🎉 从330转为WashU帮助手册啦!

Math429
模块
Math429 L23

Lecture 23

Chapter V Eigenvalue and Eigenvectors

5D Diagonalizable Operators

Theorem 5.55

Suppose VV is a finite dimensional vector space and TL(V)T\in \mathscr{L}(V). let λ1,...,λm\lambda_1,...,\lambda_m be the distinct eigenvalues of TT, then the followings are equal:

a) TT is diagonalizable b) VV has a basis of eigenvectors of TT c) V=E(λ,T)....E(λm,T)V=E(\lambda, T)\oplus....\oplus E(\lambda_m,T) d) dim V=dim E(λ1,T)+...+dim E(λm,T)dim\ V= dim\ E(\lambda_1,T)+...+dim\ E(\lambda_m,T)

ideas of Proof:

(a)    (b)(a)\iff (b) look at M(T)M(T)' (b)    (c)(b)\iff (c) recall E(λ1,T)+...+E(λm,T)E(\lambda_1,T)+...+E(\lambda_m,T) is always a distinct sum (c)    (d)(c)\iff (d) again E(λ1,T)+...+E(λm,T)E(\lambda_1,T)+...+E(\lambda_m,T) is always a distinct sum

Example: T:R2R3T:\mathbb{R}^2\to\mathbb{R}^3, M(T)=(010001000)M(T)=\begin{pmatrix} 0&1&0\\ 0&0&1\\ 0&0&0 \end{pmatrix}

Eigenvalues:[0], Eigenvectors E(0,T)=null (T0I)=Span{(1,0,0)}E(0,T)=null\ (T-0I)=Span\{(1,0,0)\}

There are no basis of eigenvectors, R3E(0,T)\mathbb{R}^3\neq E(0,T), 3dim (E(0,T))=13\neq dim\ (E(0,T))=1

Theorem 5.58

Suppose VV is a finite dimensional TL(v)T\in \mathscr{L}(v) and TT has n=dimn=\dim . distinct eigenvalues then T is diagonalizable.

Proof:

Let λ1,...,λn\lambda_1,...,\lambda_n be the distinct elements ofTT.. =

Then let v1,...,vnv_1,...,v_n be eigenvectors of λ1,...,λn\lambda_1,...,\lambda_n in the same order. Note v1,...,vnv_1,...,v_n are eigenvectors for distinct eigenvectors by Theorem 5.11 they are linearly independent thus they form a basis. So by Theorem 5.55, TT is diagonalizable.

Example:

M(T)=(145026003)M(T)=\begin{pmatrix} 1& 4& 5 \\ 0&2&6\\ 0&0&3 \end{pmatrix}

is diagonalizable

Theorem 5.62

Suppose VV finite dimensional TL(V)T\in \mathscr{L}(V). Then TT is diagonalizable if and only if the minimal polynomial is of the form (zλ1)...(zλm)(z-\lambda_1)...(z-\lambda_m) for distinct λ1,...,λmF\lambda_1,...,\lambda_m\in\mathbb{F}

Proof:

\Rightarrow Suppose TT is diagonalizable, let λ1,...,λm\lambda_1,...,\lambda_m be the distinct eigenvalues of TT. And let v1,...,vnv_1,...,v_n for n=dim Vn=dim\ V be a basis of eigenvectors of TT. We need to show

(Tλ1I)...(TλmI)=0(T-\lambda_1I)...(T-\lambda_mI)=0

Consider (Tλ1I)...(TλmI)vk=(Tλ1I)...(TλmI)(T-\lambda_1I)...(T-\lambda_mI)v_k=(T-\lambda_1I)...(T-\lambda_mI), suppose Tvk=λjvkTv_k=\lambda_j v_k. Then (Tλ1I)...(TλmI)=0(T-\lambda_1I)...(T-\lambda_mI)=0

So (Tλ1I)...(TλmI)=0    (T-\lambda_1I)...(T-\lambda_mI)=0\implies minimal polynomial divides (zλ1)...(zλm)(z-\lambda_1)...(z-\lambda_m) so the minimal polynomial has distinct linear factors.

\Leftarrow

Suppose TT has minimal polynomial (zλ1)...(zλm)(z-\lambda_1)...(z-\lambda_m) with distinct λ1,...,λm\lambda_1,...,\lambda_m

Induction on mm,

Base case: (m=1)(m=1):

Then TλI=0T-\lambda I=0, so T=λIT=\lambda I is diagonalizable.

Induction step: (m>1)(m>1):

Suppose the statement hold for <m<m, consider U=range (TλmI)U=range\ (T-\lambda_mI), TUT\vert_U has minimal polynomial (zλ1)...(zλm)(z-\lambda_1)...(z-\lambda_m) so TUT\vert_U is diagonalizable.

null(TλmI)=E(λm,T)null (T-\lambda_m I)=E(\lambda_m,T) has dim (E(λm,T))dim\ (E(\lambda_m,T)) distinct eigenvector.

Need to show null (TλmI)range (TλmI)={0}null\ (T-\lambda_m I)\cap range\ (T-\lambda_m I)=\{0\}

Corollary

If UU is an invariant subspace of TT and TT is diagonalizable, then TUT\vert_U is diagonalizable.

Proof:

minimal polynomial TUT\vert_U divides minimal polynomial of TT.

Theorem (Gershigorem Disk Theorem)

The eigenvalue of TT satisfies the following:

λAj,jk=1,kjnAjk|\lambda-A_{j,j}|\leq \sum_{k=1,k\neq j}^n |A_{j_k}|

for some jj where A=M(T)A=M(T)