Chapter 6: Problem 12
Let \(A\) be an \(n \times n\) matrix with an eigenvalue \(\lambda\) of multiplicity \(n .\) Show that \(A\) is diagonalizable if and only if \(A=\lambda I\)
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Chapter 6: Problem 12
Let \(A\) be an \(n \times n\) matrix with an eigenvalue \(\lambda\) of multiplicity \(n .\) Show that \(A\) is diagonalizable if and only if \(A=\lambda I\)
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We can show that, for an \(n \times n\) stochastic matrix, \(\lambda_{1}=1\) is an eigenvalue and the remaining eigenvalues must satisfy \\[ \left|\lambda_{j}\right| \leq 1 \quad j=2, \ldots, n \\] (See Exercise \(24 \text { of Chapter } 7, \text { Section } 4 .)\) Show that if \(A\) is an \(n \times n\) stochastic matrix with the property that \(A^{k}\) is a positive matrix for some positive integer \(k,\) then \\[ \left|\lambda_{j}\right|<1 \quad j=2, \ldots, n \\]
Show that if \(A\) is symmetric positive definite, then \(\operatorname{det}(A)>0 .\) Give an example of a \(2 \times 2\) matrix with positive determinant that is not positive definite.
Find the matrix associated with each of the following quadratic forms: (a) \(3 x^{2}-5 x y+y^{2}\) (b) \(2 x^{2}+3 y^{2}+z^{2}+x y-2 x z+3 y z\) (c) \(x^{2}+2 y^{2}+z^{2}+x y-2 x z+3 y z\)
Let \(A\) be a symmetric positive definite matrix. Show that the diagonal elements of \(A\) must all be positive.
For each of the following functions, determine whether the given stationary point corresponds to a local minimum, local maximum, or saddle point: (a) \(f(x, y)=3 x^{2}-x y+y^{2} \quad(0,0)\) (b) \(f(x, y)=\sin x+y^{3}+3 x y+2 x-3 y \quad(0,-1)\) (c) \(f(x, y)=\frac{1}{3} x^{3}-\frac{1}{3} y^{3}+3 x y+2 x-2 y \quad(1,-1)\) (d) \(f(x, y)=\frac{y}{x^{2}}+\frac{x}{y^{2}}+x y \quad(1,1)\) (e) \(f(x, y, z)=x^{3}+x y z+y^{2}-3 x \quad(1,0,0)\) (f) \(f(x, y, z)=-\frac{1}{4}\left(x^{-4}+y^{-4}+z^{-4}\right)+y z-x-\) \(2 y-2 z \quad(1,1,1)\)
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