is a linear operator on W. Theorem Let T be a linear operator on a finitedimensional vector space V, and let W be a T invariant subspace of V. Then the caracteristic polynomial of T W divides the characteristic polynomial of T. Theorem Let T be a linear operator on a finitedimensional vector space V, and let W denote the T cyclic subspace of V generated by a nonzero vector v V. Let k = dim(w ). Then (a) {v, T (v), T 2 (v),..., T k 1 (v)} is a basis for W. (b) If a 0 v +a 1 T (v)+ +T k 1 (v) = 0, then the characteristic polynomial of T W is f(t) = ( 1) k (a 0 + a 1 t + + a k 1 t k 1 + t k ). Theorem (CayleyHamilton). Let T be a linear operator on a finitedimensional vector space V, and let f(t) be the characteristic polynomial of T. Then f(t ) = T 0, the zero transformation. Cor 1. (CayleyHamilton Theorem for Matrices). Let A be an n n matrix, and let f(t) be the characteristic polynomial of A. Then f(a) = O, the zero matrix. Theorem Let T be a linear operator on a finitedimensional vector space V, and suppose that V = W 1 W 2 W k, where W i is a T invariant subspace of V for each i (1 i k). Suppose that f i (t) is the characteristic polynomial of T Wi (1 i k). Then f 1 (t) f 2 (t) f k (t) is the characteristic polynomial of T. Defn 4. Let B 1 M m (F ), and let B 2 M n (F ). We define the direct sum of B 1 and B 2, denoted B 1 B 2 as the (m + n) (m + n) matrix A such that (B 1 ) i,j for 1 i, j m A i,j = (B 2 ) (i m),(j m) for m + 1 i, j n + m 0 otherwise If B 1, B 2,..., B k are square matrices with entries from F, then we define the direct sum of B 1, B 2..., B k recursively by B 1 B 2 B k = (B 1 B 2 B k 1 ) B k 5
6 6 Of A = B 1 B 2 B k, then we often write A = B 1 O O O B 2 O... O O B k Theorem Let T be a linear operator on a finitedimensional vector space V, an d let W 1, W 2,..., W k be T invariant subspaces of V such that V = W 1 W 2 W k. For each i, let β i be an ordered basis for W i, and let β = β 1 β 2 β k. Let A = [T ] β and B i = [T Wi ] βi for each i. Then A = B 1 B 2 B k. Section Inner Products and Norms. Defn 5. Let V be a vector space over F. An inner product on V is a function that assigns, to every ordered pair of vectors x and y in V, a scalar in F, denoted x, y, such that for all x, y, and z in V and all c in F, the following hold: (1) x + z, y = x, y + z, y (2) cx, y = c x, y (3) x, y = y, x, where the bar denotes complex conjugation. (4) x, x > 0 if x 0 Notice that if F = R, (3) is just x, y = y, x. Defn 6. Let A M m n (F ). We define the conjugate transpose or adjoint of A to be the n m matrix A such that (A ) i,j = A i,j for all i, j. Theorem 6.1. Let V be an inner product space. Then for x, y, z V and c F, (1) x, y + z = x, y + x, z (2) x, cy = c x, y (3) x, 0 = 0, x = 0 (4) x, x = 0 x = 0 (5) If x, y = x, z, for all x V, then y = z. Defn 7. Let V be an inner product space. For x V, we define the norm or length of x by x = x, x. Theorem 6.2. Let V be an inner product space over F. Then for all x, y V and c F, the following are true. (1) cx = c x. (2) x = 0 if and only if x = 0. In any case x 0. (3) (CauchySchwarz Inequality) < x, y > x y. (4) (Triangle Inequality) x + y x + y. Defn 8. Let V be an inner product space, x, y V are orthogonal or ( perpendicular ) if x, y = 0. A subset S V is called orthogonal if x, y S, x, y = 0. x V is a unit vector if x = 1 and a subset S V is orthonormal if S is orthogonal and x S, x = 1.
7 Section 6.2 Defn 9. Let V be an inner product space. Then S V is an orthonormal basis of V if it is an ordered basis and orthonormal. Theorem 6.3. Let V be an inner product space and S = {v 1, v 2,..., v k } be an orthogonal subset of V such that i, v i 0. If y Span(S), then k y, v i y = v i v i Cor 1. If S also is orthonormal then k y = y, v i v i i=1 i=1 Cor 2. If S also is orthogonal and all vectors in S are nonzero then S is linearly independent. Theorem 6.4. (GramSchmidt) Let V be an inner product space and S = {w 1, w 2,..., w n } V be a linearly independent set. Define S = {v 1, v 2,..., v n } where v 1 = w 1 and for 2 k n, Then, S v k = w k k 1 i=1 is orthogonal and Span(S ) =Span(S). w k, v i v i. v i Theorem 6.5. Let V be a nonzero finite dimensional inner product space. Then V has an orthonormal basis β. Furthermore, if β = {v 1, v 2,..., v n } and x V, then n x = x, v i v i. i=1 Cor 1. Let V be a finite dimensional inner product space with an orthonormal basis β = {v 1, v 2,..., v n }. Let T be a linear operator on V, and A = [T ] β. Then for any i, j, (A) i,j = T (v j ), v i. Defn 10. Let S be a nonempty subset of an inner product space V. We define S (read S perp ) to be the set of all vectors in V that are orthogonal to every vector in S; that is, S = {x : x, y = 0, y S}. S is called the orthogonal complement of S. Theorem 6.6. Let W be a finite dimensional subspace of an inner product space V, and let y V. Then there exitst unique vectors u W, w W such that y = u+z. Furthermore, if {v 1, v 2..., v k } is an orthonormal basis for W, then k u = y, v i v i. i=1 Cor 1. In the notation of Theorem 6.6, the vector u is the unique vector in W that is closest to y. That is, for any x W, y x y u and we get equality in the previous inequality if and only if x = u. 7
8 8 Theorem 6.7. Suppose that S = {v 1, v 2,..., v k } is an orthonormal set in an ndimensional inner product space V. Then S can be extended to an orthonormal basis {v 1,..., v k, v k+1,..., v n } If W =Span(S) then S 1 = {v k+1, v k+2,..., v b } is an orthonormal basis for W. If W is any subspace of V, then dim(v ) = dim(w )+ dim(w ). Section 6.3: Theorem 6.8. Let V be a finite dimensional inner product space over F, and let g : V F be a linear functional. Then, there exists a unique vector y V such that g(x) = x, y, x V. Theorem 6.9. Let V be a finite dimensional inner product space and let T be a linear operator on V. There exists a unique operator T : V V such that T (x), y = x, T (y), x, y V. Furthermore, T is linear. Defn 11. T is called the adjoint of the linear operator T and is defined to be the unique operator on V satisfying T (x), y = x, T (y), x, y V. Fact 3. x, T (y) = T (x), y, x, y V. Theorem Let V be a finite dimensional inner product space and let β be an orthonormal basis for V. If T is a linear operator on V, then [T ] β = [T ] β Cor 2. Let A be an n n matrix, then L A = (L A ). Theorem Let V be an inner product space, T, U linear operators on V. Then (1) (T + U) = T + U. (2) (ct ) = ct, c F. (3) (T U) = U T (composition) (4) (T ) = T (5) I = I. Cor 1. Let A and B be n n matrices. (1) (A + B) = A + B. (2) (ca) = ca, c F. (3) (AB) = B A (4) (A ) = A (5) I = I. Then Example 2. (Exercise 5b) Let A and B be m n matrices and C an n p matrix. Then (1) (A + B) = A + B. (2) (ca) = ca, c F. (3) (AC) = C A (4) (A ) = A (5) I = I. For x, y F n, let x, y n denote the standard inner product of x and y in F n. Recall that if x and y are regarded as column vectors, then x, y n = y x.
9 Lemma 3. Let A M m n (F ), x F n, and y F m. Then Ax, y m = x, A y n. Lemma 4. Let A M m n (F ), x F n. Then rank(a A) =rank(a). Cor 1. If A is an m n matrix such that rank(a) = n, then A A is invertible. Theorem Let A M m n (F ) and y F m. Then there exists x 0 F n such that (A A)x 0 = A y and Ax 0 y Ax y for all x F n. Furthermore, if rank(a) = n, then x 0 = (A A) 1 A y. Section 6.4: Lemma 5. Let T be a linear operator on a finitedimensional inner product space V. If T has an eigenvector, then so does T. Theorem (Schur). Let T be a linear operator on a finitedimensional inner product space V. Suppose that the characteristic polynomial of T splits. Then there exists an orthonormal basis β for V such that the matrix [T ] β is upper triangular. Defn 12. Let V be an inner product space, and let T be a linear operator on V. We say that T is normal if T T = T T. An n n real or complex matrix A is normal if AA = A A. Theorem Let V be an inner product space, and let T be a normal operator on V. Then the following statements are true. (1) T (x) = T (x) for all x V. (2) T ci is normal for every c F (3) If x is an eigenvector of T, then x is also an eigenvector of T. In fact, if T (x) = λx, then T (x) = λx. (4) If λ 1 and λ 2 are distinct eigenvalues of T with corresponding eigenvectors x 1 and x 2, then x 1 and x 2 are orthogonal. Defn 13. Let T be a linear operator on an inner product space V. We say that T is selfadjoint ( Hermitian) if T = T. An n n real or complex matrix A is selfadjoint (Hermitian) if A = A. Theorem Let T be a linear operator on a finitedimensional complex inner product space V. Then T is normal if and only if there exists an orthonormal basis for V consisting of eigenvectors of T. Lemma 6. Let T be a selfadjoint operator on a finitedimensional inner product space V. Then (1) Every eigenvalue of T is real. (2) Suppose that V is a real inner product space. Then the characteristic polynomial of T splits. Theorem Let T be a linear operator on a finitedimensional real inner product space V. Then T is selfadjoint if and only if there exists an orthonormal basis β for V consisting of eigenvectors of T. 9
10 10 Section 6.5: Defn 14. Let T be a linear operator on a finitedimensional inner product space V (over F ). If T (x) = x for all x V, we call T a unitary operator if F = C and an orthogonal operator if F = R. (Comment on relationship to onetoone, onto, and invertible.) Theorem Let T be a linear operator on a finitedimensional inner product space V. Then the following statements are equivalent. (1) T T = T T = I. (2) T (x), T (y) = x, y, x, y V. (3) If β is an orthonormal basis for V, then T (β) is an orthonormal basis for V. (4) There exists an orthonormal basis β for V such that T (β) is an orthonormal basis for V. (5) T (x) = x, x V. Lemma 7. Let U be a selfadjoint operator on a finitedimensional inner product space V. If x, U(x) = 0 for all x V, then U = T 0. Cor 1. Let T be a linear operator on a finitedimensional real inner product space V. Then V has an orthonormal basis of eigenvectors of T with corresponding eigenvalues of absolute value 1 if and only if T is both selfadjoint and orthogonal. Cor 2. Let T be a linear operator on a finitedimensional complex inner product space V. Then V has an orthonormal basis of eigenvectors of T with corresponding eigenvalues of absolute value 1 if and only if T is unitary. Defn 15. A square matrix A is called an orthogonal matrix if A t A = AA t = I and unitary if A A = AA = I. Theorem Let A be a complex n n matrix. Then A is normal if and only if A is unitarily equivalent to a diagonal matrix. Theorem Let A be a real n n matrix. Then A is symmetric if and only if A is orthogonally equivalent to a real diagonal matrix. Theorem Let A M n (F ) be a matrix whose characteristic polynomial splits over F. (1) If F = C, then A is unitarily equivalent to a complex upper triangular matrix. (2) If F = R, then A is orthogonally equivalent to a real upper triangular matrix. Section 6.6 Defn 16. If V = W 1 W 2, then a linear operator T on V is the projection on W 1 along W 2 if whenever x = x 1 + x 2, with x 1 W 1 and x 2 W 2, we have T (x) = x 1. In this case, R(T ) = W 1 = {x V : T (x) = x} and N(T ) = W 2.
11 We refer to T as the projection. Let V be an inner product space, and let T : V V be a projection. We say that T is an orthogonal projection if R(T ) = N(T ) and N(T ) = R(T ). Theorem Let V be an inner product space, and let T be a linear operator on V. Then T is an orthogonal projection if and only if T has an adjoint T and T 2 = T = T. (Note compare to Theorem 6.9 where V is finitedimensional) Theorem (The Spectral Theorem). Suppose that T is a linear operator on a finitedimensional inner product space V over G with the distinct eigenvalues λ 1, λ 2,..., λ k. Assume that T is normal if F = C and that T is selfadjoint if F = R. For each i(1 i k), let W i be the eigenspace of T corresponding to the eigenvalue λ i, and let T i be the orthogonal projection of V on W i. Then the following statements are true. (1) V = W 1 W 2 W k. (2) If W i denotes the direct sum of the subspaces W j for j i, then Wi = W i. (3) T i T j = δ i,j T i for 1 i, j k. (4) I = T 1 + t T k. (5) T = λ 1 T 1 + λ 2 T λ k T k. Defn 17. The set {λ 1, λ 2,..., λ k } of eigenvalues of T is called the spectrum of T, the sum I = T 1 + T T k is called the resolution of the identity operator induced by T, and the sum T = λ 1 T 1 + λ 2 T λ k T k is called the spectral decomposision of T. Cor 1. If F = C, then T is normal if and only if T = g(t ) for some polynomial g. Cor 2. If F = C, then T is unitary if and only if T is normal and λ = 1 for every eigenvalue λ of T. Cor 3. If F = C and T is normal, then T is selfadjoint if and only if every eigenvalue of T is real. Cor 4. Let T be as in the spectral theorem with spectral decomposition T = λ 1 T 1 + λ 2 T λ k T k. Then each T j is a polynomial in T. Section 6.7 Theorem (Singular Value Theorem for Linear Transformations). Let V and W be finitedimensional inner product spaces, and let T : V W be a linear transformation of rank r. Then there exist orthonormal bases {v 1, v 2,..., v n } for V and {u 1, u 2,..., u m } for W and positive scalars σ 1 σ 2 σ r such that { σi u T (v i ) = i if 1 i r 0 if i > r Conversely, suppose that the preceding conditions are satisfied. Then for 1 i n, v i is an eigenvector of T T with corresponding eigenvalue σi 2 if 1 i r and 0 if i > r. Therefore the scalars σ 1, σ 2,..., σ r are uniquely determined by T. 11
12 12 Defn 18. The unique scalars σ 1, σ 2,..., σ r in Theorem 6.26 are called the singular values of T. If r is less than both m and n, then the term singular value is extended to include σ r+1 = = σ k = 0, where k is the minimum of m and n. Defn 19. Let A be an m n matrix. We define the singular values of A to be the singular values of the linear transformation L A. Theorem (Singular Value Decomposition Theorem for Matrices). Let A be an m n matrix of rank r with the positive singular values σ 1 σ 2 σ r, and let Σ be the m n matrix defined by { σi if i = j r Σ i,j = 0 otherwise Then there exists an m n unitary matrix U and an n n unitary matrix V such that A = UΣV. Defn 20. Let A be an m n matrix of rank r with positive singular values σ 1 σ 2 σ r. A factorization A = UΣV where U and V are unitary matrices and Σ is the m n matrix defined as in Theorem 6.27 is called a singular value decomposition of A.
13 Section 7.1: Defn 1. A square matrix A i is called a Jordan block corresponding to λ if it is of the form: λ λ A i = λ λ Defn 2. A square matrix [T ] β is called a Jordan canonical form of T if it has the following form, where each A i is a Jordan block and each O is the zero matrix. A 1 O O O O O A 2 O O O [T ] β =..... O O O A k 1 O O O O O A k The basis β used to form the Jordan canonical form of T is called the Jordan canonical basis for T. Defn 3. Let T be a linear operator on a vector space V, and let λ be a scalar. A nonzero vector x in V is called a generalized eigenvector of T corresponding to λ if (T λi) p (x) = 0 for some positive integer p. Defn 4. Let T be a linear operator on a vector space V, and let λ be an eigenvalue of T. The generalized eigenspace of T corresponding to λ, denoted K λ, is the subset of V defined by K λ = {x V : p Z, (T λi) p (x) = 0} Theorem 7.1. Let T be a linear operator on a vector space V, and let λ be an eigenvalue of T. Then (1) K λ is a T invariant subspace of V containing E λ. (2) For any scalar µ λ, the restriction of T µi to K λ is onetoone. Theorem 7.2. Let T be a linear operator on a finitedimensional vector space V such that the characteristic polynomial of T splits. Suppose that λ is an eigenvalue of T with multiplicity of m. Then (1) dim(k λ ) m. (2) K λ = N((T λi) m ). Theorem 7.3. Let T be a linear operator on a finitedimensional vector space V such that the characteristic polynomial of T splits, and let λ 1, λ 2,..., λ k be the distinct eigenvalues of T. Then, for every x V, there exist vectors v i K λi, 1 i k, such that x = v 1 + v v k. 13
14 14 Theorem 7.4. Let T be a linear operator on a finitedimensional vector space V such that the characteristic polynomial of T splits, and let λ 1, λ 2,..., λ k be the distinct eigenvalues of T corresponding to the multiplicities m 1, m 2,..., m k. For 1 i k, let β i be an ordered basis for K λi. Then the following statements are true. (a) β i β j = for i j. (b) β = β 1 β 2 β k is an ordered basis for V. (c) dim(k λi ) = m i, for all i. Cor 5. Let T be a linear operator on a finitedimensional vector space V such that the characteristic polynomial of T splits. Then T is diagonalizable if and only if E λ = K λ for every eigenvalue λ of T. Defn 5. Let T be a linear operator on a vector space V, and let x be a generalized eigenvector of T corresponding to the eigenvalue λ. Suppose that p is the smallest positive integer for which (T λi) p (x) = 0. Then the ordered set {(T λi) p 1 (x), (T λi) p 2 (x),..., (T λi)(x)} is called a cycle of generalized eigenvectors of T corresponding to λ. The vectors (T λi) p 1 (x) and x are called the initial vector and the end vector of the cycle, respectively. We say that the length of the cycle is p. Theorem 7.5. Let T be a linear operator on a finitedimensional vector space V whose characteristic polynomial splits, and suppose that β is a basis for V such that β is a disjoint union of cycles of generalized eigenvectors of T. Then the following statements are true. (a) For each cycle γ of generalized eigenvectors contained in β, W =span(γ) is T invariant, and [T W ] γ is a Jordan block. (b) β is a Jordan canonical basis for V. Theorem 7.6. Let T be a linear operator on a vector space V, and let λ be an eigenvalue of T. Suppose that γ 1, γ 2,..., γ q are cycles of generalized eigenvectors of T corresponding to λ such that the initial vectors of the γ i s are distinct and form a linearly independent set. then the γ i s are disjoint, and their union γ = q i=1 γ i is linearly independent. Cor 1. Every cycle of generalized eigenvectors of a linear operator is linearly independent. Theorem 7.7. Let T be a linear operator on a finitedimensional vector space V, and let λ be an eigenvalue of T. Then K λ has an ordered basis consisting of a union of disjoint cycles of generalized eigenvectors corresponding to λ. Cor 1. Let T be a linear operator on a finitedimensional vector space V whose characteristic polynomial splits. Then T has a Jordan canonical form. Defn 6. Let A M n (F ) be such that the characteristic polynomial of A (and hence of L A ) splits. Then the Jordan canonical form of A is defined to be the Jordan canonical form of the linear operator L A on F n.
15 Cor 2. Let A be an n n matrix whose characteristic polynomial splits. Then A has a Jordan canonical form J, and A is similar to J. Theorem 7.8. Let T be a linear operator on a finitedimensional vector space V whose characteristic polynomial splits. Then V is the direct sum of the generalized eigenspaces of T. (Compare to Theorem 5.11) 15
16 16 Section 7.2 For the purposes of this section, we fix a linear operator T on an ndimensional vector space V such that the characteristic polynomial of T splits. Let λ 1, λ 2,..., λ k be the distinct eigenvalues of T. By Theorem 7.7, each generalized eigenspace K λi contains an ordered basis β i consisting of a union of disjoint cycles of generalized eigenvectors corresponding to λ i. So by Theorems 7.4(b) and 7.5, the union β = β i is a Jordan canonical basis for T. For each i, let T i be the restriction of T to K λi, and let A i = [T i ] βi. Then A i is the Jordan canonical form of T i, and A 1 O O O A 2 O J = [T ] β =... O O A k is the Jordan canonical form of T. In this matrix, each O is a zero matrix of appropriate size. Defn 1. We adopt the following convention: The basis β i for K λi will henceforth be ordered in such a way that the cycles appear in order of decreasing length. That is, if β i is a disjoint union of cycles γ 1, γ 2,..., γ ni and if the length of the cycle γ j is p j, we index the cycles so that p 1 p 2 p ni. This ordering of the cycles limits the possible orderings of vectors in β i, which in turn determines the matrix A i. It is in this sense that A i is unique. It then follows that the Jordan canonical form for T is unique up to an ordering of the eigenvalues of T. Defn 2. Let T i be the restriction of T to K λi. A dot diagram of T i will aid in the visualization of the matrix A i. Suppose that β i is a disjoint union of cycles of generalized eigenvectors γ 1, γ 2,..., γ ni with lengths p 1 p 2 p ni, respectively. The dot diagram contains one dot for each vector in β i, and the dots are configured according to the following rules. (1) The array consists of n i columns (one column for each cycle.) (2) Counting from left to right, the j th column consists of the p j dots that correspond to the vectors of γ j starting with the initial vector at the top and continuing down to the end vector. Denote the end vectors of the cycles by v 1, v 2,..., v ni. In the following dot diagram of T i, each dot is labeled with the name of the vector in β i to which it corresponds. (T λ i I) p1 1 (v 1 ) (T λ i I) p2 1 (v 2 ) (T λ i I) p n 1 i (v ni ) (T λ i I) p1 2 (v 1 ) (T λ i I) p2 2 (v 2 ) (T λ i I) pn i 2 (v ni ). (T λ i I)(v 1 ) v 1. (T λ i I)(v 2 ) v 2. (T λ i I)(v ni ) v ni Theorem 7.9. We fix a basis β i of K λi so that β i is a disjoint union of n i cycles of generalized eigenvectors with lengths p 1 p 2 p ni. For any positive integer r, the vectors in β i
17 that are associated with the dots in the first r rows of the dot diagram of T i constitute a basis for N((T λ i I) r ). Hence the number of dots in the first r rows of the dot diagram equals nullity((t λ i I) r ). Cor 1. The dimension of E λi is n i. Hence in a Jordan canonical form of T, the number of Jordan blocks corresponding to λ i equals the dimension of E λi. Theorem Let r i denote the number of dots in the j th row of the dot diagram of T i, the restriction of T to K λi. Then the following statements are true. (a) r 1 = dim(v ) rank(t λ i I). (b) r j = rank((t λ i I) j 1 ) rank((t λ i I) j ), if j > 1. Cor 1. For any eigenvalue λ i of T, the dot diagram of T i is unique. Thus, subject to the convention that the cycles of generalized eigenvectors for the bases of each generalized eigenspace are listed in order of decreasing length, the Jordan canonical form of a linear operator or a matrix is unique up to the ordering of the eigenvalues. Theorem Let A and B be n n matrices, each having Jordan canonical forms computed according to the conventions of this section. Then A and B are similar if and only if they have (up to an ordering of their eigenvalues) the same Jordan canonical form. Section 7.3 Defn 1. Let T be a linear operator on a finitedimensional vector space. A polynomial p(t) is called a minimal polynomial of T if p(t) is a monic polynomial of least positive degree for which p(t ) = T 0. Theorem Let p(t) be a minimal polynomial of linear operator T on a finitedimens vector space V. (a) For any polynomial g(t), if g(t ) = T 0, then p(t) divides g(t). p(t) divides the characteristic polynomial of T. (b) The minimal polynomial of T is unique. 17 In particular, Defn 2. Let A M n (F ). The minimal polynomial p(t) of A is the monic polynomial of least positive degree for which p(a) = O. Theorem Let T be a linear operator on a finitedimensional vector space V, and let β be an ordered basis for V. Then the minimal polynomial of T is the same as the minimal polynomial of [T ] β. Cor 1. For any A M n (F ), the minimal polynomial of A is the same as the minimal polynomial of L A. Theorem Let T be a linear operator on a finitedimensional vector space V, and let p(t) be the minimal polynomial of T. A scalar λ is an eigenvalue of T if and only if p(λ) = 0. Hence the characteristic polynomial and the minimal polynomial of T have the same zeros. Cor 1. Let T be a linear operator on a finitedimensional vector space V with minimal polynomial p(t) and characteristic polynomial f(t). Suppose that f(t) factors as f(t) = (λ 1 t) n 1 (λ 2 t) n2 (λ k t) n k,
18 18 where λ 1, λ 2,..., λ k are the distinct eigenvalues of T. Then there exist integers m 1, m 2,..., m k such that 1 m i n i, for all i and p(t) = (t λ 1 ) m 1 (t λ 2 ) m2 (t λ k ) m k. Theorem Let T be a linear operator on a finitedimensional vector space V such that V is a T cyclic subspace of itself. Then the characteristic polynomial f(t) and the minimal polynomial p(t) have the same degree, and hence f(t) = ( 1) n p(t). Theorem Let T be a linear operator on a finitedimensional vector space V. Then G is diangonalizable if and only if the minimal polynomial of T is of the form p(t) = (t λ 1 )(t λ 2 ) (t λ k ) where λ 1, λ 2,..., λ k are the distinct eigenvalues of T.
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