HW 8 - Operator Decomposition, Characteristic and Minimal Polynomials

8.B: Operator Decomposition

6

Question

Define NL(F5) by:

N(x1,x2,x3,x4,x5)=(2x2,3x3,x4,4x5,0)

Find a square root of I+N.

Proof
As a suggestion, use the Taylor series for 1+x as motivation (because N here seems to be nilpotent):

1+x=j=0(12j)(1)jxj=1+12x18x2+116x35128x4+

Substitute x:=N, we assume and will verify:

I+N=I+12N18N2+116N35128N4

First, let's show that N is nilpotent by showing that N5=0. Notice that using β as the standard basis:

M(N,β)=[0200000300000100000400000]

Thus M(N) has the form of a nilpotent operator, so it's nilpotent, thus N5=0. Notice that we can verify our factor for 1+N works by just squaring it:

(I+N)2=(I+12N18N2+116N35128N4)2=I5=I+2(12)N=N+2(18)N2+(12N)2=0+2(116N3)+(212N18N3)=0+2(5128N4)+2(12N116N3)+(18N2)2=0+(terms with N5 or higher powers)=0=I+N

Showing it's a valid square root.

7

Question

Suppose V is a complex vector space. Prove that every invertible operator on V has a cube root.

Proof
Let TL(V) be an invertible operator, so T1. We'll actually prove that every invertible operator on V has some k-th root instead (here kZ+, so Tk which proves the lemma for k=3.

Following the proof structure showing the existence of square roots, let λ1,...,λm be the distinct eigenvalues of T. For each j there exists a nilpotent operator NjL(G(λj,T)) such that T|G(λj,T)=λjI+Nj via the description of operators on complex vector spaces. Because T is invertible then λj0 for all j, so then:

T|G(λj,T)=λj(I+Njλj)

for each j.

Cool. Now we need to prove an important lemma:

Lemma

Suppose NL(V) is nilpotent. Then I+N has a k-th root, where kZ+.

Proof
Say Nm=0. Consider the choice:

I+Nk=?n=0m(1kn)Nn

The Taylor Series of 1+x is the same sum as above, using x:=N. If you believe the multiplication of the power series works out the same, then they will equal.

As such then k=3 implies that since Njλj is nilpotent, then I+Njλj has a cube root using the lemma. Therefore we obtain a cube root Rj of T|G(λj,T).

A typical vector vV can be written as:

v=u1++um

where each ujG(λj,T). Define RL(V) by:

Rv=R1u1++Rmum

Where R is a cube root of T because:

R3v=R2i=1mRiui=Ri=1mRRiui=Ri=1mRi2ui=i=1mRi3ui=i=1m(λj3I+Njλj3)3uj=i=1mλj(I+Njλj)uj=i=1m(Iλj+Nj)uj=i=1mT|G(λj,T)uj=Tv

Thus R is a valid cube root for T.

8

Question

Suppose TL(V) and 3,8 are eigenvalues of T. Let n=dim(V). Prove that V=(null(Tn2))(range(Tn2)).

Proof
Let's show the intersection is trivial, so suppose vnull(Tn2)range(Tn2). So then Tn2v=0 and u s.t. Tn2u=v. Apply Tn to both sides to get:

Tn(v)=Tn(Tn2u)=T2n2u=0=Tn2(Tnu)

because null spaces have to stop growing and eventually encompass the whole V. Notice we have to consider that when 2n2nn2 so that our power of T is over n, but notice this is true since 3,8 are eigenvalues of T, then dim(G(3,T))1 and dim(G(8,T))1 so then dim(V)=ndim(G(3,T))+dim(G(8,T))2 as desired.

So then Tn2u=v=0 showing the intersection is trivial, so the sum is a direct sum.

Also:

dim(null(Tn2)range(Tn2))=dim(null(Tn2))+dim(range(Tn2))=dim(V)

Using a combination of the fact that a direct sum's dimensions add up, as well as the FTOLM.

9

Question

Suppose A,B are block diagonal matrices of the form:

A=[A100Am],B=[B100Bm]

where Aj,Bj are the same size for j=1,...,m. Show that AB is a block diagonal matrix of the form:

AB=[A1B100AmBm]

Proof
First consider the whole A,B matrices. Since A,B are the same size, say n, then consider V as the vector space of a column vector of that size n. We can always choose any basis β of V and then define TA,TBL(V) in a way such that M(TA,β)=A and M(TB,β)=B. Therefore, M(TATB)=AB.

Now for the "sub-matrices". Let dj be the size of Aj which is the same as Bj. Consider the list of the first d1 vectors from β. A and B show that the span of these vectors are invariant under TA,TB (because A,B are block diagonal, then all Aj,Bj are UT, showing invariance)

Similarly, the span of the next d2 vectors in β are also invariant. Continuing, we see that there are m distinct lists of consecutive vectors with no intersections.

Let U1,...,Um denote such spans, namely Ui=span(vj=1i1dj+1,...,vj=1i+1dj1). Clearly M(TA|Uj)=Aj and likewise M(TB|Uj)=Bj for each j, so M(TA|UjTB|Uj)=AjBj as desired.

10

Question

Suppose F=C and TL(V). Prove that there exist D,NL(V) such that T=D+N where D is diagonalizable and N is nilpotent and DN=ND.

Proof
Let λ1,...,λm be the distinct eigenvalues of T. Using the description of operators on complex vector spaces, then there exists a nilpotent operator NjL(G(λj,T)) such that T|G(λj,T)=λjI+Nj for all j. Notice though that λjI is a diagonalizable operator since dim(G(λj,T))=k for some kZ+, so then there's a basis βj={v1,...,vk} spanning G(λj,T). Since all the vi's are generalized eigenvectors, then we can create the 1-dimensional subspaces Ui where Ui=span(vi) for each 1ik. Notice that these are invariant under λjI clearly, so then by the conditions equivalent to diagonalizability, then λjI is diagonalizable. This makes even more sense since:

M(λjI,βj)=diag(λj,...,λj)

As such, then we've done the construction we want. Now we show that λjINj=NjλjI for all j. But that's easy since:

λjNjv=Nj(λjv)=(Njλj)v

as desired.

Now we make D,N. For all vV we can set them as sums of vectors from each generalized eigenspace:

v=u1++um

where each uiG(λi,T). Create the operator D defined by:

Dv=λ1u1++λmum

Each ujG(λj,T) which has its own basis βj={uj,1,...,uj,dim(G(λj,T)}. Notice that:

Djuj=Djk=1dim(G(λj,T))uj,k=k=1dim(G(λj,T))λjuj,k

So each uj,k is an eigenvector of our subspace G(λj,T) with eigenvalue λj, so as a result each Dj is diagonalizable where M(Dj,βj)=diag(λj,...,λj). As a result, for each uj then:

D(uj)=Djuj=k=1dim(G(λj,T))λjuj,k=λjk=1dim(G(λj,T))uj,k=λjuj

So if we use a basis β=j=1mβj (in the same order) implies that:

M(D,β)=diag(λ1,...dim(G(λ1,T)) times,λ2,...dim(G(λ2,T)) times,...,,λm,...dim(G(λm,T)) times)

which is a diagonal matrix.

Similarly we define N by:

Nv=j=1mNjuj

Clearly N is nilpotent since each Nj is nilpotent, so just take the max number k for the power of the highest-degree nilpotent operator, and take Nk=0 as a result:

Nkv=(j=1mNjuj)k=j=1mNjkuj(Njuj=0) so no combinations of different Nj’s allowed=j=1m0ujk is the max power by definition for all Nj’s=0

Now we just show ND=DN but that's easy since:

NDv=N(j=1mk=1dim(G(λj,T))λjuj,k)=j=1mk=1dim(G(λj,T))λjNjuj,k=k=1dim(G(λj,T))j=1mλjNjuj,k=D(j=1mNjuj,k)=DNv

Thus ND=DN.

11

Question

Suppose TL(V) and λF. Prove that for every basis of V with respect to which T has an upper triangular matrix, the number of times that λ appears on the diagonal of the matrix of T equals the multiplicity of λ as an eigenvalue of T.

Proof
Let β={v1,...,vn} be a basis where M(T,β) is an upper triangular matrix. As such, we know that the λ's have to appear on the diagonal of M(T,β).

Let λF be arbitrary, and say it appears on the j-th diagonal entry of M(T,β). Then:

Tvj=a1v1++aj1vj1+λvj

for aiF. Thus:

(TλI)vj=i=1j1aivispan(v1,...,vj1)

We suppose that we started looking at the last entry of the same λ on the diagonal. Say that n is the number of times it appears on that diagonal. We want to show that dimG(λ,T)=n as a result. Note that in a similar vein of logic:

Tvj1=b1v1++bj2vj2+λvj1(TλI)vj1=i=1j2bivispan(v1,...,vj2)

for some b1,...,bj1F. We can repeat this process over an over again, and show a few important things:

  1. span(v1)span(v1,v2)span(v1,...,vj1)
  2. vjspan(v1,...,vj1),...,v1span(v1)

Now are these span strict subsets or not? Well we just have to show that the v1,...,vj1 are LI, which they are because they come from a subspace of the basis β. Consequently, we can treat each subspace span(v1,...,vi) as a vector space, and thus since the subspaces are strict then the dimensions have to increase. Therefore:

1=dim(span(v1))<j1 times<dim(span(v1,...,vj1))

Thus then j<dim(span(v1,...,vj1)) but we know that we only can go n entries, so clearly n<j so n<dim(span(v1,...,vj1)). But since all v1,...,vj1 are eigenvectors, then span(v1,...,vj1)G(λ,T) so then clearly dim(G(λ,T))n.

Clearly dim(G(λ,T)n because we have dim(V) diagonal entries and each one adds at least 1 to the dimension of each generalized eigenspace G(λj,T) for all 1jm.

Thus dim(G(λ,T))=n for all λ completing the proof.

8.C: Characteristic & Minimal Polynomials

1

Question

Suppose TL(C4) is such that the eigenvalues of T are 3,5, and 8. Prove that (T3I)2(T5I)2(T8I)2=0.

Proof
Notice that dim(V)=4 in this case. Since we have 3 distinct eigenvalues, then at least 1 generalized eigenspace is of dimension 2, while the others are 1. For instance, if dim(G(3,T))=2 then dim(G(5,T))=dim(G(8,T))=1. As such, then the characteristic polynomial for T would be p(z) given by:

p(z)=(z3)d1(z5)d2(z8)d3

where at least one di=2 while the others are equal to 1. Notice then that by the Cayley-Hamilton Theorem that p(T)=0. Furthermore, we can increase the degree of p such that we have:

q(z)=(z3)2(z5)2(z8)2=s(z)p(z)

where s contains the other factors (which we won't care about here, without loss of generality). If we show that q(T)=0 here then we are done:

q(T)=s(T)p(T)=s(T)0=0

2

Question

Suppose V is a complex vector space. Suppose TL(V) is such that 5,6 are eigenvalues of T and T has no other eigenvalues. Prove that (T5I)n1(T6I)n1=0 where n=dim(V).

Proof
This takes a similar process to 8.C.1 done earlier. Namely, we know that since 5,6 are the only eigenvalues of T then:

V=G(5,T)G(6,T)n=dim(G(5,T))+dim(G(6,T))

Thus then the characteristic polynomial of T would be:

p(z)=(z5)d1(z6)d2

where we require that since dim(G(5,T))=d1 and dim(G(6,T))=d2 then d1+d2=n as a result.

First note that we must have each di1. Why? Because if di0 then dim(G(λi,T))=0 so λi is not an eigenvalue which is a contradiction to the given. As such, then at minimum for example d11d2n1 and vice versa (without loss of generality). Clearly then din1 for similar reasoning. Therefore, consider the polynomial q defined by:

q(z)=(z5)n1(z6)n1

Clearly since din1 then there is some s where:

q(z)=s(z)p(z)

Now if we show that q(T)=0 then we are done. Notice that p(T)=0 by the Cayley-Hamilton Theorem. Thus:

q(T)=s(T)p(T)=s(T)0=0

3

Question

Give an example of an operator on C4 whose characteristic polynomial equals (z7)2(z8)2.

Proof
Consider TL(C4) given by:

T(z1,z2,z3,z4)=(7z1,7z2,8z3,8z4)

Notice that clearly λ1=7 with d1=2 since G(λ1,T)=span(e1,e2) (using the standard basis β={e1,e2,e3,e4}). Similarly λ2=8 with d2=2 since G(λ2,T)=span(e3,e4). Thus the characteristic polynomial for T is:

p(z)=(z7)2(z8)2

4

Question

Give an example of an operator on C4 whose characteristic polynomial equals (z1)(z5)3 and whose minimal polynomial equals (z1)(z5)2.

Proof

Consider TL(C4) defined by its matrix representation:

M(T,β)=[1000051000500005]

Notice that using the standard basis β={e1,e2,e3,e4}, that e1 is an eigenvector with λ1=1 and e2,e3,e4 are eigenvectors with λ2=5 given by the diagonals of the matrix. As such, then the characteristic polynomial is:

pT(z)=(z1)(z5)3

We'll show that the minimal polynomial is (z1)(z5)2 by showing that (TI)(T5I)2=0 while (TI)(T5I)0:

M(T2)=M(T)2=[10000251000025000025]M(T3)=M(T)3=[10000125750001250000125]M((TI)(T5I)2)=M(T311T2+35T25I)=[10000125750001250000125]11[10000251000025000025]+35[1000051000500005]25M(I)=[0000000000000000]

Thus (TI)(T5I)2=0. Further:

M((TI)(T5I))=M(T26T+5I)=[10000251000025000025]6[1000051000500005]+5M(I)=[0000009000000000]=M(0)

Therefore (TI)(T5I)0.

5

Question

Give an example of an operator on C4 whose characteristic and minimal polynomials both equal z(z1)2(z3).

Proof
Choose TL(C4) where:

M(T)=[0000011000100003]

Notice that the diagonal tells the λ's (since it's UT), so then the characteristic polynomial comes from these λ's:

pT(z)=(z0)(z1)2(z3)=z(z1)2(z3)

where notice we have a multiplicity of 2 on the λ2=1 since e2,e3 from the standard basis are eigenvectors.

To show that the minimal polynomial is the characteristic, we show that T(T1I)(T3I)0:

M(T2)=M(T)2=[0000012000100009]M(T3)=M(T)3=[00000130001000027]M(T(T1)(T3I))=M(T34T2+3T)=[00000130001000027]4[0000012000100009]+3[0000011000100003]=[0000002000000000]M(0)

So since we can only possible reduce the power of 2 from the characteristic polynomial, then we have no other options. The characteristic polynomial must be the minimal polynomial in this case.

6

Question

Give an example of an operator on C4 whose characteristic polynomial equals z(z1)2(z3) while the minimal polynomial equals z(z1)(z3).

Proof
Do a similar process to the last problem.

Choose TL(C4) where:

M(T)=[0000010000100003]

Notice that the diagonal tells the λ's (since it's UT), so then the characteristic polynomial comes from these λ's:

pT(z)=(z0)(z1)2(z3)=z(z1)2(z3)

where notice we have a multiplicity of 2 on the λ2=1 since e2,e3 from the standard basis are eigenvectors.

To show that the minimal polynomial is indeed z(z1)(z3), we show that T(T1I)(T3I)=0:

M(T2)=M(T)2=[0000010000100009]M(T3)=M(T)3=[00000100001000027]M(T(T1)(T3I))=M(T34T2+3T)=[00000100001000027]4[0000010000100009]+3[0000010000100003]=[0000000000000000]=M(0)

Thus the minimal polynomial in this case is z(z1)(z3) (notice we cannot reduce any more powers, so this has to be the minimal polynomial).

7

Question

Suppose V is a complex vector space. Suppose PL(V) is such that P2=P. Prove that the characteristic polynomial of P is zm(z1)n where m=dim(null(P)) and n=dim(range(P)).

Proof
Since P2=P then:

P2=PP2P=0P(P1)=0λ=0,1 are the only eigenvalues of PV=G(0,P)G(1,P)dim(V)=dimG(0,P)+dimG(1,P)dim(V)=dimnull(Pdim(V))+dimnull((PI)dim(V))

But notice an important thing. First, dim(V)Z+ so then it's either even or odd. If it's even then:

Pdim(V)=P2P2P2dimV2times=PPP(P2=P)=PdimV2

If instead it's odd then:

Pdim(V)=P2P2dimV2timesP=PPP(P2=P)=PdimV2+1

In both cases, we can repeatedly apply this to Pdim(V) (just treat the new integer power as dim(V)) and keep reducing it down further and further. It must stop once we hit the lowest element in Z+ which would be 1 so then Pdim(V)=P as a result.

Therefore:

dim(V)=dimnull(P)+dim(null(PI)dim(V))

This shows that m=dim(null(Pdim(V))=dim(null(P)) as we wanted in the theorem.

But also the FTOLM implies that:

dim(V)=dim(null(P))+dimrange(P)

Implying that n=dimrange(P)=dimnull(PI)dim(V). Notice that we now have the right information to build our characteristic polynomial, since dimG(0,P)=dimnull(Pdim(V))=m as we wanted, so there's going to be a factor of zm in the characteristic polynomial. Further, we found that dimG(1,P)=dimnull(PI)dim(V)=dimrange(P)=n so then we expect a factor of (z1)n as well. Putting them together, since we have no other eigenvalues and thus have no other possible factors:

pP(z)=zm(z1)n

as desired.

8

Question

Suppose TL(V). Prove that T is invertible iff the constant term in the minimal polynomial of T is non-zero.

Proof
Let's prove the negated version of this, that T is not invertible iff the constant term in pT is zero.

The constant term c for pT is zero (c=0) iff 0 is a factor of pT (we can show this via contradiction. If instead 0 wasn't a factor then pT(0) would equal the constant term which would have to be non-zero which contradicts 0 not being a factor) iff pT can factor out the z as a multiple:

pT(z)=zqT(z)

where qT is the same polynomial of pT with the factor of 0 removed. This is iff λ=0 is an eigenvalue of T iff T0I=T is not invertible.

9

Question

Suppose TL(V) has minimal polynomial 4+5z6z27z3+2z4+z5. Find the minimal polynomial of T1.

Proof
We are given pT shown above. Since pT(T)=0 then:

4I+5T6T27T3+2T4+T5=0

Since T is invertible then apply T1 a total of 5 times to both sides:

4T5+5T46T3T2+2T1+I=T50=0

So since having q(T1)=0 implies that q is a multiple of the minimal polynomial of T1 then have the left side be qT1(T1), which is a multiple of the minimal polynomial. Namely:

qT1(z)=4z5+5z46z3z2+2z+1

Now all we have to do to get the actual minimal polynomial is to make the polynomial monic. Notice that we can add factors (otherwise it's not the minimal polynomial) nor remove factors (otherwise it wasn't the minimal polynomial as it was missing factors) so all we can do is multiply by a non-zero constant. As a result, to make it monic let's just divide by the coefficient of the highest term:

pT1=z5+54z464z314z2+24z+14

as desired.