Paper 3, Section II, C

Numerical Analysis
Part II, 2013

(i) Suppose that AA is a real n×nn \times n matrix, and that wRn\mathbf{w} \in \mathbb{R}^{n} and λ1R\lambda_{1} \in \mathbb{R} are given so that Aw=λ1wA \mathbf{w}=\lambda_{1} \mathbf{w}. Further, let SS be a non-singular matrix such that Sw=ce1S \mathbf{w}=c \mathbf{e}_{1}, where e1\mathbf{e}_{1} is the first coordinate vector and c0c \neq 0. Let A^=SAS1\widehat{A}=S A S^{-1}. Prove that the eigenvalues of AA are λ1\lambda_{1} together with the eigenvalues of the bottom right (n1)×(n1)(n-1) \times(n-1) submatrix of A^\widehat{A}.

(ii) Suppose again that AA is a real n×nn \times n matrix, and that two linearly independent vectors v,wRn\mathbf{v}, \mathbf{w} \in \mathbb{R}^{n} are given such that the linear subspace L{v,w}\mathcal{L}\{\mathbf{v}, \mathbf{w}\} spanned by v\mathbf{v} and ww is invariant under the action of AA, that is

xL{v,w}AxL{v,w}.x \in \mathcal{L}\{\mathbf{v}, \mathbf{w}\} \quad \Rightarrow \quad A x \in \mathcal{L}\{\mathbf{v}, \mathbf{w}\} .

Denote by VV an n×2n \times 2 matrix whose two columns are the vectors v\mathbf{v} and w\mathbf{w}, and let SS be a non-singular matrix such that R=SVR=S V is upper triangular, that is

R=SV=S×(v1w1v2w2vnwn)=(r11r120r220000)R=S V=S \times\left(\begin{array}{cc} v_{1} & w_{1} \\ v_{2} & w_{2} \\ \vdots & \vdots \\ v_{n} & w_{n} \end{array}\right)=\left(\begin{array}{cc} r_{11} & r_{12} \\ 0 & r_{22} \\ 0 & 0 \\ \vdots & \vdots \\ 0 & 0 \end{array}\right)

Again, let A^=SAS1\widehat{A}=S A S^{-1}. Prove that the eigenvalues of AA are the eigenvalues of the top left 2×22 \times 2 submatrix of A^\widehat{A}together with the eigenvalues of the bottom right (n2)×(n2)(n-2) \times(n-2) submatrix of A^.\widehat{A} .