Spectral Theory

Kevin James

Kevin James Spectral Theory

Definition
Let A ∈ K n×n . A vector v ∈ K n satisfying Av = λv for some λ ∈ K is
called and eigenvector of A with respect to the eigenvalue λ.

Assumption
We will typically assume that the field K is algebraically closed. That is,
all polynomials f (x) ∈ K [x] have a root in K . Recall that C is such a
field.

Proposition
If A ∈ K n×n and K is algebraically closed, then A has an eigenvector.

Remark
By our theory of determinants, we know that (A − λI ) is singular if and
only if det(A − λI ) = 0.

Fact
λ ∈ K is an eigenvalue for A ∈ K n×n if and only if det(A − λI ) = 0.
Kevin James Spectral Theory
Example
 
3 2
Find the eigenvalues and eigenvectors for A = . Analyze the
1 4
long term behavior of repeated application of A.

Definition
The characteristic polynomial of A ∈ K n×n is

pA (x) = det(xI − A).

Remark
For A ∈ K n×n , deg(pA (x)) = n.

Theorem
Eigenvectors of A ∈ K n×n corresponding to distinct eigenvalues are
linearly independent.

Kevin James Spectral Theory

Corollary
Suppose that A ∈ K n×n has distinct eigenvalues λ1 , . . . , λt and that for
1 ≤ j ≤ t we have that Bj is a basis for Nul(A − λj ). Then B = ∪tj=1 Bj is
linearly independent and thus is a basis for Span(B).

Definition
If A ∈ K n×n is similar to a diagonal matrix D, we say that A is
diagonalizable.

Theorem
A matrix A ∈ K n×n is diagonalizable if and only if there is a basis
v1 , . . . , vn for K n of eigenvectors of A. (-i.e. iff Span(B) form above is all
of K n ).

Corollary
If A has distinct eigenvalues, then it is diagonalizable.

Kevin James Spectral Theory

Fact
Similar matrices have the same characteristic polynomial.

Theorem
Suppose A ∈ K n×n has eigenvalues λ1 , . . . , λn , then
n
X n
Y
tr(A) = λi and det(A) = λi .
i=1 i=1

Corollary
Qt Qt
If pA (x) = i=1 (x − λi )mi , then det(A) = i=1 λm
i and
i
Pt
tr(A) = i=1 mi λi .

Kevin James Spectral Theory

Theorem (Spectral Mapping Theorem)
Let A ∈ K n×n have eigenvalue λ and let q(x) ∈ K [x].
1 q(λ) is an eigenvalue of q(A).
2 Conversely, every eigenvalue of q(A) has the form q(λ).

Theorem (Cayley-Hamilton)

pA (A) = 0.

Lemma
Let P, Q ∈ K n×n [x] and let R(x) = P(x)Q(x) (under the usual definition
of polynomial multiplication). If A commutes with the coefficients of Q
then R(A) = P(A)Q(A) (under matrix multiplication).

Lemma
(K [x]))
n×n ∼
= K n×n [x] as rings.

Kevin James Spectral Theory

Corollary
There is a unique monic polynomial mA (x) of minimal degree with
mA (A) = 0 and mA (x)|pA (x).

Example
Compute the characteristic and minimum polynomials and eigenvalues
and eigenvectors of the following.
1 A = In .
 
4 1
2 A= .
−1 2

Proposition
If A ∈ K n×n has only one eigenvalue λ and has n linearly independent
eigenvectors, then A = λI

Note
If A ∈ K 2×2 with tr(A) = 1 and det(A) = 1 then pA (x) = (x − 1)2 has a
single repeated root of λ = 1. There is a 2-parameter family of such
matrices and I is the only member which is diagonalizable.
Kevin James Spectral Theory
Definition
A vector v is a generalized eigenvector of A corresponding to the
eigenvalue λ if (A − λI )m v = 0 for some m ∈ N.

Example
 
4 1
Let A = . Recall that there is only one eigenvalue λ = 3 and
 −1
 2
1
that spans the eigenspace. Find a generalized eigenvector.
−1

Kevin James Spectral Theory

Definition
The algebraic multiplicity of an eigenvector λ of a matrix A is the largest
m such that (x − λ)m divides pA (x)
The geometric multiplicity of λ is dim(NA−λI ).

Note
Let Nm = N(A−λI )m . Then we have
1 (A − λI )Nj ⊆ Nj−1
2 {0} ⊂ N1 ⊂ N2 ⊂ · · · ⊂ Nk = Nk+1 = . . .

Definition
The index of λ is the minimum natural number d such that Nd = Nd+1 .

Kevin James Spectral Theory

Definition
If A : X → X , the subspace Y ≤ X is invariant under A if A(Y ) ⊆ Y .

Theorem (Spectral Theorem)

Let A ∈ K n×n where K is algebraically closed. Then there is a basis for
K n of generalized eigenvectors.

Kevin James Spectral Theory

Lemma
Suppose that p, q ∈ K [x] which share no common zero in K̄ . Then there
are a, b ∈ K [x] such that ap + bq = 1.

Lemma
Let p, q ∈ K [x] which share no common factor in K̄ and let A ∈ K n×n .
Let Np , Nq and Npq denote the nullspaces of p(A), q(A) and (pq)(A)
respectively. Then,
Npq = Np ⊕ Nq .

Corollary
Let p1 , . . . , pk ∈ K [x] be a collection of polynomials that are pairwise
without a common zero in K̄ . Denote the nullspace of the product
p1 (A)p2 (A) . . . pk (A) by Np1 ...pk . Then,

Np1 ...pk = Np1 ⊕ · · · ⊕ Npk .

Proof
Homework
Kevin James Spectral Theory
Theorem
Let A be an n × n matrix with distinct eigenvalues λ1 , . . . , λk of indices
d1 , . . . , dk respectively. Then,
k
Y
mA (x) = (x − λi )di .
i=1

Corollary (Spectral Theorem Refinement)

Let N (j) := Ndj (x − λj )dj . Then the Spectral theorem yeilds

K̄ n = N (1) ⊕ · · · ⊕ N (k) .

Note that dim(N (j) ) is the algebraic multiplicity of λj (to be proved later)
Each N (j) is an invariant subspace of A.

Kevin James Spectral Theory

Theorem
Suppose that A, B ∈ K n×n where K is an algebraically closed field and let

Nm (λ) = Nul((A − λI )m ), Mm (λ) = Nul((B − λI )m ),

dm (λ) = dimK (Nm (λ)) em (λ) = dimK (Mm (λ)).

Then, A is similar to B if and only if A and B have the same eigenvalues

λ1 , . . . , λt and for 1 ≤ k ≤ t and all m, dm (λk ) = em (λk ).

Lemma (Key Lemma)

Suppose that A ∈ K n×n with eigenvalue λ and let Nm = Nul((A − λI )m ).
Then,
(A − λI ) : Ni+1 /Ni ,→ Ni /Ni−1 .

Theorem
Let X be an n-dimensional vector space over an algebraically closed field
K . Suppose that A, B : X → X are commuting maps. Then, there is a
basis for X consisting of generalized eigenvalues of A and B.

Kevin James Spectral Theory

Corollary
The previous theorem remains true for any number (even infinite) of
pairwise commuting maps.

Proof
Homework

Theorem
Let A, B : X → X be diagonalizable and AB = BA. Then A and B are
simultaneously diagonalizable. That is, ∃P ∈ K n×n and diagonal matrices
DA , DB ∈ K n×n such that

A = PDA P −1 B = PDB P −1 .

Theorem
Suppose that A ∈ K n×n . Then A is similar to T A.

Kevin James Spectral Theory