Chapter 6: Problem 14
Let \(A\) be a diagonalizable matrix and let \(X\) be the diagonalizing matrix. Show that the column vectors of \(X\) that correspond to nonzero eigenvalues of \(A\) form a basis for \(R(A)\)
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Chapter 6: Problem 14
Let \(A\) be a diagonalizable matrix and let \(X\) be the diagonalizing matrix. Show that the column vectors of \(X\) that correspond to nonzero eigenvalues of \(A\) form a basis for \(R(A)\)
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Let \(A\) be an \(n \times n\) matrix and let \(\lambda\) be an eigenvalue of \(A\)
whose eigenspace has dimension \(k\) where \(1
The transition matrix in Example 5 has the property that both its rows and its columns add up to \(1 .\) In general, a matrix \(A\) is said to be doubly stochastic if both \(A\) and \(A^{T}\) are stochastic. Let \(A\) be an \(n \times n\) doubly stochastic matrix whose eigenvalues satisfy \\[ \lambda_{1}=1 \quad \text { and } \quad\left|\lambda_{j}\right|<1 \quad \text { for } j=2,3, \dots, n \\] Show that if \(\mathbf{e}\) is the vector in \(\mathbb{R}^{n}\) whose entries are all equal to 1 , then the Markov chain will converge to the steady-state vector \(\mathbf{x}=\frac{1}{n} \mathbf{e}\) for any starting vector \(\mathbf{x}_{0} .\) Thus, for a doubly stochastic transition matrix, the steady-state vector will assign equal probabilities to all possible outcomes.
Let \(A\) be an \(n \times n\) stochastic matrix and let e be the vector in \(\mathbb{R}^{n}\) whose entries are all equal to 1 Show that \(\mathbf{e}\) is an eigenvector of \(A^{T}\). Explain why a stochastic matrix must have \(\lambda=1\) as an eigenvalue.
Let \(\left\\{\mathbf{u}_{1}, \ldots, \mathbf{u}_{n}\right\\}\) be an orthonormal basis for a complex inner product space \(V\), and let \\[ \begin{array}{l} \mathbf{z}=a_{1} \mathbf{u}_{1}+a_{2} \mathbf{u}_{2}+\cdots+a_{n} \mathbf{u}_{n} \\ \mathbf{w}=b_{1} \mathbf{u}_{1}+b_{2} \mathbf{u}_{2}+\cdots+b_{n} \mathbf{u}_{n} \end{array} \\] Show that \\[ \langle\mathbf{z}, \mathbf{w}\rangle=\sum_{i=1}^{n} \bar{b}_{i} a_{i} \\]
Let \(A\) be an \(n \times n\) matrix with singular values \(\sigma_{1}, \sigma_{2}, \ldots, \sigma_{n}\) and eigenvalues \(\lambda_{1}, \lambda_{2}, \ldots, \lambda_{n} .\) Show that \\[ \left|\lambda_{1} \lambda_{2} \cdots \lambda_{n}\right|=\sigma_{1} \sigma_{2} \cdots \sigma_{n} \\]
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