Eigen space of Linear operators -I

amaren p das February 9, 2012

Let V be a vector space of nite dimension dened over a eld F . That means you can count how may basis it has. The scalers are the elements of the eld. Generally we take R as our eld. Let T denote a transformation from V to V . What it means is that it take a vector from V and creates a new vector which is again in V . We write it in short as T :V V If this transformation folllows the following conditions if v1 , v2 V c R T (v1 + V2 ) = T (v1 ) + T (v2 ) T (cv1 ) = c T (V1 ) Then the transformation T is called a Linear Transformation.

Characteristic value
T (v) = cv cF

Soppose we nd a vector v V such that

thenc is called the characteristic value or eigen value of T and v is called the eigen vector of T associated with c. Thats how things are dened.

1.1

Eigen space of T

If we are able to collect all the vectors in V which are eigen vector of T with characteristic value c,in one set E. i.e E = {v : T (v) = cv, c R, v V } Then E is a vector space, and a subset of V , therefore a sub space of V . E is a subset of V is clear from the denition of E it self. Whether it is a subspace or not needs to be proved. For the we need to show the following if v1 , v2 E then v1 + v2 E 1

Now v1 + v2 E if T (v1 + v2 ) = c(v1 + v2 ), Lets see if it is true, T (v1 + v2 ) = T (v1 ) + T (v2 ) Linearity of T = cv1 + cv2 = c(v1 + v2 ) so it qualies to be a memeber E. Therefore E is a sub space of V . Note: Each characteristic value will create is own Eigen space for T. Moreover they all will be disjoint. 1.1.1 Geometric multiplicity of eigen Value

It is quite possible to have more the one vectors which are linearly independent to have the same eigen value say c1 . The number of independent vectors of a subspace denes the dimension of the eigen subspace E1 associated with eigen value c1 .So if n1 is the no of linearly independent vectors in E1 thne dimention of E1 is n1 .The set all linearly vectors of E1 forms the basis of E1 . The dimention of E is called the Geometric multiplicity of eigen value c.

1.2

Eigen space is the null space of [T cI]

Let v be the eigen vector of T for the eigen value c, Then T v = cv T v = cIv where I is identity matrix of required size T c cIv = 0 (T cI)v = 0 Which means that v is in the null space of the transformation [T cI].

1.3

Transformation T cI is singular

Let E be the eigen space with T associated with characteristic value c, then v1 , v2 E Then [T cI]v1 = 0 [T cI]v2 = 0 so two vectors are maped to zero, this indicates the T cI is not 1 : 1. Thus det(T cI) = 0 So T cI is singular.

1.4

The characteristic Polynomial

A = c, E =0

If A be the matrix representation of T in some ordered basis then,

[A cI] = 0 The last equation can be seen as an simultaneous equations in n variables. where n is a dimension of V . The n variables are the n components of vector . From the theory of homogeneous simultaneous eq. we know that, in order to have nontrivial value of (=0), The determinat of the co-ecient matrix has to be zero. In the above case the coecient matrix [A cI]. So det(A cI) = 0 If we expand the above determinat then we will get a polynomial in c. This polynomial is called the characteristic polynomial of the transformation T . It will something like this P (c) = cn + a1 cn1 + ...an . The root of this characteristic polynomial is the characteristic or eigen value of T , because then the above condition on determinant i.e det[A cI] = 0 is satised. if c1 , c2 , ..ck are the roots of P (c) = 0 Then we can write P (c) = (c c1 )d1 (c c2 )d2 ......(c ck )dk Here each characteristic value ci is associated with a degree di . In simple language it means that ci is a multiple root of the P(c). Since di multiplicity of ci comes for the algebraic equationP (c) = 0 so it is called the algebraic multiplicity of eigen value ci Note: Algebraic multiplicity is always greater than or equal to the geometric multiplicity of an eigen value.

Invariant subspace
T : V = V.

Let V be a vector space and T be the transformation dened over it.

. If W be the subspace of V . Then W is called the invariant subspace of V under T if T (w) W, w W 3

In other words T sends every element of W back to W . So we can dene a new transformation over W called [T ]w . Note: In strict mathematical sense the T and [T ]w are two dierent transformations as they have dierent domain. 2.0.1 Eigen Space is an invarian sub-space

I can esily be seen that eigen sub space is an in varian sub sapace of V . Let E be tha eigen sub space associated with the Egen value (characterestic value ) c of a transormation T . l , since E is a sub space so cE Where c is a scaler or or more technically an element of the eld over which vector space V is dened. E, T () = c

Thats all for part-I. In the next part, I will show how the invariance of eigen space helps us diagonalize the matrix representation of a transformation.