Tagged: eigenvector

Eigenvalues of a Stochastic Matrix is Always Less than or Equal to 1

Problem 185

Let $A=(a_{ij})$ be an $n \times n$ matrix.
We say that $A=(a_{ij})$ is a right stochastic matrix if each entry $a_{ij}$ is nonnegative and the sum of the entries of each row is $1$. That is, we have
\[a_{ij}\geq 0 \quad \text{ and } \quad a_{i1}+a_{i2}+\cdots+a_{in}=1\] for $1 \leq i, j \leq n$.

Let $A=(a_{ij})$ be an $n\times n$ right stochastic matrix. Then show the following statements.

(a)The stochastic matrix $A$ has an eigenvalue $1$.

(b) The absolute value of any eigenvalue of the stochastic matrix $A$ is less than or equal to $1$.

 
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Given Eigenvectors and Eigenvalues, Compute a Matrix Product (Stanford University Exam)

Problem 181

Suppose that $\begin{bmatrix}
1 \\
1
\end{bmatrix}$ is an eigenvector of a matrix $A$ corresponding to the eigenvalue $3$ and that $\begin{bmatrix}
2 \\
1
\end{bmatrix}$ is an eigenvector of $A$ corresponding to the eigenvalue $-2$.
Compute $A^2\begin{bmatrix}
4 \\
3
\end{bmatrix}$.

(Stanford University Linear Algebra Exam Problem)
 
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Determine Eigenvalues, Eigenvectors, Diagonalizable From a Partial Information of a Matrix

Problem 180

Suppose the following information is known about a $3\times 3$ matrix $A$.
\[A\begin{bmatrix}
1 \\
2 \\
1
\end{bmatrix}=6\begin{bmatrix}
1 \\
2 \\
1
\end{bmatrix},
\quad
A\begin{bmatrix}
1 \\
-1 \\
1
\end{bmatrix}=3\begin{bmatrix}
1 \\
-1 \\
1
\end{bmatrix}, \quad
A\begin{bmatrix}
2 \\
-1 \\
0
\end{bmatrix}=3\begin{bmatrix}
1 \\
-1 \\
1
\end{bmatrix}.\]

(a) Find the eigenvalues of $A$.

(b) Find the corresponding eigenspaces.

(c) In each of the following questions, you must give a correct reason (based on the theory of eigenvalues and eigenvectors) to get full credit.
Is $A$ a diagonalizable matrix?
Is $A$ an invertible matrix?
Is $A$ an idempotent matrix?

(Johns Hopkins University Linear Algebra Exam)
 
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Characteristic Polynomial, Eigenvalues, Diagonalization Problem (Princeton University Exam)

Problem 178

Let
\[\begin{bmatrix}
0 & 0 & 1 \\
1 &0 &0 \\
0 & 1 & 0
\end{bmatrix}.\]

(a) Find the characteristic polynomial and all the eigenvalues (real and complex) of $A$. Is $A$ diagonalizable over the complex numbers?

(b) Calculate $A^{2009}$.

(Princeton University, Linear Algebra Exam)
 
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Idempotent Matrix and its Eigenvalues

Problem 176

Let $A$ be an $n \times n$ matrix. We say that $A$ is idempotent if $A^2=A$.

(a) Find a nonzero, nonidentity idempotent matrix.

(b) Show that eigenvalues of an idempotent matrix $A$ is either $0$ or $1$.

(The Ohio State University, Linear Algebra Final Exam Problem)
 
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Is an Eigenvector of a Matrix an Eigenvector of its Inverse?

Problem 70

Suppose that $A$ is an $n \times n$ matrix with eigenvalue $\lambda$ and corresponding eigenvector $\mathbf{v}$.

(a) If $A$ is invertible, is $\mathbf{v}$ an eigenvector of $A^{-1}$? If so, what is the corresponding eigenvalue? If not, explain why not.

(b) Is $3\mathbf{v}$ an eigenvector of $A$? If so, what is the corresponding eigenvalue? If not, explain why not.

 

(Stanford University, Linear Algebra Exam)

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Matrices Satisfying $HF-FH=-2F$

Problem 69

Let $F$ and $H$ be an $n\times n$ matrices satisfying the relation
\[HF-FH=-2F.\]

(a) Find the trace of the matrix $F$.

(b) Let $\lambda$ be an eigenvalue of $H$ and let $\mathbf{v}$ be an eigenvector corresponding to $\lambda$. Show that there exists an positive integer $N$ such that $F^N\mathbf{v}=\mathbf{0}$.

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Matrices Satisfying the Relation $HE-EH=2E$

Problem 68

Let $H$ and $E$ be $n \times n$ matrices satisfying the relation
\[HE-EH=2E.\] Let $\lambda$ be an eigenvalue of the matrix $H$ such that the real part of $\lambda$ is the largest among the eigenvalues of $H$.
Let $\mathbf{x}$ be an eigenvector corresponding to $\lambda$. Then prove that
\[E\mathbf{x}=\mathbf{0}.\]

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All the Eigenvectors of a Matrix Are Eigenvectors of Another Matrix

Problem 51

Let $A$ and $B$ be an $n \times n$ matrices.
Suppose that all the eigenvalues of $A$ are distinct and the matrices $A$ and $B$ commute, that is $AB=BA$.

Then prove that each eigenvector of $A$ is an eigenvector of $B$.

(It could be that each eigenvector is an eigenvector for distinct eigenvalues.)

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Find the Limit of a Matrix

Problem 50

Let
\[A=\begin{bmatrix}
\frac{1}{7} & \frac{3}{7} & \frac{3}{7} \\
\frac{3}{7} &\frac{1}{7} &\frac{3}{7} \\
\frac{3}{7} & \frac{3}{7} & \frac{1}{7}
\end{bmatrix}\] be $3 \times 3$ matrix. Find

\[\lim_{n \to \infty} A^n.\]

(Nagoya University Linear Algebra Exam)

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Find All Matrices Satisfying a Given Relation

Problem 43

Let $a$ and $b$ be two distinct positive real numbers. Define matrices
\[A:=\begin{bmatrix}
0 & a\\
a & 0
\end{bmatrix}, \,\,
B:=\begin{bmatrix}
0 & b\\
b& 0
\end{bmatrix}.\]

Find all the pairs $(\lambda, X)$, where $\lambda$ is a real number and $X$ is a non-zero real matrix satisfying the relation
\[AX+XB=\lambda X. \tag{*} \]

 

(The University of Tokyo Linear Algebra Exam)

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Symmetric Matrix and Its Eigenvalues, Eigenspaces, and Eigenspaces

Problem 42

Let $A$ be a $4\times 4$ real symmetric matrix. Suppose that $\mathbf{v}_1=\begin{bmatrix}
-1 \\
2 \\
0 \\
-1
\end{bmatrix}$ is an eigenvector corresponding to the eigenvalue $1$ of $A$.
Suppose that the eigenspace for the eigenvalue $2$ is $3$-dimensional.

(a) Find an orthonormal basis for the eigenspace of the eigenvalue $2$ of $A$.

(b) Find $A\mathbf{v}$, where
\[ \mathbf{v}=\begin{bmatrix}
1 \\
0 \\
0 \\
0
\end{bmatrix}.\]

 

(The University of Tokyo Linear Algebra Exam)

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Stochastic Matrix (Markov Matrix) and its Eigenvalues and Eigenvectors

Problem 34

(a) Let

\[A=\begin{bmatrix}
a_{11} & a_{12}\\
a_{21}& a_{22}
\end{bmatrix}\] be a matrix such that $a_{11}+a_{12}=1$ and $a_{21}+a_{22}=1$. Namely, the sum of the entries in each row is $1$.

(Such a matrix is called (right) stochastic matrix (also termed probability matrix, transition matrix, substitution matrix, or Markov matrix).)

Then prove that the matrix $A$ has an eigenvalue $1$.

(b) Find all the eigenvalues of the matrix
\[B=\begin{bmatrix}
0.3 & 0.7\\
0.6& 0.4
\end{bmatrix}.\]

(c) For each eigenvalue of $B$, find the corresponding eigenvectors.

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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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