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Exercises 15 and 16 concern the (real) Schur factorization of an \(n \times n\) matrix A in the form \(A = UR{U^T}\), where U is an orthogonal matrix and R is an \(n \times n\) upper triangular matrix.

15. Show that if A admits a (real) Schur factorization, \(A = UR{U^T}\), then A has \(n\) real eigenvalues, counting multiplicities.

Short Answer

Expert verified

It is proved that A has \(n\) real eigenvalues, counting multiplicities.

Step by step solution

01

Statement of Theorem 4 in Section 5.2

Theorem 4states that when \(n \times n\) matrices \(A\) and \(B\) are identical then the characteristic polynomial andeigenvalues of A and B are the same (with the same multiplicities).

02

Show that A has \(n\) real eigenvalues, counting multiplicities

Consider that \(A = UR{U^T}\). According to the hypothesis, \(U\) is orthogonal, therefore \({U^T} = {U^{ - 1}}\) and

\(\begin{array}{c}A - \lambda I = UR{U^T} - \lambda I\\ = UR{U^T} - \lambda UI{U^T}\\ = U\left( {R - \lambda I} \right){U^T}\end{array}\)

Hence,

\(\begin{array}{c}\det \left( {A - \lambda I} \right) = \det \left( {U\left( {R - \lambda I} \right){U^T}} \right)\\ = \det \left( U \right)\det \left( {R - \lambda I} \right)\det \left( {{U^T}} \right)\\ = \det \left( {R - \lambda I} \right)\end{array}\)

The characteristic polynomial for \(A\) and \(R\) is the same.

According to the hypothesis, \(R\) is upper triangular, therefore, the eigenvalues of R are its \(n\) diagonal entries. Therefore, \(A\) contains the same eigenvalues as R, according to theorem 4 in section 5.2. Hence, A has \(n\) real eigenvalues, counting multiplicities.

Thus, it is proved that A has \(n\) real eigenvalues, counting multiplicities.

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Most popular questions from this chapter

A certain experiment produces the data \(\left( {1,1.8} \right),\left( {2,2.7} \right),\left( {3,3.4} \right),\left( {4,3.8} \right),\left( {5,3.9} \right)\). Describe the model that produces a least-squares fit of these points by a function of the form

\(y = {\beta _1}x + {\beta _2}{x^2}\)

Such a function might arise, for example, as the revenue from the sale of \(x\) units of a product, when the amount offered for sale affects the price to be set for the product.

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\({\mathop{\rm u}\nolimits} = \left( {\begin{aligned}{*{20}{c}}{ - 1}\\2\end{aligned}} \right),{\rm{ }}{\mathop{\rm v}\nolimits} = \left( {\begin{aligned}{*{20}{c}}4\\6\end{aligned}} \right),{\rm{ }}{\mathop{\rm w}\nolimits} = \left( {\begin{aligned}{*{20}{c}}3\\{ - 1}\\{ - 5}\end{aligned}} \right),{\rm{ }}{\mathop{\rm x}\nolimits} = \left( {\begin{aligned}{*{20}{c}}6\\{ - 2}\\3\end{aligned}} \right)\)

5. \(\left( {\frac{{{\mathop{\rm u}\nolimits} \cdot {\mathop{\rm v}\nolimits} }}{{{\mathop{\rm v}\nolimits} \cdot {\mathop{\rm v}\nolimits} }}} \right){\mathop{\rm v}\nolimits} \)

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13. \(A = \left( {\begin{aligned}{{}{}}5&9\\1&7\\{ - 3}&{ - 5}\\1&5\end{aligned}} \right),{\rm{ }}Q = \left( {\begin{aligned}{{}{}}{\frac{5}{6}}&{ - \frac{1}{6}}\\{\frac{1}{6}}&{\frac{5}{6}}\\{ - \frac{3}{6}}&{\frac{1}{6}}\\{\frac{1}{6}}&{\frac{3}{6}}\end{aligned}} \right)\)

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8.\[y = \left[ {\begin{aligned}{ - 1}\\4\\3\end{aligned}} \right]\],\[{{\bf{u}}_1} = \left[ {\begin{aligned}1\\1\\{\bf{1}}\end{aligned}} \right]\],\[{{\bf{u}}_2} = \left[ {\begin{aligned}{ - 1}\\3\\{ - 2}\end{aligned}} \right]\]

A simple curve that often makes a good model for the variable costs of a company, a function of the sales level \(x\), has the form \(y = {\beta _1}x + {\beta _2}{x^2} + {\beta _3}{x^3}\). There is no constant term because fixed costs are not included.

a. Give the design matrix and the parameter vector for the linear model that leads to a least-squares fit of the equation above, with data \(\left( {{x_1},{y_1}} \right), \ldots ,\left( {{x_n},{y_n}} \right)\).

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