HW 7 - Generalized Eigenvectors, Operator Decomposition

8.A: Generalized Eigenvectors

2

Question

Define T∈L(C2) by:

T(w,z)=(−z,w)

Find the generalized eigenspaces corresponding to the distinct eigenvalues of T

\begin{proof}
Notice that T has:

M(T)=[0−110]

Here λ=±i and thus the eigenvectors are v1=(i,1),v2=(−i,1):

Tv1=T(i,1)=(−1,i)=i(i,1),Tv2=T(−i,1)=(−1,−i)=−i(−i,1)E(i,T)={c(i,1):c∈C},E(−i,T)={c(−i,1):c∈C}

However, notice that since dim⁡(V)=2 here that:

G(i,T)=null(T−iI)dim⁡(V)T2(w,z)=T(−z,w)=(−w,−z)=−1(w,z)=−I(w,z)⇔T2=−I(T−iI)dim⁡(V)=(T−iI)2=T2−2iT−I=−I−2iT−I=−2I−2iT=−2(iT+I)

So since G is just the eigenvalues of the above operator:

G(i,T)=null(T−iI)dim⁡(V)=null(iT+I)(iT+I)(w,z)=iT(w,z)+(w,z)=i(−z,w)+(w,z)=(w−iz,z+iw)

Finding the nullspace says:

w−iz=0⇒w=iz⇒z+iw=0⇒z+i(iz)=z−z=0

Thus z∈C then choose w=iz. Thus:

G(i,T)={(iz,z):z∈C}

Similarly for G(−i,T) we have:

(T+iI)dim⁡(V)=T2+2iT−I=−2I+2iT=2(iT−I)(iT−I)(w,z)=iT(w,z)−(w,z)=i(−z,w)−(w,z)=(−w−zi,−z+wi)

Finding the nullspace:

−w−zi=0⇒w=−zi,−z+wi=0=−z+(−zi)i=−z+z=0

Thus let z∈C while have w=−zi. Thus:

G(−i,T)={(−iz,z)}

\end{proof}

3

Question

Suppose T∈L(V) is invertible. Then G(λ,T)=G(1λ,T−1) for every λ∈F with λ≠0.

\begin{proof}
First we should show that:

null(T−λI)n=null(T−1−1λI)n

for all n∈Z+. We'll do this via induction. For the base case we know that:

v∈E(λ,T)⇔Tv=λv⇔T−1Tv=T−1λv⇔v=λT−1v⇔vλ=T−1vλ≠0⇔v∈E(1λ,T−1)

For the inductive step, suppose it holds for all n<k. We'll show k+1 case holds:

v∈null(T−λI)k⇔(T−λI)kv=0→⇔(T−λI)k−1((T−λI)v)=0→⇔(T−λI)v∈null(T−λI)k−1⇔(T−λI)v∈null(T−1−1λI)k−1Inductive Hypothesis⇔(T−1−1λI)k−1(T−λI)v=0→⇔(T−λI)(T−1−1λI)k−1v=0→p(T)q(T)=q(T)p(T)⇔(T−1−1λI)k−1v∈null(T−λI)⇔(T−1−1λI)k−1v∈null(T−1−1λI)Inductive Hypothesis (Base Case)⇔(T−1−1λI)kv=0→⇔v∈null(T−1−1λI)k

Thus null(T−λI)k⊆null(T−1−1λI)k and ⊇ too. Thus the sets equal.

The theorem holds by applying the lemma with n=dim⁡(V):

G(λ,T)=null(T−λI)dim⁡(V)=null(T−1−1λI)dim⁡(V)=G(1λ,T−1)

\end{proof}

4

Question

Suppose T∈L(V) and α,β∈F where α≠β. Then:

G(α,T)∩G(β,T)={0→}

\begin{proof}
Suppose v∈G(α,T)∩G(β,T) and assume for contradiction that v≠0→. Then v is a generalized eigenvector corresponding to two distinct generalized eigenvalues α,β via T. But since α,β are distinct eigenvalues and v,v (here we treat v as 'different' generalized eigenvectors to create the contradiction) then that implies v,v is linearly independent which is a contradiction. So then v=0→ completing the proof.
\end{proof}

5

Question

Suppose T∈L(V), where m∈Z+, and v∈V is such that Tm−1v≠0→ but Tmv=0→. Prove that:

v,Tv,...,Tm−1v

is linearly independent.

\begin{proof}
Consider:

∑i=0m−1αiTiv=0→

Take Tm−1 on both sides:

Tm−1(∑i=0m−1αiTiv)=Tm−10→∑i=0m−1αiTi+m−1v=0→α0Tm−1v+⋯+am−1T2m−2v=0→α0Tm−1v=0→

Since Tm−1v≠0→ then we require α0=0.

Repeat this with Tm−2 on both sides:

Tm−2(∑i=0m−1αiTiv)=Tm−20→∑i=0m−1αiTi+m−2v=0→α0Tm−2v→0+α1Tm−2v⋯+am−1T2m−2v=0→α1Tm−2v=0→

Again Tm−2v≠0→ so then α1=0.

Repeat this process using Tm−3,...,T,I. This gets that all αi=0, so then the set is LI.
\end{proof}

6

Question

Suppose T∈L(C3) is defined by T(z1,z2,z3)=(z2,z3,0) . Prove that T has no square root. More precisely, prove that there does not exist S∈L(C3) such that S2=T.

\begin{proof}
Assume for contradiction that there is some such square root S∈L(C3). Notice first that T has only λ=0 as it's eigenvalue since:

T(z→)=λz→⇔(z2,z3,0)=(λz1,λz2,λz3)

Notice for this to work we require that either λ=0⇔z→=(1,0,0) works and is the only eigenvector (if we let λ∈C∖{0} then we require that z3=0⇒z2=0⇒z1=0 implying z→=0→ which isn't an eigenvector). As such, we know that:

C3=G(0,T)=null(T−0I)dim⁡(V)=null(T3)=null(S6)

But wait! We know dim⁡(V)=3 in this case. That means that:

null(S3)=null(S4)=⋯=null(S6)=null(T3)

Thus:

V=null(T3)=null(S3)=null(ST)⊆null(S2T)Sequence of increasing nullspaces=null(T2)

But we can see that null(T2)={T2z→=0→}={(z,0,0):z∈C} and clearly V⊈null(T2) here. Thus S must not exist.
\end{proof}

7

Question

Suppose N∈L(V) is nilpotent. Prove that 0 is the only eigenvalue of N.

\begin{proof}
Consider λ is an eigenvalue of N, with corresponding eigenvector v≠0→. Since N is nilpotent, then Ndim⁡(V)=0→N. As such, then:

Ndim⁡(V)v=0→Nv=0→

While since v is an eigenvector with λ:

Ndim⁡(V)v=(N∘⋯∘N⏟dim⁡(V))v=(N∘⋯∘N⏟dim⁡(V)−1)λv=⋯=λdim⁡(V)vλdim⁡(V)v=0→

Since v≠0→ then λdim⁡(V)=0⇔λ=0.
\end{proof}

8

Question

Prove or give a counterexample: The set of nilpotent operators on V is a subspace of L(V).

\begin{proof}
This statement is false. Consider S,T∈L(C2), where:

S(z1,z2)=(0,z1),T(z1,z2)=(z2,0)

Notice that S2=T2=0→ so then both are nilpotent. However:

(S+T)=S(z1,z2)=T(z1,z2)=(z2,z1)

Notice that (S+T)2(z1,z2)=(z1,z2) is the identity so (S+T)2=I and thus can never be nilpotent!
\end{proof}

9

Question

Suppose S,T∈L(V) and ST is nilpotent. Prove that TS is nilpotent.

\begin{proof}
Since ST is nilpotent then ∃n∈Z+ where (ST)n=0→. Namely the nilpotent raised to the dimension is still the zero operator though:

(ST)dim⁡(V)=0→⇔null((ST)dim⁡(V))=V

But notice:

null((TS)dim⁡(V))=null(TS)dim⁡(V)+1Null spaces stop growing=null((TS)dim⁡(V)TS)=null(T∘S∘⋯∘T⏟dim⁡(V)∘S)=null(T(ST)dim⁡(V)S)=null(T0→S)(ST)dim⁡(V)=0→=V

Thus then (TS)dim⁡(V)=0→ as a result so then TS is nilpotent.
\end{proof}

12

Question

Suppose N∈L(V) and there exists a basis of V with respect to which N has an upper-triangular matrix with only 0's on the diagonal. Prove that N is nilpotent.

\begin{proof}
M(N,β) (whatever β may be) is UT and has only 0's on the diagonal. This is the form of the matrix of a nilpotent operator, so N is nilpotent.

In more detail, say β={v1,...,vn} is such a basis. We know:

M(N,β)=[0∗⋱00]

That implies N(v1)=0→ looking at the first column. Further it shows that Nv2∈span(v1). This implies that:

Nv2=αv1

for some α∈F. But notice if we apply N to both sides:

N2v2=N(αv1)=αNv1=α0→=0→

A similar argument will show that Nivi=0→ for all 1≤i≤n. Clearly if we have Nn then:

Nnvi=0→

for all i, so then n=dim⁡(V) is the positive integer to choose to show N is nilpotent.
\end{proof}

13

Question

Suppose V is an inner product space and N∈L(V) is normal and nilpotent. Then N=0→.

\begin{proof}
Since N is nilpotent then ∃n∈Z+ where Nn=0→. Recall from HW 3 - Self-Adjoint and Normal Operators#17 that for all k∈Z+ then:

null(Tk)=null(T)

since T is normal.

As such, let v∈V be arbitrary. Since Ndim⁡(V)=0→ then null(Ndim⁡(V))=null(N) So since v∈null(Ndim⁡(V))=null(N) then Nv=0→. As v was arbitrary then N must be the zero map.

\end{proof}

15

Question

Suppose N∈L(V) is such that null(Ndim⁡(V)−1)≠null(Ndim⁡(V)). Prove that N is nilpotent and that:

dim⁡(null(Nj))=j

for all j∈N where 0≤j≤dim⁡(V).

\begin{proof}
Focus on the second part. Notice that we know that since:

null(Ndim⁡(V))=null(Ndim⁡(V)+1)=…

then since null(Ndim⁡(V)−1)≠null(Ndim⁡(V)) then null(Ndim⁡(V)−1)≠null(Ndim⁡(V)+i) for all i≥0. Further, since:

null(T0)⊆null(T1)⊆⋯⊆null(Ndim⁡(V)−1)

Then because once we have = in our subset chain that implies equality for the following nullspaces, then if we had equality for any two adjacent nullspaces, that implies equality all the way down the line, which would conflict with the fact that null(Ndim⁡(V)−1)≠null(Ndim⁡(V)). Thus:

dim⁡(null(T0))≤dim⁡(null(T1))≤⋯≤dim⁡(null(Ndim⁡(V)−1))≤dim⁡(null(Ndim⁡(V)))

becomes:

dim⁡(null(T0))<dim⁡(null(T1))<⋯<dim⁡(null(Ndim⁡(V)−1))<dim⁡(null(Ndim⁡(V)))

Notice that dim⁡(null(T0))=0. We know that dim⁡(null(Ndim⁡(V))) is at most dim⁡(V). Because we are ordering dim⁡(V) distinct dimension values from 0,1,...,dim⁡(V) then by the well ordering principle we must have each dim⁡(null(Nj))=j for all 0≤j≤dim⁡(V).

Thus since dim⁡(null(Ndim⁡(V)))=dim⁡(V) as a result, then null(Ndim⁡(V))=V showing that N is nilpotent.
\end{proof}

16 (latex)

Question

Suppose T∈L(V). Show that:

V=range(T0)⊇range(T)⊇⋯⊇range(Tk)⊇range(Tk+1)⊇…

\begin{proof}
Clearly we know that range(T0)=range(I)=V. We just need to show that range(Tk)⊇range(Tk+1). Let v∈range(Tk+1) be arbitrary. Thus ∃w such that:

Tk+1w=v

Notice then:

Tk+1w=Tk(Tw)=v

So there exists vector Tw such that shows that v∈range(Tk), showing ⊇.
\end{proof}

17

Question

Suppose T∈L(V) and m∈Z+ such that:

range(Tm)=range(Tm+1)

Prove that range(Tk)=range(Tm) for all k>m.

\begin{proof}
Let k∈Z+ such that k>m. Using HW 7 - Generalized Eigenvectors, Operator Decomposition#16 we know that:

V=range(T0)⊇range(T)⊇⋯⊇range(Tm)⊇range(Tm+1)⊇…

So we already know that range(Tk)⊇range(Tm) since k>m. As such we only have to show that range(Tk)⊆range(Tm).

Let v∈range(Tk). Then ∃w where Tkw=v. Since k>m then we can deconstruct as:

Tkw=Tm(Tk−mw)=v

Thus ∃Tk−mw such that shows that v∈range(Tm), completing the proof.
\end{proof}

18

Question

Suppose T∈L(V). Let n=dim⁡(V). Prove that:

range(Tn)=range(Tn+1)=…

\begin{proof}
All we have to show is that range(Tn)=range(Tn+1) since if we set m=dim⁡(V) with HW 7 - Generalized Eigenvectors, Operator Decomposition#17, then we get equality for the rest of the terms.

Assume for contradiction that instead range(Tn)≠range(Tn+1). Then using HW 7 - Generalized Eigenvectors, Operator Decomposition#16 then:

V=range(T0)⏟dim⁡(V)⊃range(T)⏟dim⁡(V)−1⊃⋯⊃range(Tn)⏟0⊃range(Tn+1)

As each of the ⊃'s are strict inclusions going the other way, then the dimension must decrease by at least 1 per step. This implies that at least dim⁡(range(Tn+1))<0 which is impossible. Thus, then our assumption is wrong, so range(Tn)=range(Tn).
\end{proof}

8.B: Decomposition of an Operator

1

Question

Suppose V is a complex vector space, N∈L(V), and 0 is the only eigenvalue of N. Then N is nilpotent.

\begin{proof}
Since 0 is the only eigenvalue of N, then:

V=G(0,N)

So any v∈G(0,N) is arbitrary. As a result then (N−0I)dim⁡(V)v=Ndim⁡(V)v=0→ by definition (since G(0,N)=null(N)dim⁡(V)). Notice that since v is arbitrary then Ndim⁡(V)=0→ which is the zero-transformation, so choose dim⁡(V) as the power to raise N to show that it is nilpotent.
\end{proof}

2

Question

Give an example of an operator T on a finite-dimensional real vector space such that 0 is the only eigenvalue of T but T is not nilpotent.

\begin{proof}
The power of complex vector spaces in the process of #1 is that it allows any T to be turned into an UT matrix, and thus if all λ=0 then we get an UT matrix with only 0's on the diagonal; exactly the form of a nilpotent operator. But in R instead, such a guaruntee isn't granted, so let's construct a M(T) that isn't UT and then make T from that. Consider the matrix related to the standard basis: using V=R3

M(T)=[0−101010−10]

Then notice that T(x,y,z)=(−y,x+z,−y). Further if we try to find all our λ's:

(−y,x+z,−y)=(λx,λy,λz)

Thus λ(x)=−y=λz so maybe x=z so x+z=2x=λy=λ(−λx)=−λ2x. Then that implies that −λ2=2 but λ∈R so there's no solution here. Thus x≠z. Then λ=0 and then that implies x=−z,y=0 so having λ=0 has the only eigenvector (1,0,−1).

Furthermore, notice that T is not nilpotent since:

M(T3)=[0−101010−10]3=−2[0−101010−10]=−2M(T)

And M(T2)≠0→. Thus not matter how high the power gets, we just never have M(T)=0→ showing T is not nilpotent. It's especially apparent here since we raised it to the third power which is dim⁡(V) in this case, and if it was nilpotent we must have gottent the zero map.
\end{proof}

3

Question

Suppose T∈L(V). Suppose S∈L(V) is invertible. Prove that T and S−1TS have the same eigenvalues with the same multiplicities.

\begin{proof}
Notice also we cannot assume V is a complex vector space here.

For this purpose, say some λi is an eigenvalue of T, with corresponding multiplicity di. Then G(λi,T)=span(v1,...,vdi) is the span of all generalized eigenvectors v1,...,vdi with eigenvalue λi via T. Each vj∈null(T−λiI)dim⁡(V).

But notice that:

S−1TS−λiI=S−1TS−λiS−1S=S−1(T−λiI)S(S−1TS−λiI)dim⁡(V)=(S−1∘(T−λi)∘S)dim⁡(V)=S−1(T−λi)dim⁡(V)S

So:

G(λi,S−1TS)={v∈V:S−1(T−λiI)dim⁡(V)Sv=0→}

We want to show that there's an isomorphism between G(λi,T)∼G(λi,S−1TS), namely that there's a vector:

Uj∈G(λi,S−1TS)=null(S−1TS−λiI)dim⁡(V)

Constructed choosing some vj, which is equivalent to, as our analysis above shows:

S−1(T−λiI)dim⁡(V)Suj=0→

Notice that S is invertible, so it must be both injective and surjective. As such, ∃uj where Suj=vj . Notice then:

S−1(T−λiI)dim⁡(V)Suj=S−1(T−λiI)dim⁡(V)vj=S−10→=0→

Thus for each vj we can construct a uj, showing both spaces have the same dimension. As result, they must have the same multiplicities, and correspondingly the same eigenvalues.
\end{proof}

4

Question

Suppose V is an n-dimensional complex vector space and T is an operator on V such that null(Tn−2)≠null(Tn−1). Prove that T has at most two distinct eigenvalues.

\begin{proof}
Recall that null(Tn)=G(0,T) by the definitions. Further, we know that since:

{0→}=null(T0)⊆null(T1)⊆⋯⊆null(Tn)=null(Tn+1)=⋯=G(0,T)

and since null(Tn−2)≠null(Tn−1), notice then that if any null(Ti)=null(Ti+1) (where i∈{0,1,...,n−2} then that implies equality later down the line, which would contradict null(Tn−2)≠null(Tn−1). Thus, we have instead:

{0→}=null(T0)⊂null(T1)⊂⋯⊂null(Tn−2)≠null(Tn−1)⊆null(Tn)=…

So namely:

0<dim⁡(null(T))<⋯<dim⁡(null(Tn−2))<dim⁡(null(Tn−1))≤dim⁡(null(Tn))=dim⁡(null(Tn+1))=…

Since all the dimensions are integer values less than dim⁡(V)=n, then:

n−1≤dim⁡(null(Tn−1))≤dim⁡(G(0,T))

Thus clearly G(0,T)≥n−1. Thus since G(0,T)≤n then G(0,T) can only be of dimension n or n−1. If it's n then it's the only eigenvalue since then:

V=G(0,T)

If instead we have G(0,T)=n−1 then it's only possible that we have G(λ≠0,T) be of dimension 1:

V=G(0,T)⊕G(λ,T)⇔dim⁡(V)=dim⁡(G(0,T))+dim⁡(G(λ,T))⇔dim⁡(G(λ,T))=n−(n−1)=1

Thus it's impossible to add any more different distinct eigenvalues, hence only a maximum of two eigenvalues are allowed (namely 0 and some λ∈F).
\end{proof}

5

Question

Suppose V is a complex vector space and T∈L(V). Prove that V has a basis consisting of eigenvectors of T iff every generalized eigenvector of T is an eigenvector of T. (For F=C the exercise above adds an equivalence to the list in the conditions equivalent to diagonalizability).

\begin{proof}
(→): Suppose V has a basis consisting of eigenvectors of T. Denote the basis β={e1,...,en}. As a result, by the conditions equivalent to diagonalizability, then:

V=⨁i=1mE(λi,T)

Since V is a complex vector space, then we must have:

V=⨁i=1mG(λi,T)

So consider some v∈G(λi,T). Let's induct over m to show that E(λi,T)=G(λi,T). For m=1 as the base case it's trivial since V=E(λ1,T)=G(λ1,T). Notice for m=2 since:

E(λ1,T)⊕E(λ2,T)=G(λ1,T)⊕G(λ2,T)

Then if w∈G(λ1,T) then clearly w∉G(λ2,T). As a result, by contradiction if we had w∈E(λ2,T) that would imply that w∈G(λ2,T) which is a contradiction. Thus, then w∈E(λ1,T). The other way is shown directly since E(λi,T)⊆G(λi,T). Thus E(λ1,T)=G(λ1,T). Showing the same for λ2 is done the same way. Repeat this type of process up until m.

Therefore since E(λi,T)=G(λi,T) then clearly v∈E(λi,T) so since v was any generalized eigenvector and it always was an eigenvector then that applies for all the generalized eigenvectors.

(←): Suppose all generalized eigenvectors of T are eigenvectors of T. Thus any v∈G(λ,T)↔v∈E(λ,T) (since all eigenvectors are generalized eigenvectors) so G(λ,T)=E(λ,T). You then know that:

V=⨁i=1mG(λi,T)=⨁i=1mE(λi,T)

Therefore via the conditions equivalent to diagonalizability, there is a basis consisting of eigenvectors of T.
\end{proof}