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In all parts of this problem, consider an n×nmatrix A such that all entries are positive and the sum of the entries in each row is 1(meaning thatAT is a positive transition matrix).

A. Consider an eigenvectorv→ofcwith positive components. Show that the associative eigenvalue is less than or equal to 1. Hint: consider the largest entryviofv→. What can you say about theith entry of Av→?

B. Now we drop the requirement that the components of the eigenvector v→be positive. Show that the associative eigenvalue is less than or equal to1in absolute value.

C. Show that λ=-1fails to be an eigenvalue of A, and show that the eigenvector with eigenvalue1are the vector of the form

[ccMc]where is nonzero.

Short Answer

Expert verified

The eigenvalue of matrix A is λ=∫j=1j≠inai,j+ai,i=∫j=1na1,j=1and we have shown that λ=-1 fails to be an eigenvalue of A, and show that the eigenvector with eigenvalue 1are the vector of the form

ccâ‹®cwhere c is nonzero.

Step by step solution

01

Finding the eigenvalue, considering the eigenvector v→ofc with positive components.

For an n×nmatrix A and scalar λ,λis an eigenvalue of A, if there exist a non zero vector v→inRnsuch that,

Av→=λv→orAv→-λv→=0→orAv→-λInv→=0→or(A-λ±õn)v→=0→

For the problem (A), thejth component ofAv→ will be,

Avj=aj,1v1+aj,2v2+...+aj,nvn=∫j=1naj,nvj=λ±¹j

Let v1=maxv1,...,vn. Then,

λ±¹i=∫j=1j≠inai,jvj+ai,iviλ-ai,ivi=∫j=1j≠inai,jvj≤∫j=1j≠inai,iviλ-ai,i≤∫j=1j≠inai,jλ=∫j=1j≠inai,j+ai,i=∫j=1nai,j=1

02

Finding the eigenvalue, considering the eigenvector v→ofc without positive components.

For the problem (B) , the entire calculation will be same as in the part (A) and the only difference is that to replacevi→vi

03

Step 3: Showing  that λ=-1 fails to be an eigenvalue of A, and the eigenvector with eigenvalue 1

Supposeλ=-1is an eigenvalue of A, with its corresponding eigenvector v. Then for A+Iv,

0=a11+1v1+a1,2v2+...+a1,nvn=a2,1v1+(a2,2+1)v2+...+a2,nvn=...=an,1v∂1+an,2v2+...+an.n+1vn

This is only achievable, when v1=v2=...=vn=0, but this means that Av=0≠-v. Therefore -1 cannot be an eigenvalue of A

By having λ=1as an eigenvalue of A, we can have,

Ax=0

a1,1-1x1+a1,2x2+...+a1,nxn=0⇒a1,2(x2-x1)+...+a1,n(xn-x1)=0a2,1x1+(a2,2-1)x2+...+a2,nxn=0⇒a2,2(x1-x2)+...+a1,n(xn-x2)=0...an,1x1+an,2x2+...+(an,n+1xn=0⇒an,2(x1-xn)+...+a1,n(xn-1-xn))=0x1=x2=...=xn

Therefore,

x=ccâ‹®c

Thus the eigenvalue of matrix A is λ=∫j=1j≠inai,j+ai,i=∫j=1na1,j=1and we have shown that λ=-1fails to be an eigenvalue of A, and show that the eigenvector with eigenvalue 1 are the vector of the form

ccâ‹®cwhere c is nonzero

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