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Let \(A\) be an \(n \times n\) matrix. Show that a vector \(\mathbf{x}\) in either \(\mathbb{R}^{n}\) or \(\mathbb{C}^{n}\) is an eigenvector belonging to \(A\) if and only if the subspace \(S\) spanned by \(\mathbf{x}\) and \(A \mathbf{x}\) has dimension 1.

Short Answer

Expert verified
In this problem, we showed that a vector x is an eigenvector of matrix A if and only if the subspace spanned by x and Ax has dimension 1. To prove this, we first assumed x was an eigenvector and showed that the subspace has dimension 1. Then, we assumed the subspace had dimension 1 and proved that x must be an eigenvector in either case. This equivalence is established through the linear dependence of x and Ax, and the properties of eigenvectors.

Step by step solution

01

(1) Proving that eigenvector x implies subspace S has dimension 1

Assume x is an eigenvector of matrix A with eigenvalue 位. Then, by definition we have \(A\mathbf{x}=\lambda\mathbf{x}\). Now, notice that both x and Ax are scalar multiples of each other. This means that they are linearly dependent, i.e., Ax = 位x, and form a subspace S with dimension 1 (since there's only one linearly independent vector in this case). Now let's consider the second part of the proof:
02

(2) Proving that subspace S with dimension 1 implies x is an eigenvector

Suppose the subspace S spanned by x and Ax has dimension 1. This implies that x and Ax are linearly dependent, meaning that there exists a scalar 伪 such that \(A\mathbf{x}=\alpha\mathbf{x}\). Now, let's assume that 伪 = 0. Then, Ax = 0, which means that x is an eigenvector corresponding to the eigenvalue 0. If 伪 鈮 0, we can divide both sides by 伪 and rewrite the equation as \(A(\frac{1}{\alpha}\mathbf{x})=\frac{1}{\alpha}A\mathbf{x}=\mathbf{x}\). In this case, 1/伪 is a scalar, and the resulting vector (1/伪)x is an eigenvector corresponding to the eigenvalue 1. Therefore, x must be an eigenvector in either case. In conclusion, a vector x in 鈩漗n or 鈩俕n is an eigenvector belonging to A if and only if the subspace S spanned by x and Ax has dimension 1.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Eigenvalue
Understanding the concept of an eigenvalue is fundamental in linear algebra and various applications, such as stability analysis, quantum mechanics, and data science. An eigenvalue is a special scalar associated with a matrix and its corresponding eigenvector. The relationship is defined through the equation \(A\mathbf{x} = \lambda\mathbf{x}\), where \(A\) is a square matrix, \(\lambda\) is the eigenvalue, and \(\mathbf{x}\) is the eigenvector. This equation states that when a matrix acts on its eigenvector, the output is a scalar multiple of the original vector. Hence, eigenvalues describe the factor by which the scaling occurs.

In the context of the exercise, the subspace spanned by an eigenvector and the transformed vector under matrix \(A\), with dimension 1, indicates that the eigenvector undergoes only a scaling transformation, which substantiates the concept of the eigenvalue. Given this definition, we can extract the eigenvalue directly once we know that the subspace dimension is one, ensuring that the eigenvector is indeed stretched or compressed by the matrix along its direction but not skewed.
Linear Dependence
Linear dependence is a concept that deals with the relationships between vectors in a vector space. Vectors are said to be linearly dependent if there is a non-trivial linear combination of these vectors that results in the zero vector. Equivalently, in a set of linearly dependent vectors, at least one vector can be written as a combination of the others.

For instance, in the given exercise, the concept of linear dependence is illustrated when we say that \(A\mathbf{x}\) and \(\mathbf{x}\) are scalar multiples of each other. This situation means that there is a linear combination of these two vectors that could result in a zero vector, confirming their dependency. When examining an eigenvector scenario, linear dependence inherently demonstrates that all vectors resulting from the transformation of the eigenvector by its matrix are not new directions but rather scaled versions of the original eigenvector.
Subspace Dimension
The dimension of a subspace within a vector space is determined by the number of vectors that form a basis for that subspace. A basis is a set of linearly independent vectors that span the entire subspace, meaning that they can combine to form any vector within the subspace. The dimension is an important concept because it provides information about the structure of the subspace and the freedom of movement within it.

In the problem presented, the eigenvector \(\mathbf{x}\) and its transformation under matrix \(A\), \(A\mathbf{x}\), span a subspace \(S\). The dimension of this subspace aids students in understanding the transformation's properties. When it is declared that subspace \(S\) has dimension 1, it reveals that there is only one linearly independent vector (the eigenvector itself), and all other vectors in \(S\) are simply scaled versions of this eigenvector. This reaffirms the idea of the eigenvector being a unique directional line upon which all vectors in \(S\) lie.
Linear Algebra Proofs
Proving statements and theories is a key part of linear algebra, as it forms the backbone of understanding how various concepts work in unison. A rigorous proof consists of logical reasoning from known premises to the conclusion. In the context of our exercise, students are essentially proving two conditional statements that are each other's converse: If a vector is an eigenvector, then the subspace spanned by it has dimension 1, and conversely, if the subspace spanned by a vector and its transformation under a matrix has dimension 1, then the vector is an eigenvector.

Approaching proofs often involves breaking down the problem into smaller, manageable components, leveraging definitions, and sometimes making astute observations to make logical connections. As with the exercise improvement advice, it's essential to demonstrate these aspects clearly in our solutions, emphasizing step-by-step reasoning. This not only ensures clarity but also equips students with the methodical approach needed to tackle proofs on their own.

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Most popular questions from this chapter

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 \text { for } j=2,3, \ldots, 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 a nonsingular \(n \times n\) matrix, and suppose that \(A=L_{1} D_{1} U_{1}=L_{2} D_{2} U_{2},\) where \(L_{1}\) and \(L_{2}\) are lower triangular, \(D_{1}\) and \(D_{2}\) are diagonal, \(U_{1}\) and \(U_{2}\) are upper triangular, and \(L_{1}, L_{2}, U_{1}, U_{2}\) all have 1 's along the diagonal. Show that \(L_{1}=L_{2}, D_{1}=D_{2}\) and \(U_{1}=U_{2} .\) [Hint: \(L_{2}^{-1}\) is lower triangular and \(U_{1}^{-1}\) is upper triangular. Compare both sides of the equation \(\left.D_{2}^{-1} L_{2}^{-1} L_{1} D_{1}=U_{2} U_{1}^{-1} .\right]\)

Each year, employees at a company are given the option of donating to a local charity as part of a payroll deduction plan. In general, 80 percent of the employees enrolled in the plan in any one year will choose to sign up again the following year, and 30 percent of the unenrolled will choose to enroll the following year. Determine the transition matrix for the Markov process and find the steadystate vector. What percentage of employees would you expect to find enrolled in the program in the long run?

Show that if \(B\) is a symmetric nonsingular matrix, then \(B^{2}\) is positive definite.

Let \(A\) be a symmetric positive definite \(n \times n\) matrix. Show that \(A\) can be factored into a product \(Q Q^{T}\) where \(Q\) is an \(n \times n\) matrix whose columns are mutually orthogonal. [Hint: See Corollary 6.4.7.]

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