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Various properties and theorems related to eigenvalues and eigenvectors of linear operators in complex and real vector spaces. Topics include diagonalizability, nilpotency, cayley-hamilton theorem, structure theorems, and orthogonality. It also covers the adjoint, projection, and change of basis.
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T in L(V), λ’s distinct e-values, s distinct e-values, t.f.a.e. (1) T is diagonalizable ( 2)V has basis consisting of e-values (3)Exists 1-d subspaces Ui, T-invariant, V =@Ui (4) V=@N(T-λiI) (5) dimV = ΣdimN(T-λdimN(T-λiI) (6) pT has no repeated roots Cayley Hamilton Thm: XT(T) = in L(V) for any F, V=Z(v,T) = span(v,Tv,T^2 v,…) pT=XT XT=a +bx+cx^2 +x^3 Defn: pT is monic poly of least deg s.t.pT(T)= Defn: XT= det(xI-[T]β) = Defn: e(λ) = dim(gen e-space of λ) = dimN(T-λI)n Structure Thm for Complex Operators: T in L(V), λ’s distinct e-values, s distinct e-values, Ui gen e-space for λi. Then (1) V=@Ui (2)Ui T-invariant (3) Each Si = (T-λiI)|Ui is nilpotent (4)T=D+S (5)DS=SD ∙q nonzero, q(T) =0. Then p q nonzero, q(T) =0. Then p (^) T|q ∙q nonzero, q(T) =0. Then p p (^) T is unique ∙q nonzero, q(T) =0. Then p deg p (^) T and XT is <=n^2 in all F ∙q nonzero, q(T) =0. Then p deg(p (^) T) <=n and deg(XT) =n in C. ∙q nonzero, q(T) =0. Then p ↑Δ, then λ appears on the diagonal e(λ) times Structure Thm for Nilpotent Operators: F , S nilpotent in L(V). Then there exists a collection of vectors vi nonzero s.t. V=@Z(vi,S). Also <Sm(v1)(v1), … , Sm(vk)(vk)> is a basis for N(S). ∙q nonzero, q(T) =0. Then p If S is nilpotent, then exists a basis such that [S]β is strictly upper triangular Complex Spectral Thm: T normal (TT=TT) V has an o.n. basis of eigenvectors of T. ∙q nonzero, q(T) =0. Then p C, T has at least one eigenvalue ∙q nonzero, q(T) =0. Then p C, T=T* <T(v),v> in R for all v in V ∙q nonzero, q(T) =0. Then p C, T=0 <T(v),v> = 0 for all v in V ∙q nonzero, q(T) =0. Then p C, ↑Δ for some o.n. basis of V Real Spectral Thm: T=T* V has an o.n. basis of eigenvectors of T. ∙q nonzero, q(T) =0. Then p R, T=T* => T has at least 1 e- value ∙q nonzero, q(T) =0. Then p λ e-value of T is an e- value of T* ∙q nonzero, q(T) =0. Then p e-vectors of distinct e-values are L.I. T Normal ∙q nonzero, q(T) =0. Then p Tv = λv Tv = v ∙q nonzero, q(T) =0. Then p eigenvectors w/ distinct eigenvalues are orthogonal ∙q nonzero, q(T) =0. Then p ||Tv|| = ||Tv|| for all v in V Properties of Adjoint (1) (S+T)=S+T* (2)(aT)= T (3) (T)=T (4)(ST)=TS* ∙q nonzero, q(T) =0. Then p N(T) =R(T)perp and R(T) = N(T)perp ∙q nonzero, q(T) =0. Then p [T] (^) β = (^) βt ∙q nonzero, q(T) =0. Then p adjoint is unique Properties of Projection (1) R(P)=U, N(P)=Uperp (2) P^2 =P (3)v-P(v) is in Uperp (4) ||Pv|| <= ||Pv|| + ||w|| = ||Pv+w|| = ||v|| (5) Pv is closest vector to V that lies in U Change of basis [T]γ = [Id]βγ[T]β[Id]γβ^ = P-1[T]βP ∙q nonzero, q(T) =0. Then p Similar matrices have the same XT ∙q nonzero, q(T) =0. Then p in R n^ and Cn, <v,w> = vt ∙q nonzero, q(T) =0. Then p Every finite dim inner product space has an orthonormal basis. ∙q nonzero, q(T) =0. Then p Every o.n. list can be extended to and o.n. basis of V ∙q nonzero, q(T) =0. Then p All eigenvalues of a self adjoint matrix are real Let β=(ei) be an o.n. list of vectors. Then v in span(β) => v = ΣdimN(T-λ<v,ei>ei and β is independent. Gram-Schmidt Procedure: If (vi) is a independent list then there exists an orthonormal list (ei) s.t. span(vi) = span(ei). ∙q nonzero, q(T) =0. Then p e 1 =v 1 ∙q nonzero, q(T) =0. Then p Dual and Annihilator ∙q nonzero, q(T) =0. Then p V≈V≈V, for finite dimensional V ∙q nonzero, q(T) =0. Then p σ = eval (^) v is the natural isomorphism from V to V(finite dim) ∙q nonzero, q(T) =0. Then p σ is even injective in the infinite dim ∙q nonzero, q(T) =0. Then p σ(f) = eval (^) v(f) = f(v) ∙q nonzero, q(T) =0. Then p T(f) = fT ∙q nonzero, q(T) =0. Then p T:V->W, T:W->V, f:W->F ∙q nonzero, q(T) =0. Then p N(T) = R(T)⁰ ∙q nonzero, q(T) =0. Then p dim(V) = dim(U) + dim(U⁰) ∙q nonzero, q(T) =0. Then p [T] (^) βγ^ = [T]γβt ∙q nonzero, q(T) =0. Then p Let β=(v (^) i) be a basis for V. Then β=(fi) a basis of V w/ fi(vi) = δij