Chapter 6: Problem 9
Let \(A\) be a \(4 \times 4\) matrix and let \(\lambda\) be an eigenvalue of multiplicity 3. If \(A-\lambda I\) has rank 1 , is \(A\) defective? Explain.
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Chapter 6: Problem 9
Let \(A\) be a \(4 \times 4\) matrix and let \(\lambda\) be an eigenvalue of multiplicity 3. If \(A-\lambda I\) has rank 1 , is \(A\) defective? Explain.
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Let \(B\) be an \(m \times n\) matrix of rank \(n .\) Show that \(B^{T} B\) is positive definite.
Let \(p(x)=-x^{3}+c x^{2}+(c+3) x+1,\) where \(c\) is a real number. Let \\[ C=\left(\begin{array}{ccc} c & c+3 & 1 \\ 1 & 0 & 0 \\ 0 & 1 & 0 \end{array}\right) \\] and let \\[ A=\left(\begin{array}{rrr} -1 & 2 & -c-3 \\ 1 & -1 & c+2 \\ -1 & 1 & -c-1 \end{array}\right) \\] (a) Compute \(A^{-1} C A\) (b) Show that \(C\) is the companion matrix of \(p(x)\) and use the result from part (a) to prove that \(p(x)\) will have only real roots, regardless of the value of \(c\)
Let \(A\) be a \(5 \times 5\) matrix with real entries. Let \(A=Q T Q^{T}\) be the real Schur decomposition of \(A,\) where \(T\) is a block matrix of the form given in equation (2). What are the possible block structures for \(T\) in each of the following cases? (a) All of the eigenvalues of \(A\) are real. (b) \(A\) has three real eigenvalues and two complex eigenvalues. (c) \(A\) has one real eigenvalue and four complex eigenvalues.
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.
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