Chapter 6: Problem 20
Let \(T\) be an upper triangular matrix with distinct diagonal entries (i.e., \(t_{i i} \neq t_{j j}\) whenever \(i \neq j\) ). Show that there is an upper triangular matrix \(R\) that diagonalizes \(T\)
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Chapter 6: Problem 20
Let \(T\) be an upper triangular matrix with distinct diagonal entries (i.e., \(t_{i i} \neq t_{j j}\) whenever \(i \neq j\) ). Show that there is an upper triangular matrix \(R\) that diagonalizes \(T\)
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Let \(A\) be a \(n \times n\) matrix with Schur decomposition \(U T U^{H} .\) Show that if the diagonal entries of \(T\) are all distinct, then there is an upper triangular matrix \(R\) such that \(X=U R\) diagonalizes \(A\)
For each of the following, factor the given matrix into a product \(L D L^{T}\), where \(L\) is lower triangular with 1 's on the diagonal and \(D\) is a diagonal matrix: (a) \(\left(\begin{array}{rr}4 & 2 \\ 2 & 10\end{array}\right)\) (b) \(\left(\begin{array}{rr}9 & -3 \\ -3 & 2\end{array}\right)\) \((\mathrm{c})\left(\begin{array}{rrr}16 & 8 & 4 \\ 8 & 6 & 0 \\ 4 & 0 & 7\end{array}\right)\) (d) \(\left(\begin{array}{rrr}9 & 3 & -6 \\ 3 & 4 & 1 \\ -6 & 1 & 9\end{array}\right)\)
Show that if \(\sigma\) is a singular value of \(A,\) then there exists a nonzero vector x such that \\[ \sigma=\frac{\|A \mathbf{x}\|_{2}}{\|\mathbf{x}\|_{2}} \\]
Let \(A\) be a \(2 \times 2\) matrix and let \(p(\lambda)=\lambda^{2}+b \lambda+c\) be the characteristic polynomial of \(A .\) Show that \(b=-\operatorname{tr}(A)\) and \(c=\operatorname{det}(A)\)
Let \(\lambda\) be an eigenvalue of an \(n \times n\) matrix \(A\) and let \(\mathbf{x}\) be an eigenvector belonging to \(\lambda .\) Show that \(e^{\lambda}\) is an eigenvalue of \(e^{A}\) and \(\mathbf{x}\) is an eigenvector of \(e^{A}\) belonging to \(e^{\lambda}\)
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