Proof involving the spectral radius and the Jordan canonical form Announcing the arrival of...
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Proof involving the spectral radius and the Jordan canonical form
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Spectral radius of the Volterra operatorExample that the Jordan canonical form is not “robust.”What is the purpose of Jordan Canonical Form?Confusion between spectral radius of matrix and spectral radius of the operatorComputing the Jordan Form of a MatrixSpectral radius of perturbed bipartite graphsA proof involving invertible $ntimes n$ matricesProof of Gelfand's formula without using $rho(A) < 1$ iff $lim A^n = 0$Help with (generalized) eigenspace, Jordan basis, and polynomialsFinding the Jordan Form of a matrix…
$begingroup$
Let $A$ be a square matrix. Show that if $$lim_{n to infty} A^{n} = 0$$ then $rho(A) < 1$, where $rho(A)$ denotes the spectral radius of $A$.
Hint: Use the Jordan canonical form.
I am self-studying and have been working through a few linear algebra exercises. I'm struggling a bit in applying the hint to this problem — I don't know where to start. Any help appreciated.
linear-algebra matrices jordan-normal-form spectral-radius
$endgroup$
add a comment |
$begingroup$
Let $A$ be a square matrix. Show that if $$lim_{n to infty} A^{n} = 0$$ then $rho(A) < 1$, where $rho(A)$ denotes the spectral radius of $A$.
Hint: Use the Jordan canonical form.
I am self-studying and have been working through a few linear algebra exercises. I'm struggling a bit in applying the hint to this problem — I don't know where to start. Any help appreciated.
linear-algebra matrices jordan-normal-form spectral-radius
$endgroup$
add a comment |
$begingroup$
Let $A$ be a square matrix. Show that if $$lim_{n to infty} A^{n} = 0$$ then $rho(A) < 1$, where $rho(A)$ denotes the spectral radius of $A$.
Hint: Use the Jordan canonical form.
I am self-studying and have been working through a few linear algebra exercises. I'm struggling a bit in applying the hint to this problem — I don't know where to start. Any help appreciated.
linear-algebra matrices jordan-normal-form spectral-radius
$endgroup$
Let $A$ be a square matrix. Show that if $$lim_{n to infty} A^{n} = 0$$ then $rho(A) < 1$, where $rho(A)$ denotes the spectral radius of $A$.
Hint: Use the Jordan canonical form.
I am self-studying and have been working through a few linear algebra exercises. I'm struggling a bit in applying the hint to this problem — I don't know where to start. Any help appreciated.
linear-algebra matrices jordan-normal-form spectral-radius
linear-algebra matrices jordan-normal-form spectral-radius
edited 33 mins ago
Rodrigo de Azevedo
13.2k41961
13.2k41961
asked 1 hour ago
mXdXmXdX
1068
1068
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add a comment |
2 Answers
2
active
oldest
votes
$begingroup$
You don't really need Jordan canonical form. If $rho(A) ge 1$, $A$ has an eigenvalue $lambda$ with $|lambda| ge 1$. That eigenvalue has an eigenvector $v$. Then $A^n v = lambda^n v$, so $|A^n v| = |lambda|^n |v| ge |v|$ does not go to $0$ as $n to infty$, which is impossible if $A^n to 0$.
$endgroup$
add a comment |
$begingroup$
Hint
$$A=PJP^{-1} \
J=begin{bmatrix}
lambda_1 & * & 0 & 0 & 0 & ... & 0 \
0& lambda_2 & * & 0 & 0 & ... & 0 \
...&...&...&...&....&....&....\
0 & 0 & 0 & 0&0&...&lambda_n \
end{bmatrix}$$
where each $*$ is either $0$ or $1$.
Prove by induction that
$$J^m=begin{bmatrix}
lambda_1^m & star & star & star & star & ... & star \
0& lambda_2^m & star & star & star & ... & star \
...&...&...&...&....&....&....\
0 & 0 & 0 & 0&0&...&lambda_n^m \
end{bmatrix}$$
where the $star$s represent numbers, that is $J^m$ is an upper triangular matrix
with the $m$^th powers of the eigenvalues on the diagonal.
Note The above claim for $J^m$ is not fully using that $J$ is a Jordan cannonical form. It only uses that $J$ is upper triangular.
$endgroup$
$begingroup$
So, $A^{m} = PJ^{m}P^{-1}$. If I can show what you're asking by induction, would the limit of $J^{m} = 0$? I'm sure it is because the diagonal entries are less than one, right?
$endgroup$
– mXdX
1 hour ago
$begingroup$
@mXdX Well, that is the point. First $$lim_m J^m= lim_m P^{-1} A^m P =0$$ Now, since $lim J^m=0$ you can deduce that the diagonal entries converge to zero, meaning $lambda_j^m to 0$. This implies that $|lambda_j |<1$
$endgroup$
– N. S.
1 hour ago
$begingroup$
I understand now. Thanks. So I would have to show, like you said, that the diagonal entries of $J^{m}$ are the $m$th powers of the eigenvalues.
$endgroup$
– mXdX
1 hour ago
add a comment |
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2 Answers
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active
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2 Answers
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active
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$begingroup$
You don't really need Jordan canonical form. If $rho(A) ge 1$, $A$ has an eigenvalue $lambda$ with $|lambda| ge 1$. That eigenvalue has an eigenvector $v$. Then $A^n v = lambda^n v$, so $|A^n v| = |lambda|^n |v| ge |v|$ does not go to $0$ as $n to infty$, which is impossible if $A^n to 0$.
$endgroup$
add a comment |
$begingroup$
You don't really need Jordan canonical form. If $rho(A) ge 1$, $A$ has an eigenvalue $lambda$ with $|lambda| ge 1$. That eigenvalue has an eigenvector $v$. Then $A^n v = lambda^n v$, so $|A^n v| = |lambda|^n |v| ge |v|$ does not go to $0$ as $n to infty$, which is impossible if $A^n to 0$.
$endgroup$
add a comment |
$begingroup$
You don't really need Jordan canonical form. If $rho(A) ge 1$, $A$ has an eigenvalue $lambda$ with $|lambda| ge 1$. That eigenvalue has an eigenvector $v$. Then $A^n v = lambda^n v$, so $|A^n v| = |lambda|^n |v| ge |v|$ does not go to $0$ as $n to infty$, which is impossible if $A^n to 0$.
$endgroup$
You don't really need Jordan canonical form. If $rho(A) ge 1$, $A$ has an eigenvalue $lambda$ with $|lambda| ge 1$. That eigenvalue has an eigenvector $v$. Then $A^n v = lambda^n v$, so $|A^n v| = |lambda|^n |v| ge |v|$ does not go to $0$ as $n to infty$, which is impossible if $A^n to 0$.
answered 1 hour ago
Robert IsraelRobert Israel
332k23221478
332k23221478
add a comment |
add a comment |
$begingroup$
Hint
$$A=PJP^{-1} \
J=begin{bmatrix}
lambda_1 & * & 0 & 0 & 0 & ... & 0 \
0& lambda_2 & * & 0 & 0 & ... & 0 \
...&...&...&...&....&....&....\
0 & 0 & 0 & 0&0&...&lambda_n \
end{bmatrix}$$
where each $*$ is either $0$ or $1$.
Prove by induction that
$$J^m=begin{bmatrix}
lambda_1^m & star & star & star & star & ... & star \
0& lambda_2^m & star & star & star & ... & star \
...&...&...&...&....&....&....\
0 & 0 & 0 & 0&0&...&lambda_n^m \
end{bmatrix}$$
where the $star$s represent numbers, that is $J^m$ is an upper triangular matrix
with the $m$^th powers of the eigenvalues on the diagonal.
Note The above claim for $J^m$ is not fully using that $J$ is a Jordan cannonical form. It only uses that $J$ is upper triangular.
$endgroup$
$begingroup$
So, $A^{m} = PJ^{m}P^{-1}$. If I can show what you're asking by induction, would the limit of $J^{m} = 0$? I'm sure it is because the diagonal entries are less than one, right?
$endgroup$
– mXdX
1 hour ago
$begingroup$
@mXdX Well, that is the point. First $$lim_m J^m= lim_m P^{-1} A^m P =0$$ Now, since $lim J^m=0$ you can deduce that the diagonal entries converge to zero, meaning $lambda_j^m to 0$. This implies that $|lambda_j |<1$
$endgroup$
– N. S.
1 hour ago
$begingroup$
I understand now. Thanks. So I would have to show, like you said, that the diagonal entries of $J^{m}$ are the $m$th powers of the eigenvalues.
$endgroup$
– mXdX
1 hour ago
add a comment |
$begingroup$
Hint
$$A=PJP^{-1} \
J=begin{bmatrix}
lambda_1 & * & 0 & 0 & 0 & ... & 0 \
0& lambda_2 & * & 0 & 0 & ... & 0 \
...&...&...&...&....&....&....\
0 & 0 & 0 & 0&0&...&lambda_n \
end{bmatrix}$$
where each $*$ is either $0$ or $1$.
Prove by induction that
$$J^m=begin{bmatrix}
lambda_1^m & star & star & star & star & ... & star \
0& lambda_2^m & star & star & star & ... & star \
...&...&...&...&....&....&....\
0 & 0 & 0 & 0&0&...&lambda_n^m \
end{bmatrix}$$
where the $star$s represent numbers, that is $J^m$ is an upper triangular matrix
with the $m$^th powers of the eigenvalues on the diagonal.
Note The above claim for $J^m$ is not fully using that $J$ is a Jordan cannonical form. It only uses that $J$ is upper triangular.
$endgroup$
$begingroup$
So, $A^{m} = PJ^{m}P^{-1}$. If I can show what you're asking by induction, would the limit of $J^{m} = 0$? I'm sure it is because the diagonal entries are less than one, right?
$endgroup$
– mXdX
1 hour ago
$begingroup$
@mXdX Well, that is the point. First $$lim_m J^m= lim_m P^{-1} A^m P =0$$ Now, since $lim J^m=0$ you can deduce that the diagonal entries converge to zero, meaning $lambda_j^m to 0$. This implies that $|lambda_j |<1$
$endgroup$
– N. S.
1 hour ago
$begingroup$
I understand now. Thanks. So I would have to show, like you said, that the diagonal entries of $J^{m}$ are the $m$th powers of the eigenvalues.
$endgroup$
– mXdX
1 hour ago
add a comment |
$begingroup$
Hint
$$A=PJP^{-1} \
J=begin{bmatrix}
lambda_1 & * & 0 & 0 & 0 & ... & 0 \
0& lambda_2 & * & 0 & 0 & ... & 0 \
...&...&...&...&....&....&....\
0 & 0 & 0 & 0&0&...&lambda_n \
end{bmatrix}$$
where each $*$ is either $0$ or $1$.
Prove by induction that
$$J^m=begin{bmatrix}
lambda_1^m & star & star & star & star & ... & star \
0& lambda_2^m & star & star & star & ... & star \
...&...&...&...&....&....&....\
0 & 0 & 0 & 0&0&...&lambda_n^m \
end{bmatrix}$$
where the $star$s represent numbers, that is $J^m$ is an upper triangular matrix
with the $m$^th powers of the eigenvalues on the diagonal.
Note The above claim for $J^m$ is not fully using that $J$ is a Jordan cannonical form. It only uses that $J$ is upper triangular.
$endgroup$
Hint
$$A=PJP^{-1} \
J=begin{bmatrix}
lambda_1 & * & 0 & 0 & 0 & ... & 0 \
0& lambda_2 & * & 0 & 0 & ... & 0 \
...&...&...&...&....&....&....\
0 & 0 & 0 & 0&0&...&lambda_n \
end{bmatrix}$$
where each $*$ is either $0$ or $1$.
Prove by induction that
$$J^m=begin{bmatrix}
lambda_1^m & star & star & star & star & ... & star \
0& lambda_2^m & star & star & star & ... & star \
...&...&...&...&....&....&....\
0 & 0 & 0 & 0&0&...&lambda_n^m \
end{bmatrix}$$
where the $star$s represent numbers, that is $J^m$ is an upper triangular matrix
with the $m$^th powers of the eigenvalues on the diagonal.
Note The above claim for $J^m$ is not fully using that $J$ is a Jordan cannonical form. It only uses that $J$ is upper triangular.
answered 1 hour ago
N. S.N. S.
105k7115210
105k7115210
$begingroup$
So, $A^{m} = PJ^{m}P^{-1}$. If I can show what you're asking by induction, would the limit of $J^{m} = 0$? I'm sure it is because the diagonal entries are less than one, right?
$endgroup$
– mXdX
1 hour ago
$begingroup$
@mXdX Well, that is the point. First $$lim_m J^m= lim_m P^{-1} A^m P =0$$ Now, since $lim J^m=0$ you can deduce that the diagonal entries converge to zero, meaning $lambda_j^m to 0$. This implies that $|lambda_j |<1$
$endgroup$
– N. S.
1 hour ago
$begingroup$
I understand now. Thanks. So I would have to show, like you said, that the diagonal entries of $J^{m}$ are the $m$th powers of the eigenvalues.
$endgroup$
– mXdX
1 hour ago
add a comment |
$begingroup$
So, $A^{m} = PJ^{m}P^{-1}$. If I can show what you're asking by induction, would the limit of $J^{m} = 0$? I'm sure it is because the diagonal entries are less than one, right?
$endgroup$
– mXdX
1 hour ago
$begingroup$
@mXdX Well, that is the point. First $$lim_m J^m= lim_m P^{-1} A^m P =0$$ Now, since $lim J^m=0$ you can deduce that the diagonal entries converge to zero, meaning $lambda_j^m to 0$. This implies that $|lambda_j |<1$
$endgroup$
– N. S.
1 hour ago
$begingroup$
I understand now. Thanks. So I would have to show, like you said, that the diagonal entries of $J^{m}$ are the $m$th powers of the eigenvalues.
$endgroup$
– mXdX
1 hour ago
$begingroup$
So, $A^{m} = PJ^{m}P^{-1}$. If I can show what you're asking by induction, would the limit of $J^{m} = 0$? I'm sure it is because the diagonal entries are less than one, right?
$endgroup$
– mXdX
1 hour ago
$begingroup$
So, $A^{m} = PJ^{m}P^{-1}$. If I can show what you're asking by induction, would the limit of $J^{m} = 0$? I'm sure it is because the diagonal entries are less than one, right?
$endgroup$
– mXdX
1 hour ago
$begingroup$
@mXdX Well, that is the point. First $$lim_m J^m= lim_m P^{-1} A^m P =0$$ Now, since $lim J^m=0$ you can deduce that the diagonal entries converge to zero, meaning $lambda_j^m to 0$. This implies that $|lambda_j |<1$
$endgroup$
– N. S.
1 hour ago
$begingroup$
@mXdX Well, that is the point. First $$lim_m J^m= lim_m P^{-1} A^m P =0$$ Now, since $lim J^m=0$ you can deduce that the diagonal entries converge to zero, meaning $lambda_j^m to 0$. This implies that $|lambda_j |<1$
$endgroup$
– N. S.
1 hour ago
$begingroup$
I understand now. Thanks. So I would have to show, like you said, that the diagonal entries of $J^{m}$ are the $m$th powers of the eigenvalues.
$endgroup$
– mXdX
1 hour ago
$begingroup$
I understand now. Thanks. So I would have to show, like you said, that the diagonal entries of $J^{m}$ are the $m$th powers of the eigenvalues.
$endgroup$
– mXdX
1 hour ago
add a comment |
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