(a) Suppose that A is a real n×n matrix, and w∈Rn and λ1∈R are given so that Aw=λ1w. Further, let S be a non-singular matrix such that Sw=ce(1), where e(1) is the first coordinate vector and c=0.
Let A=SAS−1. Prove that the eigenvalues of A are λ1 together with the eigenvalues of the bottom right (n−1)×(n−1) submatrix of A.
Explain briefly how, given a vector w, an orthogonal matrix S such that Sw=ce(1) can be constructed.
(b) Suppose that A is a real n×n matrix, and two linearly independent vectors v,w∈Rn are given such that the linear subspace L{v,w} spanned by v and w is invariant under the action of A, i.e.,
x∈L{v,w}⇒Ax∈L{v,w}
Denote by V an n×2 matrix whose two columns are the vectors v and w, and let S be a non-singular matrix such that R=SV is upper triangular:
Again, let A=SAS−1. Prove that the eigenvalues of A are the eigenvalues of the top left 2×2 submatrix of Atogether with the eigenvalues of the bottom right (n−2)×(n−2) submatrix of A.
Explain briefly how, for given vectors v,w, an orthogonal matrix S which satisfies (*) can be constructed.