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Discovery guide 29.2 Discovery guide

If \(P\) is a square matrix, write \(\uvec{p}_1, \uvec{p}_2, \dotsc, \uvec{p}_n\) for the columns of \(P\text{,}\) so that \(P = \begin{bmatrix} \uvec{p}_1 \amp \uvec{p}_2 \amp \cdots \amp \uvec{p}_n \end{bmatrix} \text{.}\)
For this discovery guide, we will need to recall a few important things.
  • An \(n \times n\) matrix is invertible if and only if its columns form a basis of \(\R^n\) (Theoremย 21.5.8).
  • Similarity relation \(\inv{P} A P = B\) holds if and only if each column of \(B\) consists of coefficients for expressing the corresponding transformed vector \(A \uvec{p}_j\) as a linear combination of the columns of \(P\) (Subsectionย 26.3.2).
  • Vector \(\uvec{x}\) in \(\R^n\) is an eigenvector of \(A\) if \(A\uvec{x} = \lambda \uvec{x}\text{.}\) Equivalently, \(\uvec{x}\) is an eigenvector of \(A\) if \((\lambda I - A) \uvec{x} = \uvec{0}\text{.}\)

Discovery 29.2.1.

Suppose \(A\) is a \(3\times 3\) matrix with characteristic polynomial \(c_A(\lambda) = (\lambda - 5)^3 \text{.}\)

(a)

What are the eigenvalues of \(A\text{?}\) What are the algebraic multiplicities of its eigenvalues?

Discovery 29.2.2.

The matrix \(A\) below is similar to a matrix of the form \(B\) below:
\begin{align*} A \amp = \begin{abmatrix}{rrrrr} 4 \amp 1 \amp 0 \amp 13 \amp 9 \\ -1 \amp 2 \amp 0 \amp -12 \amp -8 \\ 1 \amp 1 \amp 3 \amp 2 \amp 3 \\ 0 \amp 0 \amp 0 \amp 1 \amp -2 \\ 0 \amp 0 \amp 0 \amp 2 \amp 5 \end{abmatrix} \text{,} \amp B \amp = \begin{bmatrix} 3 \amp \ast \amp \ast \amp \ast \amp \ast \\ 0 \amp 3 \amp \ast \amp \ast \amp \ast \\ 0 \amp 0 \amp 3 \amp \ast \amp \ast \\ 0 \amp 0 \amp 0 \amp 3 \amp \ast \\ 0 \amp 0 \amp 0 \amp 0 \amp 3 \end{bmatrix} \text{.} \end{align*}
(Treat the \(\ast\) entries in \(B\) as โ€œdonโ€™t careโ€ values.)
Let \(P\) be a transition matrix that realizes the similarity \(\inv{P}AP = B\text{.}\) As usual, we would like to determine the conditions on the columns of \(P\) that create the similarity relationship between \(A\) and \(B\text{.}\)

(a)

(i)

Use the first column of \(B\) to express \(A\uvec{p}_1\) as a linear combination of \(\uvec{p}_1,\dotsc,\uvec{p}_5\text{.}\)

(iii)

Now use your pattern and some row reducing to actually compute a possible \(\uvec{p}_1\) that could be used.

(b)

Remembering that the \(\ast\) entries in \(B\) are โ€œdonโ€™t careโ€ values, could you use the same kind of vector for \(\uvec{p}_2\) as for \(\uvec{p}_1\text{,}\) and still get the proper form for the second column of \(B\text{?}\)
Looking back at how you computed \(\uvec{p}_1\) in Taskย (a), is it even possible to obtain such a \(\uvec{p}_2\text{?}\)

(d)

(i)

Use the third column of \(B\) to express \(A \uvec{p}_3\) as a linear combination of \(\uvec{p}_1,\dotsc,\uvec{p}_5\text{.}\)

(ii)

Rearrange your equality expressing \(A \uvec{p}_3\) as a linear combination into an expression
\begin{equation*} (\lambda I - A) \uvec{p}_3 = \fillinmath{XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX} \text{,} \end{equation*}
where \(\lambda\) is the shared single eigenvalue of \(A\) and \(B\text{.}\) (Did you realize you did something similar to compute \(\uvec{p}_1\text{?}\) See the reminder about eigenvalues and eigenvectors in the introduction to this worksheet.)

(iv)

From the property of \(\uvec{w}\) you identified, this vector must satisfy the homogeneous matrix equation . (Again, see the introduction of this worksheet.)
And since \(\uvec{w} = (\lambda I - A) \uvec{p}_3\text{,}\) that means \(\uvec{p}_3\) must satisfy the homogeneous matrix equation .
Now solve for \(\uvec{p}_3\text{.}\)

(e)

Repeat Taskย (d.i) and Taskย (d.ii) for \(\uvec{p}_4\) (considering the fourth column of \(B\) now).
We found \((\lambda I - A) \uvec{p}_3\) needed to be in the span of \(\uvec{p}_1\) and \(\uvec{p}_2\text{.}\) What span does \((\lambda I - A) \uvec{p}_4\) need to be in? Will it be okay if it is forced to also be in the span of just \(\uvec{p}_1\) and \(\uvec{p}_2\) instead? (Remember that the \(\ast\) entries of \(B\) are โ€œdonโ€™t careโ€ values.)
If so, the computation you already performed in Taskย (d.ii) might provide you with another vector to use as \(\uvec{p}_4\text{.}\)

(g)

If youโ€™ve made it this far, repeat the kind of reasoning that we used to determine \(\uvec{p}_3\) in Taskย (d) to figure out how to solve for a suitable \(\uvec{p}_5\text{.}\)
The collection of vectors that are in the null space of \((\lambda I - A)^k\) for at least one positive exponent \(k\) is called the generalized eigenspace of \(A\) for the eigenvalue \(\lambda\text{,}\) and is denoted \(G_{\lambda}(A)\text{.}\)

Discovery 29.2.4.

Suppose \(A\) is an \(n \times n\) matrix and \(\lambda\) is an eigenvalue of \(A\text{.}\)
Use the Subspace Test (Procedureย 17.3.1) to verify that \(G_{\lambda}(A)\) is a subspace of \(\R^n\text{.}\)
Careful: When you check closure under addition, you cannot assume that both arbitrary vectors from \(G_{\lambda}(A)\) are in the null space of the same power of \((\lambda I - A)\text{.}\)

Discovery 29.2.5.

It is quite easy to switch between upper and lower triangular forms. Consider the transition matrix
\begin{equation*} J = \begin{bmatrix} \amp \amp \amp \amp 1 \\ \amp \amp \amp \iddots \\ \amp \amp 1 \\ \amp 1 \\ 1 \end{bmatrix}\text{.} \end{equation*}

(b)

Use the pattern of similarity described in the introduction of this discovery guide to show that if \(U\) is an upper triangular matrix of the same size as \(J\text{,}\) then \(\inv{J}UJ\) is lower triangular.

(c)

Show that if \(L\) is a lower triangular matrix of the same size as \(J\text{,}\) then \(\inv{J}LJ\) is upper triangular.
Hint.
Instead of reworking your argument from Taskย (b) to handle this case, you can save yourself some work by noticing that \(\utrans{J} = J\text{,}\) and then directly using the result of Taskย (b).