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Math429
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Math429 L24

Lecture 24

Chapter V Eigenvalue and Eigenvectors

5E Commuting Operators

Definition 5.71

  • For T,SL(V)T,S\in\mathscr{L}(V), TT and SS commute if ST=TSST=TS.
  • For A,BFn,nA,B\in \mathbb{F}^{n,n}, AA and BB commute if AB=BAAB=BA.

Example: For p,qP(F)p,q\in \mathscr{P}(\mathbb{F}), p(T)p(T) and q(T)q(T) commute

  • Partial Derivatives ddx,ddy:Pm(R2)Pm(R2)\frac{d}{dx},\frac{d}{dy}:\mathscr{P}_m(\mathbb{R}^2)\to \mathscr{P}_m(\mathbb{R}^2), ddyddd=ddxddy\frac{d}{dy}\frac{d}{dd}=\frac{d}{dx}\frac{d}{dy}
  • Diagonal matrices commute with each other

Proposition 5.74

Given S,TL(V)S,T\in \mathscr{L}(V), S,TS,T commute if and only if M(S),M(T)M(S), M(T) commute.

Proof: ST=TS    M(ST)=M(TS)    M(S)M(T)=M(T)M(S)ST=TS\iff M(ST)=M(TS)\iff M(S)M(T)=M(T)M(S)

Proposition 5.75

Suppose S,TL(V)S,T\in \mathscr{L}(V) commute and λF\lambda\in \mathbb{F}, then the eigenspace E(λ,S)E(\lambda, S) is invariant under TT.

Proof: Suppose VE(λ,S),S(Tv)=(ST)v=(TS)v=T(Sv)=Tλv=λTvV\in E(\lambda, S), S(Tv)=(ST)v=(TS)v=T(Sv)=T\lambda v=\lambda Tv

TvTv is an eigenvector with eigenvalue λ\lambda (or Tv=0Tv=0) TvE(λ,S)Tv\in E(\lambda, S)

Theorem 5.76

Let S,TL(V)S,T\in \mathscr{L}(V) be diagonalizable operators. Then S,TS,T are diagonalizable with respect to the same basis (simultaneously diagonalizable) if and only if S,TS,T commute.

Proof:

\Rightarrow

diagonal matrices commute

\Leftarrow

Since SS is diagonalizable, V=E(λ,S)...E(λm,S)V=E(\lambda, S)\oplus...\oplus E(\lambda_m,S), where λ1,...,λm\lambda_1,...,\lambda_m are the (distinct) eigenvalues of SS. consider TE(λk,S)T\vert_{E(\lambda_k,S)} (Theorem 5.65) this operator is diagonalizable because TT is diagonalizable. We can chose a basis of E(λk,S)E(\lambda_k,S) such that TE(λk,S)T\vert_{E(\lambda_k,S)} gives a diagonal matrix. Take the basis of VV given by concatenating the bases of E(λk,S)E(\lambda_k,S) the elements of this basis eigenvectors of SS and TT so SS and TT are diagonalizable with respect to this basis.

Proposition 5.78

Every pair of commuting operators on a finite dimensional complex nonzero vector spaces has at least one common eigenvectors.

Proof: apply (5.75) and the fact that operator on complex vector spaces has at least one eigenvector.

Theorem 5.80

If S,TS,T are commuting operators, then there is a basis where both have upper triangular matrices.

Proof:

Induction on n=dim Vn=dim\ V.

n=1n=1, clear

n>1n>1, use (5.78) to find v1v_1 and eigenvector for SS and TT. Decompose VV as V=Span(v1)WV=Span(v_1)\oplus W then defined a map P:VW,P(av1+w)=wP:V\to W,P(av_1+w)=w define S^:WW\hat{S}:W\to W as S^(w)=P(S(w))\hat{S}(w)=P(S(w)) similarly T^(w)=P(T(w))\hat{T}(w)=P(T(w)) now apply the inductive hypothesis to S^\hat{S} and T^\hat{T}. get a basis v2,...,vnv_2,...,v_n where they are both upper triangular and then exercise: S,TS,T are upper triangular with respect to the basis v1,...,vnv_1,...,v_n.

Theorem 5.81

For VV finite dimensional S,TL(V)S,T\in \mathscr{L}(V) commuting operators then every eigenvalue of S+TS+T is a sum of an eigenvector of SS and an eigenvalue of TT; every eigenvalue of STS\cdot T is a product of an eigenvector of SS and an eigenvalue of TT.

Proof:

For upper triangular matrices

(λ10λm)+(μ10μm)=(λ1+μ10λm+μm)\begin{pmatrix} \lambda_1 & & *\\ & \ddots & \\ 0 & & \lambda_m \end{pmatrix}+ \begin{pmatrix} \mu_1 & & *\\ & \ddots & \\ 0 & & \mu_m \end{pmatrix}= \begin{pmatrix} \lambda_1+\mu_1 & & *\\ & \ddots & \\ 0 & & \lambda_m+\mu_m \end{pmatrix}