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Supplementary Materials

This document summarizes key topics in chapter 8 of a linear algebra textbook, including: 1) The Jordan form of matrices and its use in dealing with non-diagonalizable matrices. 2) The Cayley-Hamilton theorem and its applications. 3) Properties of real symmetric matrices including classifications based on positive/negative (semi)-definiteness. 4) The singular value decomposition and its relationship to eigenvalues of AAT and ATA. 5) Final topics including bounds on eigenvalues using Gershgorin disks and solving linear difference equations.

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40 views38 pages

Supplementary Materials

This document summarizes key topics in chapter 8 of a linear algebra textbook, including: 1) The Jordan form of matrices and its use in dealing with non-diagonalizable matrices. 2) The Cayley-Hamilton theorem and its applications. 3) Properties of real symmetric matrices including classifications based on positive/negative (semi)-definiteness. 4) The singular value decomposition and its relationship to eigenvalues of AAT and ATA. 5) Final topics including bounds on eigenvalues using Gershgorin disks and solving linear difference equations.

Uploaded by

陳楷翰
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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CHAPTER 8

Supplementary Materials

8.1 Jordan form


8.2 Cayley-Hamiltion theorem and its applications
8.3 More on the real and symmetric matrices
8.4 Singular value decomposition (SVD)
8.5 Final topics

Version: 052721
中興大學 電機系 許舜斌 教
8.1 Jordan form
Q: Why is a square matrix not diagonalizable?

A: Because the matrix has at least one eigenvalue whose


algebraic multiplicity is more than its dimension of eigenspace.

Two concepts:
 three parameters of an eigenvalue
 Jordan blocks
will be introduced before we present the Jodan form of a
matrix
2
8.1 Jordan form
What are the three parameters of an eigenvalue?

What is a Jordan block?

3
8.1 Jordan form

The (AM,GM,index) for each eigenvalue in each matrix is:

4
8.1 Jordan form

• A diagonal form turns out to be a special Jordan form!!!


• A matrix is diagonalizable if and only if for each eigenvalue of the matrix,
the index is 1, or equivalently, its AM equals GM.
• If all eigenvalues of a matrix are distinct, the matrix must be diagonalizable.

Q: Why is the Jordan form useful in dealing with the


non-diagonalizable matrices?
A: The Jordan form generalizes the concepts of diagonal matrix
and eigenvectors. Using this form, each eigenvalue in each
matrix has sufficient independent generalized eigenvectors. 5
8.1 Jordan form

Consequently,

6
8.1 Jordan form
For example,

7
8.1 Jordan form

The special structure of Jordan form allows one to show a


very useful result known as the Cayley-Hamilton theorem, as
detailed in the following section.
8
8.2 Cayley-Hamilton theorem
• M is a called a nilpotent matrix if there exists a positive integer p such that Mp = 0.
• The smallest such p is called the index or degree of this nilpotent matrix. What
makes the Jordan form so special can be seen from the following example:

9
8.2 Cayley-Hamilton theorem

10
8.2 Cayley-Hamilton theorem

11
8.2 Cayley-Hamilton theorem
Ex.1

Sol.

However, this way needs to calculate the Jordan


form, eigenvectors, and the inverse of a matrix. As
we will see, the theory due to Cayley-Hamilton
provides a simpler approach.
12
8.2 Cayley-Hamilton theorem
Ex.1

13
8.2 Cayley-Hamilton theorem
Ex.2

Sol.

14
8.2 Cayley-Hamilton theorem
Ex.3

proof.

15
8.3 More on the real and symmetric matrices

For example,

16
8.3 More on the real and symmetric matrices
Fundamental theorem of Hermitian matrices

proof. of p.1

17
8.3 More on the real and symmetric matrices

proof. of p.2

18
8.3 More on the real and symmetric matrices
proof. of p.3

19
8.3 More on the real and symmetric matrices
Quadratic form

20
8.3 More on the real and symmetric matrices
Positive/Negative (semi)-definite matrices

real

symmetric
.
p.s.d.

classification of p.d.
square matrices 21
8.3 More on the real and symmetric matrices
Positive/Negative (semi)-definite matrices

22
8.3 More on the real and symmetric matrices
Positive/Negative (semi)-definite matrices

23
8.3 More on the real and symmetric matrices
Positive/Negative (semi)-definite matrices

24
8.4 Singular value decomposition (SVD)

25
8.4 Singular value decomposition (SVD)

26
8.4 Singular value decomposition (SVD)

27
8.4 Singular value decomposition (SVD)

28
8.4 Singular value decomposition (SVD)
Before we say more on SVD, we should analyze eigenvalues
and eigenvectors of AAT and ATA.

If A and B are both square matrices of the same size, and


A is nonsingular,

That means AB is similar to BA. Therefore, AB and BA have the


same characteristic polynomial and thus the same set of
eigenvalues.
29
8.4 Singular value decomposition (SVD)
In the general case,

Similarly, the eigenvalues of ATA are exactly those of AAT and


additional n-m zeros. 30
8.4 Singular value decomposition (SVD)
Eigenvectors of AAT and ATA

31
8.4 Singular value decomposition (SVD)

32
8.5 Final topics
Relation between eigenvalues and minors

33
8.5 Final topics
Bounds of eigenvalues

34
8.5 Final topics
Bounds of eigenvalues

The four Gershgorin disks centered at


(-3,0), (6,0), (5,0) and (1,0),
with radii 3, 11, 7 and 8 respectively,
are drawn in the right figure. All the
four eigenvalues of A are located
in the union: U1, of these 4 disks.

35
8.5 Final topics
Bounds of eigenvalues

Note that AT and A have the same


eigenvalues. We can consider the columns
of A to obtain another four Gershgorin
disks, centered at
(-3,0), (6,0), (5,0) and (1,0),
with radii 8, 6, 8 and 7 respectively, as
shown in the right figure. All the four
eigenvalues of A are located In conclusion, we can take the intersection of U1 and
in the union: U2, of these 4 disks as well. U2 to obtain a tighter bound for the eigenvalues.
36
8.5 Final topics
Solving linear difference equation

37
8.5 Final topics
Summary: relation between rank, nullity, singular value,
eigenvalue?

38

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