/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Problem 4 Prove the matrix version of the ... [FREE SOLUTION] | 91Ó°ÊÓ

91Ó°ÊÓ

Prove the matrix version of the corollary to Theorem 5.5: If \(A \in\) \(\mathrm{M}_{n \times n}(F)\) has \(n\) distinct eigenvalues, then \(A\) is diagonalizable.

Short Answer

Expert verified
To prove that a matrix A with n distinct eigenvalues is diagonalizable, we perform the following steps: 1. Find the eigenvectors corresponding to each eigenvalue by solving (A - λiI)vi = 0. 2. Check if the eigenvectors are linearly independent by considering the linear combination c1v1 + c2v2 + ... + cnvn = 0. 3. Show that the eigenvectors are indeed linearly independent by manipulating the equations obtained in step 2 and deducing that c1 = c2 = ... = cn = 0. 4. Construct a matrix P using the linearly independent eigenvectors as columns, define a diagonal matrix D such that D_{ii} = λi, and write A as A = PDP^{-1}. Since P is invertible and D is diagonal, A is diagonalizable.

Step by step solution

01

Find the eigenvectors of A

Since A ∈ M_{n × n}(F) has n distinct eigenvalues, let them be λ1, λ2, ..., λn. Now, for each eigenvalue λi, find the eigenvectors vi corresponding to this eigenvalue by solving (A - λiI)vi = 0, where I is the identity matrix.
02

Check if eigenvectors are linearly independent

As we have n eigenvectors (v1, v2, ..., vn) corresponding to the n distinct eigenvalues, let's check if the eigenvectors are linearly independent. To do this, consider the linear combination: c1v1 + c2v2 + ... + cnvn = 0. (1) Our goal is to show that the only solution for equation (1) is when all the coefficients are zero (c1 = c2 = ... = cn = 0).
03

Show that eigenvectors are indeed linearly independent

Multiply both sides of equation (1) by \(A - λ_nI\): \(c1(A - λ_nI)v1 + c2(A - λ_nI)v2 + ... + cn(A - λ_nI)vn = 0\) Since \(vi\) is an eigenvector for the eigenvalue \(λ_i\), we have \((A - λ_iI)vi = 0\). Therefore, we can simplify the equation as: \(c1(λ_1 - λ_n)v1 + c2(λ_2 - λ_n)v2 + ... + cn(λ_n - λ_n)vn = 0\) Rearranging the terms, we get: \(c1(λ_1 - λ_n)v1 + c2(λ_2 - λ_n)v2 + ... + cn(0)vn = 0\) Now, multiply both sides of equation (1) by \(A - λ_{n - 1}I\): \(c1(λ_1 - λ_{n - 1})v1 + c2(λ_2 - λ_{n - 1})v2 + ... + cn(λ_n - λ_{n - 1})vn = 0\) By subtracting the last two equations, we get: \(c1((λ_1 - λ_n) - (λ_1 - λ_{n - 1}))v1 + c2((λ_2 - λ_n) - (λ_2 - λ_{n - 1}))v2 + ... = 0\) Simplifying, we get: \(c1v1 + c2v2 + ... = 0\) Since the eigenvalues are distinct, we can continue subtracting these equations (up to n - 1 of them) until we deduce c1 = c2 = ... = cn = 0. Therefore, the eigenvectors are linearly independent.
04

Construct the diagonalizable matrix

Since we have n linearly independent eigenvectors, we can form a matrix P using these eigenvectors, such that each column of P represents an eigenvector [v1, v2, ..., vn]. Now, let's define a diagonal matrix D, where D_{ii} = λi. Then, using our analysis, we can write A as: \(A = PDP^{-1}\) Therefore, A is diagonalizable since P is an invertible matrix and D is a diagonal matrix.

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with 91Ó°ÊÓ!

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

Each of the matrices that follow is a regular transition matrix for a three- state Markov chain. In all cases, the initial probability vector is $$ P=\left(\begin{array}{l} 0.3 \\ 0.3 \\ 0.4 \end{array}\right) $$ For each transition matrix, compute the proportions of objects in each state after two stages and the eventual proportions of objects in each state by determining the fixed probability vector. (a) $\left(\begin{array}{rrr}0.6 & 0.1 & 0.1 \\ 0.1 & 0.9 & 0.2 \\ 0.3 & 0 & 0.7\end{array}\right)$ (b) $\left(\begin{array}{lll}0.8 & 0.1 & 0.2 \\ 0.1 & 0.8 & 0.2 \\ 0.1 & 0.1 & 0.6\end{array}\right)$ (c) $\left(\begin{array}{rrr}0.9 & 0.1 & 0.1 \\ 0.1 & 0.6 & 0.1 \\ 0 & 0.3 & 0.8\end{array}\right)$ (d) $\left(\begin{array}{lll}0.4 & 0.2 & 0.2 \\ 0.1 & 0.7 & 0.2 \\ 0.5 & 0.1 & 0.6\end{array}\right)$ (e) $\left(\begin{array}{lll}0.5 & 0.3 & 0.2 \\ 0.2 & 0.5 & 0.3 \\ 0.3 & 0.2 & 0.5\end{array}\right)$ (f) $\left(\begin{array}{rrr}0.6 & 0 & 0.4 \\ 0.2 & 0.8 & 0.2 \\ 0.2 & 0.2 & 0.4\end{array}\right)$

Let \(G: \mathbf{R}^{3} \rightarrow \mathbf{R}^{3}\) be the linear mapping defined by \\[ G(x, y, z)=(x+2 y-z, \quad y+z, \quad x+y-2 z) \\] Find a basis and the dimension of (a) the image of \(G,(\mathrm{b})\) the kernel of \(G\)

Suppose \(F: V \rightarrow U\) is linear. Show that \(F(-v)=-F(v).\)

Use Exercise 22 to prove that if \(f(t)\) is the characteristic polynomial of a diagonalizable linear operator \(\mathrm{T}\), then \(f(\mathrm{~T})=\mathrm{T}_{0}\), the zero operator. (In Section \(5.4\) we prove that this result does not depend on the

Let \(T\) be a linear operator on a finite-dimensional vector space \(V\). (a) Prove that if the characteristic polynomial of \(T\) splits, then so does the characteristic polynomial of the restriction of \(\mathrm{T}\) to any T-invariant subspace of V. (b) Deduce that if the characteristic polynomial of \(\mathrm{T}\) splits, then any nontrivial \(\mathrm{T}\)-invariant subspace of \(\mathrm{V}\) contains an eigenvector of \(\mathrm{T}\).

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.