Category: Linear Algebra

Transpose of a Matrix and Eigenvalues and Related Questions

Problem 12

Let $A$ be an $n \times n$ real matrix. Prove the followings.

(a) The matrix $AA^{\trans}$ is a symmetric matrix.

(b) The set of eigenvalues of $A$ and the set of eigenvalues of $A^{\trans}$ are equal.

(c) The matrix $AA^{\trans}$ is non-negative definite.

(An $n\times n$ matrix $B$ is called non-negative definite if for any $n$ dimensional vector $\mathbf{x}$, we have $\mathbf{x}^{\trans}B \mathbf{x} \geq 0$.)

(d) All the eigenvalues of $AA^{\trans}$ is non-negative.


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Determinant/Trace and Eigenvalues of a Matrix

Problem 9

Let $A$ be an $n\times n$ matrix and let $\lambda_1, \dots, \lambda_n$ be its eigenvalues.
Show that

(1) $$\det(A)=\prod_{i=1}^n \lambda_i$$

(2) $$\tr(A)=\sum_{i=1}^n \lambda_i$$

Here $\det(A)$ is the determinant of the matrix $A$ and $\tr(A)$ is the trace of the matrix $A$.

Namely, prove that (1) the determinant of $A$ is the product of its eigenvalues, and (2) the trace of $A$ is the sum of the eigenvalues.

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Powers of a Diagonal Matrix

Problem 7

Let $A=\begin{bmatrix}
a & 0\\
0& b
\end{bmatrix}$.
Show that

(1) $A^n=\begin{bmatrix}
a^n & 0\\
0& b^n
\end{bmatrix}$ for any $n \in \N$.

(2) Let $B=S^{-1}AS$, where $S$ be an invertible $2 \times 2$ matrix.
Show that $B^n=S^{-1}A^n S$ for any $n \in \N$


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